Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0476 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)	0.2688
Historical Volatility (Parkinson)	0.1765
Implied Volatility (Calls)	0.2356
Implied Volatility (Puts)	0.2449
Implied Volatility (Mean)	0.2402
Put-Call Implied Volatility Ratio	1.0394
Implied Volatility Skew	0.0476
Option Statistics
Put-Call Ratio (Volume)	0.5397
Put-Call Ratio (Open Interest)	0.2681