Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $2.8M, listed on NASDAQ, carrying a beta of -1.80 to the broader market. The fund, under normal circumstances, invests in swap agreements that provide 200% inverse (opposite) daily exposure to TSLA equal to at least 80% of the fund’s net assets (plus any borrowings for investment purposes ). public since 2024-01-04.
Snapshot as of May 15, 2026.
- Spot Price
- $8.05
- ATM IV
- 107.2%
- IV Skew 25Δ
- 0.010
- IV Rank
- 65.5%
- IV Percentile
- 82.9%
- Term Structure Slope
- -0.105
As of May 15, 2026, Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) at-the-money implied volatility is 107.2%. IV rank is 65.5% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 82.9%. The 25-delta skew is +0.010: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
SKRE Strategy Selection at Current Volatility Levels
For Tuttle Capital Daily 2X Inverse Regional Banks ETF options at 107.2% ATM IV, mid-range IV rank (65.5%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked SKRE volatility skew questions
- What is the current SKRE ATM implied volatility?
- As of May 15, 2026, Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) at-the-money implied volatility is 107.2%. IV rank is 65.5% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is SKRE IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does SKRE volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Tuttle Capital Daily 2X Inverse Regional Banks ETF skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.