The GDL Fund (GDL) 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.

The GDL Fund (GDL) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $94.9M, listed on NYSE, carrying a beta of 0.23 to the broader market. The GDL Fund is a closed-ended equity mutual fund launched by GAMCO Investors, Inc. Led by Mario Joseph Gabelli, public since 2007-04-23.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for GDL as of 2026-06-02; 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 →