GOLD Options History — August 2020 In August 2020, GOLD traded between $13.04 and $15.03. ATM implied volatility averaged 46.5%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 4.9% (HV 20d: 51.4%). Max pain ranged from $12.00 to $14.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.49.
Notable Days 2020-08-17 : Highest Volume — 411,440 contracts2020-08-17 : Largest IV spike — 7.3% change2020-08-05 : Highest IV Rank — 35.4%2020-08-05 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.39 $13.04 $15.03 $14.35 $14.84 Max Pain $12.75 $12.00 $14.00 $13.50 $14.00 ATM IV 46.5% 43.6% 50.3% 47.8% 46.3% Expected Move 13.2% 12.1% 15.2% 13.6% 12.6% HV 20d 51.4% 33.3% 63.9% 34.3% 61.4% HV 60d 41.6% 37.0% 45.5% 37.8% 43.4% IV Rank 30.0% 25.9% 35.4% 31.8% 29.7% IV Percentile 59.9% 50.8% 78.2% 65.9% 55.6% Term Structure 0.2% -2.1% 1.6% -1.5% 0.4% VWIV 47.2% 43.9% 53.6% 48.0% 45.1% Skew 25d -1.9% -2.9% -0.2% -1.7% -2.5% Skew 10d -4.3% -8.0% 1.4% -4.7% -6.7% Call IV 25d 48.5% 44.5% 52.9% 48.6% 49.3% Put IV 25d 46.6% 44.0% 50.5% 47.0% 46.9% Bid-Ask Spread % 4.23 2.26 10.87 8.42 3.15 Gamma HHI 0.13 0.10 0.21 0.13 0.11 Net GEX 9.1M 2.3M 16.6M 8.8M 8.9M Net DEX -696.1M -941.3M -352.0M -705.1M -685.7M Net VEX -4.0M -4.6M -3.5M -3.5M -4.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.29 0.83 0.30 0.29 Total Volume 157,669.429 52,554 411,440 63,934 127,290 Total OI 2,167,526.476 1,888,110 2,421,970 1,888,110 2,332,032
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 2020-08-03 $14.35 $13.50 47.8% 13.6% 34.3% 31.8% 48.0% -1.7% -1.5% 8.8M -705.1M -3.5M 0.30 8.42 N/A N/A 49,026 14,908 998,996 889,114 2020-08-04 $14.87 $13.50 48.7% 14.1% 35.8% 33.2% 51.1% -2.8% -1.2% 11.3M -823.7M -3.6M 0.35 4.41 N/A N/A 83,864 28,964 1,015,130 899,524 2020-08-05 $14.94 $13.50 50.3% 15.2% 35.0% 35.4% 53.6% -1.4% -1.0% 11.6M -844.2M -3.5M 0.38 10.87 N/A N/A 94,714 36,400 1,019,768 907,630 2020-08-06 $14.72 $12.00 50.0% 13.9% 35.5% 34.9% 50.3% -2.4% -1.9% 11.2M -782.2M -3.6M 0.48 6.43 N/A N/A 70,720 33,844 1,035,400 931,938 2020-08-07 $14.45 $12.00 49.2% 13.7% 35.4% 33.8% 49.0% -1.6% -2.1% 14.1M -715.7M -3.7M 0.47 4.02 N/A N/A 97,334 45,486 1,054,926 947,676 2020-08-10 $14.32 $12.00 45.8% 13.1% 33.3% 29.0% 46.6% -2.7% 0.5% 9.0M -677.2M -3.6M 0.39 2.83 N/A N/A 92,584 36,410 1,033,626 954,704 2020-08-11 $13.04 $12.00 48.7% 13.7% 47.4% 33.2% 49.6% -2.7% -0.4% 2.7M -352.0M -3.7M 0.57 4.69 N/A N/A 155,202 87,902 1,057,534 973,044 2020-08-12 $13.11 $12.00 46.8% 13.4% 47.4% 30.4% 48.0% -1.7% -0.1% 2.7M -384.8M -3.9M 0.73 8.10 N/A N/A 57,028 41,704 1,107,146 996,492 2020-08-13 $13.56 $12.00 45.7% 13.2% 48.7% 28.8% 47.0% -1.2% 1.4% 4.6M -500.8M -4.0M 0.30 4.01 N/A N/A 68,910 20,712 1,131,732 1,025,498 2020-08-14 $13.47 $12.00 44.1% 12.7% 47.9% 26.5% 45.5% -0.2% 0.8% 7.3M -472.2M -4.0M 0.71 3.54 N/A N/A 30,768 21,786 1,153,154 1,035,212 2020-08-17 $14.99 $12.50 47.3% 13.6% 60.7% 31.1% 48.0% -2.7% 0.6% 14.0M -926.2M -3.9M 0.34 2.26 N/A N/A 307,574 103,866 1,116,526 1,014,800 2020-08-18 $15.03 $12.50 46.4% 13.3% 60.7% 29.9% 47.9% -2.9% 1.4% 16.6M -941.3M -4.0M 0.44 2.74 N/A N/A 171,684 75,646 1,192,792 1,059,440 2020-08-19 $14.46 $12.50 46.8% 13.4% 62.4% 30.3% 48.1% -1.8% 1.0% 10.2M -740.1M -4.2M 0.80 5.34 N/A N/A 143,904 115,712 1,222,262 1,096,708 2020-08-20 $14.98 $13.00 44.9% 12.8% 63.2% 27.7% 45.8% -0.4% 1.6% 15.5M -908.9M -4.2M 0.51 2.39 N/A N/A 116,542 58,908 1,237,474 1,141,354 2020-08-21 $14.61 $13.00 44.5% 12.6% 63.9% 27.2% 45.5% -1.7% 1.5% 2.3M -769.7M -4.3M 0.64 2.44 N/A N/A 84,468 53,960 1,255,650 1,166,320 2020-08-24 $14.48 $13.00 44.4% 12.1% 61.4% 26.9% 44.0% -2.3% -0.1% 7.4M -685.8M -4.2M 0.51 2.70 N/A N/A 92,026 47,080 1,125,832 1,071,508 2020-08-25 $14.35 $13.00 43.6% 12.2% 61.4% 25.9% 43.9% -1.8% 0.3% 7.4M -646.4M -4.3M 0.51 2.79 N/A N/A 123,868 63,244 1,159,834 1,105,294 2020-08-26 $14.64 $13.00 44.8% 12.5% 61.1% 27.6% 44.2% -1.8% 0.7% 9.6M -748.6M -4.4M 0.34 2.54 N/A N/A 82,664 28,382 1,189,628 1,146,362 2020-08-27 $14.35 $13.25 45.5% 12.4% 61.2% 28.5% 45.3% -2.6% 0.6% 7.0M -649.2M -4.4M 0.36 2.68 N/A N/A 99,456 35,732 1,211,126 1,157,406 2020-08-28 $14.60 $13.50 45.5% 12.5% 61.1% 28.6% 44.8% -1.9% 0.8% 9.0M -658.3M -4.5M 0.83 2.53 N/A N/A 115,220 95,566 1,176,042 1,171,422 2020-08-31 $14.84 $14.00 46.3% 12.6% 61.4% 29.7% 45.1% -2.5% 0.4% 8.9M -685.7M -4.6M 0.29 3.15 N/A N/A 98,882 28,408 1,123,986 1,208,046
« Jul 2020 | All History | Sep 2020 » Home GOLD History August 2020