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.

REX FANG & Innovation Equity Premium Income ETF (FEPI) had 180-Day Implied Volatility Skew of 0.0131 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2103
Historical Volatility (Parkinson)	0.1710
Implied Volatility (Calls)	0.3480
Implied Volatility (Puts)	0.1933
Implied Volatility (Mean)	0.2707
Put-Call Implied Volatility Ratio	0.5553
Implied Volatility Skew	0.0131
Option Statistics
Put-Call Ratio (Volume)	5.0000
Put-Call Ratio (Open Interest)	1.0781