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IAU - iShares Gold Trust
Implied Volatility Analysis

Implied Volatility:
21.9%
Put/Call-Ratio:
0.04

iShares Gold Trust has an Implied Volatility (IV) of 21.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IAU is 6 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for IAU is -0.07 standard deviations away from its 1 year mean.

Market Cap$26.94B
Implied Volatility (IV) 30d
21.91
Implied Volatility Rank (IVR) 1y
6.31
Implied Volatility Percentile (IVP) 1y
87.70
Historical Volatility (HV) 30d
16.97
IV / HV
1.29
Open Interest
59.83K
Option Volume
7.85K
Put/Call Ratio (Volume)
0.04

Data was calculated after the 3/17/2023 closing.

This stock chart shows IAU Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for IAU iShares Gold Trust over a one year time horizon.
Tradingview Chart →

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