Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

SPDR Gold Shares (GLD) had 30-Day Implied Volatility Skew of -0.0421 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)	0.1746
Historical Volatility (Parkinson)	0.1466
Implied Volatility (Calls)	0.1467
Implied Volatility (Puts)	0.1469
Implied Volatility (Mean)	0.1468
Put-Call Implied Volatility Ratio	1.0016
Implied Volatility Skew	-0.0421
Option Statistics
Put-Call Ratio (Volume)	0.5649
Put-Call Ratio (Open Interest)	0.4100
Forward Price	216.14
Call Breakeven Price	227.81
Put Breakeven Price	205.98
Option Breakeven Price	221.58