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 Materials AlphaDEX ETF (FXZ) had 180-Day Implied Volatility Skew of 0.0375 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2138
Historical Volatility (Parkinson)	0.1391
Implied Volatility (Calls)	0.2177
Implied Volatility (Puts)	0.2298
Implied Volatility (Mean)	0.2237
Put-Call Implied Volatility Ratio	1.0555
Implied Volatility Skew	0.0375
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9927