Implied Volatility (Mean) (60-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 60-Day Implied Volatility (Mean) of 0.5094 for 2026-04-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3191
Historical Volatility (Parkinson)	0.2939
Implied Volatility (Calls)	0.4109
Implied Volatility (Puts)	0.6078
Implied Volatility (Mean)	0.5094
Put-Call Implied Volatility Ratio	1.4792
Implied Volatility Skew	0.1062
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0200