GLD Options History — August 2024 In August 2024, GLD traded between $220.74 and $233.38. ATM implied volatility averaged 16.6%, placing in the 70.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 0.8% (HV 20d: 15.8%). Max pain ranged from $210.00 to $215.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2024-08-16 : Highest Volume — 374,581 contracts2024-08-05 : Largest IV spike — 15.1% change2024-08-05 : Highest IV Rank — 97.2%2024-08-05 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $228.41 $220.74 $233.38 $225.77 $231.31 Max Pain $212.41 $210.00 $215.00 $215.00 $215.00 ATM IV 16.6% 15.0% 19.4% 16.0% 15.0% Expected Move 4.8% 4.5% 5.4% 5.1% 4.5% HV 20d 15.8% 14.4% 17.0% 16.9% 14.6% HV 60d 16.8% 16.3% 17.4% 17.0% 16.3% IV Rank 70.4% 54.7% 97.2% 64.2% 54.7% IV Percentile 92.5% 74.6% 99.6% 92.9% 74.6% Term Structure -0.1% -0.5% 0.6% -0.3% 0.6% VWIV 17.4% 15.8% 19.6% 17.9% 15.8% Skew 25d -1.4% -2.4% -0.5% -2.4% -0.6% Skew 10d -2.6% -4.3% -1.2% -4.3% -1.2% Call IV 25d 17.8% 15.4% 20.8% 17.9% 15.4% Put IV 25d 16.4% 14.8% 19.1% 15.5% 14.8% Bid-Ask Spread % 1.35 1.06 2.12 1.55 1.18 Gamma HHI 0.10 0.09 0.12 0.10 0.10 Net GEX 1.05B 713.1M 1.22B 1.01B 980.8M Net DEX -15.99B -20.48B -10.55B -15.17B -16.30B Net VEX -63.8M -68.0M -61.3M -63.0M -61.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.37 1.08 0.59 0.78 Total Volume 156,237.773 67,519 374,581 136,122 120,400 Total OI 2,619,464.409 2,501,433 2,769,048 2,501,433 2,670,321
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 2024-08-01 $225.77 $215.00 16.0% 5.1% 16.9% 64.2% 17.9% -2.4% -0.3% 1.01B -15.17B -63.0M 0.59 1.55 85,488 50,634 1,620,875 880,558 2024-08-02 $225.24 $215.00 16.8% 5.3% 16.4% 72.6% 19.6% -2.1% -0.3% 1.04B -14.61B -64.5M 0.84 1.94 140,621 118,473 1,647,324 902,662 2024-08-05 $222.95 $210.00 19.4% 5.4% 16.1% 97.2% 19.3% -1.6% -0.2% 753.9M -12.29B -68.0M 0.57 2.12 111,755 63,239 1,646,574 905,269 2024-08-06 $220.74 $210.00 16.7% 4.8% 16.6% 71.0% 17.2% -1.4% 0.0% 715.0M -10.55B -64.2M 0.40 1.49 74,099 29,683 1,674,334 904,428 2024-08-07 $220.88 $210.00 16.1% 4.6% 16.5% 65.2% 16.8% -1.5% -0.0% 713.1M -10.76B -63.0M 0.56 1.33 73,608 40,903 1,693,943 909,335 2024-08-08 $224.05 $210.00 16.6% 4.8% 15.9% 70.3% 17.3% -1.8% 0.0% 987.3M -13.58B -63.7M 0.41 1.52 163,839 66,708 1,675,546 908,027 2024-08-09 $224.50 $210.00 16.0% 4.6% 15.9% 64.4% 16.9% -1.9% 0.1% 1.12B -14.18B -64.1M 0.41 1.19 104,226 42,936 1,743,754 916,931 2024-08-12 $228.47 $210.00 18.1% 5.2% 17.0% 84.7% 19.3% -2.4% 0.0% 1.16B -17.57B -64.6M 0.37 1.39 152,460 56,225 1,708,273 908,713 2024-08-13 $227.75 $210.00 17.0% 4.9% 15.8% 74.6% 17.0% -1.9% 0.1% 1.22B -16.85B -64.1M 0.50 1.28 111,226 55,453 1,746,553 939,619 2024-08-14 $226.07 $210.00 16.3% 4.7% 16.0% 67.8% 17.1% -1.7% 0.2% 1.12B -15.17B -63.6M 0.74 1.20 87,226 64,981 1,769,074 963,242 2024-08-15 $227.03 $210.00 16.2% 4.7% 15.9% 66.7% 16.8% -1.8% 0.1% 1.19B -15.96B -62.9M 0.50 1.06 59,381 29,735 1,767,587 968,267 2024-08-16 $231.62 $210.00 17.9% 5.1% 16.0% 82.7% 18.3% -1.8% 0.1% 1.17B -20.48B -64.1M 0.41 1.29 265,918 108,663 1,787,093 981,955 2024-08-19 $231.50 $211.00 17.0% 4.9% 16.0% 74.0% 17.6% -1.5% -0.1% 1.07B -17.67B -65.2M 0.72 1.16 81,296 58,606 1,661,928 869,515 2024-08-20 $232.34 $212.00 16.9% 4.8% 16.0% 73.2% 17.0% -1.0% -0.4% 1.13B -18.27B -65.0M 0.69 1.26 109,723 75,460 1,679,793 883,610 2024-08-21 $232.45 $215.00 17.2% 4.9% 15.9% 76.4% 17.6% -0.9% -0.4% 1.08B -18.10B -65.4M 0.54 1.11 94,928 51,452 1,680,899 919,588 2024-08-22 $229.44 $215.00 16.4% 4.7% 15.2% 68.5% 16.8% -0.8% -0.2% 931.3M -15.36B -65.1M 0.74 1.14 83,050 61,751 1,673,724 917,640 2024-08-23 $231.97 $215.00 16.1% 4.6% 15.3% 65.5% 16.7% -0.8% -0.3% 1.15B -17.54B -64.1M 0.52 1.19 101,684 52,988 1,695,719 948,849 2024-08-26 $232.84 $215.00 16.4% 4.8% 15.3% 68.9% 17.1% -1.0% -0.3% 1.08B -17.98B -62.9M 0.44 1.20 47,047 20,472 1,665,217 914,364 2024-08-27 $233.38 $215.00 16.0% 4.7% 15.1% 64.8% 16.8% -1.0% -0.3% 1.13B -18.36B -61.6M 0.84 1.43 52,357 44,201 1,672,884 919,183 2024-08-28 $231.81 $215.00 15.7% 4.6% 14.4% 62.1% 16.6% -0.5% -0.5% 1.13B -16.95B -61.7M 0.80 1.45 68,704 55,013 1,700,413 942,818 2024-08-29 $233.01 $215.00 15.5% 4.6% 14.4% 59.9% 16.5% -0.7% -0.3% 1.12B -17.99B -61.9M 1.08 1.18 48,487 52,132 1,689,867 951,949 2024-08-30 $231.31 $215.00 15.0% 4.5% 14.6% 54.7% 15.8% -0.6% 0.6% 980.8M -16.30B -61.3M 0.78 1.18 67,532 52,868 1,695,800 974,521
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