Implied Volatility Skew (20-Day)

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

WisdomTree U.S. Quality Growth Fund (QGRW) had 20-Day Implied Volatility Skew of 0.0140 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2245
Historical Volatility (Parkinson)	0.1570
Implied Volatility (Calls)	0.3030
Implied Volatility (Puts)	0.2576
Implied Volatility (Mean)	0.2803
Put-Call Implied Volatility Ratio	0.8503
Implied Volatility Skew	0.0140
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.6000