GLD volatilidade 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.23.8%
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%
Spread IV − HV20
-3.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
22
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 06:35 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 26.1% | -1.5pt | ±1.1% |
| Sep 04, 2026 | 1 | 28.5% | -1.3pt | ±1.7% |
| Sep 08, 2026 | 5 | 21.4% | -0.8pt | ±2.2% |
| Sep 09, 2026 | 6 | 22.4% | -0.8pt | ±2.5% |
| Sep 10, 2026 | 7 | 23.1% | -0.9pt | ±2.7% |
| Sep 11, 2026 | 8 | 24.2% | -1.0pt | ±3.0% |
| Sep 14, 2026 | 11 | 22.5% | -0.8pt | ±3.3% |
| Sep 15, 2026 | 12 | 22.9% | — | ±3.5% |
| Sep 16, 2026 | 13 | 23.8% | — | ±3.7% |
| Sep 18, 2026 | 15 | 24.4% | -1.2pt | ±4.1% |
| Sep 25, 2026 | 22 | 23.9% | -1.2pt | ±4.8% |
| Sep 30, 2026 | 27 | 23.4% | -1.1pt | ±5.2% |
| Oct 02, 2026 | 29 | 23.8% | -1.0pt | ±5.5% |
| Oct 09, 2026 | 36 | 23.6% | -1.2pt | ±6.0% |
| Oct 16, 2026 | 43 | 23.5% | -1.3pt | ±6.6% |
| Nov 20, 2026 | 78 | 23.9% | -1.4pt | ±9.0% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20