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 Nasdaq-100 Premium Income ETF (GPIQ) had 20-Day Implied Volatility Skew of 0.1084 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1377
Historical Volatility (Parkinson)	0.1065
Implied Volatility (Calls)	0.1331
Implied Volatility (Puts)	0.1689
Implied Volatility (Mean)	0.1510
Put-Call Implied Volatility Ratio	1.2686
Implied Volatility Skew	0.1084
Option Statistics
Put-Call Ratio (Volume)	3.7705
Put-Call Ratio (Open Interest)	1.6065