GLD Options History — May 2024 In May 2024, GLD traded between $212.78 and $224.80. ATM implied volatility averaged 14.6%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 1.8% (HV 20d: 16.4%). Max pain ranged from $200.00 to $200.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2024-05-23 : Highest Volume — 276,093 contracts2024-05-09 : Largest IV spike — 8.5% change2024-05-20 : Highest IV Rank — 66.2%2024-05-20 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $217.47 $212.78 $224.80 $214.35 $215.00 Max Pain $200.00 $200.00 $200.00 $200.00 $200.00 ATM IV 14.6% 13.5% 16.2% 14.7% 13.7% Expected Move 4.2% 4.0% 4.6% 4.6% 4.0% HV 20d 16.4% 13.7% 17.9% 17.8% 16.5% HV 60d 14.5% 13.8% 15.8% 13.8% 15.4% IV Rank 51.1% 40.6% 66.2% 52.0% 42.0% IV Percentile 82.7% 74.2% 94.4% 82.1% 75.0% Term Structure -0.1% -0.7% 0.5% -0.2% -0.2% VWIV 15.2% 14.0% 16.3% 16.3% 14.5% Skew 25d -1.3% -1.9% -0.8% -1.3% -0.9% Skew 10d -2.4% -3.4% -1.2% -2.5% -1.3% Call IV 25d 15.7% 14.5% 17.4% 15.6% 14.5% Put IV 25d 14.4% 13.5% 15.6% 14.3% 13.6% Bid-Ask Spread % 0.99 0.65 1.49 1.08 0.79 Gamma HHI 0.12 0.09 0.22 0.11 0.22 Net GEX 626.0M 5.3M 957.0M 523.1M 5.3M Net DEX -15.07B -21.64B -10.81B -14.02B -10.81B Net VEX -62.6M -64.9M -59.8M -64.9M -59.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.35 0.95 0.82 0.79 Total Volume 146,276.5 64,525 276,093 182,868 104,330 Total OI 2,845,484.909 2,550,622 3,093,045 2,927,072 2,683,746
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 2024-05-01 $214.35 $200.00 14.7% 4.6% 17.8% 52.0% 16.3% -1.3% -0.2% 523.1M -14.02B -64.9M 0.82 1.08 100,586 82,282 1,716,034 1,211,038 2024-05-02 $213.18 $200.00 14.4% 4.5% 17.9% 49.3% 16.0% -1.0% -0.0% 411.0M -12.99B -64.5M 0.92 0.80 65,460 60,094 1,700,311 1,212,086 2024-05-03 $212.78 $200.00 14.0% 4.3% 16.9% 45.0% 16.2% -1.2% 0.0% 432.7M -12.97B -63.2M 0.35 0.87 180,430 63,280 1,721,250 1,223,215 2024-05-06 $215.09 $200.00 14.4% 4.1% 17.1% 49.4% 14.8% -1.4% 0.2% 742.0M -15.22B -63.4M 0.55 1.25 75,790 42,005 1,737,975 1,177,876 2024-05-07 $214.05 $200.00 14.1% 4.0% 17.1% 45.8% 14.6% -1.1% 0.3% 696.2M -14.21B -62.9M 0.63 1.20 67,833 42,957 1,759,380 1,189,659 2024-05-08 $213.66 $200.00 13.5% 4.0% 16.9% 40.6% 14.0% -1.0% 0.4% 678.7M -13.82B -62.8M 0.57 1.49 62,148 35,540 1,783,929 1,200,349 2024-05-09 $216.59 $200.00 14.7% 4.1% 16.4% 51.7% 15.2% -1.5% 0.4% 794.5M -16.39B -63.3M 0.57 1.18 102,768 58,337 1,774,112 1,199,333 2024-05-10 $218.66 $200.00 14.5% 4.2% 16.2% 50.5% 15.0% -1.4% 0.5% 861.0M -18.26B -62.6M 0.48 0.96 117,137 55,822 1,801,180 1,217,532 2024-05-13 $216.38 $200.00 15.2% 4.2% 15.3% 56.4% 15.1% -1.1% -0.7% 732.4M -15.96B -62.5M 0.65 1.16 76,185 49,400 1,782,979 1,201,909 2024-05-14 $218.03 $200.00 15.3% 4.3% 15.5% 57.8% 15.3% -1.3% -0.2% 792.8M -17.46B -63.1M 0.38 0.90 59,109 22,330 1,794,803 1,220,806 2024-05-15 $220.88 $200.00 15.5% 4.3% 16.0% 59.5% 15.5% -1.4% -0.4% 926.5M -19.84B -63.0M 0.62 0.73 122,114 75,733 1,808,048 1,227,254 2024-05-16 $220.16 $200.00 14.9% 4.2% 16.0% 53.7% 15.2% -1.6% -0.5% 853.6M -19.11B -62.7M 0.79 0.72 68,004 53,728 1,823,123 1,249,418 2024-05-17 $223.59 $200.00 15.6% 4.4% 16.9% 60.6% 15.4% -1.9% -0.2% 957.0M -21.64B -62.2M 0.71 0.65 154,762 110,558 1,825,670 1,267,375 2024-05-20 $224.80 $200.00 16.2% 4.6% 13.8% 66.2% 16.3% -1.9% -0.3% 766.6M -17.78B -62.1M 0.51 1.03 94,810 48,447 1,521,854 1,028,768 2024-05-21 $224.31 $200.00 15.3% 4.4% 13.7% 58.2% 15.4% -1.5% -0.2% 751.8M -17.34B -61.3M 0.40 0.86 105,640 41,749 1,532,165 1,050,763 2024-05-22 $220.03 $200.00 15.0% 4.3% 15.7% 54.8% 15.5% -1.3% -0.3% 150.3M -14.17B -62.8M 0.69 1.11 117,165 80,276 1,559,494 1,067,555 2024-05-23 $215.81 $200.00 14.4% 4.2% 17.1% 49.6% 15.1% -1.1% -0.3% 449.6M -11.02B -62.2M 0.36 1.36 203,628 72,465 1,590,096 1,069,143 2024-05-24 $215.93 $200.00 13.8% 4.0% 17.1% 43.4% 14.5% -0.8% -0.3% 467.7M -11.23B -61.7M 0.43 0.97 78,667 33,906 1,599,428 1,076,514 2024-05-28 $218.32 $200.00 14.2% 4.1% 17.6% 47.6% 15.0% -1.4% -0.5% 649.2M -13.34B -61.9M 0.38 0.89 62,795 23,650 1,584,252 1,065,598 2024-05-29 $216.26 $200.00 14.0% 4.2% 16.7% 45.6% 14.8% -1.1% -0.1% 557.7M -11.80B -61.6M 0.54 0.81 53,099 28,539 1,602,543 1,071,609 2024-05-30 $216.56 $200.00 13.9% 4.1% 16.4% 44.6% 14.8% -0.9% -0.1% 572.7M -12.07B -61.6M 0.95 0.90 33,139 31,386 1,602,859 1,067,637 2024-05-31 $215.00 $200.00 13.7% 4.0% 16.5% 42.0% 14.5% -0.9% -0.2% 5.3M -10.81B -59.8M 0.79 0.79 58,180 46,150 1,606,897 1,076,849
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