CBOE Gold Volatitity

-0.5 (1.81%)
INDX (OPEN)

CBOE Gold Volatitity (GVZ) @ INDX

Printed Wednesday, 1 July '26 21:04 MST

The Cboe Gold ETF Volatility IndexSM (GVZ) is an estimate of the expected 30-day volatility of returns on the SPDR Gold Shares ETF (GLD). Like the Cboe VIX Index®, GVZ is calculated by interpolating between two time-weighted sums of option mid-quote 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.

Volatility Index

Website Attributes Seasonality Filters
Date Name (*Public) Description Symbol Type Size Action
Date Value Error Logarithmic Error Model (*Public)
-U0.50 (1.81%) on Tuesday, 30 June 2026
Date Value Δ Open Close Low High Adjusted Volume Δ
Name Version (*Public) Indicator % Auto Description Symbol Company Name Forecasts Buy / Sell Action
Opened (Closed) Expires Symbol Company Name Name (*Public) Size Contract Symbol Open P/L Close P/L Total P/L ROI DTE DIT Delta Action
Details Best Trend by Hindsight Forecast Profit or Loss
Date (*Public) Symbol Strategy Data Origin Slope Sigma Cor % Moves Sigma Moves Gain % Periods Action
Date Name (*Public) Description Price Quantity Total Cost Type Symbol Action
Date RSI Stochastic %D Stochastic %K MACD MACD Divergence MACD Signal DMI CCI Volatility Bollinger Upper Bollinger Mid Bollinger Lower
Date Name Description Type Symbol Company Name Location
Date UTC Location Action Description Object Severity User Action