Implied Volatility Skew (20-Day)

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

Goldman Sachs Future Tech Leaders Equity ETF (GTEK) had 20-Day Implied Volatility Skew of 0.0395 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2640
Historical Volatility (Parkinson)	0.1216
Implied Volatility (Calls)	0.1934
Implied Volatility (Puts)	0.2263
Implied Volatility (Mean)	0.2099
Put-Call Implied Volatility Ratio	1.1698
Implied Volatility Skew	0.0395
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2806