Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0367 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1187
Historical Volatility (Parkinson)	0.0969
Implied Volatility (Calls)	0.2513
Implied Volatility (Puts)	0.1908
Implied Volatility (Mean)	0.2211
Put-Call Implied Volatility Ratio	0.7593
Implied Volatility Skew	0.0367
Option Statistics
Put-Call Ratio (Volume)	24.3127
Put-Call Ratio (Open Interest)	1.0749