Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.2886 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)	0.0782
Historical Volatility (Parkinson)	0.0631
Implied Volatility (Calls)	0.1636
Implied Volatility (Puts)	0.3682
Implied Volatility (Mean)	0.2659
Put-Call Implied Volatility Ratio	2.2508
Implied Volatility Skew	0.2886
Option Statistics
Put-Call Ratio (Volume)	7.5000
Put-Call Ratio (Open Interest)	1.4234