GDX Options History — March 2023 In March 2023, GDX traded between $26.68 and $32.50. ATM implied volatility averaged 35.8%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 0.1% (HV 20d: 35.7%). Max pain ranged from $28.00 to $30.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.47.
Notable Days 2023-03-13 : Highest Volume — 359,594 contracts2023-03-17 : Largest IV spike — 8.7% change2023-03-20 : Highest IV Rank — 48.8%2023-03-20 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $29.71 $26.68 $32.50 $28.23 $32.30 Max Pain $29.15 $28.00 $30.50 $28.00 $30.50 ATM IV 35.8% 31.3% 40.0% 32.9% 34.8% Expected Move 10.2% 8.8% 11.5% 9.7% 9.9% HV 20d 35.7% 23.7% 42.7% 32.0% 41.4% HV 60d 35.0% 33.1% 36.7% 33.7% 34.0% IV Rank 24.9% 0.0% 48.8% 7.7% 19.6% IV Percentile 25.1% 0.0% 60.3% 1.6% 18.3% Term Structure 0.1% -0.7% 5.6% 0.0% 0.8% VWIV 36.1% 30.8% 41.3% 33.8% 35.0% Skew 25d 1.3% -0.9% 3.2% 2.1% 0.4% Skew 10d 2.0% -11.7% 5.7% 3.7% 0.6% Call IV 25d 35.9% 30.9% 40.9% 32.2% 35.1% Put IV 25d 37.2% 32.8% 41.5% 34.3% 35.5% Bid-Ask Spread % 7.25 2.26 25.41 2.26 3.12 Gamma HHI 0.09 0.05 0.16 0.11 0.07 Net GEX 41.1M 2.0M 70.5M 31.2M 64.7M Net DEX -853.8M -1.87B 209.0M -299.4M -1.76B Net VEX -11.4M -14.7M -8.1M -8.6M -14.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.07 1.04 0.72 0.70 Total Volume 151,001.652 24,848 359,594 94,817 133,779 Total OI 2,529,267.522 2,224,550 2,874,435 2,224,550 2,874,435
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2023-03-01 $28.23 $28.00 32.9% 9.7% 32.0% 7.7% 33.8% 2.1% 0.0% 31.2M -299.4M -8.6M 0.72 2.26 54,981 39,836 1,511,514 713,036 2023-03-02 $28.13 $28.00 32.9% 9.3% 29.0% 7.9% 32.4% 2.4% -0.5% 29.0M -239.2M -8.8M 0.19 2.32 20,804 4,044 1,522,972 733,965 2023-03-03 $28.56 $28.00 31.3% 8.8% 27.3% 0.0% 30.8% 1.8% -0.7% 37.0M -400.0M -8.9M 0.36 2.54 58,673 20,970 1,530,160 734,326 2023-03-06 $28.05 $29.00 31.7% 9.0% 23.7% 2.3% 31.5% 2.2% -0.2% 24.3M -169.2M -8.5M 0.32 2.60 32,462 10,458 1,499,625 731,074 2023-03-07 $26.94 $29.00 32.7% 9.3% 27.0% 7.2% 33.2% 2.9% -0.4% 6.3M 172.0M -8.1M 0.69 3.09 75,718 52,622 1,503,675 735,466 2023-03-08 $26.84 $29.00 32.4% 9.3% 26.0% 5.8% 33.4% 2.5% -0.2% 4.4M 194.8M -8.2M 1.04 18.72 28,666 29,775 1,534,630 759,145 2023-03-09 $26.68 $29.00 34.7% 9.7% 26.0% 18.0% 33.6% 3.2% -0.6% 2.0M 209.0M -8.2M 0.31 3.12 52,741 16,360 1,543,192 765,070 2023-03-10 $27.20 $28.00 36.7% 10.3% 26.7% 30.1% 35.6% 1.2% -0.7% 12.5M -5.0M -8.8M 0.16 15.25 114,433 18,512 1,574,902 769,040 2023-03-13 $29.19 $29.00 38.3% 10.7% 37.7% 38.9% 38.0% 2.6% -0.6% 47.6M -762.8M -9.9M 0.28 7.81 280,105 79,489 1,600,333 762,085 2023-03-14 $29.30 $29.00 35.5% 10.1% 37.8% 23.4% 34.8% 1.9% -0.5% 50.4M -784.7M -10.4M 0.07 6.62 232,243 15,986 1,717,132 802,290 2023-03-15 $29.24 $29.00 37.8% 10.7% 37.8% 36.1% 37.6% 1.1% -0.4% 51.2M -822.1M -11.1M 0.13 11.87 215,845 27,073 1,839,865 814,166 2023-03-16 $29.06 $29.00 35.5% 10.1% 36.0% 23.6% 35.6% 2.6% -0.5% 53.0M -720.2M -10.9M 0.73 2.71 58,253 42,680 1,902,231 826,333 2023-03-17 $30.68 $29.00 38.6% 11.1% 40.7% 40.9% 40.2% -0.3% 5.6% 33.0M -1.49B -12.5M 0.35 8.65 264,969 93,860 1,899,940 854,409 2023-03-20 $31.12 $29.00 40.0% 11.5% 40.5% 48.8% 41.0% 1.0% -0.4% 42.5M -1.22B -12.9M 0.29 6.41 226,805 65,194 1,652,724 714,043 2023-03-21 $30.04 $29.00 36.8% 10.5% 42.7% 30.8% 37.4% 0.8% -0.2% 38.5M -887.2M -13.0M 0.70 6.98 91,416 64,406 1,799,460 744,364 2023-03-22 $30.66 $29.00 36.8% 10.5% 41.5% 30.6% 37.9% 0.0% -0.2% 46.3M -1.12B -13.3M 0.22 25.41 106,376 23,812 1,827,474 782,897 2023-03-23 $31.30 $30.00 39.1% 11.2% 41.7% 43.8% 41.3% -0.9% -0.2% 55.7M -1.40B -13.9M 0.33 10.91 160,194 52,863 1,861,873 791,725 2023-03-24 $31.46 $30.00 39.2% 11.2% 41.0% 43.9% 39.5% -0.5% 0.1% 65.3M -1.49B -14.5M 0.60 13.98 101,603 61,039 1,927,733 819,939 2023-03-27 $31.51 $30.00 37.4% 10.7% 41.0% 34.0% 37.5% 0.4% 0.7% 54.2M -1.40B -14.5M 1.03 3.04 35,121 36,027 1,927,370 821,295 2023-03-28 $32.31 $30.00 37.2% 10.7% 41.5% 32.7% 37.8% 0.6% 0.5% 62.7M -1.72B -14.5M 0.25 3.50 121,141 29,710 1,930,476 826,889 2023-03-29 $32.00 $30.00 35.1% 10.1% 41.3% 21.5% 35.7% 0.1% 1.0% 64.2M -1.65B -14.5M 0.61 2.84 54,510 33,017 1,980,716 848,300 2023-03-30 $32.50 $30.00 35.8% 10.2% 41.3% 25.3% 36.2% 0.6% 1.0% 70.5M -1.87B -14.7M 0.60 2.88 83,807 50,660 1,997,634 863,230 2023-03-31 $32.30 $30.50 34.8% 9.9% 41.4% 19.6% 35.0% 0.4% 0.8% 64.7M -1.76B -14.4M 0.70 3.12 78,635 55,144 1,991,448 882,987
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