GOLD Options History — April 2021 In April 2021, GOLD traded between $10.18 and $11.37. ATM implied volatility averaged 32.4%, placing in the 2.7% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 5.2% (HV 20d: 27.2%). Max pain ranged from $10.00 to $10.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.33.
Notable Days 2021-04-15 : Highest Volume — 255,458 contracts2021-04-28 : Largest IV spike — 5.0% change2021-04-20 : Highest IV Rank — 8.8%2021-04-20 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.77 $10.18 $11.37 $10.18 $10.64 Max Pain $10.48 $10.00 $10.50 $10.00 $10.50 ATM IV 32.4% 31.1% 34.8% 34.8% 31.5% Expected Move 9.2% 8.7% 9.6% 8.7% 9.3% HV 20d 27.2% 24.0% 29.7% 27.4% 24.0% HV 60d 32.1% 30.6% 33.2% 32.6% 30.9% IV Rank 2.7% 0.0% 8.8% 6.6% 1.6% IV Percentile 2.0% 0.0% 7.1% 3.6% 1.2% Term Structure -0.1% -2.2% 2.7% 2.7% -0.7% VWIV 33.0% 31.2% 34.9% 31.2% 33.0% Skew 25d -1.5% -3.8% 0.6% 0.1% -1.6% Skew 10d -3.1% -8.5% 3.8% 3.8% -5.6% Call IV 25d 34.2% 32.9% 35.9% 34.9% 33.0% Put IV 25d 32.7% 30.6% 35.5% 35.1% 31.4% Bid-Ask Spread % 3.22 2.53 4.61 2.81 2.62 Gamma HHI 0.11 0.09 0.17 0.09 0.10 Net GEX 9.9M 5.6M 14.4M 6.4M 5.6M Net DEX -191.4M -408.9M -8.8M -8.8M -89.8M Net VEX -5.8M -6.2M -5.2M -5.2M -5.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.13 0.69 0.26 0.30 Total Volume 100,714.667 59,022 255,458 101,272 59,022 Total OI 2,788,230.286 2,600,982 2,937,114 2,652,182 2,937,114
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 2021-04-01 $10.18 $10.00 34.8% 8.7% 27.4% 6.6% 31.2% 0.1% 2.7% 6.4M -8.8M -5.2M 0.26 2.81 N/A N/A 80,444 20,828 1,571,276 1,080,906 2021-04-05 $10.31 $10.50 33.5% 9.5% 27.4% 3.4% 34.2% 0.6% -1.2% 6.8M -44.8M -5.3M 0.40 2.98 N/A N/A 75,810 30,314 1,531,530 1,069,452 2021-04-06 $10.44 $10.50 33.5% 9.4% 27.1% 3.3% 33.5% -1.6% -0.8% 8.9M -98.8M -5.5M 0.30 2.87 N/A N/A 82,726 24,432 1,582,362 1,097,528 2021-04-07 $10.35 $10.50 32.6% 9.2% 26.1% 1.3% 32.8% -0.4% -0.8% 8.5M -53.9M -5.5M 0.13 2.94 N/A N/A 72,124 9,034 1,604,432 1,106,286 2021-04-08 $10.53 $10.50 32.6% 9.0% 26.8% 1.4% 32.7% -0.8% -1.0% 12.6M -151.9M -5.6M 0.34 3.63 N/A N/A 59,804 20,354 1,643,036 1,109,954 2021-04-09 $10.56 $10.50 32.3% 9.0% 26.6% 0.2% 33.2% -1.4% -1.2% 14.2M -165.2M -5.7M 0.28 2.93 N/A N/A 79,164 22,404 1,662,764 1,121,274 2021-04-12 $10.45 $10.50 31.8% 9.1% 26.9% 0.0% 32.1% -1.4% -0.0% 9.2M -90.7M -5.5M 0.69 2.83 N/A N/A 50,814 34,982 1,637,774 1,110,958 2021-04-13 $10.52 $10.50 31.6% 9.1% 26.1% 0.0% 32.8% -0.6% 1.1% 10.3M -117.9M -5.7M 0.46 2.53 N/A N/A 58,308 26,930 1,653,106 1,136,242 2021-04-14 $10.55 $10.50 31.6% 9.1% 26.1% 0.1% 32.7% -0.6% -0.1% 11.2M -124.6M -5.7M 0.27 3.07 N/A N/A 48,720 13,104 1,669,642 1,149,532 2021-04-15 $11.03 $10.50 31.6% 9.0% 29.7% 0.2% 32.7% -1.8% -0.2% 14.2M -353.0M -5.9M 0.21 2.74 N/A N/A 210,914 44,544 1,676,860 1,152,286 2021-04-16 $11.12 $10.50 31.1% 9.0% 29.0% 0.0% 32.6% -1.6% 0.2% 9.9M -390.8M -6.0M 0.21 3.67 N/A N/A 187,722 39,894 1,700,820 1,160,636 2021-04-19 $11.04 $10.50 32.5% 9.2% 29.2% 4.6% 33.0% -1.6% -1.0% 9.8M -258.3M -5.9M 0.36 4.44 N/A N/A 77,348 27,908 1,621,744 1,091,572 2021-04-20 $11.19 $10.50 33.8% 9.6% 28.7% 8.8% 34.9% -2.4% -0.3% 11.7M -325.4M -6.1M 0.24 4.61 N/A N/A 74,308 17,584 1,659,696 1,103,058 2021-04-21 $11.37 $10.50 32.6% 9.3% 27.7% 4.8% 34.4% -1.9% 0.1% 14.4M -408.9M -6.2M 0.29 3.49 N/A N/A 80,102 22,858 1,688,460 1,111,402 2021-04-22 $11.21 $10.50 32.4% 9.2% 28.3% 4.4% 33.4% -1.1% 1.6% 12.9M -338.4M -6.0M 0.31 3.57 N/A N/A 53,538 16,374 1,709,552 1,113,426 2021-04-23 $11.10 $10.50 31.4% 8.9% 27.2% 0.8% 32.3% -2.2% 1.3% 10.2M -287.4M -6.1M 0.46 2.97 N/A N/A 50,824 23,262 1,721,290 1,120,370 2021-04-26 $11.08 $10.50 31.7% 9.1% 27.2% 2.2% 33.0% -2.5% -0.9% 9.9M -265.4M -6.0M 0.47 3.05 N/A N/A 49,994 23,622 1,696,132 1,105,156 2021-04-27 $10.85 $10.50 31.1% 9.1% 28.7% 0.0% 32.5% -3.6% 0.7% 6.8M -165.8M -5.9M 0.25 2.94 N/A N/A 64,886 16,402 1,716,812 1,127,248 2021-04-28 $10.87 $10.50 32.6% 9.2% 24.6% 6.4% 33.6% -3.8% -2.2% 8.1M -182.1M -5.9M 0.42 3.79 N/A N/A 45,536 19,042 1,750,640 1,136,608 2021-04-29 $10.68 $10.50 32.9% 9.3% 25.4% 7.4% 33.2% -0.2% 1.0% 5.6M -97.0M -5.8M 0.20 3.16 N/A N/A 82,448 16,580 1,770,594 1,143,306 2021-04-30 $10.64 $10.50 31.5% 9.3% 24.0% 1.6% 33.0% -1.6% -0.7% 5.6M -89.8M -5.8M 0.30 2.62 N/A N/A 45,304 13,718 1,790,542 1,146,572
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