What is GLD's IV rank?

At the close on Sep 28, 2026, GLD's IV rank was 22 with 30-day implied volatility of 22.3%. IV sits 22% of the way from its one-year low to its one-year high. Its IV percentile was 31: IV is higher than 31% of the past year's readings.

What is the expected move for GLD?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $25.11 (6.6%), a range of $352.80 to $403.02. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on GLD?

At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on GLD: Bear Put Spreads Below the 200-Day (444), Long Call Butterflies for Pinning (87), Married Put Protection (53), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.

Is GLD option volume above average?

On Sep 28, 2026, GLD option volume was 0.9x its average, close to normal.

GLD options: IV rank, expected move and trade screens

SPDR Gold Trust · ETFETF

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

GLD closed at $377.91 on Sep 28, 2026 with 30-day implied volatility of 22.3%. That is near the bottom of its one-year range (IV rank 22), so options on GLD are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 31% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $25.11, or 6.6%.

The price is below both its 50-day (-4.0%) and 200-day (-9.2%) moving averages. It is 23.8% below its 52-week high and 10.1% above its 52-week low. The 14-day RSI of 35.7 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $7.59, about 2.0% of the price, a measure of a typical day's range.

Option volume at the close (378K contracts) was 0.9x its average, close to normal. A beta of 0.76 means GLD has tended to move about 0.8 times as much as the broad market. 4 of our preset screens found trades on GLD at the close, led by Bear Put Spreads Below the 200-Day with 444 trades.

GLD stats at the close

Price: $377.91; Market cap $133B
Implied volatility: 22.3%; 30-day, at the money
IV rank: 22; IV sits 22% of the way from its one-year low to its one-year high.
IV percentile: 31; IV is higher than 31% of the past year's readings.
ATR (14-day): $7.59; 2.0% of the price on a typical day
RSI (14-day): 35.7; Between 30 and 70, neutral
52-week range: -23.8% from high; +10.1% from the 52-week low
Moving averages: -4.0% vs 50-day; -9.2% vs the 200-day
Beta: 0.76; Sensitivity to the broad market
Option volume: 0.9x avg; 378K contracts vs 432K average

GLD expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Sep 30, 20262 days	23.9%	±$6.67 (1.8%)	$371.24 to $384.58	$5.33
Oct 30, 202632 days	22.4%	±$25.11 (6.6%)	$352.80 to $403.02	$20.02
Nov 20, 202653 days	22.5%	±$32.39 (8.6%)	$345.52 to $410.30	$25.83
Dec 31, 202694 days	22.1%	±$42.47 (11.2%)	$335.44 to $420.38	$33.85

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for GLD from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

444 trades pass on GLD

Return on risk: 14.3% to 331.5%
Probability of profit: 31.1% to 79.2%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

87 trades pass on GLD

Return on risk: 207.7% to 1,000%+
Probability of profit: 3.4% to 59.8%

Butterfly spread screener

Married Put Protection

Married Put

53 trades pass on GLD

Probability of profit: 35.0% to 46.3%

Married put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

1 trade passes on GLD

Return on risk: 25.8%
Probability of profit: 79.0%

Iron condor scanner

GLD options FAQ

What is GLD's IV rank?: At the close on Sep 28, 2026, GLD's IV rank was 22 with 30-day implied volatility of 22.3%. IV sits 22% of the way from its one-year low to its one-year high. Its IV percentile was 31: IV is higher than 31% of the past year's readings.
What is the expected move for GLD?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $25.11 (6.6%), a range of $352.80 to $403.02. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on GLD?: At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on GLD: Bear Put Spreads Below the 200-Day (444), Long Call Butterflies for Pinning (87), Married Put Protection (53), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is GLD option volume above average?: On Sep 28, 2026, GLD option volume was 0.9x its average, close to normal.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.