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 S&P International Dividend Aristocrats ETF (FID) had 30-Day Implied Volatility Skew of 0.0410 for 2025-08-29.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0791
Historical Volatility (Parkinson)	0.1865
Implied Volatility (Calls)	0.3082
Implied Volatility (Puts)	0.3222
Implied Volatility (Mean)	0.3152
Put-Call Implied Volatility Ratio	1.0456
Implied Volatility Skew	0.0410
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--