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GLD - SPDR Gold Shares ETF
Implied Volatility Analysis

Implied Volatility:
18.3%
Put/Call-Ratio:
0.47

SPDR Gold Shares ETF has an Implied Volatility (IV) of 18.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GLD is 30 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for GLD is 0.86 standard deviations away from its 1 year mean.

Market Cap$50.37B
Implied Volatility (IV) 30d
18.28
Implied Volatility Rank (IVR) 1y
29.60
Implied Volatility Percentile (IVP) 1y
86.96
Historical Volatility (HV) 30d
14.99
IV / HV
1.22
Open Interest
2.74M
Option Volume
91.07K
Put/Call Ratio (Volume)
0.47

Data was calculated after the 9/29/2022 closing.

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