GLD Options History — January 2024 In January 2024, GLD traded between $185.88 and $190.81. ATM implied volatility averaged 11.6%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 1.2% (HV 20d: 10.4%). Max pain ranged from $180.00 to $188.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.68.
Notable Days 2024-01-05 : Highest Volume — 200,498 contracts2024-01-29 : Largest IV spike — 8.5% change2024-01-02 : Highest IV Rank — 38.7%2024-01-02 : Largest Expected Move — 3.9%Monthly Statistics Metric Avg Min Max Open Close Price $188.07 $185.88 $190.81 $190.81 $188.38 Max Pain $186.74 $180.00 $188.00 $180.00 $185.00 ATM IV 11.6% 10.3% 13.8% 13.8% 11.1% Expected Move 3.4% 3.1% 3.9% 3.9% 3.4% HV 20d 10.4% 8.8% 14.3% 14.3% 9.4% HV 60d 12.8% 12.2% 14.2% 14.1% 12.2% IV Rank 19.5% 8.1% 38.7% 38.7% 15.1% IV Percentile 24.8% 6.3% 57.9% 57.9% 15.1% Term Structure -0.0% -0.2% 0.2% -0.2% 0.1% VWIV 12.2% 11.2% 14.3% 14.3% 12.9% Skew 25d -1.1% -1.7% -0.6% -1.7% -1.5% Skew 10d -2.0% -3.2% -1.1% -3.0% -2.5% Call IV 25d 12.5% 10.8% 15.1% 15.1% 12.3% Put IV 25d 11.4% 10.3% 13.4% 13.4% 10.9% Bid-Ask Spread % 1.95 1.58 2.53 2.02 2.53 Gamma HHI 0.07 0.04 0.19 0.09 0.05 Net GEX 555.0M 211.2M 939.8M 939.8M 438.2M Net DEX -6.49B -10.07B -3.33B -10.07B -5.24B Net VEX -45.7M -51.0M -42.2M -51.0M -44.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.46 1.13 0.61 0.63 Total Volume 114,273.857 63,682 200,498 100,782 146,815 Total OI 2,545,428 1,908,162 3,003,534 2,741,277 2,069,184
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 2024-01-02 $190.81 $180.00 13.8% 3.9% 14.3% 38.7% 14.3% -1.7% -0.2% 939.8M -10.07B -51.0M 0.61 2.02 62,709 38,073 1,826,891 914,386 2024-01-03 $189.25 $180.00 13.1% 3.7% 12.4% 32.2% 13.7% -1.6% -0.1% 781.1M -8.46B -49.6M 0.46 2.38 125,398 57,341 1,836,278 938,146 2024-01-04 $189.44 $188.00 12.5% 3.6% 12.3% 27.3% 13.0% -1.5% 0.0% 823.9M -8.78B -48.6M 0.55 1.98 42,521 23,555 1,842,811 942,818 2024-01-05 $189.38 $188.00 12.1% 3.5% 12.3% 24.1% 12.6% -1.3% 0.0% 821.2M -8.73B -48.3M 0.58 1.95 126,702 73,796 1,851,358 966,343 2024-01-08 $187.84 $188.00 11.9% 3.5% 12.6% 22.6% 12.2% -1.2% 0.2% 618.9M -7.28B -46.7M 0.80 1.85 79,733 64,116 1,862,123 967,503 2024-01-09 $188.05 $188.00 11.6% 3.3% 11.6% 19.4% 11.9% -1.0% 0.0% 655.0M -7.49B -46.6M 0.64 1.86 48,734 31,086 1,880,813 973,873 2024-01-10 $187.47 $188.00 11.6% 3.4% 10.8% 19.8% 11.8% -0.9% 0.1% 610.8M -6.93B -46.5M 0.57 2.06 78,863 44,777 1,899,260 989,332 2024-01-11 $187.76 $188.00 11.2% 3.2% 10.8% 16.3% 11.7% -0.9% 0.1% 617.7M -7.27B -46.6M 0.81 1.82 72,377 58,749 1,938,602 984,443 2024-01-12 $189.63 $188.00 11.7% 3.4% 8.8% 20.2% 12.3% -1.7% 0.2% 895.6M -9.45B -47.9M 0.52 1.92 91,618 47,292 1,951,340 1,004,622 2024-01-16 $187.97 $188.00 11.8% 3.4% 9.0% 21.6% 12.3% -1.1% -0.2% 605.7M -7.44B -45.6M 0.77 1.67 47,951 37,049 1,939,854 1,002,747 2024-01-17 $185.88 $188.00 11.9% 3.4% 9.4% 22.2% 11.9% -0.8% -0.2% 269.5M -5.24B -44.2M 0.84 1.82 107,822 90,292 1,956,039 1,015,913 2024-01-18 $187.31 $188.00 11.4% 3.3% 9.7% 17.8% 11.7% -1.0% -0.2% 466.3M -6.97B -45.0M 0.49 1.67 63,499 30,839 1,968,819 1,018,141 2024-01-19 $187.91 $188.00 11.2% 3.2% 9.5% 16.4% 11.6% -0.9% -0.2% 831.8M -7.38B -45.1M 1.13 1.58 49,755 56,270 1,971,227 1,032,307 2024-01-22 $187.19 $188.00 11.1% 3.3% 9.5% 15.0% 11.4% -0.8% -0.2% 281.5M -3.80B -43.6M 0.93 2.08 38,395 35,696 1,220,193 687,969 2024-01-23 $187.97 $188.00 11.0% 3.2% 9.4% 14.3% 11.5% -1.0% -0.1% 332.3M -4.45B -44.1M 0.64 1.82 50,232 31,895 1,239,678 712,141 2024-01-24 $186.41 $188.00 10.9% 3.3% 9.7% 13.9% 11.7% -0.7% -0.0% 211.2M -3.33B -43.4M 1.12 1.97 43,480 48,604 1,260,115 726,448 2024-01-25 $186.94 $187.00 10.9% 3.3% 9.3% 14.1% 11.8% -0.9% -0.1% 263.5M -3.72B -43.5M 0.54 1.67 41,264 22,418 1,260,603 732,257 2024-01-26 $187.05 $187.50 10.3% 3.1% 9.1% 8.1% 11.2% -0.6% -0.0% 307.8M -3.84B -42.2M 0.56 1.88 63,400 35,660 1,276,151 742,716 2024-01-29 $188.25 $185.00 11.1% 3.4% 9.4% 15.7% 12.7% -1.3% -0.0% 419.6M -4.99B -43.8M 0.60 2.31 53,269 32,213 1,270,872 735,304 2024-01-30 $188.61 $185.00 11.0% 3.4% 9.4% 14.5% 12.4% -1.4% 0.1% 464.4M -5.35B -44.0M 0.53 2.09 69,100 36,393 1,288,467 755,901 2024-01-31 $188.38 $185.00 11.1% 3.4% 9.4% 15.1% 12.9% -1.5% 0.1% 438.2M -5.24B -44.0M 0.63 2.53 89,926 56,889 1,302,331 766,853
« Dec 2023 | All History | Feb 2024 » Home GLD History January 2024