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 Green Energy ETF (QCLN) had 10-Day Implied Volatility Skew of 0.1904 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3120
Historical Volatility (Parkinson)	0.2864
Implied Volatility (Calls)	0.5160
Implied Volatility (Puts)	0.4594
Implied Volatility (Mean)	0.4877
Put-Call Implied Volatility Ratio	0.8903
Implied Volatility Skew	0.1904
Option Statistics
Put-Call Ratio (Volume)	0.1667
Put-Call Ratio (Open Interest)	0.8000