iShares Gold Trust Shares (IAU)'s 30-day implied volatility (IV30) was 21.3% at the close on October 22, 2026, up from 18.1% the day before, against a 52-week range of 17.8% to 44.2%. Its 20-day historical volatility was 19.6%.

Key numbers

30-day implied volatility (IV30): 21.3%
IV30 52-week range: 17.8% to 44.2% (median 23.0%)
Historical volatility: 20-day 19.6%, 1-year 26.6%
Implied move by the nearest expiration: ±1.0%

Data as of October 22, 2026.

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

Name: IAU Implied Volatility
Creator: Market Chameleon