GLD Options History — September 2019 In September 2019, GLD traded between $138.92 and $146.53. ATM implied volatility averaged 14.2%, placing in the 67.4% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 0.8% (HV 20d: 15.0%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.74.
Notable Days 2019-09-30 : Highest Volume — 384,784 contracts2019-09-20 : Largest IV spike — 16.0% change2019-09-04 : Highest IV Rank — 87.3%2019-09-04 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $142.10 $138.92 $146.53 $145.72 $138.92 Max Pain $139.15 $135.00 $140.00 $135.00 $140.00 ATM IV 14.2% 13.1% 16.0% 15.5% 13.9% Expected Move 4.1% 3.7% 4.7% 4.6% 4.1% HV 20d 15.0% 13.6% 15.9% 14.0% 15.6% HV 60d 15.6% 14.8% 16.4% 15.4% 15.0% IV Rank 67.4% 55.9% 87.3% 81.6% 64.6% IV Percentile 85.6% 77.4% 96.0% 94.8% 82.5% Term Structure -0.1% -0.5% 0.4% -0.3% -0.2% VWIV 14.9% 13.6% 17.1% 15.9% 15.0% Skew 25d -3.2% -4.7% -1.9% -4.0% -2.5% Skew 10d -5.3% -7.9% -3.5% -6.8% -4.3% Call IV 25d 16.4% 14.9% 18.6% 18.2% 15.7% Put IV 25d 13.2% 12.2% 14.7% 14.2% 13.2% Bid-Ask Spread % 2.89 1.59 3.90 1.59 2.90 Gamma HHI 0.06 0.05 0.08 0.06 0.07 Net GEX 407.0M 90.1M 689.1M 672.9M 90.1M Net DEX -10.61B -17.04B -4.40B -16.23B -4.40B Net VEX -45.4M -47.3M -43.3M -46.0M -45.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.35 1.04 0.49 0.85 Total Volume 205,635.7 100,770 384,784 204,255 384,784 Total OI 3,233,287.25 2,589,100 3,595,371 3,273,271 2,916,399
Daily Data (20 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 2019-09-03 $145.72 $135.00 15.5% 4.6% 14.0% 81.6% 15.9% -4.0% -0.3% 672.9M -16.23B -46.0M 0.49 1.59 137,193 67,062 2,162,774 1,110,497 2019-09-04 $146.53 $135.00 16.0% 4.7% 13.9% 87.3% 17.1% -3.8% -0.1% 689.1M -17.04B -46.8M 0.48 3.90 136,980 66,189 2,156,608 1,131,686 2019-09-05 $143.14 $139.00 14.6% 4.1% 15.7% 71.6% 15.5% -3.1% -0.2% 467.2M -12.95B -46.7M 0.62 2.33 228,561 142,835 2,162,474 1,161,662 2019-09-06 $142.12 $139.00 13.8% 3.9% 15.9% 63.3% 14.2% -2.2% -0.2% 330.0M -11.42B -46.0M 0.86 2.38 96,617 82,800 2,173,367 1,194,389 2019-09-09 $141.53 $139.00 13.6% 3.9% 15.9% 61.3% 14.0% -2.4% -0.1% 420.6M -11.01B -44.2M 0.97 2.85 89,071 86,590 2,135,434 1,152,713 2019-09-10 $140.33 $139.00 13.4% 3.7% 15.7% 58.6% 13.6% -1.9% -0.3% 322.0M -9.09B -43.8M 1.02 2.87 87,658 89,213 2,157,474 1,186,259 2019-09-11 $141.06 $139.00 13.7% 3.8% 15.7% 62.1% 14.2% -2.3% -0.3% 361.8M -10.36B -44.5M 1.04 2.85 69,915 72,457 2,182,816 1,220,373 2019-09-12 $141.25 $139.00 13.6% 3.8% 15.4% 60.9% 14.9% -2.5% -0.3% 372.8M -10.63B -44.7M 0.61 2.82 129,301 78,826 2,204,079 1,253,823 2019-09-13 $140.26 $139.00 13.6% 3.8% 15.4% 61.1% 14.0% -2.4% -0.5% 279.7M -9.24B -45.2M 1.02 2.92 99,543 101,463 2,207,578 1,277,400 2019-09-16 $141.28 $140.00 14.3% 4.1% 15.6% 68.9% 14.8% -3.8% -0.2% 449.8M -11.28B -44.4M 0.50 3.16 87,371 43,773 2,186,854 1,238,830 2019-09-17 $141.62 $140.00 14.3% 4.1% 15.0% 69.3% 15.3% -3.6% -0.4% 472.3M -11.51B -44.4M 0.36 2.93 74,181 26,589 2,201,156 1,252,250 2019-09-18 $141.06 $140.00 13.4% 3.9% 14.7% 59.4% 14.5% -3.4% -0.1% 396.3M -10.79B -44.7M 0.91 3.48 103,862 94,681 2,206,363 1,263,037 2019-09-19 $141.24 $140.00 13.1% 3.8% 14.7% 55.9% 14.2% -3.4% -0.0% 402.7M -10.91B -43.3M 0.80 2.91 94,779 75,979 2,231,434 1,286,096 2019-09-20 $143.00 $140.00 15.2% 4.4% 15.3% 78.2% 15.2% -4.1% -0.1% 602.9M -13.47B -46.2M 0.84 3.02 129,282 108,773 2,276,272 1,319,099 2019-09-23 $143.61 $140.00 15.0% 4.3% 13.6% 75.7% 15.9% -4.2% 0.4% 426.7M -9.31B -44.6M 0.63 2.28 102,042 64,776 1,714,099 875,001 2019-09-24 $144.54 $140.00 15.5% 4.5% 13.8% 81.6% 16.0% -4.7% 0.2% 511.2M -10.52B -46.7M 0.35 3.62 161,956 57,073 1,783,683 952,943 2019-09-25 $141.90 $140.00 14.1% 4.1% 14.9% 66.4% 14.9% -3.3% 0.3% 354.7M -7.78B -47.2M 0.98 3.40 128,453 125,531 1,842,061 984,933 2019-09-26 $141.79 $140.00 13.5% 4.0% 14.9% 60.4% 14.5% -3.0% 0.4% 303.8M -7.51B -46.7M 0.73 2.67 83,613 61,078 1,881,149 1,048,016 2019-09-27 $141.12 $140.00 13.4% 3.9% 14.7% 58.9% 14.5% -2.6% 0.4% 213.2M -6.72B -47.3M 0.64 2.84 147,272 94,592 1,900,403 1,074,261 2019-09-30 $138.92 $140.00 13.9% 4.1% 15.6% 64.6% 15.0% -2.5% -0.2% 90.1M -4.40B -45.3M 0.85 2.90 208,456 176,328 1,889,127 1,027,272
« Aug 2019 | All History | Oct 2019 » Home GLD History September 2019