The at-the-money implied volatility for Goldman Sachs Nasdaq-100 Premium Income ETF (GPIQ) options expiring Dec 18, 2026 (36 DTE) is 15.9%.
Upgrade to view multiple expiration dates on this chart.
Implied Volatility Stats
Showing results for 2026-12-18(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2026-12-18(m) calls | 17.38% |
| 2026-12-18(m) puts | 16.57% |
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.