GDX Options History — April 2024 In April 2024, GDX traded between $32.00 and $34.66. ATM implied volatility averaged 34.4%, placing in the 73.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 3.9% (HV 20d: 30.6%). Max pain ranged from $28.50 to $32.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2024-04-12 : Highest Volume — 433,499 contracts2024-04-22 : Largest IV drop — 12.1% change2024-04-12 : Highest IV Rank — 100.0%2024-04-15 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.50 $32.00 $34.66 $32.00 $33.17 Max Pain $30.93 $28.50 $32.00 $28.50 $32.00 ATM IV 34.4% 30.6% 39.1% 32.8% 33.3% Expected Move 10.0% 9.3% 11.1% 9.5% 10.4% HV 20d 30.6% 26.9% 35.4% 31.1% 35.4% HV 60d 32.8% 31.6% 33.7% 32.7% 33.4% IV Rank 73.3% 49.5% 100.0% 66.6% 60.9% IV Percentile 91.2% 63.1% 100.0% 81.3% 89.3% Term Structure -0.6% -1.8% 0.9% -0.1% 0.9% VWIV 35.5% 33.3% 39.8% 33.6% 37.0% Skew 25d -2.0% -2.8% -0.9% -2.4% -1.6% Skew 10d -3.3% -5.0% -2.0% -3.8% -2.7% Call IV 25d 36.4% 33.7% 41.5% 35.4% 34.4% Put IV 25d 34.4% 31.9% 39.0% 33.0% 32.9% Bid-Ask Spread % 35.27 9.05 54.26 26.45 9.05 Gamma HHI 0.12 0.08 0.29 0.08 0.10 Net GEX 67.2M 26.8M 125.1M 61.6M 34.7M Net DEX -2.01B -2.72B -1.05B -1.63B -1.35B Net VEX -14.7M -15.6M -13.0M -13.0M -15.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.33 1.48 0.57 1.04 Total Volume 180,136.273 46,436 433,499 180,013 146,741 Total OI 2,880,261.227 2,434,290 3,132,968 2,434,290 2,955,067
Daily Data (22 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 2024-04-01 $32.00 $28.50 32.8% 9.5% 31.1% 66.6% 33.6% -2.4% -0.1% 61.6M -1.63B -13.0M 0.57 26.45 114,335 65,678 1,452,628 981,662 2024-04-02 $32.45 $29.50 34.0% 9.7% 28.2% 76.1% 34.5% -2.0% -0.3% 61.9M -1.83B -13.2M 0.33 35.42 256,941 84,277 1,477,361 1,023,126 2024-04-03 $33.20 $30.00 34.6% 9.8% 28.7% 80.6% 34.8% -2.7% -0.6% 77.8M -2.27B -14.0M 0.54 32.53 142,328 76,724 1,607,687 1,071,387 2024-04-04 $32.80 $31.00 33.1% 9.9% 29.2% 69.2% 34.8% -1.5% -1.4% 70.5M -1.99B -14.4M 0.34 36.72 159,429 53,918 1,617,218 1,120,440 2024-04-05 $33.86 $31.00 30.6% 9.7% 30.5% 49.5% 34.5% -1.5% -1.8% 91.8M -2.64B -14.5M 0.42 34.32 222,943 92,661 1,718,607 1,152,989 2024-04-08 $33.70 $31.00 34.2% 9.8% 30.8% 77.3% 34.6% -2.1% 0.0% 76.7M -2.36B -14.5M 0.39 34.61 107,858 42,354 1,647,071 1,143,516 2024-04-09 $34.14 $31.00 34.4% 9.8% 30.7% 79.3% 35.1% -2.1% -0.4% 78.7M -2.56B -14.6M 0.50 27.85 90,077 44,980 1,663,020 1,174,329 2024-04-10 $33.59 $31.00 34.6% 10.0% 30.1% 80.8% 35.2% -2.0% 0.1% 73.3M -2.25B -14.4M 0.93 31.64 83,113 77,578 1,672,583 1,206,357 2024-04-11 $34.45 $31.00 34.5% 9.9% 30.2% 85.6% 35.4% -2.3% -0.0% 84.0M -2.72B -14.4M 0.63 32.12 88,476 55,497 1,687,746 1,239,385 2024-04-12 $33.67 $31.00 38.0% 11.0% 31.0% 100.0% 39.0% -0.9% 0.6% 75.0M -2.28B -14.8M 0.58 27.61 273,504 159,995 1,727,477 1,255,986 2024-04-15 $33.50 $31.00 39.1% 11.1% 31.3% 100.0% 39.8% -2.8% -1.8% 59.4M -2.02B -14.9M 0.75 35.27 139,846 105,025 1,674,827 1,271,998 2024-04-16 $33.03 $31.00 37.0% 10.6% 31.9% 86.0% 37.5% -2.4% -0.6% 57.5M -1.71B -15.1M 0.46 33.91 141,121 64,891 1,699,004 1,332,033 2024-04-17 $33.50 $31.00 35.9% 10.3% 29.8% 78.4% 36.7% -2.7% -0.4% 69.6M -2.02B -15.5M 0.69 50.42 69,474 48,075 1,744,558 1,360,846 2024-04-18 $33.67 $31.00 35.4% 10.2% 27.1% 75.4% 35.9% -2.2% -0.7% 73.2M -2.12B -15.6M 0.48 54.26 64,772 31,240 1,759,564 1,369,172 2024-04-19 $34.03 $31.00 36.9% 10.0% 26.9% 85.4% 35.7% -2.0% -1.2% 125.1M -2.33B -15.4M 0.99 47.95 77,859 76,763 1,750,799 1,382,169 2024-04-22 $32.55 $31.00 32.5% 9.3% 31.5% 55.2% 33.7% -2.0% -0.9% 26.8M -1.05B -14.9M 0.73 44.01 89,866 65,382 1,561,906 1,267,869 2024-04-23 $32.97 $31.00 33.4% 9.7% 31.6% 61.4% 34.8% -2.0% -0.9% 34.7M -1.28B -15.2M 0.68 39.99 52,696 36,033 1,588,402 1,296,265 2024-04-24 $33.11 $31.00 33.3% 9.7% 31.5% 61.0% 34.0% -2.5% -0.7% 37.4M -1.37B -15.2M 0.51 40.25 30,784 15,652 1,599,917 1,313,843 2024-04-25 $34.41 $31.50 34.6% 10.1% 32.1% 69.4% 36.0% -2.0% -1.1% 66.1M -2.11B -15.2M 0.46 39.21 121,787 56,424 1,613,395 1,322,579 2024-04-26 $34.56 $32.00 32.5% 9.4% 31.5% 55.7% 33.3% -1.6% -1.0% 80.8M -2.21B -15.0M 1.48 38.74 61,324 90,635 1,630,199 1,325,658 2024-04-29 $34.66 $32.00 33.0% 10.0% 31.3% 58.9% 35.5% -1.8% -1.5% 61.6M -2.13B -14.9M 0.53 23.69 54,742 29,200 1,582,831 1,322,271 2024-04-30 $33.17 $32.00 33.3% 10.4% 35.4% 60.9% 37.0% -1.6% 0.9% 34.7M -1.35B -15.1M 1.04 9.05 71,936 74,805 1,606,940 1,348,127
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