GLD · Expected Move
SPDR Gold Trust, SPDR Gold Shares · ETF
The expected move for GLD is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
GLD straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current GLD Expected Move
30-Day Straddle
$17.52
7-Day Straddle
$7.60
30-Day ATM IV
20.7%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to GLD's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
GLD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $17.52 | $7.60 | 20.7% | 11% |
| 20261015 | $18.08 | $7.70 | 20.9% | 12% |
| 20261014 | $18.00 | $8.03 | 20.9% | 12% |
| 20261013 | $18.30 | $7.88 | 20.5% | 10% |
| 20261012 | $18.92 | $7.65 | 20.9% | 12% |
| 20260302 | $35.72 | $19.32 | 31.8% | 55% |
| 20260227 | $32.55 | $18.20 | 30.1% | 48% |
| 20260226 | $32.22 | $14.97 | 29.8% | 47% |
| 20260225 | $34.75 | $17.27 | 32.0% | 56% |
| 20260224 | $37.85 | $16.98 | 34.4% | 65% |
| 20260223 | $39.67 | $20.25 | 35.2% | 69% |
| 20260221 | $33.95 | $18.80 | — | — |
| 20260220 | $34.10 | $18.75 | 32.7% | 59% |
| 20260219 | $30.38 | $13.75 | 29.4% | 45% |
| 20260218 | $31.43 | $16.00 | 30.1% | 48% |
| 20260217 | $29.55 | $12.15 | 28.3% | 41% |
| 20260213 | $28.18 | $12.40 | 27.5% | 38% |
| 20260212 | $27.73 | $13.53 | 27.3% | 37% |
| 20260211 | $28.62 | $12.93 | 26.8% | 39% |
| 20260210 | $27.85 | $14.28 | 25.9% | 36% |
| 20260209 | $33.10 | $18.23 | 30.2% | 52% |
| 20260206 | $32.05 | $18.68 | 31.5% | 57% |
| 20260205 | $33.23 | $18.52 | 33.1% | 62% |
| 20260204 | $35.92 | $20.62 | 34.6% | 68% |
| 20260203 | $39.83 | $21.55 | 37.9% | 81% |
| 20260202 | $33.88 | $19.90 | 33.8% | 65% |
| 20260130 | $40.50 | $27.82 | 40.0% | 88% |
| 20260129 | $48.25 | $29.52 | 43.1% | 100% |
| 20260128 | $42.95 | $24.77 | 38.1% | 100% |
| 20260127 | $34.98 | $17.62 | 31.5% | 100% |
| 20260126 | $33.92 | $16.50 | 31.0% | 100% |
| 20260123 | $29.00 | $15.80 | 28.6% | 89% |
| 20260122 | $26.60 | $12.82 | 26.1% | 73% |
| 20260121 | $24.90 | $12.77 | 24.6% | 63% |
| 20260120 | $23.73 | $10.10 | 23.3% | 55% |
| 20260116 | $19.93 | $8.80 | 21.3% | 42% |
| 20260115 | $20.42 | $8.22 | 21.3% | 42% |
| 20260114 | $22.18 | $10.03 | 22.8% | 52% |
| 20260113 | $22.50 | $10.55 | 22.9% | 53% |
| 20260112 | $24.05 | $12.20 | 24.2% | 61% |
| 20260109 | $20.45 | $9.68 | 22.3% | 49% |
| 20260108 | $21.35 | $9.15 | 23.0% | 53% |
| 20260107 | $21.62 | $9.95 | 23.0% | 53% |
| 20260106 | $22.85 | $8.95 | 23.8% | 58% |
| 20260105 | $22.40 | $9.85 | 23.1% | 54% |
| 20260102 | $19.68 | $9.90 | 22.4% | 50% |
| 20251231 | $20.30 | $8.65 | 22.3% | 52% |
| 20251230 | $21.77 | $7.90 | 23.4% | 58% |
| 20251229 | $22.98 | $10.75 | 24.4% | 64% |
| 20251226 | $22.27 | $9.35 | 24.2% | 63% |
| 20251224 | $20.83 | $8.90 | 22.1% | 51% |
| 20251223 | $22.15 | $7.35 | 23.1% | 57% |
| 20251222 | $21.80 | $8.05 | 22.6% | 54% |
| 20251219 | $17.00 | $6.47 | 19.2% | 33% |
| 20251218 | $17.95 | $7.65 | 20.0% | 38% |
| 20251217 | $18.27 | $8.38 | 20.0% | 38% |
| 20251216 | $17.52 | $7.07 | 18.9% | 32% |
| 20251215 | $18.77 | $8.32 | 19.9% | 38% |
| 20251212 | $17.27 | $9.25 | 19.8% | 37% |
| 20251211 | $17.07 | $7.43 | 19.3% | 34% |
More on GLD
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.