Implied Volatility Skew (20-Day)

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

Fidelity MSCI Consumer Discretionary Index ETF (FDIS) had 20-Day Implied Volatility Skew of -0.0029 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1453
Historical Volatility (Parkinson)	0.1100
Implied Volatility (Calls)	0.1913
Implied Volatility (Puts)	0.1991
Implied Volatility (Mean)	0.1952
Put-Call Implied Volatility Ratio	1.0407
Implied Volatility Skew	-0.0029
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3636