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.
Data categories: Price and performance