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.

JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) had 20-Day Implied Volatility Skew of 0.0906 for 2025-05-28.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0789
Historical Volatility (Parkinson)	0.0503
Implied Volatility (Calls)	0.1185
Implied Volatility (Puts)	0.1279
Implied Volatility (Mean)	0.1232
Put-Call Implied Volatility Ratio	1.0799
Implied Volatility Skew	0.0906
Option Statistics
Put-Call Ratio (Volume)	0.4755
Put-Call Ratio (Open Interest)	0.5790