GOLD Options History — May 2019 In May 2019, GOLD traded between $5.85 and $6.37. ATM implied volatility averaged 30.3%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 8.7% (HV 20d: 21.6%). Max pain ranged from $6.50 to $6.50. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2019-05-31 : Highest Volume — 73,024 contracts2019-05-08 : Largest IV drop — 9.2% change2019-05-07 : Highest IV Rank — 43.8%2019-05-02 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $6.12 $5.85 $6.37 $6.29 $6.21 Max Pain $6.50 $6.50 $6.50 $6.50 $6.50 ATM IV 30.3% 27.7% 34.6% 32.1% 31.7% Expected Move 9.0% 8.2% 10.8% 10.0% 9.3% HV 20d 21.6% 19.0% 29.5% 20.0% 29.5% HV 60d 27.0% 24.8% 28.7% 28.6% 26.9% IV Rank 30.2% 21.8% 43.8% 35.9% 34.4% IV Percentile 55.5% 35.7% 81.7% 69.4% 66.3% Term Structure -0.2% -2.2% 2.6% -0.9% -0.5% VWIV 31.7% 28.7% 37.8% 35.8% 33.5% Skew 25d 1.3% 0.1% 2.8% 1.0% 1.7% Skew 10d 3.4% -0.7% 12.9% 6.3% 6.0% Call IV 25d 30.4% 27.4% 33.7% 31.4% 31.7% Put IV 25d 31.6% 28.4% 36.3% 32.4% 33.3% Bid-Ask Spread % 6.34 2.55 68.45 4.82 3.03 Gamma HHI 0.17 0.14 0.31 0.15 0.14 Net GEX 345.3K -4.8M 4.5M 700.1K 1.6M Net DEX 35.3M -77.2M 185.6M 16.6M -1.0M Net VEX -1.8M -2.1M -1.3M -2.1M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.24 0.86 0.36 0.69 Total Volume 30,229.636 10,766 73,024 26,180 73,024 Total OI 1,573,925 1,522,044 1,615,958 1,561,242 1,615,958
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-05-01 $6.29 $6.50 32.1% 10.0% 20.0% 35.9% 35.8% 1.0% -0.9% 700.1K 16.6M -2.1M 0.36 4.82 N/A N/A 19,314 6,866 893,784 667,458 2019-05-02 $6.26 $6.50 32.2% 10.8% 19.9% 36.1% 37.8% 1.1% -1.8% 418.5K 19.6M -2.1M 0.49 6.33 N/A N/A 14,166 6,876 899,452 670,514 2019-05-03 $6.30 $6.50 32.1% 10.7% 19.0% 35.8% 37.8% 2.7% -0.8% 4.0M -74.5M -1.5M 0.60 3.77 N/A N/A 12,486 7,444 900,744 672,844 2019-05-06 $6.30 $6.50 32.5% 9.0% 19.0% 37.0% 31.6% 1.3% -0.0% 823.6K 9.1M -2.0M 0.36 2.72 N/A N/A 7,928 2,838 894,766 670,838 2019-05-07 $6.37 $6.50 34.6% 9.6% 19.6% 43.8% 33.7% 2.6% -2.2% 1.4M -6.5M -2.1M 0.86 3.61 N/A N/A 13,374 11,496 899,236 672,166 2019-05-08 $6.28 $6.50 31.4% 9.2% 19.0% 33.7% 33.0% 1.7% -0.4% 4.5M -77.2M -1.4M 0.42 4.86 N/A N/A 23,324 9,768 905,264 680,642 2019-05-09 $6.20 $6.50 30.8% 9.2% 19.2% 31.7% 32.0% 0.3% -1.9% 62.7K 32.2M -2.0M 0.77 3.11 N/A N/A 19,004 14,606 907,604 681,616 2019-05-10 $6.01 $6.50 29.8% 8.7% 21.0% 28.7% 31.2% 1.3% 0.8% -1.5M 69.6M -1.9M 0.42 3.43 N/A N/A 16,284 6,862 905,100 685,066 2019-05-13 $6.16 $6.50 30.6% 9.4% 23.4% 31.2% 32.1% 0.9% 2.6% -291.5K 49.4M -1.9M 0.62 3.45 N/A N/A 21,994 13,584 894,858 678,358 2019-05-14 $6.23 $6.50 29.6% 8.8% 22.9% 28.1% 30.5% 0.1% 1.3% 3.9M -72.7M -1.4M 0.84 68.45 N/A N/A 24,970 20,978 917,366 686,556 2019-05-15 $6.24 $6.50 28.4% 8.5% 21.5% 24.1% 29.6% 1.2% 0.9% 535.6K 29.0M -1.9M 0.48 2.61 N/A N/A 9,228 4,394 916,986 684,654 2019-05-16 $6.09 $6.50 27.8% 8.3% 22.7% 22.2% 29.5% 0.2% 1.9% -4.8M 185.6M -1.3M 0.24 2.73 N/A N/A 19,124 4,620 918,800 686,428 2019-05-17 $6.09 $6.50 27.7% 8.2% 22.7% 21.8% 28.7% 1.4% 1.5% -255.1K 59.8M -1.8M 0.48 2.71 N/A N/A 16,030 7,710 927,078 686,766 2019-05-20 $6.09 $6.50 29.4% 8.5% 22.2% 27.5% 29.6% 1.8% -0.4% 486.9K 29.9M -1.8M 0.29 2.55 N/A N/A 8,442 2,474 870,118 651,926 2019-05-21 $6.07 $6.50 28.8% 8.3% 21.9% 25.5% 29.5% 1.8% -0.0% 36.6K 47.7M -1.8M 0.32 2.97 N/A N/A 19,824 6,326 873,532 653,422 2019-05-22 $5.95 $6.50 28.8% 8.3% 22.7% 25.6% 28.8% 1.4% 0.0% -527.6K 72.5M -1.7M 0.26 2.91 N/A N/A 18,816 4,882 877,318 656,444 2019-05-23 $6.01 $6.50 29.0% 8.3% 23.2% 26.2% 30.5% 0.4% -0.1% -141.6K 62.7M -1.8M 0.64 2.74 N/A N/A 15,696 10,066 882,952 657,042 2019-05-24 $5.95 $6.50 29.7% 8.6% 22.5% 28.2% 30.3% 1.0% -0.7% -628.8K 74.2M -1.8M 0.35 3.07 N/A N/A 22,984 7,960 887,536 663,744 2019-05-28 $5.85 $6.50 30.2% 8.6% 21.4% 29.9% 29.9% 2.8% -0.6% -1.1M 91.0M -1.7M 0.47 3.67 N/A N/A 19,878 9,440 888,080 662,812 2019-05-29 $5.88 $6.50 30.0% 8.5% 21.3% 29.3% 31.6% 0.6% -0.4% -1.0M 86.3M -1.7M 0.43 3.08 N/A N/A 43,528 18,916 898,654 670,396 2019-05-30 $5.88 $6.50 29.7% 8.4% 21.2% 28.3% 30.1% 0.5% -1.6% -588.3K 72.6M -1.8M 0.74 2.91 N/A N/A 27,240 20,288 934,676 676,796 2019-05-31 $6.21 $6.50 31.7% 9.3% 29.5% 34.4% 33.5% 1.7% -0.5% 1.6M -1.0M -2.0M 0.69 3.03 N/A N/A 43,300 29,724 943,906 672,052
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