GLD Volatilität 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.20.2%
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.21.2%
HV6023.9%
IV − HV20-Spread
-1.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:37 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 20.2% | — | ±0.2% |
| Oct 20, 2026 | 1 | 17.7% | +1.4pt | ±0.8% |
| Oct 21, 2026 | 2 | 18.2% | +1.0pt | ±1.1% |
| Oct 22, 2026 | 3 | 18.5% | +0.5pt | ±1.3% |
| Oct 23, 2026 | 4 | 18.6% | +0.7pt | ±1.6% |
| Oct 26, 2026 | 7 | 16.3% | +0.5pt | ±1.8% |
| Oct 27, 2026 | 8 | 16.8% | +0.3pt | ±2.0% |
| Oct 28, 2026 | 9 | 19.5% | +0.5pt | ±2.4% |
| Oct 29, 2026 | 10 | 20.1% | +0.4pt | ±2.7% |
| Oct 30, 2026 | 11 | 20.0% | +0.4pt | ±2.8% |
| Nov 02, 2026 | 14 | 18.8% | +0.5pt | ±3.0% |
| Nov 06, 2026 | 18 | 20.6% | +0.3pt | ±3.7% |
| Nov 13, 2026 | 25 | 20.4% | +0.3pt | ±4.3% |
| Nov 20, 2026 | 32 | 20.1% | +0.2pt | ±4.8% |
| Nov 27, 2026 | 39 | 19.8% | -0.1pt | ±5.2% |
| Dec 18, 2026 | 60 | 20.2% | -0.3pt | ±6.6% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20