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GVIP - Goldman Sachs Hedge IND VIP ETF
Implied Volatility Analysis

Implied Volatility:
49.1%

Goldman Sachs Hedge IND VIP ETF has an Implied Volatility (IV) of 49.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GVIP is 42 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for GVIP is 0.48 standard deviations away from its 1 year mean.

Market Cap$142.38M
Implied Volatility (IV) 30d
49.09
Implied Volatility Rank (IVR) 1y
42.29
Implied Volatility Percentile (IVP) 1y
66.26
Historical Volatility (HV) 30d
26.24
IV / HV
1.87
Option Volume
1.00

Data was calculated after the 9/20/2022 closing.

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