Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Goldman Sachs Physical Gold ETF (AAAU) had 20-Day Implied Volatility (Mean) of 0.2518 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2454
Historical Volatility (Parkinson)	0.0946
Implied Volatility (Calls)	0.1982
Implied Volatility (Puts)	0.3054
Implied Volatility (Mean)	0.2518
Put-Call Implied Volatility Ratio	1.5411
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1367