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 0.0964 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)	0.1298
Historical Volatility (Parkinson)	0.0905
Implied Volatility (Calls)	0.1430
Implied Volatility (Puts)	0.1646
Implied Volatility (Mean)	0.1538
Put-Call Implied Volatility Ratio	1.1509
Implied Volatility Skew	0.0964
Option Statistics
Put-Call Ratio (Volume)	1.2472
Put-Call Ratio (Open Interest)	0.8260