Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.0992 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1540
Historical Volatility (Parkinson)	0.0992
Implied Volatility (Calls)	0.2138
Implied Volatility (Puts)	0.1788
Implied Volatility (Mean)	0.1963
Put-Call Implied Volatility Ratio	0.8363
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--