GDX Options History — December 2024 In December 2024, GDX traded between $33.87 and $39.09. ATM implied volatility averaged 29.8%, placing in the 44.7% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 2.8% (HV 20d: 32.6%). Max pain ranged from $35.00 to $38.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2024-12-20 : Highest Volume — 348,856 contracts2024-12-11 : Largest IV spike — 70.3% change2024-12-18 : Highest IV Rank — 72.1%2024-12-18 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $36.07 $33.87 $39.09 $36.92 $33.95 Max Pain $35.43 $35.00 $38.00 $38.00 $35.00 ATM IV 29.8% 18.3% 33.9% 31.6% 31.0% Expected Move 8.8% 8.5% 9.7% 8.9% 8.7% HV 20d 32.6% 28.4% 36.1% 34.9% 31.5% HV 60d 31.5% 29.7% 32.5% 31.3% 31.5% IV Rank 44.7% 0.0% 72.1% 33.5% 58.8% IV Percentile 37.9% 0.0% 83.7% 55.2% 46.4% Term Structure 1.7% -5.1% 15.3% -0.6% 0.1% VWIV 30.9% 29.2% 32.3% 32.2% 30.9% Skew 25d 0.6% -5.6% 4.6% 0.4% 0.5% Skew 10d 2.1% -11.3% 17.4% -8.9% 1.5% Call IV 25d 30.3% 26.5% 31.6% 30.8% 31.3% Put IV 25d 30.9% 23.3% 33.2% 31.3% 31.8% Bid-Ask Spread % 39.92 29.34 51.06 31.72 39.59 Gamma HHI 0.08 0.06 0.12 0.09 0.07 Net GEX 31.2M -15.5M 104.0M 45.7M -3.0M Net DEX -338.1M -1.87B 692.2M -742.6M 438.4M Net VEX -12.2M -13.7M -10.9M -13.3M -11.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.09 1.75 0.37 0.97 Total Volume 98,818.19 26,871 348,856 76,128 52,016 Total OI 2,852,654.286 2,586,058 3,029,389 2,891,698 2,628,972
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 2024-12-02 $36.92 $38.00 31.6% 8.9% 34.9% 33.5% 32.2% 0.4% -0.6% 45.7M -742.6M -13.3M 0.37 31.72 55,698 20,430 1,713,504 1,178,194 2024-12-03 $37.77 $38.00 31.5% 9.2% 36.1% 32.9% 32.2% 0.5% -0.8% 68.8M -1.19B -13.7M 0.46 29.35 41,056 18,697 1,729,272 1,184,655 2024-12-04 $37.58 $38.00 30.6% 9.2% 36.1% 25.7% 32.3% 0.6% 0.1% 65.4M -1.06B -13.7M 0.45 37.75 43,415 19,549 1,741,065 1,191,664 2024-12-05 $37.53 $35.00 30.3% 8.5% 33.9% 23.4% 29.9% 1.1% 2.3% 63.8M -1.04B -13.3M 0.94 34.43 32,289 30,476 1,740,278 1,204,847 2024-12-06 $36.84 $35.00 32.2% 8.5% 32.8% 38.6% 29.5% 0.8% 0.8% 38.5M -668.3M -12.8M 0.60 41.84 52,839 31,889 1,744,445 1,205,063 2024-12-09 $37.98 $35.00 26.9% 8.7% 34.5% 0.0% 30.7% -0.1% 6.4% 76.4M -1.34B -13.2M 0.23 43.12 131,593 30,373 1,730,470 1,205,034 2024-12-10 $37.97 $35.00 18.3% 8.9% 28.4% 0.0% 31.0% 2.4% 14.9% 77.3M -1.29B -13.2M 0.17 36.17 92,021 16,010 1,733,614 1,212,316 2024-12-11 $39.09 $35.00 31.1% 9.0% 28.6% 59.6% 31.6% 0.7% 0.7% 104.0M -1.87B -13.0M 0.54 49.62 63,806 34,327 1,702,726 1,217,671 2024-12-12 $37.73 $35.00 30.8% 8.8% 31.4% 57.9% 31.8% -0.1% 0.2% 67.7M -1.06B -13.0M 0.51 40.96 45,181 22,965 1,712,275 1,233,259 2024-12-13 $36.66 $35.00 30.1% 8.5% 33.3% 54.8% 29.9% -0.9% 0.3% 25.9M -418.5M -12.3M 0.96 41.18 64,950 62,163 1,718,607 1,246,585 2024-12-16 $36.41 $35.00 31.3% 8.8% 33.4% 60.0% 30.7% 0.5% -0.5% 17.2M -282.4M -11.9M 0.73 48.25 54,149 39,581 1,675,443 1,248,139 2024-12-17 $36.17 $35.00 30.3% 8.7% 29.9% 55.5% 30.4% 1.1% -1.3% 10.0M -157.2M -12.1M 0.63 49.11 70,114 44,044 1,697,873 1,270,119 2024-12-18 $34.41 $35.00 33.9% 9.7% 33.2% 72.1% 32.0% 0.5% -5.1% -11.9M 650.8M -11.2M 1.00 46.26 48,658 48,587 1,715,351 1,266,786 2024-12-19 $34.34 $35.00 30.8% 8.9% 33.2% 58.1% 31.4% 0.7% -0.6% -15.5M 692.2M -11.1M 0.82 51.06 75,262 61,402 1,729,227 1,286,117 2024-12-20 $34.80 $35.00 31.6% 9.1% 33.4% 61.8% 31.7% 0.4% -0.7% 1.4M 401.0M -11.4M 0.09 44.53 319,639 29,217 1,753,864 1,275,525 2024-12-23 $34.41 $35.00 30.5% 8.9% 33.2% 56.5% 31.0% 1.2% 0.6% 9.0M 376.7M -11.4M 1.16 30.43 29,210 33,916 1,455,464 1,147,449 2024-12-24 $34.36 $35.00 24.8% 8.5% 32.0% 30.0% 29.7% -5.6% 15.3% 8.1M 338.9M -11.4M 0.59 37.60 16,863 10,008 1,463,200 1,140,673 2024-12-26 $34.52 $35.00 29.1% 8.5% 32.0% 50.1% 29.2% 1.8% 1.3% 13.3M 261.5M -11.3M 1.75 34.61 23,831 41,688 1,471,152 1,137,033 2024-12-27 $34.15 $35.00 29.1% 8.5% 32.0% 49.9% 29.3% 4.6% 2.7% -123.3K 374.4M -11.3M 1.34 41.33 24,308 32,556 1,478,533 1,133,218 2024-12-30 $33.87 $35.00 30.9% 9.0% 31.8% 58.7% 31.4% 0.9% -0.1% -7.0M 487.3M -10.9M 0.57 29.34 70,262 40,144 1,450,379 1,135,679 2024-12-31 $33.95 $35.00 31.0% 8.7% 31.5% 58.8% 30.9% 0.5% 0.1% -3.0M 438.4M -11.1M 0.97 39.59 26,412 25,604 1,477,241 1,151,731
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