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 India NIFTY 50 Equal Weight ETF (NFTY) had 180-Day Implied Volatility Skew of 0.0351 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)	0.1778
Historical Volatility (Parkinson)	0.1217
Implied Volatility (Calls)	0.2325
Implied Volatility (Puts)	0.2898
Implied Volatility (Mean)	0.2612
Put-Call Implied Volatility Ratio	1.2467
Implied Volatility Skew	0.0351
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5604