The at-the-money implied volatility for Goldman Sachs Nasdaq-100 Premium Income ETF (GPIQ) options expiring Nov 20, 2026 (8 DTE) is 19.5%.
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Implied Volatility Stats
Showing results for 2026-11-20(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2026-11-20(m) calls | 18.20% |
| 2026-11-20(m) puts | 18.45% |
GPIQ 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 GPIQ's one-year implied volatility range?
Over the past year, GPIQ 30-day implied volatility ranged from 7.6% on Dec 23, 2025 to 156.9% on Jul 17, 2026.
How has GPIQ implied volatility changed recently?
GPIQ 30-day implied volatility went from 14.4% on Oct 14, 2026 to 17.0% on Nov 11, 2026. See the GPIQ implied volatility history for a longer view.