AAAU
Goldman Sachs Physical Gold ETF Shares$42.58-2.79%1d
EtfBATSUSD
120-day history2025-12-10 – 2026-06-03
Volatility
Realized
7d
23.0%
30d
23.2%
90d
36.3%
GARCH
21d
22.5%
30d
22.7%
45d
23.0%
IV30 ATM · rank
Rank
—
IV30: 30.3%
IV rank: 3/60 daily IV30 observations
Window 2026-06-03 → 2026-06-05 (3 obs.)
Chain uses snapshot spot $42.62 from 2026-06-05. Live quote: $42.58. Greeks and VRP match the snapshot.
Options Chain & Vol Surface (16/16) · 2026-06-05
Implied volatility by strike · 13 DTE · dashed line = fitted smile
Calls
Fitted smile
Excluded (not fit)
| Strike | Last | Bid | Ask | Mid | Ann. ROI | Spread | IV | Fit IV | IV − Fit | GARCH | IV - GARCH | Delta | Theta | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $35.00 | $15.41 | $12.60 | $13.90 | $13.25 | — | 9.8% | 299.6% | 237.8% | +61.8% | 22.3% | +277.4% | 0.737 | -0.3044 | 1 | 5 |
| $36.00 | $8.91 | $6.50 | $7.10 | $6.80 | — | 8.8% | 62.1% | 212.5% | -150.4% | 22.3% | +39.9% | 0.934 | -0.0278 | 1 | 7 |
| $38.00 | $5.85 | $4.50 | $5.30 | $4.90 | — | 16.3% | 52.8% | 162.4% | -109.5% | 22.3% | +30.6% | 0.888 | -0.0345 | 1 | 25 |
| $39.00 | $7.77 | $3.60 | $4.10 | $3.85 | — | 13.0% | 53.9% | 136.9% | -83.0% | 22.3% | +31.6% | 0.825 | -0.0460 | 2 | 52 |
| $40.00 | $7.60 | $2.50 | $3.30 | $2.90 | — | 27.6% | 51.9% | 110.6% | -58.7% | 22.3% | +29.6% | 0.761 | -0.0527 | 3 | 16 |
| $41.00 | $2.30 | $1.70 | $2.40 | $2.05 | — | 34.1% | 44.3% | 81.9% | -37.6% | 22.3% | +22.1% | 0.699 | -0.0505 | 100 | 168 |
| $42.00 | $2.07 | $1.05 | $1.60 | $1.33 | — | 41.5% | 38.3% | 46.1% | -7.9% | 22.3% | +16.0% | 0.601 | -0.0481 | 1 | 54 |
| $43.00 | $3.00 | $0.45 | $1.05 | $0.75 | 49.4% | 80.0% | 36.8% | — | — | 22.3% | +14.6% | 0.470 | -0.0472 | 3 | 64 |
| $44.00 | $0.40 | $0.15 | $0.55 | $0.35 | 23.1% | 114.3% | 32.7% | — | — | 22.3% | +10.5% | 0.321 | -0.0376 | 8 | 51 |
| $45.00 | $0.45 | $0.00 | $0.65 | $0.33 | 21.4% | 200.0% | 45.6% | — | — | 22.3% | +23.3% | 0.283 | -0.0489 | 7 | 110 |
| $46.00 | $0.10 | $0.00 | $0.10 | $0.05 | 3.3% | 200.0% | 28.7% | — | — | 22.3% | +6.5% | 0.087 | -0.0145 | 5 | 178 |
| $50.00 | $0.04 | $0.00 | $0.10 | $0.05 | 3.3% | 200.0% | 50.2% | — | — | 22.3% | +27.9% | 0.052 | -0.0168 | 1 | 419 |
| $55.00 | $0.01 | $0.00 | $0.05 | $0.03 | 1.6% | 200.0% | 58.6% | — | — | 22.3% | +36.3% | 0.013 | -0.0059 | 7 | 1,577 |
| $60.00 | $0.05 | $0.00 | $0.05 | $0.03 | 1.6% | 200.0% | 75.0% | — | — | 22.3% | +52.7% | 0.010 | -0.0061 | 1 | 196 |
| $65.00 | $0.05 | $0.00 | $0.40 | $0.20 | 13.2% | 200.0% | 122.7% | — | — | 22.3% | +100.4% | 0.044 | -0.0357 | 1 | 98 |
| $70.00 | $0.05 | $0.00 | $0.50 | $0.25 | 16.5% | 200.0% | 144.9% | — | — | 22.3% | +122.7% | 0.047 | -0.0443 | 1 | 37 |