Implied Volatility (Mean) (90-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 Nasdaq-100 Premium Income ETF (GPIQ) had 90-Day Implied Volatility (Mean) of 0.1943 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3548
Historical Volatility (Parkinson)	0.2708
Implied Volatility (Calls)	0.1960
Implied Volatility (Puts)	0.1927
Implied Volatility (Mean)	0.1943
Put-Call Implied Volatility Ratio	0.9833
Implied Volatility Skew	0.0522
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9231