GLD Implied Volatility
GLD $367.82 · Updated Oct 26, 4:00 PM ET
GLD at-the-money implied volatility is 20.0% for Oct 27, 2026 (1 day out). For Nov 27, 2026 it is 20.7%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 27, 2026 | 1 | 368 | 20.0% |
| Oct 28, 2026 | 2 | 368 | 24.3% |
| Oct 29, 2026 | 3 | 368 | 24.2% |
| Oct 30, 2026 | 4 | 368 | 23.3% |
| Nov 2, 2026 | 7 | 369 | 19.7% |
| Nov 3, 2026 | 8 | 368 | 19.9% |
| Nov 4, 2026 | 9 | 368 | 21.4% |
| Nov 5, 2026 | 10 | 368 | 21.5% |
| Nov 6, 2026 | 11 | 368 | 22.2% |
| Nov 9, 2026 | 14 | 370 | 20.8% |
| Nov 13, 2026 | 18 | 368 | 21.6% |
| Nov 20, 2026 | 25 | 368 | 21.1% |
SKEW, OCT 27, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 360 | 28.9% | 26.8% |
| 361 | 20.9% | 25.5% |
| 362 | 20.5% | 24.4% |
| 363 | 20.7% | 23.2% |
| 364 | 22.3% | 22.3% |
| 365 | 21.1% | 21.5% |
| 366 | 20.6% | 20.9% |
| 367 | 20.2% | 20.4% |
| 368 | 19.9% | 20.1% |
| 369 | 19.7% | 20.0% |
| 370 | 19.7% | 20.0% |
| 371 | 19.9% | 20.1% |
| 372 | 20.0% | 20.5% |
| 373 | 20.5% | 21.0% |
| 374 | 20.8% | 22.0% |
| 375 | 21.7% | 0.0% |
| 376 | 22.4% | 0.0% |
How this is calculated: Implied Volatility methodology