Implied Volatility Skew (180-Day)

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

JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) had 180-Day Implied Volatility Skew of 0.0683 for 2026-02-24.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-02-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1247
Historical Volatility (Parkinson)	0.1121
Implied Volatility (Calls)	0.1586
Implied Volatility (Puts)	0.1299
Implied Volatility (Mean)	0.1442
Put-Call Implied Volatility Ratio	0.8191
Implied Volatility Skew	0.0683
Option Statistics
Put-Call Ratio (Volume)	0.0388
Put-Call Ratio (Open Interest)	0.7881