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.

Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) had 180-Day Implied Volatility Skew of -0.1474 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3289
Historical Volatility (Parkinson)	0.2326
Implied Volatility (Calls)	0.2624
Implied Volatility (Puts)	0.4301
Implied Volatility (Mean)	0.3463
Put-Call Implied Volatility Ratio	1.6388
Implied Volatility Skew	-0.1474
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2747