SPDR Gold Trust GLD 401.49 3.13 0.79% Regime: Neutral (40%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
GLD / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.10
22.64
Mean
47.42
Window
-61.7%
ATM IV
z -0.04
0.21
Mean
0.21
Window
+34.0%
IV Percentile
z -2.00
16.8
Mean
66.53
Window
-79.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.50 | 0.78 |
| ATM IV | 0.50 | 1.00 | 0.54 |
| IV Percent... | 0.78 | 0.54 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-18 | 401.49 | 22.64 | 0.21 | 16.8 |
| 2026-09-17 | 398.36 | 26.26 | 0.23 | 31.6 |
| 2026-09-16 | 391.74 | 29.2 | 0.24 | 49.6 |
| 2026-09-15 | 394.15 | 30.22 | 0.24 | 56 |
| 2026-09-14 | 392.84 | 29.68 | 0.24 | 53.01 |
| 2026-09-11 | 398.77 | 27.71 | 0.23 | 43.2 |
| 2026-09-10 | 396.36 | 33.08 | 0.26 | 65.2 |
| 2026-09-09 | 403.35 | 32.17 | 0.25 | 63.2 |
| 2026-09-08 | 399.72 | 30.92 | 0.25 | 60.4 |
| 2026-09-07 | 406.53 | 31.58 | 0.25 | 62.25 |
| 2026-09-04 | 406.77 | 29.35 | 0.24 | 53.6 |
| 2026-09-03 | 410.22 | 30.56 | 0.25 | 58.8 |
| 2026-09-02 | 402.78 | 28.62 | 0.24 | 51.2 |
| 2026-09-01 | 396.75 | 26.87 | 0.23 | 40.56 |
| 2026-08-31 | 408.42 | 24.42 | 0.22 | 29.03 |
| 2026-08-28 | 408.89 | 26.32 | 0.23 | 36.95 |
| 2026-08-27 | 422.6 | 30.21 | 0.24 | 57.83 |
| 2026-08-26 | 421.32 | 31.2 | 0.25 | 61.45 |
| 2026-08-25 | 428.07 | 33.4 | 0.26 | 65.86 |
| 2026-08-24 | 426.69 | 35.24 | 0.27 | 66.94 |
| 2026-08-21 | 423.36 | 32.86 | 0.26 | 65.06 |
| 2026-08-20 | 415.26 | 32.92 | 0.26 | 65.46 |
| 2026-08-19 | 413.84 | 31.36 | 0.25 | 63.45 |
| 2026-08-18 | 398.55 | 24.92 | 0.22 | 35.34 |
| 2026-08-17 | 405.49 | 27.49 | 0.23 | 47.58 |
| 2026-08-14 | 401.48 | 25.33 | 0.22 | 36.95 |
| 2026-08-13 | 398.96 | 25.55 | 0.22 | 38.15 |
| 2026-08-12 | 404.92 | 28.11 | 0.23 | 51.41 |
| 2026-08-11 | 400.96 | 30.01 | 0.24 | 59.44 |
| 2026-08-10 | 402.54 | 33.8 | 0.26 | 66.53 |
| 2026-08-07 | 398.47 | 29.25 | 0.24 | 56.63 |
| 2026-08-06 | 389.67 | 27.07 | 0.23 | 47.39 |
| 2026-08-05 | 389.64 | 28.62 | 0.24 | 55.42 |
| 2026-08-04 | 374.16 | 23.8 | 0.22 | 33.33 |
| 2026-08-03 | 371.71 | 23.21 | 0.21 | 31.05 |
| 2026-07-31 | 371.54 | 21.88 | 0.21 | 27.71 |
| 2026-07-30 | 377.16 | 26.02 | 0.23 | 41.37 |
| 2026-07-29 | 371.08 | 25.35 | 0.22 | 40.96 |
| 2026-07-28 | 369.37 | 25.34 | 0.22 | 40.96 |
| 2026-07-27 | 374.63 | 24.03 | 0.22 | 35.08 |
| 2026-07-24 | 371.9 | 24.71 | 0.22 | 38.96 |
| 2026-07-23 | 371.52 | 26.33 | 0.23 | 42.97 |
| 2026-07-22 | 379.12 | 24.33 | 0.22 | 38.55 |
| 2026-07-21 | 374.81 | 24.26 | 0.22 | 37.35 |
| 2026-07-20 | 367.6 | 26.62 | 0.23 | 44.76 |
| 2026-07-17 | 368.41 | 26.8 | 0.23 | 46.18 |
| 2026-07-16 | 364.96 | 29.01 | 0.24 | 56.22 |
| 2026-07-15 | 372.35 | 26.16 | 0.23 | 43.37 |
| 2026-07-14 | 372.15 | 26.51 | 0.23 | 44.98 |
| 2026-07-13 | 367.13 | 29.75 | 0.24 | 58.87 |