Implied Volatility Skew (90-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

ProShares UltraShort Silver (ZSL) had 90-Day Implied Volatility Skew of 0.0195 for 2024-05-06.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5721
Historical Volatility (Parkinson)	0.3958
Implied Volatility (Calls)	0.3661
Implied Volatility (Puts)	0.5370
Implied Volatility (Mean)	0.4515
Put-Call Implied Volatility Ratio	1.4669
Implied Volatility Skew	0.0195
Option Statistics
Put-Call Ratio (Volume)	29.0000
Put-Call Ratio (Open Interest)	0.3034
Forward Price	13.25
Call Breakeven Price	22.38
Put Breakeven Price	11.84
Option Breakeven Price	19.76