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 Nasdaq Equity Premium Income ETF (JEPQ) had 30-Day Implied Volatility Skew of 0.0854 for 2025-05-27.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0707
Historical Volatility (Parkinson)	0.0734
Implied Volatility (Calls)	0.1227
Implied Volatility (Puts)	0.1480
Implied Volatility (Mean)	0.1353
Put-Call Implied Volatility Ratio	1.2053
Implied Volatility Skew	0.0854
Option Statistics
Put-Call Ratio (Volume)	0.5965
Put-Call Ratio (Open Interest)	0.6145