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GLD - SPDR Gold Shares ETF
Implied Volatility Analysis

Implied Volatility:
15.8%
Put/Call-Ratio:
0.54

SPDR Gold Shares ETF has an Implied Volatility (IV) of 15.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GLD is 16 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for GLD is 0.12 standard deviations away from its 1 year mean.

Market Cap$63.03B
Implied Volatility (IV) 30d
15.78
Implied Volatility Rank (IVR) 1y
16.08
Implied Volatility Percentile (IVP) 1y
67.98
Historical Volatility (HV) 30d
15.24
IV / HV
1.04
Open Interest
3.25M
Option Volume
101.64K
Put/Call Ratio (Volume)
0.54

Data was calculated after the 6/24/2022 closing.

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