Implied Volatility Skew (180-Day)

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

First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) had 180-Day Implied Volatility Skew of 0.1074 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1272
Historical Volatility (Parkinson)	0.0835
Implied Volatility (Calls)	0.2339
Implied Volatility (Puts)	0.2891
Implied Volatility (Mean)	0.2615
Put-Call Implied Volatility Ratio	1.2358
Implied Volatility Skew	0.1074
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	--