GBIL Volatility Skew

The at-the-money implied volatility for Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) options expiring Jan 15, 2027 (63 DTE) is not available.

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Implied Volatility Stats

Showing results for 2027-01-15(m), calls & puts

Expiration Date Avg IV
2027-01-15(m) calls -%
2027-01-15(m) puts -%

GBIL Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is GBIL's one-year implied volatility range?

Over the past year, GBIL 30-day implied volatility ranged from 1.3% on Jun 18, 2026 to 151.8% on Jan 16, 2026.

How has GBIL implied volatility changed recently?

GBIL 30-day implied volatility went from 2.9% on Oct 14, 2026 to 2.9% on Nov 11, 2026. See the GBIL implied volatility history for a longer view.

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