GLD
SPDR Gold SharesOpen381.82−0.33 −0.09%USD
NYSEArca · as of Oct 13, 10:19 ET
Open
383.93
Prev close
382.15
Day range
381.72384.00
52-week range
360.12509.70
Volume
1.34M0.14×
EPS ttm
-9.39
Div yield
0.00%
From 52w high
−25.09%
GLD market-implied price distribution
GLD Price at Expiry
115 OTM quotes · ATM IV 20.6%
Days to expiry
31
Fri, Nov 13, 2026
P(finish above spot)
51%
spot 381.83
Expected price
382.92
forward 383.36
68% range
362–405
−5.3% / +5.9%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 345.78 | −9.4% |
| 16% | 361.58 | −5.3% |
| 25% | 368.46 | −3.5% |
| 50% (median) | 382.37 | +0.1% |
| 75% | 396.90 | +3.9% |
| 84% | 404.51 | +5.9% |
| 95% | 422.98 | +10.8% |
Move Odds
| Up 5% or more (400.92) | 20% |
|---|---|
| Up 10% or more (420.01) | 6.0% |
| Down 5% or more (362.74) | 17% |
| Down 10% or more (343.65) | 4.3% |
Options price a 10%+ drop at 4.3%, 1.1× the 3.7% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.