Historical Volatility (Close-to-Close) (120-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

SPDR Gold Shares (GLD) had 120-Day Historical Volatility (Close-to-Close) of 0.1318 for 2024-05-06.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1318
Historical Volatility (Parkinson)	0.1034
Implied Volatility (Calls)	0.1372
Implied Volatility (Puts)	0.1469
Implied Volatility (Mean)	0.1421
Put-Call Implied Volatility Ratio	1.0702
Implied Volatility Skew	-0.0472
Option Statistics
Put-Call Ratio (Volume)	0.1447
Put-Call Ratio (Open Interest)	1.1320
Forward Price	218.53
Call Breakeven Price	238.39
Put Breakeven Price	184.65
Option Breakeven Price	211.94