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.

JPMorgan Equity Premium Income ETF (JEPI) had 30-Day Implied Volatility Skew of 0.1350 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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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0463
Historical Volatility (Parkinson)	0.0387
Implied Volatility (Calls)	0.0702
Implied Volatility (Puts)	0.0758
Implied Volatility (Mean)	0.0730
Put-Call Implied Volatility Ratio	1.0799
Implied Volatility Skew	0.1350
Option Statistics
Put-Call Ratio (Volume)	1.1993
Put-Call Ratio (Open Interest)	0.6058