GLD volatilité 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.24.0%
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.27.3%
HV6027.2%
Écart IV − HV20
-3.3pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
23
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 13:03 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 28.4% | -1.5pt | ±2.0% |
| Sep 04, 2026 | 1 | 29.5% | -1.3pt | ±2.3% |
| Sep 08, 2026 | 5 | 21.8% | -0.8pt | ±2.7% |
| Sep 09, 2026 | 6 | 22.8% | -0.8pt | ±2.9% |
| Sep 10, 2026 | 7 | 23.6% | -0.9pt | ±3.1% |
| Sep 11, 2026 | 8 | 24.5% | -1.0pt | ±3.4% |
| Sep 14, 2026 | 11 | 22.6% | -0.8pt | ±3.5% |
| Sep 15, 2026 | 12 | 23.4% | — | ±3.8% |
| Sep 16, 2026 | 13 | 24.0% | — | ±4.0% |
| Sep 17, 2026 | 14 | — | — | — |
| Sep 18, 2026 | 15 | 24.7% | -1.2pt | ±4.3% |
| Sep 25, 2026 | 22 | 24.2% | -1.2pt | ±5.0% |
| Sep 30, 2026 | 27 | 23.7% | -1.1pt | ±5.4% |
| Oct 02, 2026 | 29 | 24.0% | -1.0pt | ±5.6% |
| Oct 09, 2026 | 36 | 23.8% | -1.2pt | ±6.1% |
| Oct 16, 2026 | 43 | 23.7% | -1.3pt | ±6.6% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20