iShares S&P Gsci Commodity Indexed Trust (GSG)'s 30-day implied volatility (IV30) was 29.7% at the close on November 5, 2026, up from 22.9% the day before, against a 52-week range of 14.4% to 59.0%. Its 20-day historical volatility was 22.7%.

Key numbers

30-day implied volatility (IV30): 29.7%
IV30 52-week range: 14.4% to 59.0% (median 25.7%)
Historical volatility: 20-day 22.7%, 1-year 24.8%
Implied move by the nearest expiration: ±1.2%

Data as of November 5, 2026.

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

Name: GSG Implied Volatility
Creator: Market Chameleon