iShares Gold Trust

IAUAMEX · USD
80.30USD0.00 (-0.28%)

iShares Gold Trust (IAU) Implied Volatility Current

IAU implied volatility is 21%. IV Rank is 14%, placing current premiums in the bottom of their 52-week range.

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Tracking IAU implied volatility helps you identify when options premiums on iShares Gold Trust are historically cheap or expensive, and where the best trades are hiding. iShares Gold Trust implied volatility reflects the market's expectation of future price movement: when IAU IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor iShares Gold Trust's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For IAU, tracking metrics like IAU IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on IAU signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

The iShares Gold Trust (the 'Trust') seeks to reflect generally the performance of the price of gold. The iShares Gold Trust is not an investment company registered under the Investment Company Act of 1940, and therefore is not subject to the same regulatory requirements as mutual funds or ETFs registered under the Investment Company Act of 1940. The Trust is not a commodity pool for purposes of the Commodity Exchange Act. Before making an investment decision, you should carefully consider the risk factors and other information included in the prospectus.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where IAU implied volatility sits today versus where it has been. Our scanner ranks iShares Gold Trust implied volatility against its historical range, surfaces extremes in IAU IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether iShares Gold Trust IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
13.89%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)21.00%

IV Rank13.89%

Historical Volatility (30d)24.62%

IV - HV-3.62%

As of September 24, 2026

Trade options with IV on your side

Track IAU IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

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