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.

VanEck Alternative Asset Manager ETF (GPZ) had 20-Day Implied Volatility (Mean) of 0.6980 for 2026-04-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2030
Historical Volatility (Parkinson)	0.2489
Implied Volatility (Calls)	0.6599
Implied Volatility (Puts)	0.7360
Implied Volatility (Mean)	0.6980
Put-Call Implied Volatility Ratio	1.1153
Implied Volatility Skew	0.0170
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--