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.

First Trust Industrials/Producer Durables AlphaDEX ETF (FXR) had 180-Day Implied Volatility Skew of 0.0415 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2107
Historical Volatility (Parkinson)	0.1547
Implied Volatility (Calls)	0.2590
Implied Volatility (Puts)	0.2511
Implied Volatility (Mean)	0.2551
Put-Call Implied Volatility Ratio	0.9696
Implied Volatility Skew	0.0415
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--