GLD Implied Volatility
GLD $370.99 · Updated Nov 10, 4:00 PM ET
GLD at-the-money implied volatility is 22.0% for Nov 11, 2026 (1 day out). For Dec 11, 2026 it is 22.6%. 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 |
|---|---|---|---|
| Nov 11, 2026 | 1 | 371 | 22.0% |
| Nov 12, 2026 | 2 | 371 | 22.6% |
| Nov 13, 2026 | 3 | 371 | 23.2% |
| Nov 16, 2026 | 6 | 371 | 20.2% |
| Nov 17, 2026 | 7 | 371 | 20.9% |
| Nov 18, 2026 | 8 | 371 | 21.4% |
| Nov 19, 2026 | 9 | 371 | 21.8% |
| Nov 20, 2026 | 10 | 371 | 22.5% |
| Nov 23, 2026 | 13 | 371 | 21.1% |
| Nov 24, 2026 | 14 | 371 | 21.6% |
| Nov 25, 2026 | 15 | 371 | 21.9% |
| Nov 27, 2026 | 17 | 371 | 21.4% |
SKEW, NOV 11, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 363 | 26.5% | 26.0% |
| 364 | 24.8% | 25.5% |
| 365 | 25.7% | 25.2% |
| 366 | 25.8% | 24.6% |
| 367 | 24.9% | 24.1% |
| 368 | 22.9% | 23.5% |
| 369 | 22.7% | 23.1% |
| 370 | 21.9% | 22.7% |
| 371 | 21.8% | 22.3% |
| 372 | 21.5% | 21.6% |
| 373 | 21.5% | 22.2% |
| 374 | 21.5% | 21.5% |
| 375 | 21.6% | 20.3% |
| 376 | 22.3% | 23.0% |
| 377 | 22.7% | 20.0% |
| 378 | 23.4% | 22.1% |
| 379 | 24.3% | 0.0% |
How this is calculated: Implied Volatility methodology