GLD Implied Volatility
GLD $367.82 · Updated Oct 26, 4:00 PM ET
GLD at-the-money implied volatility is 20.6% for Oct 27, 2026 (1 day out). For Nov 27, 2026 it is 21.1%. 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 | 20.6% |
| Oct 28, 2026 | 2 | 368 | 24.7% |
| Oct 29, 2026 | 3 | 368 | 24.6% |
| Oct 30, 2026 | 4 | 368 | 23.7% |
| Nov 2, 2026 | 7 | 369 | 20.4% |
| Nov 3, 2026 | 8 | 368 | 20.5% |
| Nov 4, 2026 | 9 | 368 | 21.9% |
| Nov 5, 2026 | 10 | 367 | 22.2% |
| Nov 6, 2026 | 11 | 368 | 22.6% |
| Nov 13, 2026 | 18 | 368 | 22.0% |
| Nov 20, 2026 | 25 | 368 | 21.5% |
| Nov 27, 2026 | 32 | 368 | 21.1% |
SKEW, OCT 27, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 360 | 34.6% | 27.6% |
| 361 | 30.1% | 26.3% |
| 362 | 28.1% | 25.3% |
| 363 | 26.9% | 23.8% |
| 364 | 23.2% | 22.8% |
| 365 | 21.9% | 22.1% |
| 366 | 21.0% | 21.4% |
| 367 | 20.5% | 21.1% |
| 368 | 20.3% | 20.9% |
| 369 | 20.0% | 20.9% |
| 370 | 19.8% | 21.7% |
| 371 | 20.1% | 22.2% |
| 372 | 20.3% | 23.1% |
| 373 | 20.8% | 24.2% |
| 374 | 21.2% | 28.6% |
| 375 | 21.9% | 27.4% |
| 376 | 23.0% | 33.3% |
How this is calculated: Implied Volatility methodology