GLD Options History — April 2024 In April 2024, GLD traded between $207.45 and $221.40. ATM implied volatility averaged 16.3%, placing in the 73.4% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 1.9% (HV 20d: 14.4%). Max pain ranged from $196.00 to $200.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.78.
Notable Days 2024-04-12 : Highest Volume — 736,539 contracts2024-04-15 : Largest IV spike — 9.2% change2024-04-12 : Highest IV Rank — 100.0%2024-04-15 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $216.04 $207.45 $221.40 $207.45 $212.31 Max Pain $198.95 $196.00 $200.00 $196.00 $200.00 ATM IV 16.3% 14.2% 19.7% 14.2% 15.1% Expected Move 4.7% 4.2% 5.6% 4.2% 4.7% HV 20d 14.4% 11.3% 17.8% 11.3% 17.7% HV 60d 12.2% 10.7% 13.8% 10.7% 13.8% IV Rank 73.4% 55.6% 100.0% 56.4% 55.6% IV Percentile 92.6% 78.2% 100.0% 78.2% 84.5% Term Structure -0.4% -0.7% 0.0% -0.2% -0.1% VWIV 17.2% 14.9% 20.9% 14.9% 16.7% Skew 25d -2.1% -3.4% -1.0% -3.1% -1.0% Skew 10d -3.9% -6.2% -2.0% -5.7% -2.2% Call IV 25d 18.0% 15.9% 22.3% 16.6% 15.9% Put IV 25d 15.9% 13.5% 18.9% 13.5% 14.8% Bid-Ask Spread % 1.36 0.79 2.28 1.53 0.94 Gamma HHI 0.12 0.09 0.25 0.14 0.09 Net GEX 722.1M 378.4M 1.36B 845.3M 378.4M Net DEX -17.16B -21.37B -12.05B -13.77B -12.05B Net VEX -62.5M -66.5M -53.7M -53.7M -64.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.41 1.41 0.41 1.17 Total Volume 258,002.227 118,898 736,539 233,923 186,753 Total OI 2,776,601.182 2,308,222 3,063,199 2,308,222 2,897,730
Daily Data (22 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 2024-04-01 $207.45 $196.00 14.2% 4.2% 11.3% 56.4% 14.9% -3.1% -0.2% 845.3M -13.77B -53.7M 0.41 1.53 165,318 68,605 1,452,429 855,793 2024-04-02 $210.78 $196.00 15.0% 4.5% 11.3% 65.5% 16.2% -3.2% -0.4% 860.1M -15.76B -54.8M 0.50 1.16 225,572 112,961 1,463,389 887,360 2024-04-03 $212.56 $197.00 15.5% 4.7% 11.4% 71.0% 16.9% -2.9% -0.4% 840.9M -16.58B -55.3M 0.44 1.08 224,286 99,176 1,489,275 940,235 2024-04-04 $211.55 $196.00 15.6% 4.2% 11.6% 72.0% 15.8% -2.4% -0.4% 817.1M -15.85B -57.8M 0.65 2.12 158,148 103,166 1,536,278 970,226 2024-04-05 $214.99 $196.00 15.2% 4.2% 12.5% 67.5% 15.4% -2.1% -0.4% 1.36B -18.18B -57.1M 0.77 1.14 186,320 144,331 1,572,717 1,021,462 2024-04-08 $216.53 $196.00 16.5% 4.5% 12.4% 84.1% 16.5% -1.9% -0.5% 826.6M -18.49B -61.0M 0.58 1.10 173,994 101,634 1,588,470 1,053,833 2024-04-09 $217.50 $200.00 16.4% 4.6% 12.4% 83.3% 17.1% -1.7% -0.5% 848.6M -19.25B -62.4M 0.89 1.32 174,477 155,168 1,630,056 1,102,234 2024-04-10 $215.63 $200.00 16.5% 4.7% 11.9% 84.3% 17.3% -2.0% -0.3% 663.2M -18.02B -64.6M 1.03 2.04 121,370 124,781 1,676,994 1,166,294 2024-04-11 $219.39 $200.00 17.0% 4.8% 12.7% 89.9% 17.0% -2.5% -0.3% 886.8M -20.90B -62.5M 1.07 1.89 93,494 100,116 1,696,018 1,154,886 2024-04-12 $216.86 $200.00 18.0% 5.0% 13.6% 100.0% 19.2% -2.2% -0.7% 740.6M -18.64B -66.3M 0.66 2.28 443,746 292,793 1,704,055 1,189,423 2024-04-15 $220.75 $200.00 19.7% 5.6% 14.2% 100.0% 20.9% -3.4% -0.6% 725.4M -20.65B -65.9M 0.78 1.67 156,894 122,806 1,691,425 1,190,581 2024-04-16 $221.40 $200.00 18.3% 5.2% 14.1% 86.8% 19.7% -2.9% 0.0% 792.3M -21.37B -63.4M 0.75 1.22 127,717 95,969 1,716,867 1,221,412 2024-04-17 $219.65 $200.00 17.2% 4.9% 14.7% 76.4% 17.8% -1.8% -0.4% 826.8M -19.71B -64.9M 1.01 1.42 133,243 134,769 1,737,904 1,258,602 2024-04-18 $220.36 $200.00 16.7% 4.8% 14.5% 71.7% 17.8% -1.6% -0.3% 745.8M -20.15B -63.7M 0.93 1.17 93,984 87,105 1,729,940 1,280,816 2024-04-19 $221.34 $200.00 16.6% 4.8% 14.4% 70.8% 17.5% -1.8% -0.1% 645.3M -20.96B -64.0M 0.68 0.89 138,182 94,519 1,747,724 1,315,475 2024-04-22 $215.70 $200.00 16.1% 4.7% 17.5% 65.9% 17.2% -1.0% -0.5% 480.3M -14.00B -65.7M 1.41 1.51 95,770 135,308 1,592,492 1,157,038 2024-04-23 $214.99 $200.00 16.3% 4.8% 17.7% 67.1% 17.3% -1.4% -0.6% 440.0M -13.60B -65.4M 0.82 1.37 151,756 124,924 1,612,272 1,179,672 2024-04-24 $214.66 $200.00 16.0% 4.8% 17.8% 64.5% 17.0% -1.7% -0.6% 447.0M -13.80B -66.5M 0.90 1.04 62,667 56,231 1,666,089 1,214,115 2024-04-25 $216.07 $200.00 15.8% 4.7% 17.8% 62.6% 17.1% -1.7% -0.5% 524.6M -15.03B -65.9M 0.51 1.02 90,909 46,017 1,675,995 1,229,480 2024-04-26 $216.47 $200.00 15.6% 4.6% 17.4% 61.1% 16.6% -1.6% -0.6% 599.7M -15.57B -65.6M 0.72 1.24 82,249 58,930 1,704,359 1,241,721 2024-04-29 $216.00 $200.00 15.3% 4.6% 17.3% 57.4% 16.8% -1.4% -0.1% 592.6M -15.12B -64.7M 0.56 0.79 83,069 46,822 1,685,507 1,186,583 2024-04-30 $212.31 $200.00 15.1% 4.7% 17.7% 55.6% 16.7% -1.0% -0.1% 378.4M -12.05B -64.5M 1.17 0.94 86,046 100,707 1,695,183 1,202,547
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