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.

Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) had 20-Day Implied Volatility Skew of 0.0467 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0222
Historical Volatility (Parkinson)	0.0195
Implied Volatility (Calls)	0.2481
Implied Volatility (Puts)	0.2493
Implied Volatility (Mean)	0.2487
Put-Call Implied Volatility Ratio	1.0046
Implied Volatility Skew	0.0467
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--