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 ActiveBeta U.S. Large Cap Equity ETF (GSLC) had 120-Day Implied Volatility Skew of 0.0650 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1406
Historical Volatility (Parkinson)	0.1062
Implied Volatility (Calls)	0.1713
Implied Volatility (Puts)	0.1596
Implied Volatility (Mean)	0.1655
Put-Call Implied Volatility Ratio	0.9321
Implied Volatility Skew	0.0650
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0769