GLD volatilità SPDR Gold Shares
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.—
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.21.3%
HV6023.9%
Spread IV − HV20
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Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
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Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
0/60 giorni registrati
Cboe delayed options data · aggiornato al 09:37 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | — | +0.8pt | — |
| Oct 20, 2026 | 1 | — | +0.7pt | — |
| Oct 21, 2026 | 2 | — | +0.8pt | — |
| Oct 22, 2026 | 3 | — | +0.5pt | — |
| Oct 23, 2026 | 4 | — | +0.5pt | — |
| Oct 26, 2026 | 7 | — | +0.1pt | — |
| Oct 27, 2026 | 8 | — | +0.1pt | — |
| Oct 28, 2026 | 9 | — | +0.5pt | — |
| Oct 29, 2026 | 10 | — | +0.1pt | — |
| Oct 30, 2026 | 11 | — | +0.2pt | — |
| Nov 02, 2026 | 14 | — | — | — |
| Nov 06, 2026 | 18 | — | +0.2pt | — |
| Nov 13, 2026 | 25 | — | +0.0pt | — |
| Nov 20, 2026 | 32 | — | -0.0pt | — |
| Nov 27, 2026 | 39 | — | -0.1pt | — |
| Dec 18, 2026 | 60 | — | -0.5pt | — |
Volatility smile
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20