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GVZ
 Cboe Gold ETF Volatility Index
Last Sale

10.73

Change

+0.01 (+0.09%)

Open

10.72

High

10.86

Low

10.63

Prev Close

10.72

Cboe Gold ETF Volatility Index
  • Overview
  • Performance
     

Cboe Gold ETF Volatility Index

The Gold ETF Volatility IndexSM (GVZ) is a VIX®-style estimate of the expected 30-day volatility of returns on the SPDR Gold Shares ETF (GLD) . Like VIX,GVIX  is calculated by interpolating between two  weighted sums of option midquote  values,  in this case options on GLD. The two sums essentially represent the expected variance of the price of gold  up to two option expiration dates that bracket a 30-day period of time. GVZ is obtained by annualizing the interpolated value, taking its square root and expressing the result in percentage points.   


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The performance quoted represents past performance and does not guarantee future results.