Goldman Sachs Physical Gold ETF

AAAUCBOE · USD
42.15USD-0.08 (-0.19%)

Goldman Sachs Physical Gold ETF (AAAU) Historical Volatility

AAAU 30-day historical volatility is 25%. This ranks in the 41th percentile of readings over the past year.

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Tracking AAAU historical volatility helps you see how much Goldman Sachs Physical Gold ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Goldman Sachs Physical Gold ETF's HV tells you what really happened. Use our scanner to monitor AAAU 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The AAAU 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Goldman Sachs Physical Gold ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

To reflect the performance of the price of gold less the expenses of the Trust’s operations

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Goldman Sachs Physical Gold ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where AAAU HV is running hot, cold, or in line. Make the AAAU 30 day historical volatility — and every other window — work for your edge instead of against it.

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 23, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 23, 2026

See how volatility has moved over time

Track AAAU historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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