Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Goldman Sachs S&P 500 Premium Income ETF (GPIX) had 120-Day Implied Volatility Skew of 0.0753 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)	0.1256
Historical Volatility (Parkinson)	0.0971
Implied Volatility (Calls)	0.2814
Implied Volatility (Puts)	0.1890
Implied Volatility (Mean)	0.2352
Put-Call Implied Volatility Ratio	0.6715
Implied Volatility Skew	0.0753
Option Statistics
Put-Call Ratio (Volume)	3.0000
Put-Call Ratio (Open Interest)	0.3105