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IAU - iShares Gold Trust
Implied Volatility Analysis

Implied Volatility:
15.7%
Put/Call-Ratio:
0.97

iShares Gold Trust has an Implied Volatility (IV) of 15.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IAU is 1 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for IAU is -0.40 standard deviations away from its 1 year mean.

Market Cap$25.42B
Implied Volatility (IV) 30d
15.71
Implied Volatility Rank (IVR) 1y
1.41
Implied Volatility Percentile (IVP) 1y
13.68
Historical Volatility (HV) 30d
18.39
IV / HV
0.85
Open Interest
22.98K
Option Volume
61.00
Put/Call Ratio (Volume)
0.97

Data was calculated after the 11/25/2022 closing.

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