GLD Options History — June 2023 In June 2023, GLD traded between $177.16 and $183.72. ATM implied volatility averaged 12.2%, placing in the 2.2% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 0.3% (HV 20d: 11.8%). Max pain ranged from $178.00 to $182.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.14.
Notable Days 2023-06-29 : Highest Volume — 231,176 contracts2023-06-02 : Largest IV drop — 7.5% change2023-06-01 : Highest IV Rank — 12.3%2023-06-01 : Largest Expected Move — 4.2%Monthly Statistics Metric Avg Min Max Open Close Price $180.25 $177.16 $183.72 $183.72 $178.28 Max Pain $181.60 $178.00 $182.00 $178.00 $181.00 ATM IV 12.2% 11.1% 13.8% 13.8% 11.1% Expected Move 3.5% 3.1% 4.2% 4.2% 3.1% HV 20d 11.8% 10.8% 12.7% 12.3% 10.8% HV 60d 14.1% 11.8% 16.4% 16.0% 11.8% IV Rank 2.2% 0.0% 12.3% 12.3% 0.0% IV Percentile 1.2% 0.0% 11.5% 11.5% 0.0% Term Structure 0.1% -0.2% 0.3% -0.2% 0.1% VWIV 12.1% 9.4% 15.3% 15.3% 9.9% Skew 25d -0.2% -1.0% 0.3% -1.0% -0.1% Skew 10d -0.2% -1.7% 0.8% -1.7% 0.2% Call IV 25d 12.5% 11.4% 14.7% 14.7% 11.4% Put IV 25d 12.3% 11.3% 13.7% 13.7% 11.3% Bid-Ask Spread % 1.75 1.30 2.37 1.77 1.39 Gamma HHI 0.04 0.04 0.06 0.05 0.04 Net GEX 259.4M 16.5M 598.0M 598.0M 175.0M Net DEX -4.28B -7.67B -1.58B -7.67B -2.39B Net VEX -50.7M -59.2M -43.4M -59.2M -44.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.39 4.84 0.62 1.05 Total Volume 116,565.381 58,965 231,176 99,731 99,683 Total OI 2,859,171 2,286,469 3,347,061 3,257,831 2,339,041
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 2023-06-01 $183.72 $178.00 13.8% 4.2% 12.3% 12.3% 15.3% -1.0% -0.2% 598.0M -7.67B -59.2M 0.62 1.77 61,522 38,209 2,302,910 954,921 2023-06-02 $180.99 $179.00 12.8% 3.9% 12.3% 0.0% 14.4% -0.1% 0.0% 234.8M -4.70B -55.6M 0.49 1.86 117,091 57,117 2,321,708 969,315 2023-06-05 $182.25 $182.00 12.7% 3.7% 11.7% 0.0% 13.4% -0.5% 0.3% 441.3M -6.21B -55.3M 0.39 1.59 54,002 20,870 2,260,822 936,023 2023-06-06 $182.26 $182.00 12.5% 3.6% 11.6% 0.0% 12.9% -0.4% 0.3% 444.9M -6.16B -54.4M 0.42 1.81 56,012 23,616 2,273,576 941,000 2023-06-07 $180.31 $182.00 12.4% 3.6% 11.7% 0.0% 12.7% -0.1% 0.3% 286.4M -4.38B -53.2M 1.59 2.21 58,735 93,540 2,295,646 951,597 2023-06-08 $182.44 $182.00 12.4% 3.6% 12.7% 0.7% 13.2% -0.5% 0.3% 479.8M -6.52B -55.0M 0.49 1.86 72,664 35,261 2,296,843 960,146 2023-06-09 $182.07 $182.00 12.4% 3.6% 12.6% 0.7% 13.0% -0.2% 0.3% 401.8M -6.18B -54.1M 0.63 1.72 36,217 22,748 2,300,262 971,501 2023-06-12 $181.87 $182.00 12.9% 3.7% 12.6% 6.5% 13.3% -0.3% 0.0% 355.2M -5.90B -52.9M 0.61 1.66 82,661 50,507 2,262,634 959,757 2023-06-13 $180.38 $182.00 12.8% 3.6% 12.7% 4.6% 12.8% -0.1% -0.1% 230.3M -4.56B -52.0M 0.71 1.73 84,128 59,977 2,293,069 976,398 2023-06-14 $180.63 $182.00 12.1% 3.5% 12.2% 0.0% 12.2% 0.1% -0.0% 237.4M -4.84B -51.6M 1.45 2.37 61,359 88,661 2,311,683 983,345 2023-06-15 $181.86 $182.00 12.1% 3.5% 12.4% 0.0% 12.6% -0.2% 0.1% 370.0M -6.14B -52.0M 1.18 2.01 50,837 60,116 2,334,734 992,406 2023-06-16 $181.74 $182.00 11.6% 3.4% 11.6% 0.0% 12.0% -0.1% 0.2% 398.1M -6.00B -51.8M 0.85 1.54 48,819 41,535 2,342,359 1,004,702 2023-06-20 $180.00 $182.00 11.8% 3.4% 11.5% 2.4% 11.4% -0.1% 0.2% 177.4M -3.22B -49.2M 0.74 1.93 56,366 41,882 1,605,336 688,839 2023-06-21 $179.61 $182.00 11.9% 3.4% 11.5% 3.7% 10.9% -0.0% 0.2% 173.4M -3.13B -49.5M 0.84 1.48 70,784 59,279 1,622,938 693,323 2023-06-22 $177.76 $182.00 11.9% 3.4% 12.0% 3.7% 11.7% 0.3% 0.3% 71.3M -1.92B -47.2M 0.63 1.86 80,356 50,938 1,624,226 699,367 2023-06-23 $178.25 $182.00 11.8% 3.3% 11.9% 1.7% 10.3% 0.0% 0.2% 124.6M -2.27B -47.7M 1.30 2.13 38,462 50,181 1,648,624 712,027 2023-06-26 $178.53 $182.00 12.2% 3.4% 11.3% 6.0% 10.7% -0.3% -0.0% 122.2M -2.49B -46.6M 0.85 1.56 40,938 35,004 1,587,204 699,265 2023-06-27 $177.81 $182.00 11.8% 3.3% 11.3% 2.7% 10.9% 0.0% 0.1% 65.4M -2.00B -45.6M 1.57 1.54 32,833 51,488 1,597,751 701,931 2023-06-28 $177.41 $182.00 11.6% 3.2% 11.0% 0.4% 10.1% 0.1% -0.0% 42.5M -1.70B -44.1M 2.77 1.43 35,129 97,170 1,595,048 706,873 2023-06-29 $177.16 $181.50 11.3% 3.1% 10.9% 0.0% 9.4% -0.0% 0.1% 16.5M -1.58B -43.4M 4.84 1.30 39,576 191,600 1,608,694 714,747 2023-06-30 $178.28 $181.00 11.1% 3.1% 10.8% 0.0% 9.9% -0.1% 0.1% 175.0M -2.39B -44.0M 1.05 1.39 48,657 51,026 1,621,119 717,922
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