Implied Volatility Skew (10-Day)

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

First Trust NASDAQ Clean Edge Smart Grid Infrastructure ETF (GRID) had 10-Day Implied Volatility Skew of 0.1251 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2183
Historical Volatility (Parkinson)	0.1292
Implied Volatility (Calls)	0.2445
Implied Volatility (Puts)	0.2347
Implied Volatility (Mean)	0.2396
Put-Call Implied Volatility Ratio	0.9598
Implied Volatility Skew	0.1251
Option Statistics
Put-Call Ratio (Volume)	0.3750
Put-Call Ratio (Open Interest)	0.6257