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GINN - Goldman Sachs Innovate Equity ETF
Implied Volatility Analysis

Implied Volatility:
63.2%

Goldman Sachs Innovate Equity ETF has an Implied Volatility (IV) of 63.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GINN is 28 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for GINN is 0.14 standard deviations away from its 1 year mean.

Market Cap$294.00M
Dividend Yield0.75% ($0.29)
Implied Volatility (IV) 30d
63.19
Implied Volatility Rank (IVR) 1y
28.05
Implied Volatility Percentile (IVP) 1y
61.81
Historical Volatility (HV) 30d
27.66
IV / HV
2.28
Open Interest
72.00

Data was calculated after the 9/30/2022 closing.

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