GLD Options History — November 2022 In November 2022, GLD traded between $151.91 and $165.61. ATM implied volatility averaged 15.4%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 2.2% (HV 20d: 17.6%). Max pain ranged from $155.50 to $160.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.74.
Notable Days 2022-11-08 : Highest Volume — 278,619 contracts2022-11-10 : Largest IV drop — 7.7% change2022-11-09 : Highest IV Rank — 25.2%2022-11-09 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $160.86 $151.91 $165.61 $153.40 $164.74 Max Pain $159.60 $155.50 $160.00 $156.00 $160.00 ATM IV 15.4% 13.8% 16.8% 16.6% 13.8% Expected Move 4.6% 4.1% 5.0% 5.0% 4.3% HV 20d 17.6% 13.5% 20.1% 13.5% 17.9% HV 60d 16.2% 14.1% 16.9% 14.1% 16.7% IV Rank 17.2% 7.5% 25.2% 23.8% 7.5% IV Percentile 43.5% 17.5% 67.9% 63.9% 17.5% Term Structure 0.1% -0.4% 1.0% -0.1% 0.0% VWIV 16.4% 14.7% 17.8% 17.6% 15.2% Skew 25d 0.2% -0.3% 0.7% 0.2% 0.3% Skew 10d 0.5% -0.8% 1.2% 0.6% 0.8% Call IV 25d 15.7% 14.0% 17.3% 16.8% 14.0% Put IV 25d 15.9% 14.2% 17.2% 17.1% 14.3% Bid-Ask Spread % 1.68 1.18 4.22 1.38 1.56 Gamma HHI 0.04 0.03 0.05 0.04 0.05 Net GEX 226.7M -91.2M 410.9M 14.2M 319.8M Net DEX -2.07B -5.13B 2.21B 1.51B -3.40B Net VEX -36.0M -39.5M -30.3M -31.3M -35.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.41 1.11 0.99 1.11 Total Volume 149,905.238 21,100 278,619 94,778 91,876 Total OI 2,682,039.333 2,570,309 2,891,019 2,570,706 2,622,082
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 2022-11-01 $153.40 $156.00 16.6% 5.0% 13.5% 23.8% 17.6% 0.2% -0.1% 14.2M 1.51B -31.3M 0.99 1.38 47,647 47,131 1,723,362 847,344 2022-11-02 $152.72 $155.50 16.0% 4.8% 13.5% 20.4% 17.1% 0.7% -0.0% -27.3M 1.91B -30.3M 0.74 2.11 93,498 69,521 1,733,905 854,704 2022-11-03 $151.91 $160.00 16.1% 4.8% 13.5% 21.0% 16.9% 0.7% 0.0% -91.2M 2.21B -30.3M 0.95 1.18 81,275 77,309 1,748,162 870,126 2022-11-04 $156.44 $160.00 16.0% 4.8% 17.2% 20.4% 17.2% 0.5% -0.0% 134.1M -141.4M -33.5M 0.71 1.45 109,984 77,874 1,763,957 871,121 2022-11-07 $155.91 $160.00 16.2% 4.8% 16.2% 21.4% 17.6% 0.4% 0.7% 106.5M 201.2M -32.6M 0.70 1.36 78,652 54,874 1,758,113 845,978 2022-11-08 $159.36 $160.00 16.7% 5.0% 17.9% 24.6% 17.8% -0.2% 0.6% 240.9M -1.77B -35.8M 0.58 1.53 176,063 102,556 1,778,592 861,385 2022-11-09 $158.76 $160.00 16.8% 5.0% 18.0% 25.2% 17.7% 0.0% 0.5% 196.1M -1.31B -35.9M 1.04 1.68 90,428 93,686 1,816,738 890,472 2022-11-10 $163.23 $160.00 15.5% 4.7% 20.1% 17.6% 16.8% -0.2% 1.0% 368.9M -3.95B -38.5M 0.64 1.96 138,046 88,713 1,829,126 921,901 2022-11-11 $164.51 $160.00 15.6% 4.6% 19.2% 18.0% 16.8% -0.3% 0.9% 410.9M -4.80B -39.5M 0.75 1.61 114,047 85,142 1,851,276 945,837 2022-11-14 $164.94 $160.00 15.8% 4.6% 19.2% 19.1% 16.5% 0.0% -0.1% 353.5M -4.63B -38.5M 0.88 1.47 77,790 68,267 1,836,014 923,928 2022-11-15 $165.61 $160.00 16.1% 4.7% 19.2% 21.0% 16.5% -0.1% -0.1% 370.7M -5.13B -39.3M 0.52 1.57 139,293 73,063 1,852,611 947,413 2022-11-16 $165.23 $160.00 15.7% 4.5% 18.3% 18.9% 16.0% -0.0% -0.2% 361.9M -4.80B -39.2M 0.88 1.86 84,609 74,786 1,868,834 964,869 2022-11-17 $163.91 $160.00 15.4% 4.4% 18.7% 16.9% 15.9% 0.3% -0.1% 276.7M -3.75B -38.5M 0.63 4.22 99,471 62,649 1,878,139 992,622 2022-11-18 $162.85 $160.00 15.3% 4.4% 18.3% 16.4% 15.5% 0.4% -0.1% 224.2M -3.10B -38.3M 0.74 1.43 93,778 69,470 1,896,919 994,100 2022-11-21 $161.85 $160.00 15.3% 4.4% 18.5% 16.2% 16.0% 0.5% -0.4% 191.3M -1.68B -37.6M 0.69 1.46 81,829 56,836 1,709,793 860,516 2022-11-22 $161.95 $160.00 14.8% 4.3% 18.5% 13.6% 15.6% 0.4% -0.4% 201.6M -1.81B -36.9M 0.92 1.58 68,803 62,953 1,727,454 868,475 2022-11-23 $163.01 $160.00 14.5% 4.2% 18.5% 11.6% 15.2% 0.2% -0.4% 250.8M -2.46B -37.5M 0.41 1.51 119,371 48,449 1,737,175 872,586 2022-11-25 $163.01 $160.00 13.8% 4.1% 18.4% 7.8% 14.7% 0.1% -0.3% 358.0M -2.50B -36.6M 0.56 1.51 13,515 7,585 1,763,896 876,076 2022-11-28 $162.09 $160.00 14.2% 4.3% 18.1% 10.1% 15.2% 0.5% -0.0% 239.4M -1.81B -35.1M 0.51 1.41 51,333 25,961 1,742,683 861,644 2022-11-29 $162.72 $160.00 14.1% 4.3% 17.7% 9.6% 15.5% 0.5% 0.1% 260.5M -2.16B -35.5M 0.57 1.47 31,684 18,193 1,735,514 877,384 2022-11-30 $164.74 $160.00 13.8% 4.3% 17.9% 7.5% 15.2% 0.3% 0.0% 319.8M -3.40B -35.8M 1.11 1.56 43,496 48,380 1,736,299 885,783
« Oct 2022 | All History | Dec 2022 » Home GLD History November 2022