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GSIE - Goldman Sachs ActiveBeta International Equity ETF
Implied Volatility Analysis

Implied Volatility:
67.2%

Goldman Sachs ActiveBeta International Equity ETF has an Implied Volatility (IV) of 67.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GSIE is 58 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for GSIE is 1.43 standard deviations away from its 1 year mean.

Market Cap$2.60B
Dividend Yield3.75% ($1.00)
Implied Volatility (IV) 30d
67.20
Implied Volatility Rank (IVR) 1y
57.99
Implied Volatility Percentile (IVP) 1y
92.00
Historical Volatility (HV) 30d
21.19
IV / HV
3.17
Open Interest
8.00

Data was calculated after the 9/21/2022 closing.

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