GLD Options Chain
GLD $367.82 · Updated Oct 26, 4:00 PM ET
GLD is at $367.82. The nearest expiration, Oct 27, 2026 (1 day out), lists 92 strikes, with 18,813 calls and 6,271 puts traded in the latest session. At-the-money implied volatility is 0.2%. The at-the-money straddle prices a move of about $3.18 (0.9%) by expiration.
EXPIRATION
- Oct 27, 2026
- Oct 28, 2026
- Oct 29, 2026
- Oct 30, 2026
- Nov 2, 2026
- Nov 3, 2026
- Nov 4, 2026
- Nov 5, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
ATM IV
0.0%
368 strike
EXPECTED MOVE
$20.47
ATM straddle
MAX PAIN
$230.00
-37.5%
PUT/CALL VOLUME
1.08
428 / 395
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 325 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 0.91 | 0.00 | 0.00 | ||||||||||
| 330 | -0.000 | 0.0000 | -0.000 | 6.3% | 15 | 1.06 | 0.00 | 0.00 | ||||||||||
| 335 | -0.000 | 0.0000 | -0.000 | 6.3% | 9 | 1.44 | 0.00 | 0.00 | ||||||||||
| 340 | -0.000 | 0.0000 | -0.000 | 6.3% | 10 | 1.89 | 0.00 | 0.00 | ||||||||||
| 345 | -0.000 | 0.0000 | -0.000 | 3.1% | 15 | 2.60 | 0.00 | 0.00 | ||||||||||
| 350 | -0.000 | 0.0000 | -0.000 | 3.1% | 36 | 3.45 | 0.00 | 0.00 | ||||||||||
| 355 | -0.000 | 0.0000 | -0.000 | 3.1% | 28 | 4.63 | 0.00 | 0.00 | ||||||||||
| 360 | -0.000 | 0.0000 | -0.000 | 1.6% | 22 | 6.11 | 0.00 | 0.00 | ||||||||||
| 361 | -0.000 | 0.0000 | -0.000 | 1.6% | 26 | 7.75 | 0.00 | 0.00 | ||||||||||
| 362 | -0.000 | 0.0001 | -0.000 | 1.6% | 17 | 8.02 | 0.00 | 0.00 | ||||||||||
| 363 | -0.000 | 0.0000 | -0.000 | 0.8% | 1 | 7.95 | 0.00 | 0.00 | ||||||||||
| 364 | -0.000 | 0.0000 | -0.000 | 0.8% | 1 | 8.36 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 12.12 | 9 | 0.0% | 1.000 | 0.0000 | -0.045 | 365 | -0.000 | 0.0000 | -0.000 | 0.8% | 24 | 8.18 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.85 | 2 | 0.0% | 1.000 | 0.0000 | -0.045 | 366 | -0.000 | 0.0000 | -0.000 | 0.4% | 13 | 9.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.11 | 1 | 0.0% | 1.000 | 0.0000 | -0.045 | 367 | -0.000 | 0.0000 | 0.000 | 0.2% | 6 | 8.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.10 | 2 | 0.0% | 1.000 | 0.0000 | -0.045 | 368 | 0.000 | 0.0000 | 0.000 | 0.0% | 11 | 9.37 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.00 | 21 | 0.4% | 0.890 | 0.4008 | -0.041 | 369 | 0.000 | 0.0000 | 0.000 | 0.0% | 4 | 9.26 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.05 | 3 | 0.4% | 0.185 | 0.5695 | -0.010 | 370 | 0.045 | 0.0000 | -1.000 | 0.0% | 16 | 11.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.70 | 2 | 0.8% | 0.066 | 0.1367 | -0.005 | 371 | 0.046 | 0.0000 | -1.000 | 0.0% | 10.80 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 9.09 | 1 | 0.8% | 0.005 | 0.0159 | -0.000 | 372 | 0.046 | 0.0000 | -1.000 | 0.0% | 2 | 12.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.45 | 9 | 0.8% | 0.000 | 0.0006 | -0.000 | 373 | ||||||||||
| 0.00 | 0.00 | 8.10 | 1 | 1.6% | 0.010 | 0.0139 | -0.001 | 374 | 0.046 | 0.0000 | -1.000 | 0.0% | 3 | 12.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.72 | 5 | 1.6% | 0.002 | 0.0036 | -0.000 | 375 | 0.046 | 0.0000 | -1.000 | 0.0% | 5 | 12.77 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.32 | 6 | 1.6% | 0.000 | 0.0007 | -0.000 | 376 | ||||||||||
| 0.00 | 0.00 | 6.91 | 2 | 1.6% | 0.000 | 0.0001 | -0.000 | 377 | 0.046 | 0.0000 | -1.000 | 0.0% | 1 | 15.96 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.05 | 1 | 1.6% | 0.000 | 0.0000 | -0.000 | 378 | 0.046 | 0.0000 | -1.000 | 0.0% | 1 | 14.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.65 | 1.6% | 0.000 | 0.0000 | -0.000 | 379 | 0.047 | 0.0000 | -1.000 | 0.0% | 1 | 17.00 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 5.63 | 7 | 3.1% | 0.003 | 0.0026 | -0.001 | 380 | 0.047 | 0.0000 | -1.000 | 0.0% | 13 | 15.97 | 0.00 | 0.00 | ||
| 381 | 0.047 | 0.0000 | -1.000 | 0.0% | 1 | 18.45 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 5.07 | 5 | 3.1% | 0.001 | 0.0006 | -0.000 | 382 | ||||||||||
| 0.00 | 0.00 | 4.87 | 1 | 3.1% | 0.000 | 0.0002 | -0.000 | 383 | 0.047 | 0.0000 | -1.000 | 0.0% | 18.50 | 0.00 | 0.00 | |||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology