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SGOL - abrdn Physical Gold Shares ETF
Implied Volatility Analysis

Implied Volatility:
23.9%
Put/Call-Ratio:
0.02

abrdn Physical Gold Shares ETF has an Implied Volatility (IV) of 23.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SGOL is 10 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for SGOL is -0.20 standard deviations away from its 1 year mean.

Market Cap$2.29B
Implied Volatility (IV) 30d
23.92
Implied Volatility Rank (IVR) 1y
9.61
Implied Volatility Percentile (IVP) 1y
57.77
Historical Volatility (HV) 30d
13.08
IV / HV
1.83
Open Interest
2.06K
Option Volume
151.00
Put/Call Ratio (Volume)
0.02

Data was calculated after the 9/23/2022 closing.

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