Goldman Sachs Nasdaq-100 Premium Income ETF (GPIQ) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Snapshot as of Apr 23, 2026.
- Spot Price
- $54.10
- ATM IV
- 16.0%
- IV Skew 25Δ
- -0.012
- IV Rank
- 33.3%
- IV Percentile
- 55.2%
- Term Structure Slope
- 0.001
As of Apr 23, 2026, Goldman Sachs Nasdaq-100 Premium Income ETF (GPIQ) at-the-money implied volatility is 16.0%. IV rank is 33.3% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 55.2%. The 25-delta skew is -0.012 — skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.