GLD Options History — October 2024 In October 2024, GLD traded between $240.95 and $257.31. ATM implied volatility averaged 16.6%, placing in the 70.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.8% (HV 20d: 11.8%). Max pain ranged from $229.00 to $238.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.69.
Notable Days 2024-10-18 : Highest Volume — 390,170 contracts2024-10-31 : Largest IV spike — 4.3% change2024-10-31 : Highest IV Rank — 79.0%2024-10-31 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $248.57 $240.95 $257.31 $245.76 $253.81 Max Pain $232.87 $229.00 $238.00 $230.00 $238.00 ATM IV 16.6% 15.7% 17.5% 16.7% 17.5% Expected Move 4.9% 4.6% 5.8% 4.9% 5.8% HV 20d 11.8% 10.2% 13.6% 13.1% 11.7% HV 60d 13.3% 12.2% 14.4% 14.3% 12.6% IV Rank 70.4% 61.1% 79.0% 71.1% 79.0% IV Percentile 90.4% 78.6% 97.6% 93.3% 97.6% Term Structure -0.2% -0.8% 1.1% 0.8% -0.1% VWIV 17.7% 16.4% 20.4% 17.5% 20.4% Skew 25d -0.4% -1.1% 0.2% -0.8% 0.1% Skew 10d -0.3% -1.5% 1.4% -1.1% 1.3% Call IV 25d 17.2% 16.2% 18.0% 17.5% 17.8% Put IV 25d 16.7% 15.3% 17.9% 16.6% 17.9% Bid-Ask Spread % 2.03 1.66 2.52 2.51 2.25 Gamma HHI 0.11 0.09 0.15 0.09 0.10 Net GEX 1.11B 535.8M 1.46B 1.06B 979.9M Net DEX -20.77B -26.14B -15.46B -21.07B -20.50B Net VEX -58.0M -61.8M -54.8M -60.0M -61.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.42 1.31 0.61 0.59 Total Volume 215,677.13 100,027 390,170 336,631 320,383 Total OI 2,817,930.957 2,546,464 3,002,262 2,704,051 2,914,107
Daily Data (23 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 2024-10-01 $245.76 $230.00 16.7% 4.9% 13.1% 71.1% 17.5% -0.8% 0.8% 1.06B -21.07B -60.0M 0.61 2.51 209,510 127,121 1,625,891 1,078,160 2024-10-02 $245.61 $230.00 16.3% 4.7% 13.1% 66.5% 16.5% -0.9% 0.9% 1.02B -20.09B -59.6M 0.43 1.66 145,131 62,495 1,641,018 1,083,748 2024-10-03 $245.51 $229.00 16.3% 4.9% 13.0% 67.2% 17.3% -1.1% 1.1% 1.04B -19.99B -60.4M 0.60 2.21 92,705 55,169 1,660,330 1,083,136 2024-10-04 $244.72 $230.00 15.7% 4.7% 12.6% 61.1% 17.1% -0.8% 1.1% 1.06B -19.44B -59.9M 0.53 2.52 138,699 73,253 1,714,655 1,116,540 2024-10-07 $244.22 $230.00 16.3% 4.7% 12.8% 67.1% 16.8% -0.6% -0.2% 1.03B -18.66B -58.0M 0.92 2.07 66,602 61,377 1,707,193 1,095,771 2024-10-08 $241.91 $230.00 16.5% 4.7% 13.5% 69.2% 16.9% -0.5% -0.2% 769.6M -16.24B -58.8M 0.42 2.46 221,490 92,777 1,721,398 1,129,390 2024-10-09 $240.95 $230.00 16.5% 4.7% 13.6% 68.8% 16.9% -0.3% -0.1% 535.8M -15.46B -59.3M 0.94 2.07 70,951 66,630 1,722,662 1,136,102 2024-10-10 $242.82 $231.00 16.3% 4.6% 12.3% 67.3% 16.6% -0.5% -0.3% 879.3M -17.56B -58.3M 0.69 1.94 72,975 50,555 1,712,379 1,160,963 2024-10-11 $245.37 $231.00 16.3% 4.6% 12.4% 67.2% 16.5% -0.7% -0.2% 1.16B -20.41B -56.4M 0.43 1.96 130,746 55,954 1,737,108 1,171,121 2024-10-14 $244.88 $231.00 16.4% 4.7% 12.4% 67.9% 16.7% -0.8% -0.3% 1.15B -19.88B -56.1M 0.51 1.89 66,119 33,908 1,710,791 1,143,688 2024-10-15 $245.88 $231.00 16.2% 4.6% 12.2% 66.0% 16.4% -0.8% -0.4% 1.29B -20.98B -55.1M 0.71 1.86 77,398 54,848 1,724,754 1,136,327 2024-10-16 $247.07 $232.00 16.3% 4.7% 11.9% 66.6% 16.5% -0.7% -0.5% 1.38B -22.34B -54.8M 0.43 1.67 173,229 73,844 1,753,865 1,160,708 2024-10-17 $248.63 $232.00 16.3% 4.7% 11.3% 67.4% 17.1% -0.6% -0.5% 1.46B -23.50B -55.7M 0.63 2.03 91,294 57,088 1,768,420 1,195,790 2024-10-18 $251.25 $232.00 16.6% 4.8% 10.9% 69.9% 17.1% -0.4% -0.5% 1.41B -26.14B -55.2M 0.64 1.99 237,579 152,591 1,785,229 1,217,033 2024-10-21 $251.19 $233.00 16.9% 5.0% 10.9% 72.4% 17.5% -0.5% -0.7% 978.5M -20.39B -55.7M 0.53 1.89 205,906 109,462 1,548,232 998,232 2024-10-22 $253.75 $236.00 17.3% 5.1% 10.4% 77.0% 18.5% -0.2% -0.7% 1.28B -22.48B -57.7M 0.95 2.12 102,191 96,902 1,626,581 1,046,166 2024-10-23 $251.06 $236.00 17.4% 5.2% 11.3% 77.9% 18.8% 0.1% -0.6% 1.02B -19.90B -59.4M 0.97 2.20 131,448 127,905 1,653,670 1,087,455 2024-10-24 $252.61 $236.00 17.2% 5.2% 11.4% 76.2% 18.4% -0.0% -0.8% 1.17B -21.31B -60.2M 1.31 1.80 61,342 80,336 1,677,080 1,110,054 2024-10-25 $253.47 $236.00 17.2% 5.3% 10.8% 75.9% 19.0% -0.3% -0.8% 1.12B -22.09B -59.7M 0.66 1.99 119,723 78,596 1,690,663 1,140,131 2024-10-28 $253.30 $237.00 16.8% 5.3% 10.2% 72.0% 19.4% 0.1% -0.2% 1.11B -21.13B -57.8M 0.58 2.11 95,353 55,685 1,665,960 1,108,438 2024-10-29 $256.10 $237.00 16.9% 5.4% 10.2% 72.4% 19.2% 0.0% -0.1% 1.31B -23.63B -56.0M 0.57 1.68 204,096 116,893 1,660,599 1,106,071 2024-10-30 $257.31 $238.00 16.8% 5.4% 10.2% 71.8% 19.9% 0.2% -0.1% 1.38B -24.49B -58.3M 1.17 1.74 111,636 130,679 1,715,706 1,169,097 2024-10-31 $253.81 $238.00 17.5% 5.8% 11.7% 79.0% 20.4% 0.1% -0.1% 979.9M -20.50B -61.8M 0.59 2.25 201,777 118,606 1,725,995 1,188,112
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