GOLD Options History — April 2019 In April 2019, GOLD traded between $6.32 and $6.85. ATM implied volatility averaged 29.1%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 2.1% (HV 20d: 27.0%). Max pain ranged from $6.50 to $6.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.53.
Notable Days 2019-04-02 : Highest Volume — 52,952 contracts2019-04-22 : Largest IV spike — 5.4% change2019-04-24 : Highest IV Rank — 34.0%2019-04-29 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $6.62 $6.32 $6.85 $6.70 $6.36 Max Pain $6.50 $6.50 $6.50 $6.50 $6.50 ATM IV 29.1% 27.2% 31.5% 28.1% 30.3% Expected Move 8.5% 7.5% 9.8% 8.0% 9.7% HV 20d 27.0% 19.6% 31.5% 31.5% 20.0% HV 60d 30.2% 28.4% 32.3% 32.3% 28.7% IV Rank 26.5% 20.4% 34.0% 23.3% 30.2% IV Percentile 48.2% 34.1% 66.7% 38.5% 57.1% Term Structure -0.7% -1.9% 0.7% -0.7% -1.1% VWIV 29.7% 26.4% 34.6% 27.7% 34.6% Skew 25d 0.7% -1.1% 2.0% 1.5% 0.6% Skew 10d 1.1% -8.0% 10.7% 1.6% -3.3% Call IV 25d 29.5% 27.4% 31.7% 28.5% 30.6% Put IV 25d 30.2% 27.6% 33.0% 30.1% 31.1% Bid-Ask Spread % 3.01 2.13 4.38 2.81 3.91 Gamma HHI 0.18 0.15 0.24 0.16 0.22 Net GEX 2.5M -1.7M 5.4M 1.7M 4.6M Net DEX -75.9M -168.6M 94.6M -39.6M -104.5M Net VEX -2.1M -2.6M -1.5M -2.5M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.13 1.04 0.92 0.35 Total Volume 30,670.19 13,176 52,952 50,908 13,510 Total OI 1,738,466.857 1,522,916 1,880,456 1,768,178 1,555,614
Daily Data (21 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-04-01 $6.70 $6.50 28.1% 8.0% 31.5% 23.3% 27.7% 1.5% -0.7% 1.7M -39.6M -2.5M 0.92 2.81 N/A N/A 26,552 24,356 982,732 785,446 2019-04-02 $6.72 $6.50 28.2% 7.9% 31.3% 23.4% 27.3% -0.2% -0.8% 2.1M -69.2M -2.6M 1.04 3.47 N/A N/A 25,928 27,024 990,664 789,990 2019-04-03 $6.66 $6.50 28.3% 7.9% 30.4% 23.9% 27.6% -0.5% -0.7% 5.4M -168.6M -1.8M 0.67 3.09 N/A N/A 14,276 9,600 996,196 795,582 2019-04-04 $6.76 $6.50 28.0% 7.8% 30.4% 22.7% 27.2% 1.3% -0.4% 3.0M -118.4M -2.2M 0.19 2.13 N/A N/A 39,950 7,764 998,630 800,666 2019-04-05 $6.74 $6.50 27.4% 7.8% 29.6% 21.0% 26.8% 0.8% -0.7% 2.4M -52.2M -2.6M 0.29 2.34 N/A N/A 27,056 7,950 1,018,580 803,710 2019-04-08 $6.76 $6.50 27.4% 7.5% 28.9% 21.1% 26.4% 0.7% -0.7% 3.4M -123.8M -2.3M 0.27 2.29 N/A N/A 18,890 5,010 1,023,342 799,670 2019-04-09 $6.85 $6.50 27.5% 7.7% 29.1% 21.3% 27.0% -0.1% -0.5% 5.2M -153.3M -2.3M 0.49 3.45 N/A N/A 17,224 8,502 1,032,622 800,192 2019-04-10 $6.80 $6.50 27.2% 7.7% 29.2% 20.4% 26.8% 0.3% -0.7% 3.8M -120.9M -2.2M 0.65 2.45 N/A N/A 24,238 15,814 1,035,174 806,272 2019-04-11 $6.72 $6.50 28.0% 8.0% 28.7% 22.7% 27.9% 0.9% -0.2% 2.4M -64.9M -2.6M 0.60 2.59 N/A N/A 15,160 9,024 1,047,502 814,598 2019-04-12 $6.71 $6.50 27.8% 8.0% 28.7% 22.2% 27.5% 1.1% 0.7% 2.3M -105.6M -2.3M 0.63 2.96 N/A N/A 15,932 10,060 1,048,290 821,034 2019-04-15 $6.83 $6.50 28.3% 8.1% 28.7% 23.7% 28.5% 1.5% -0.3% 3.9M -123.1M -2.3M 0.22 2.56 N/A N/A 14,896 3,246 1,043,058 820,810 2019-04-16 $6.65 $6.50 29.3% 8.4% 30.3% 26.9% 29.3% 0.7% -0.7% 30.8K -80.7M -2.2M 0.13 3.48 N/A N/A 36,524 4,868 1,046,560 822,642 2019-04-17 $6.60 $6.50 30.0% 8.6% 29.8% 29.3% 29.8% 2.0% -1.9% -1.2M -69.9M -2.2M 0.61 3.08 N/A N/A 23,874 14,672 1,056,056 821,758 2019-04-18 $6.60 $6.50 29.6% 8.6% 29.4% 28.1% 29.8% 1.3% -1.0% 1.5M -86.3M -2.2M 0.50 2.49 N/A N/A 26,652 13,390 1,058,942 821,514 2019-04-22 $6.49 $6.50 31.3% 9.3% 28.1% 33.2% 33.1% 0.7% 0.2% 1.2M 22.5M -2.4M 0.73 2.94 N/A N/A 19,864 14,578 874,408 648,508 2019-04-23 $6.41 $6.50 31.0% 9.2% 21.9% 32.2% 33.3% 0.4% -1.2% 1.2M -11.3M -2.1M 0.44 2.66 N/A N/A 14,194 6,250 883,264 655,356 2019-04-24 $6.41 $6.50 31.5% 9.3% 20.6% 34.0% 32.8% 0.4% -1.6% -1.7M 94.6M -1.6M 0.53 2.98 N/A N/A 17,006 9,060 885,990 658,720 2019-04-25 $6.41 $6.50 30.9% 9.5% 20.5% 31.9% 32.9% 1.3% -0.1% 1.4M -14.0M -2.1M 0.69 4.38 N/A N/A 14,700 10,136 891,650 663,300 2019-04-26 $6.50 $6.50 30.6% 9.2% 19.6% 31.1% 32.3% 1.1% -1.5% 5.2M -114.7M -1.8M 0.51 3.95 N/A N/A 15,394 7,774 894,562 666,318 2019-04-29 $6.32 $6.50 31.2% 9.8% 21.2% 33.0% 34.3% -1.1% -1.3% 4.7M -90.4M -1.5M 0.56 3.30 N/A N/A 8,470 4,706 885,198 662,684 2019-04-30 $6.36 $6.50 30.3% 9.7% 20.0% 30.2% 34.6% 0.6% -1.1% 4.6M -104.5M -1.5M 0.35 3.91 N/A N/A 10,024 3,486 889,858 665,756
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