Historical Volatility (Parkinson) (120-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) had 120-Day Historical Volatility (Parkinson) of 0.0952 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1225
Historical Volatility (Parkinson)	0.0952
Implied Volatility (Calls)	0.1802
Implied Volatility (Puts)	0.1674
Implied Volatility (Mean)	0.1738
Put-Call Implied Volatility Ratio	0.9294
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--