GLD Options History — June 2024 In June 2024, GLD traded between $212.13 and $219.44. ATM implied volatility averaged 14.3%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 4.6% (HV 20d: 18.8%). Max pain ranged from $200.00 to $210.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.67.
Notable Days 2024-06-07 : Highest Volume — 256,648 contracts2024-06-20 : Largest IV spike — 5.8% change2024-06-07 : Highest IV Rank — 58.7%2024-06-05 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $215.20 $212.13 $219.44 $217.03 $215.05 Max Pain $207.89 $200.00 $210.00 $200.00 $205.00 ATM IV 14.3% 13.2% 15.4% 14.2% 13.3% Expected Move 4.1% 3.8% 4.5% 4.3% 3.8% HV 20d 18.8% 16.7% 20.6% 16.8% 18.4% HV 60d 16.9% 15.5% 17.6% 15.5% 17.3% IV Rank 47.8% 37.8% 58.7% 47.4% 38.6% IV Percentile 78.0% 65.9% 90.5% 80.6% 66.3% Term Structure -0.0% -0.4% 0.4% 0.0% 0.4% VWIV 14.9% 14.1% 16.0% 15.2% 14.4% Skew 25d -1.1% -1.5% -0.5% -1.5% -1.3% Skew 10d -1.9% -2.7% -0.7% -2.6% -2.3% Call IV 25d 15.2% 14.0% 16.3% 15.3% 14.1% Put IV 25d 14.1% 12.9% 15.5% 13.8% 12.9% Bid-Ask Spread % 1.21 0.77 2.21 0.81 0.97 Gamma HHI 0.10 0.08 0.14 0.11 0.12 Net GEX 501.5M 222.1M 729.4M 585.0M 713.1M Net DEX -10.63B -14.44B -7.17B -12.38B -9.23B Net VEX -58.1M -60.5M -54.5M -59.4M -55.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.29 1.23 0.34 0.65 Total Volume 127,704.211 66,300 256,648 118,500 66,300 Total OI 2,682,682.895 2,322,653 2,918,916 2,643,838 2,382,712
Daily Data (19 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 2024-06-03 $217.03 $200.00 14.2% 4.3% 16.8% 47.4% 15.2% -1.5% 0.0% 585.0M -12.38B -59.4M 0.34 0.81 88,423 30,077 1,579,998 1,063,840 2024-06-04 $215.25 $200.00 14.4% 4.4% 16.7% 49.2% 16.0% -1.2% -0.0% 514.5M -11.17B -60.2M 0.70 0.77 54,506 38,131 1,614,155 1,073,343 2024-06-05 $217.74 $200.00 14.6% 4.5% 17.0% 51.4% 15.9% -1.4% -0.1% 729.4M -13.07B -60.4M 0.60 0.95 75,341 45,495 1,628,333 1,081,645 2024-06-06 $219.44 $210.00 15.1% 4.3% 17.2% 55.9% 15.1% -1.4% 0.0% 727.6M -14.44B -60.5M 0.81 1.33 76,022 61,499 1,620,145 1,080,098 2024-06-07 $212.13 $210.00 15.4% 4.3% 20.6% 58.7% 15.5% -0.5% -0.2% 299.0M -8.46B -60.3M 0.81 2.21 142,176 114,472 1,639,129 1,121,784 2024-06-10 $213.82 $210.00 15.3% 4.3% 20.5% 57.4% 15.3% -0.9% -0.4% 464.2M -9.95B -60.4M 1.16 1.53 55,900 64,650 1,646,088 1,123,098 2024-06-11 $214.07 $210.00 15.1% 4.2% 20.2% 55.7% 14.7% -0.9% -0.3% 433.2M -10.27B -60.1M 1.23 1.45 46,849 57,790 1,656,377 1,149,441 2024-06-12 $214.50 $210.00 14.4% 4.0% 20.0% 48.7% 14.6% -0.8% -0.4% 408.9M -10.33B -58.9M 0.79 1.88 60,911 48,091 1,668,553 1,184,531 2024-06-13 $213.09 $210.00 14.1% 4.0% 19.4% 46.2% 15.1% -0.8% -0.1% 300.0M -9.02B -58.3M 0.55 1.31 110,466 60,460 1,674,655 1,181,140 2024-06-14 $215.87 $210.00 14.4% 4.1% 20.1% 49.4% 14.7% -1.1% -0.3% 486.6M -11.79B -58.7M 0.61 1.30 90,826 55,237 1,688,225 1,183,300 2024-06-17 $214.56 $210.00 14.0% 4.0% 19.2% 45.6% 14.9% -1.2% -0.3% 393.1M -10.59B -57.3M 0.41 1.32 53,493 21,693 1,686,354 1,183,436 2024-06-18 $215.51 $210.00 13.9% 4.0% 19.1% 44.4% 14.7% -1.2% -0.3% 454.5M -11.68B -57.7M 0.74 1.05 81,682 60,192 1,692,343 1,180,632 2024-06-20 $218.16 $210.00 14.7% 4.2% 19.8% 52.3% 14.7% -1.3% -0.4% 715.6M -14.36B -57.9M 0.93 0.80 100,487 93,752 1,711,741 1,182,296 2024-06-21 $214.72 $210.00 14.2% 4.1% 19.4% 47.0% 14.5% -1.2% -0.2% 477.1M -11.07B -57.2M 0.74 1.00 121,765 89,719 1,736,794 1,182,122 2024-06-24 $215.78 $210.00 13.8% 4.0% 18.3% 43.5% 14.7% -1.4% 0.4% 545.9M -9.42B -56.9M 0.29 1.16 58,206 16,638 1,422,715 899,938 2024-06-25 $214.51 $210.00 13.3% 3.9% 18.4% 38.8% 14.1% -1.0% 0.4% 493.7M -8.44B -54.8M 0.49 1.09 52,664 25,747 1,433,099 905,171 2024-06-26 $212.56 $210.00 13.2% 3.9% 18.2% 37.8% 14.3% -0.9% 0.4% 222.1M -7.17B -54.5M 0.57 1.21 78,029 44,196 1,434,888 909,733 2024-06-27 $215.05 $205.00 13.4% 3.9% 18.4% 39.8% 14.6% -1.1% 0.4% 564.4M -9.21B -55.5M 0.42 0.89 59,344 25,151 1,461,842 907,281 2024-06-28 $215.05 $205.00 13.3% 3.8% 18.4% 38.6% 14.4% -1.3% 0.4% 713.1M -9.23B -55.6M 0.65 0.97 40,287 26,013 1,470,716 911,996
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