Implied Volatility (Mean) (10-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 Hedge Industry VIP ETF (GVIP) had 10-Day Implied Volatility (Mean) of 0.1840 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1665
Historical Volatility (Parkinson)	0.1070
Implied Volatility (Calls)	0.1844
Implied Volatility (Puts)	0.1837
Implied Volatility (Mean)	0.1840
Put-Call Implied Volatility Ratio	0.9959
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--