GLD Options History — July 2024 In July 2024, GLD traded between $215.44 and $228.05. ATM implied volatility averaged 14.5%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 1.7% (HV 20d: 16.2%). Max pain ranged from $205.00 to $215.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2024-07-16 : Highest Volume — 406,354 contracts2024-07-31 : Largest IV spike — 11.7% change2024-07-31 : Highest IV Rank — 71.3%2024-07-31 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $221.57 $215.44 $228.05 $215.44 $226.37 Max Pain $213.52 $205.00 $215.00 $207.50 $215.00 ATM IV 14.5% 13.0% 16.7% 13.4% 16.7% Expected Move 4.2% 3.7% 5.1% 3.8% 5.1% HV 20d 16.2% 13.9% 18.8% 18.3% 17.3% HV 60d 17.0% 16.4% 17.4% 17.3% 17.1% IV Rank 50.3% 35.9% 71.3% 39.8% 71.3% IV Percentile 78.6% 61.5% 97.6% 67.9% 97.6% Term Structure -0.2% -0.4% 0.2% -0.1% -0.4% VWIV 15.2% 13.3% 18.2% 14.0% 18.2% Skew 25d -1.4% -2.5% -0.8% -1.5% -2.5% Skew 10d -2.4% -4.4% -1.3% -2.5% -4.4% Call IV 25d 15.6% 14.1% 18.3% 14.7% 18.3% Put IV 25d 14.2% 12.9% 15.8% 13.3% 15.8% Bid-Ask Spread % 1.42 0.85 1.94 1.01 1.94 Gamma HHI 0.10 0.08 0.15 0.10 0.09 Net GEX 809.3M 548.1M 1.15B 559.5M 1.15B Net DEX -12.48B -18.04B -8.55B -9.13B -16.03B Net VEX -56.7M -63.5M -51.9M -53.9M -63.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.28 0.99 0.47 0.32 Total Volume 168,755.182 64,095 406,354 76,199 199,232 Total OI 2,424,017.818 2,249,085 2,718,185 2,249,085 2,538,705
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 2024-07-01 $215.44 $207.50 13.4% 3.8% 18.3% 39.8% 14.0% -1.5% -0.1% 559.5M -9.13B -53.9M 0.47 1.01 51,971 24,228 1,405,298 843,787 2024-07-02 $215.44 $205.00 13.0% 3.7% 17.9% 35.9% 13.3% -1.2% -0.1% 578.7M -9.14B -53.0M 0.47 0.85 48,823 22,847 1,415,414 847,456 2024-07-03 $218.22 $205.00 13.6% 3.8% 18.3% 41.2% 13.7% -1.4% -0.1% 738.1M -11.08B -53.6M 0.65 1.11 61,357 39,830 1,422,990 855,934 2024-07-05 $221.05 $215.00 14.2% 4.0% 18.4% 47.6% 14.7% -1.7% -0.3% 789.6M -12.87B -53.7M 0.40 0.90 118,410 47,893 1,421,102 858,766 2024-07-08 $218.13 $215.00 13.9% 4.0% 18.8% 44.4% 14.5% -1.6% 0.2% 684.6M -10.66B -52.4M 0.73 1.60 54,647 39,907 1,427,395 853,710 2024-07-09 $218.56 $215.00 13.5% 3.9% 14.0% 40.6% 14.2% -1.3% 0.2% 723.8M -10.95B -51.9M 0.46 1.51 43,943 20,152 1,443,083 865,551 2024-07-10 $219.24 $215.00 13.9% 4.0% 13.9% 43.9% 14.6% -1.3% 0.0% 842.8M -11.47B -52.4M 0.49 1.68 85,618 42,255 1,453,890 871,740 2024-07-11 $223.44 $215.00 14.5% 4.2% 15.2% 50.2% 15.3% -1.6% 0.2% 1.09B -14.63B -53.1M 0.51 1.50 143,082 73,211 1,474,667 870,671 2024-07-12 $223.16 $215.00 14.0% 4.0% 15.3% 45.0% 14.8% -1.6% 0.2% 926.4M -14.26B -53.9M 0.54 1.34 84,768 45,780 1,518,014 912,726 2024-07-15 $224.01 $215.00 14.8% 4.2% 14.9% 53.0% 15.2% -1.8% -0.1% 981.9M -14.61B -53.4M 0.28 1.33 141,342 39,451 1,500,214 898,701 2024-07-16 $228.05 $215.00 15.8% 4.5% 15.5% 63.0% 16.2% -2.0% -0.2% 1.14B -18.04B -56.1M 0.40 1.31 291,183 115,171 1,562,787 917,873 2024-07-17 $227.26 $210.00 15.5% 4.4% 15.3% 59.4% 15.7% -1.8% -0.1% 1.05B -17.29B -58.6M 0.65 1.39 191,294 123,872 1,616,018 969,138 2024-07-18 $225.67 $215.00 15.0% 4.3% 15.7% 55.1% 15.3% -1.4% -0.3% 910.2M -15.73B -60.1M 0.99 1.48 71,635 70,603 1,669,602 1,023,174 2024-07-19 $221.91 $215.00 15.2% 4.4% 16.6% 56.9% 15.9% -0.9% -0.4% 624.0M -11.87B -59.0M 0.49 1.43 162,110 80,173 1,686,200 1,031,985 2024-07-22 $221.72 $215.00 14.8% 4.3% 15.4% 53.0% 15.4% -0.9% -0.3% 663.3M -10.87B -58.7M 0.72 1.59 93,791 67,754 1,523,222 834,683 2024-07-23 $222.64 $215.00 14.5% 4.2% 15.4% 50.5% 14.9% -1.0% -0.3% 724.1M -11.86B -58.5M 0.49 1.67 66,824 32,953 1,541,650 845,615 2024-07-24 $222.30 $215.00 15.0% 4.4% 15.2% 54.6% 15.7% -0.9% -0.4% 617.1M -11.76B -60.1M 0.46 1.68 135,839 62,344 1,567,678 865,139 2024-07-25 $218.41 $215.00 14.6% 4.3% 16.3% 50.9% 15.3% -0.8% -0.3% 548.1M -8.55B -59.1M 0.55 1.44 193,814 107,143 1,573,099 862,625 2024-07-26 $220.51 $215.00 14.2% 4.2% 16.1% 46.9% 14.9% -0.9% -0.3% 763.8M -10.67B -60.1M 0.36 1.39 107,836 38,993 1,650,959 882,604 2024-07-29 $220.44 $215.00 14.5% 4.4% 16.1% 50.1% 15.4% -0.8% -0.2% 771.4M -10.62B -60.4M 0.37 1.37 101,794 37,265 1,627,882 867,232 2024-07-30 $222.50 $215.00 14.9% 4.5% 16.4% 54.4% 16.4% -1.3% -0.2% 928.6M -12.51B -61.5M 0.41 1.63 93,529 37,947 1,634,317 875,096 2024-07-31 $226.37 $215.00 16.7% 5.1% 17.3% 71.3% 18.2% -2.5% -0.4% 1.15B -16.03B -63.5M 0.32 1.94 150,381 48,851 1,648,687 890,018
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