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.

Goldman Sachs Nasdaq-100 Premium Income ETF (GPIQ) had 180-Day Implied Volatility Skew of 0.0361 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1922
Historical Volatility (Parkinson)	0.1442
Implied Volatility (Calls)	0.2029
Implied Volatility (Puts)	0.1930
Implied Volatility (Mean)	0.1979
Put-Call Implied Volatility Ratio	0.9513
Implied Volatility Skew	0.0361
Option Statistics
Put-Call Ratio (Volume)	10.4286
Put-Call Ratio (Open Interest)	0.1662