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IAU - iShares Gold Trust
Implied Volatility Analysis

Implied Volatility:
19.5%
Put/Call-Ratio:
0.10

iShares Gold Trust has an Implied Volatility (IV) of 19.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IAU is 21 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for IAU is 0.41 standard deviations away from its 1 year mean.

Market Cap$29.87B
Implied Volatility (IV) 30d
19.46
Implied Volatility Rank (IVR) 1y
20.50
Implied Volatility Percentile (IVP) 1y
80.63
Historical Volatility (HV) 30d
14.83
IV / HV
1.31
Open Interest
37.49K
Option Volume
478.00
Put/Call Ratio (Volume)
0.10

Data was calculated after the 6/30/2022 closing.

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