Implied Volatility (Mean) (180-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.

GraniteShares HIPS US High Income ETF (HIPS) had 180-Day Implied Volatility (Mean) of 0.1653 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1930
Historical Volatility (Parkinson)	0.1559
Implied Volatility (Calls)	0.2089
Implied Volatility (Puts)	0.1216
Implied Volatility (Mean)	0.1653
Put-Call Implied Volatility Ratio	0.5819
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.2283