Implied Volatility Skew (150-Day)

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

First Trust Indxx Medical Devices ETF (MDEV) had 150-Day Implied Volatility Skew of 0.0594 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)	0.1874
Historical Volatility (Parkinson)	0.0601
Implied Volatility (Calls)	0.2212
Implied Volatility (Puts)	0.2457
Implied Volatility (Mean)	0.2334
Put-Call Implied Volatility Ratio	1.1109
Implied Volatility Skew	0.0594
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--