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 Hedge Industry VIP ETF (GVIP) had 120-Day Historical Volatility (Parkinson) of 0.1392 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1778
Historical Volatility (Parkinson)	0.1392
Implied Volatility (Calls)	0.2095
Implied Volatility (Puts)	0.1910
Implied Volatility (Mean)	0.2002
Put-Call Implied Volatility Ratio	0.9116
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--