Implied Volatility Skew (120-Day)

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

Tuttle Capital Pure Play Photonics ETF (FOTO) had 120-Day Implied Volatility Skew of 0.0879 for 2026-07-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-21

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.6486
Implied Volatility (Puts)	0.8393
Implied Volatility (Mean)	0.7440
Put-Call Implied Volatility Ratio	1.2940
Implied Volatility Skew	0.0879
Option Statistics
Put-Call Ratio (Volume)	0.7003
Put-Call Ratio (Open Interest)	0.4602