Gold volatility

Data categories: Price and performance

Volatility of the gold market is important for analyzing current and future expectations or uncertainty for the price of gold itself as well as risk in the global markets. We focus on realised volatility on gold futures based on 30- and 90-day time horizons. Additionally, we provide data on the Gold VIX which is based on the CBOE/COMEX Gold Volatility index; a strip of gold futures options. Using a combination (strip) of options helps to look at the overall perceived risk of gold market pricing.

Gold futures volatility chart

Data as of

Sources: Bloomberg, CBOE, COMEX, World Gold Council; Disclaimer

Note: To purchase historical CME data, please visit CME DataMine

Length and frequency

Data goes back to 2007 and is based on data for the respective time frequency.

Update Schedule

All data is updated daily based on end of day files.


Units are based on implied volatility starting at zero.