FT Vest Nasdaq-100 Buffer ETF - March (QMAR) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

FT Vest Nasdaq-100 Buffer ETF - March (QMAR) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $566.3M, listed on CBOE, employing roughly 172 people, carrying a beta of 0.55 to the broader market. The Fund seeks to provide returns that match those of the Invesco QQQ Trust while providing a buffer against the first 10% of Underlying ETF losses, from March 18, 2024 to March 21, 2025. Led by Jeffrey Hawkins, public since 2021-03-22.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for QMAR as of 2026-07-17; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how volatility skew is reported and how to read the data →