GLD Options History — June 2022

In June 2022, GLD traded between $168.56 and $174.49. ATM implied volatility averaged 15.5%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 1.0% (HV 20d: 14.5%). Max pain ranged from $173.00 to $177.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.69.

Notable Days

2022-06-10: Highest Volume — 350,049 contracts
2022-06-13: Largest IV spike — 18.7% change
2022-06-14: Highest IV Rank — 34.1%
2022-06-14: Largest Expected Move — 5.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$171.28	$168.56	$174.49	$172.27	$168.56
Max Pain	$174.43	$173.00	$177.00	$175.00	$173.00
ATM IV	15.5%	13.6%	18.3%	14.4%	16.7%
Expected Move	4.4%	4.0%	5.2%	4.1%	4.6%
HV 20d	14.5%	11.8%	16.0%	13.4%	15.0%
HV 60d	14.1%	13.2%	16.0%	16.0%	13.6%
IV Rank	17.4%	6.5%	34.1%	11.0%	24.6%
IV Percentile	67.4%	32.9%	92.5%	57.1%	82.1%
Term Structure	0.1%	-0.4%	0.4%	0.1%	0.1%
VWIV	16.2%	14.2%	19.5%	14.8%	17.3%
Skew 25d	0.1%	-1.0%	1.3%	-0.3%	1.3%
Skew 10d	0.6%	-1.6%	4.1%	-0.2%	3.0%
Call IV 25d	16.0%	14.3%	18.6%	15.0%	16.8%
Put IV 25d	16.2%	13.9%	19.9%	14.7%	18.0%
Bid-Ask Spread %	2.15	1.73	2.85	1.95	2.09
Gamma HHI	0.04	0.03	0.05	0.05	0.05
Net GEX	179.0M	-69.6M	490.6M	79.1M	-69.6M
Net DEX	-834.2M	-3.07B	1.27B	-675.5M	243.4M
Net VEX	-54.1M	-59.5M	-51.1M	-53.9M	-52.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.39	1.09	0.62	0.95
Total Volume	164,292.095	82,803	350,049	82,803	195,117
Total OI	3,470,253.667	3,133,363	3,937,157	3,475,039	3,256,036

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
2022-06-01	$172.27	$175.00	14.4%	4.1%	13.4%	11.0%	14.8%	-0.3%	0.1%	79.1M	-675.5M	-53.9M	0.62	1.95	50,966	31,837	2,298,152	1,176,887
2022-06-02	$174.37	$177.00	14.4%	4.2%	13.6%	11.1%	15.6%	-0.8%	0.0%	306.5M	-2.47B	-55.8M	0.87	1.93	74,556	64,780	2,310,658	1,183,622
2022-06-03	$172.63	$176.00	13.9%	4.1%	14.0%	8.3%	15.0%	-0.5%	0.2%	136.5M	-1.07B	-53.4M	0.41	2.17	93,179	38,587	2,324,649	1,194,280
2022-06-06	$171.77	$175.00	14.2%	4.2%	14.1%	9.8%	15.7%	-0.4%	0.3%	189.7M	-467.9M	-51.6M	0.54	1.81	63,423	34,020	2,319,574	1,160,957
2022-06-07	$172.83	$175.00	14.0%	4.1%	13.1%	8.9%	14.9%	-0.5%	0.3%	268.1M	-1.27B	-52.5M	0.68	2.24	61,630	42,113	2,331,956	1,167,016
2022-06-08	$172.79	$175.00	13.6%	4.0%	12.8%	6.5%	14.2%	-0.4%	0.2%	282.2M	-1.11B	-51.1M	0.77	2.09	68,457	52,490	2,347,902	1,179,715
2022-06-09	$172.23	$175.00	13.8%	4.0%	12.5%	7.4%	14.8%	-0.1%	0.2%	216.3M	-649.2M	-51.9M	0.46	2.32	143,832	65,686	2,361,708	1,200,435
2022-06-10	$174.49	$174.00	14.7%	4.3%	11.8%	13.0%	15.5%	-1.0%	0.3%	490.6M	-3.07B	-56.1M	0.39	2.85	251,452	98,597	2,432,498	1,224,495
2022-06-13	$169.93	$173.00	17.5%	5.0%	15.0%	29.1%	18.1%	0.2%	-0.2%	101.4M	437.9M	-54.3M	0.58	2.44	163,591	94,522	2,445,332	1,202,317
2022-06-14	$168.62	$173.00	18.3%	5.2%	14.9%	34.1%	19.5%	1.3%	-0.4%	5.5M	1.27B	-55.1M	0.93	2.37	122,088	113,028	2,477,393	1,242,300
2022-06-15	$170.89	$175.00	16.3%	4.7%	15.6%	22.5%	17.9%	0.5%	-0.1%	176.8M	-92.1M	-55.8M	0.56	2.48	149,660	83,962	2,513,672	1,278,909
2022-06-16	$172.70	$175.00	17.4%	5.0%	16.0%	28.9%	18.2%	-0.4%	-0.3%	347.2M	-1.76B	-59.5M	0.47	2.05	164,220	77,859	2,581,315	1,297,522
2022-06-17	$171.29	$175.00	17.1%	4.9%	15.5%	27.0%	17.7%	0.3%	-0.3%	249.8M	-562.0M	-57.9M	0.85	1.73	108,385	92,251	2,627,392	1,309,765
2022-06-21	$170.64	$175.00	15.4%	4.4%	15.6%	17.2%	16.1%	0.5%	0.2%	163.9M	-1.21B	-54.8M	0.92	2.02	59,049	54,514	2,141,449	991,914
2022-06-22	$171.33	$175.00	15.4%	4.4%	15.5%	16.9%	15.9%	0.3%	0.4%	215.0M	-1.68B	-55.6M	0.62	2.05	81,195	50,515	2,160,721	1,008,681
2022-06-23	$170.31	$175.00	15.9%	4.5%	15.4%	19.9%	16.0%	0.4%	0.3%	169.2M	-1.05B	-54.8M	0.68	2.01	83,480	57,179	2,193,709	1,017,320
2022-06-24	$170.16	$173.00	15.3%	4.3%	15.3%	16.7%	16.2%	0.5%	0.4%	122.5M	-839.2M	-54.1M	0.63	2.27	77,354	48,791	2,213,453	1,036,213
2022-06-27	$169.98	$173.00	15.5%	4.3%	15.3%	17.6%	15.5%	0.8%	0.1%	127.4M	-647.0M	-52.6M	0.65	2.14	64,447	42,079	2,183,799	1,018,970
2022-06-28	$169.61	$173.00	15.5%	4.3%	15.3%	17.5%	16.0%	0.7%	-0.1%	94.5M	-436.7M	-51.9M	0.70	2.12	56,235	39,603	2,203,233	1,023,434
2022-06-29	$169.50	$173.00	15.6%	4.3%	15.0%	18.4%	15.8%	0.8%	0.1%	87.3M	-409.4M	-51.8M	1.09	2.03	64,689	70,716	2,208,776	1,027,198
2022-06-30	$168.56	$173.00	16.7%	4.6%	15.0%	24.6%	17.3%	1.3%	0.1%	-69.6M	243.4M	-52.0M	0.95	2.09	99,852	95,265	2,218,437	1,037,599