SPDR Gold Shares (GLD) Historical Volatility

Tracking GLD historical volatility helps you see how much SPDR Gold Shares'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, SPDR Gold Shares's HV tells you what really happened. Use our scanner to monitor GLD 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 GLD 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing SPDR Gold Shares'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.

The investment objective of SPDR Gold Trust (the "Trust") is for the shares to reflect the performance of the price of gold bullion, less the Trust's expensesThe first US traded gold ETF and the first US-listed ETF backed by a physical assetFor many investors, the costs associated with buying GLD shares in the secondary market and the payment of the Trust's ongoing expenses may be lower than the costs associated with buying, storing and insuring physical gold in a traditional allocated gold bullion account

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 SPDR Gold Shares's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where GLD HV is running hot, cold, or in line. Make the GLD 30 day historical volatility — and every other window — work for your edge instead of against it.