iShares Gold Trust Shares (IAU)'s 30-day implied volatility (IV30) was 23.1% at the close on November 12, 2026, up from 22.1% the day before, against a 52-week range of 17.8% to 44.2%. Its 20-day historical volatility was 23.3%.

Key numbers

30-day implied volatility (IV30): 23.1%
IV30 52-week range: 17.8% to 44.2% (median 23.0%)
Historical volatility: 20-day 23.3%, 1-year 26.4%
Implied move by the nearest expiration: ±1.4%

Data as of November 12, 2026.

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

Name: IAU Implied Volatility
Creator: Market Chameleon