TrueShares S&P Autocallable Defensive Income ETF (PAYM) 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.

TrueShares S&P Autocallable Defensive Income ETF (PAYM) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $243.0M, listed on CBOE, carrying a beta of 1.42 to the broader market. The Fund seeks to generate moderate monthly income while reducing downside risk. Led by Jay Pestrichelli, public since 2025-12-30.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for PAYM as of 2026-07-17; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how volatility skew is reported and how to read the data →