Implied Volatility Skew (30-Day)

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

First Trust Europe AlphaDEX ETF (FEP) had 30-Day Implied Volatility Skew of 0.1037 for 2026-03-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2413
Historical Volatility (Parkinson)	0.1419
Implied Volatility (Calls)	0.2604
Implied Volatility (Puts)	0.3297
Implied Volatility (Mean)	0.2950
Put-Call Implied Volatility Ratio	1.2664
Implied Volatility Skew	0.1037
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--