GLD Options History — May 2021 In May 2021, GLD traded between $166.42 and $178.31. ATM implied volatility averaged 13.8%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 2.3% (HV 20d: 11.5%). Max pain ranged from $165.00 to $170.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.46.
Notable Days 2021-05-19 : Highest Volume — 352,195 contracts2021-05-17 : Largest IV spike — 6.6% change2021-05-19 : Highest IV Rank — 21.3%2021-05-19 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $173.29 $166.42 $178.31 $167.85 $178.31 Max Pain $168.15 $165.00 $170.00 $165.00 $170.00 ATM IV 13.8% 12.7% 15.0% 12.8% 13.5% Expected Move 4.0% 3.7% 4.3% 3.7% 3.8% HV 20d 11.5% 10.5% 12.5% 11.4% 10.5% HV 60d 13.5% 11.8% 14.3% 13.9% 11.8% IV Rank 13.5% 5.8% 21.3% 6.3% 11.2% IV Percentile 12.4% 2.8% 20.6% 3.2% 9.5% Term Structure 0.1% -0.1% 0.4% 0.1% -0.1% VWIV 14.8% 13.7% 16.1% 13.7% 13.9% Skew 25d -0.7% -1.5% -0.0% -0.4% -0.9% Skew 10d 0.1% -1.3% 1.2% -0.3% -0.4% Call IV 25d 14.7% 13.4% 16.3% 13.5% 14.5% Put IV 25d 14.0% 13.0% 14.9% 13.0% 13.6% Bid-Ask Spread % 1.93 1.48 2.70 2.52 1.74 Gamma HHI 0.08 0.05 0.12 0.06 0.07 Net GEX 645.6M 320.9M 882.3M 393.9M 783.5M Net DEX -7.47B -10.21B -2.23B -3.34B -10.21B Net VEX -69.1M -72.0M -63.7M -64.3M -71.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.31 0.92 0.32 0.41 Total Volume 163,202.75 58,528 352,195 143,117 139,313 Total OI 3,129,292.2 2,841,950 3,382,204 2,841,950 3,295,803
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 2021-05-03 $167.85 $165.00 12.8% 3.7% 11.4% 6.3% 13.7% -0.4% 0.1% 393.9M -3.34B -64.3M 0.32 2.52 108,792 34,325 1,729,496 1,112,454 2021-05-04 $166.42 $165.00 12.9% 3.8% 11.7% 7.3% 13.7% -0.0% 0.1% 320.9M -2.23B -63.7M 0.37 2.70 106,827 39,899 1,756,390 1,124,578 2021-05-05 $167.24 $165.00 12.7% 3.7% 11.7% 5.8% 14.3% -0.3% 0.1% 428.1M -3.03B -64.3M 0.45 2.28 40,341 18,187 1,792,867 1,140,776 2021-05-06 $170.00 $166.00 13.4% 4.0% 12.5% 10.8% 15.2% -0.3% 0.1% 625.5M -5.60B -66.4M 0.42 1.89 148,035 62,909 1,812,631 1,145,790 2021-05-07 $171.56 $167.00 13.3% 4.0% 12.4% 10.1% 14.3% -0.3% 0.3% 657.2M -6.60B -68.2M 0.44 1.81 164,589 72,481 1,826,687 1,176,157 2021-05-10 $172.11 $167.00 13.9% 4.1% 11.9% 14.1% 15.5% -0.7% 0.3% 571.8M -6.62B -67.1M 0.34 1.91 105,831 35,679 1,786,300 1,165,909 2021-05-11 $172.08 $168.00 13.8% 4.0% 11.8% 13.1% 14.7% -0.6% 0.2% 609.2M -6.58B -68.1M 0.54 1.93 111,934 60,393 1,838,478 1,180,710 2021-05-12 $170.43 $168.00 14.3% 4.2% 12.3% 16.8% 15.2% -0.1% 0.2% 514.6M -5.30B -68.8M 0.56 2.03 103,407 57,846 1,874,043 1,225,543 2021-05-13 $171.12 $168.00 14.0% 4.0% 11.3% 14.3% 15.0% -0.3% 0.2% 566.7M -5.90B -69.7M 0.92 1.98 72,544 66,533 1,887,280 1,252,226 2021-05-14 $172.58 $168.00 13.6% 4.0% 11.4% 11.7% 14.9% -0.5% 0.4% 882.3M -7.34B -70.3M 0.36 1.96 116,544 42,505 1,915,236 1,292,611 2021-05-17 $174.76 $168.00 14.5% 4.2% 11.9% 17.9% 15.6% -1.5% -0.0% 768.5M -9.40B -70.2M 0.60 1.65 170,306 102,691 1,915,761 1,262,463 2021-05-18 $175.10 $169.00 14.1% 4.0% 11.9% 15.0% 15.4% -1.0% 0.2% 790.1M -9.54B -71.4M 0.43 1.85 67,332 28,640 1,939,461 1,309,059 2021-05-19 $175.15 $169.00 15.0% 4.3% 11.6% 21.3% 16.1% -1.4% -0.0% 753.0M -9.65B -71.0M 0.50 1.99 234,130 118,065 1,946,342 1,319,848 2021-05-20 $175.78 $170.00 14.5% 4.2% 11.2% 18.3% 15.3% -1.1% 0.2% 715.6M -9.91B -72.0M 0.37 1.99 80,294 29,314 1,965,702 1,398,362 2021-05-21 $176.00 $170.00 13.9% 4.0% 10.9% 13.7% 14.4% -1.0% 0.1% 833.6M -9.99B -71.1M 0.55 1.80 86,843 47,722 1,970,689 1,411,515 2021-05-24 $176.31 $170.00 14.2% 4.1% 11.0% 16.0% 14.7% -1.1% -0.1% 584.7M -8.68B -70.3M 0.36 1.76 69,197 24,902 1,836,009 1,291,460 2021-05-25 $177.86 $170.00 14.4% 4.1% 10.9% 17.1% 14.9% -1.1% -0.0% 684.2M -9.97B -71.0M 0.31 1.80 172,750 54,238 1,860,055 1,299,458 2021-05-26 $177.47 $170.00 14.4% 4.1% 11.1% 17.2% 15.1% -0.9% -0.1% 708.9M -9.74B -71.4M 0.55 1.48 95,836 52,790 1,924,382 1,319,541 2021-05-27 $177.75 $170.00 13.7% 3.9% 10.8% 12.3% 14.1% -0.7% 0.1% 719.4M -9.80B -71.0M 0.42 1.62 84,578 35,513 1,932,770 1,351,002 2021-05-28 $178.31 $170.00 13.5% 3.8% 10.5% 11.2% 13.9% -0.9% -0.1% 783.5M -10.21B -71.0M 0.41 1.74 98,492 40,821 1,932,965 1,362,838
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