← Back to Stock / ETF implied volatility screenerGLD - SPDR Gold Shares ETF
GLD - SPDR Gold Shares ETF
Implied Volatility Analysis
Implied Volatility:
18.9%
18.9%
Put/Call-Ratio:
0.75
0.75
SPDR Gold Shares ETF has an Implied Volatility (IV) of 18.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GLD is 67 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for GLD is 1.53 standard deviations away from its 1 year mean.
| Market Cap | $59.29B |
|---|---|
| Implied Volatility (IV) 30d | 18.90 |
| Implied Volatility Rank (IVR) 1y | 67.03 |
| Implied Volatility Percentile (IVP) 1y | 94.05 |
| Historical Volatility (HV) 30d | 19.17 |
| IV / HV | 0.99 |
| Open Interest | 2.82M |
| Option Volume | 180.15K |
| Put/Call Ratio (Volume) | 0.75 |
Data was calculated after the 3/24/2023 closing.
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