GDX Options History — November 2023 In November 2023, GDX traded between $27.12 and $31.27. ATM implied volatility averaged 30.0%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 1.9% (HV 20d: 32.0%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.36.
Notable Days 2023-11-28 : Highest Volume — 266,361 contracts2023-11-16 : Largest IV spike — 7.7% change2023-11-28 : Highest IV Rank — 41.2%2023-11-01 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.89 $27.12 $31.27 $28.07 $31.27 Max Pain $28.38 $26.00 $29.00 $26.00 $29.00 ATM IV 30.0% 28.2% 31.9% 31.8% 30.4% Expected Move 8.5% 8.0% 9.5% 9.5% 8.9% HV 20d 32.0% 26.2% 37.0% 26.5% 35.1% HV 60d 27.5% 24.5% 29.6% 24.5% 29.3% IV Rank 30.9% 20.7% 41.2% 37.2% 37.6% IV Percentile 30.4% 15.5% 42.9% 36.1% 37.7% Term Structure 0.2% -2.1% 3.1% 0.3% -0.7% VWIV 30.3% 28.7% 33.6% 33.6% 30.9% Skew 25d -0.4% -1.5% 0.6% -0.5% 0.4% Skew 10d -1.3% -3.2% 0.6% -0.9% -1.3% Call IV 25d 30.5% 29.0% 32.7% 32.7% 30.4% Put IV 25d 30.1% 28.7% 32.3% 32.3% 30.8% Bid-Ask Spread % 40.22 1.68 60.63 52.79 2.55 Gamma HHI 0.09 0.08 0.12 0.08 0.11 Net GEX 29.6M -2.0M 65.2M 15.0M 65.2M Net DEX -382.2M -1.47B 364.2M -42.5M -1.47B Net VEX -10.1M -10.9M -9.0M -10.0M -10.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.11 0.64 0.42 0.42 Total Volume 108,166.429 42,814 266,361 54,807 99,057 Total OI 3,016,063.095 2,813,740 3,255,304 2,954,876 3,012,918
Daily Data (21 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 2023-11-01 $28.07 $26.00 31.8% 9.5% 26.5% 37.2% 33.6% -0.5% 0.3% 15.0M -42.5M -10.0M 0.42 52.79 38,520 16,287 2,045,059 909,817 2023-11-02 $28.23 $29.00 30.3% 8.9% 26.2% 29.9% 31.6% -0.3% 0.6% 16.7M -92.3M -10.1M 0.41 58.22 49,707 20,359 2,058,709 918,507 2023-11-03 $29.62 $29.00 30.4% 9.0% 29.7% 30.4% 31.5% -0.7% 0.6% 49.9M -741.8M -10.9M 0.22 5.35 152,974 33,759 2,079,300 931,167 2023-11-06 $29.16 $29.00 30.0% 8.8% 29.8% 28.2% 31.0% -0.5% 0.6% 39.7M -507.9M -10.5M 0.46 60.63 70,925 32,373 2,089,012 922,672 2023-11-07 $28.63 $29.00 29.0% 8.5% 30.6% 23.3% 29.9% -0.3% 0.4% 23.3M -239.0M -10.1M 0.21 2.03 64,525 13,708 2,095,577 940,488 2023-11-08 $27.73 $29.00 29.2% 8.4% 32.3% 24.4% 29.8% 0.3% 0.2% 6.0M 142.6M -9.5M 0.46 59.64 101,896 46,598 2,118,839 947,961 2023-11-09 $27.63 $29.00 29.5% 8.5% 31.8% 25.9% 31.1% -0.4% 0.1% 8.1M 163.8M -9.5M 0.45 1.84 49,682 22,312 2,133,801 947,556 2023-11-10 $27.23 $28.00 28.5% 8.2% 28.0% 20.7% 29.3% -0.3% 0.4% -1.7M 336.0M -9.2M 0.31 59.78 94,583 29,565 2,164,415 966,129 2023-11-13 $27.12 $28.00 28.6% 8.2% 27.9% 22.9% 29.5% -0.5% 2.4% -2.0M 364.2M -9.0M 0.25 1.68 50,869 12,542 2,143,502 968,735 2023-11-14 $28.44 $28.00 28.8% 8.3% 32.8% 24.1% 29.8% -0.9% 2.4% 23.3M -218.5M -9.9M 0.31 53.67 103,592 32,144 2,169,122 973,364 2023-11-15 $28.20 $28.00 28.2% 8.1% 32.9% 20.7% 28.8% -0.6% 3.1% 17.8M -106.1M -9.9M 0.64 1.72 35,863 23,129 2,197,997 983,798 2023-11-16 $28.59 $28.00 30.4% 8.6% 33.3% 32.4% 30.8% -1.5% 2.4% 27.0M -309.0M -10.1M 0.26 57.65 102,905 26,923 2,203,242 991,059 2023-11-17 $28.41 $28.00 29.4% 8.2% 33.3% 27.5% 29.6% -0.6% 2.2% 27.9M -230.8M -10.0M 0.27 58.35 56,308 14,967 2,253,660 1,001,644 2023-11-20 $28.46 $28.00 30.1% 8.0% 33.1% 31.2% 28.7% 0.6% -1.1% 23.0M -118.1M -9.8M 0.40 49.44 41,155 16,561 1,905,655 908,085 2023-11-21 $29.23 $28.00 31.7% 8.4% 34.5% 39.7% 30.1% -1.2% -2.1% 37.5M -501.8M -10.3M 0.38 49.71 107,917 41,460 1,923,133 917,850 2023-11-22 $29.20 $28.00 31.9% 8.3% 34.2% 40.8% 29.3% -0.5% -1.9% 38.8M -460.8M -10.4M 0.47 49.32 50,516 23,844 1,953,835 927,792 2023-11-24 $29.27 $28.50 30.8% 8.2% 33.9% 38.6% 29.1% 0.2% -1.3% 37.0M -482.5M -10.5M 0.45 54.34 29,621 13,193 1,961,921 940,343 2023-11-27 $29.80 $29.00 29.9% 8.3% 33.8% 33.7% 29.5% -0.2% -0.6% 44.9M -718.6M -10.1M 0.46 55.29 73,960 33,688 1,937,704 927,382 2023-11-28 $31.18 $28.50 31.0% 8.9% 37.0% 41.2% 31.7% -0.2% -2.0% 62.8M -1.41B -10.4M 0.26 54.38 211,042 55,319 1,961,519 941,567 2023-11-29 $31.14 $29.00 30.6% 8.7% 35.1% 38.8% 30.7% 0.0% -0.8% 60.3M -1.38B -10.7M 0.11 56.20 159,536 17,611 2,004,210 958,279 2023-11-30 $31.27 $29.00 30.4% 8.9% 35.1% 37.6% 30.9% 0.4% -0.7% 65.2M -1.47B -10.9M 0.42 2.55 69,902 29,155 2,047,233 965,685
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