Goldman Sachs Physical Gold ETF Shares (AAAU)'s 30-day implied volatility (IV30) was 24.3% at the close on November 5, 2026, up from 22.8% the day before, against a 52-week range of 18.0% to 44.2%. Its 20-day historical volatility was 21.0%.

Key numbers

30-day implied volatility (IV30): 24.3%
IV30 52-week range: 18.0% to 44.2% (median 23.2%)
Historical volatility: 20-day 21.0%, 1-year 26.3%
Implied move by the nearest expiration: ±1.4%

Data as of November 5, 2026.

AAAU Implied Volatility (IV) vs Historical Volatility (HV)

Name: AAAU Implied Volatility
Creator: Market Chameleon