GLD Options History — October 2022

In October 2022, GLD traded between $151.39 and $160.71. ATM implied volatility averaged 17.7%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 0.3% (HV 20d: 17.4%). Max pain ranged from $156.00 to $160.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.97.

Notable Days

2022-10-19: Highest Volume — 228,245 contracts
2022-10-10: Largest IV spike — 4.7% change
2022-10-11: Highest IV Rank — 37.3%
2022-10-11: Largest Expected Move — 5.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$155.13	$151.39	$160.71	$158.29	$152.03
Max Pain	$158.43	$156.00	$160.00	$159.00	$156.00
ATM IV	17.7%	16.2%	18.9%	18.3%	16.6%
Expected Move	5.1%	4.8%	5.4%	5.2%	4.9%
HV 20d	17.4%	14.3%	18.7%	17.2%	14.3%
HV 60d	14.1%	13.4%	14.4%	13.4%	14.1%
IV Rank	30.8%	21.7%	37.3%	34.0%	23.8%
IV Percentile	81.9%	59.1%	92.1%	90.5%	63.9%
Term Structure	-0.1%	-0.5%	0.3%	0.2%	-0.1%
VWIV	18.3%	16.8%	20.1%	19.8%	17.4%
Skew 25d	0.6%	0.2%	1.1%	0.5%	0.4%
Skew 10d	1.4%	0.6%	2.3%	1.5%	0.7%
Call IV 25d	17.9%	16.2%	19.0%	18.6%	16.7%
Put IV 25d	18.5%	16.8%	19.8%	19.1%	17.1%
Bid-Ask Spread %	1.50	1.25	2.29	1.25	1.55
Gamma HHI	0.05	0.03	0.13	0.03	0.04
Net GEX	46.3M	-201.4M	233.6M	200.6M	-33.4M
Net DEX	1.09B	-1.93B	3.05B	-696.9M	2.16B
Net VEX	-35.6M	-40.6M	-30.6M	-39.9M	-30.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.53	1.76	0.78	0.88
Total Volume	154,727.762	104,238	228,245	191,644	105,911
Total OI	2,645,999.381	2,516,523	2,803,717	2,572,123	2,556,375

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
2022-10-03	$158.29	$159.00	18.3%	5.2%	17.2%	34.0%	19.8%	0.5%	0.2%	200.6M	-696.9M	-39.9M	0.78	1.25	107,677	83,967	1,675,445	896,678
2022-10-04	$160.71	$160.00	17.5%	5.0%	17.9%	29.4%	18.4%	0.4%	0.2%	233.6M	-1.93B	-40.6M	0.69	1.28	119,872	82,788	1,677,626	910,693
2022-10-05	$159.94	$160.00	17.8%	5.0%	17.7%	30.8%	18.0%	0.6%	0.1%	184.4M	-1.27B	-40.1M	1.08	1.28	59,730	64,537	1,673,873	934,192
2022-10-06	$159.72	$159.00	17.8%	5.1%	17.6%	31.3%	17.9%	0.6%	-0.1%	174.7M	-1.11B	-40.0M	0.74	1.85	74,335	54,685	1,684,075	946,357
2022-10-07	$157.92	$159.00	18.0%	5.1%	18.0%	32.1%	20.1%	1.0%	0.2%	58.9M	-1.1M	-38.9M	0.72	1.57	88,862	64,220	1,706,071	956,715
2022-10-10	$155.36	$159.00	18.8%	5.4%	18.7%	37.1%	19.2%	0.6%	-0.1%	20.1M	1.47B	-36.5M	0.78	1.37	67,026	52,480	1,705,738	921,184
2022-10-11	$155.22	$159.00	18.9%	5.4%	18.1%	37.3%	19.1%	0.8%	-0.2%	35.8M	1.46B	-36.2M	0.53	1.60	90,358	48,227	1,724,563	914,870
2022-10-12	$155.99	$159.00	18.8%	5.3%	18.2%	37.1%	18.7%	0.6%	-0.2%	72.3M	1.03B	-37.3M	0.84	1.58	84,654	70,870	1,741,552	924,539
2022-10-13	$155.03	$159.00	18.6%	5.2%	17.0%	35.6%	18.8%	0.8%	-0.3%	63.1M	1.46B	-36.0M	1.03	2.14	103,113	106,402	1,770,410	927,596
2022-10-14	$152.89	$159.00	18.6%	5.3%	17.5%	35.7%	18.8%	1.0%	-0.4%	-58.4M	2.77B	-34.3M	0.78	2.29	109,406	85,223	1,790,144	959,867
2022-10-17	$153.42	$159.00	18.3%	5.2%	17.5%	34.3%	18.9%	0.7%	-0.5%	-22.7M	2.30B	-34.7M	1.04	1.42	71,164	74,300	1,794,533	937,423
2022-10-18	$153.71	$160.00	17.6%	5.0%	17.5%	30.0%	17.9%	0.8%	-0.3%	-13.6M	2.10B	-34.1M	1.47	1.52	78,258	114,868	1,802,197	936,749
2022-10-19	$151.70	$160.00	17.8%	5.1%	18.0%	30.8%	17.9%	1.0%	-0.5%	-151.6M	3.05B	-32.3M	1.76	1.25	82,751	145,494	1,794,154	941,492
2022-10-20	$151.39	$158.00	17.7%	5.1%	17.9%	30.3%	17.7%	1.1%	-0.4%	-201.4M	2.98B	-32.2M	1.30	1.28	77,277	100,663	1,819,526	950,789
2022-10-21	$154.10	$158.00	17.3%	5.0%	18.2%	28.4%	17.8%	0.7%	-0.4%	86.2M	1.47B	-34.2M	0.91	1.37	110,912	101,271	1,836,650	967,067
2022-10-24	$153.60	$157.00	17.5%	5.1%	17.6%	29.5%	18.3%	0.5%	0.1%	49.1M	1.29B	-33.9M	0.78	1.40	61,220	47,633	1,684,392	832,131
2022-10-25	$153.96	$157.00	17.3%	5.1%	17.6%	28.1%	18.1%	0.4%	0.2%	68.1M	1.05B	-34.9M	1.07	1.41	50,341	53,897	1,704,594	837,499
2022-10-26	$154.95	$157.00	16.7%	4.9%	16.2%	24.4%	17.5%	0.3%	0.3%	103.4M	647.8M	-34.7M	0.99	1.36	60,306	59,700	1,713,196	849,072
2022-10-27	$154.68	$157.00	16.7%	4.9%	16.2%	24.4%	17.8%	0.2%	0.1%	86.5M	871.0M	-33.8M	1.09	1.36	51,481	56,085	1,722,275	855,414
2022-10-28	$153.10	$156.00	16.2%	4.8%	16.6%	21.7%	16.8%	0.5%	0.2%	15.9M	1.72B	-32.0M	1.07	1.35	61,413	65,906	1,730,982	857,289
2022-10-31	$152.03	$156.00	16.6%	4.9%	14.3%	23.8%	17.4%	0.4%	-0.1%	-33.4M	2.16B	-30.6M	0.88	1.55	56,387	49,524	1,710,351	846,024