Implied Volatility Skew (10-Day)

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

REX FANG & Innovation Equity Premium Income ETF (FEPI) had 10-Day Implied Volatility Skew of 0.2748 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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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2092
Historical Volatility (Parkinson)	0.1688
Implied Volatility (Calls)	0.2156
Implied Volatility (Puts)	0.2256
Implied Volatility (Mean)	0.2206
Put-Call Implied Volatility Ratio	1.0461
Implied Volatility Skew	0.2748
Option Statistics
Put-Call Ratio (Volume)	4.0345
Put-Call Ratio (Open Interest)	2.4941