Implied Volatility (Mean) (30-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 S&P 500 Premium Income ETF (GPIX) had 30-Day Implied Volatility (Mean) of 0.2298 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1439
Historical Volatility (Parkinson)	0.1055
Implied Volatility (Calls)	0.2364
Implied Volatility (Puts)	0.2231
Implied Volatility (Mean)	0.2298
Put-Call Implied Volatility Ratio	0.9436
Implied Volatility Skew	0.0947
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.5882