GOLD Options History — April 2022 In April 2022, GOLD traded between $11.14 and $12.79. ATM implied volatility averaged 37.0%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 14.1% (HV 20d: 22.9%). Max pain ranged from $10.50 to $11.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.47.
Notable Days 2022-04-25 : Highest Volume — 163,614 contracts2022-04-21 : Largest IV spike — 6.3% change2022-04-26 : Highest IV Rank — 71.3%2022-04-26 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $12.17 $11.14 $12.79 $12.48 $11.20 Max Pain $10.82 $10.50 $11.25 $10.50 $11.25 ATM IV 37.0% 32.3% 43.2% 32.3% 42.1% Expected Move 10.6% 9.5% 12.4% 9.5% 12.2% HV 20d 22.9% 17.8% 28.5% 25.4% 27.2% HV 60d 36.4% 33.7% 38.9% 38.9% 35.3% IV Rank 43.7% 22.6% 71.3% 22.6% 66.7% IV Percentile 86.4% 63.5% 96.8% 63.5% 95.6% Term Structure -0.4% -2.2% 2.1% 2.1% -2.2% VWIV 38.4% 34.1% 45.0% 34.1% 45.0% Skew 25d -0.2% -1.7% 2.3% -1.1% 2.3% Skew 10d -0.9% -5.1% 3.2% -2.7% 2.9% Call IV 25d 38.5% 33.1% 43.4% 33.1% 42.6% Put IV 25d 38.2% 32.0% 45.2% 32.0% 44.9% Bid-Ask Spread % 2.79 2.16 3.66 2.64 3.11 Gamma HHI 0.14 0.09 0.44 0.44 0.10 Net GEX 21.8M 11.8M 51.6M 51.6M 14.0M Net DEX -693.4M -978.4M -331.0M -855.0M -336.0M Net VEX -4.6M -4.7M -4.5M -4.7M -4.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.28 0.75 0.34 0.43 Total Volume 113,975.1 70,972 163,614 89,708 74,180 Total OI 2,270,996.6 2,122,134 2,370,920 2,306,104 2,328,588
Daily Data (20 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 2022-04-01 $12.48 $10.50 32.3% 9.5% 25.4% 22.6% 34.1% -1.1% 2.1% 51.6M -855.0M -4.7M 0.34 2.64 N/A N/A 66,976 22,732 1,532,088 774,016 2022-04-04 $12.40 $10.50 33.3% 9.5% 23.9% 27.1% 35.2% -0.8% -0.4% 24.8M -794.0M -4.5M 0.59 2.77 N/A N/A 59,428 35,322 1,478,264 759,012 2022-04-05 $12.20 $10.50 33.7% 9.6% 24.3% 28.9% 34.9% -1.1% -0.6% 24.3M -709.4M -4.6M 0.53 2.72 N/A N/A 78,442 41,544 1,501,728 756,648 2022-04-06 $12.29 $10.50 34.3% 9.8% 21.5% 31.5% 35.7% -1.2% 0.0% 25.2M -735.5M -4.7M 0.75 2.74 N/A N/A 69,056 51,826 1,509,794 769,398 2022-04-07 $12.44 $10.50 35.0% 10.0% 21.7% 34.6% 36.1% -1.3% -0.3% 27.6M -810.9M -4.7M 0.43 2.63 N/A N/A 81,990 34,884 1,531,470 777,116 2022-04-08 $12.72 $10.50 35.8% 10.0% 22.8% 38.0% 36.5% -0.7% -0.5% 31.0M -955.1M -4.6M 0.36 2.16 N/A N/A 104,706 37,674 1,549,300 780,768 2022-04-11 $12.71 $10.50 36.4% 10.2% 19.2% 40.8% 37.6% -1.2% -0.4% 27.0M -909.8M -4.6M 0.55 2.56 N/A N/A 78,324 43,412 1,510,222 770,688 2022-04-12 $12.75 $10.50 36.6% 10.3% 19.2% 41.9% 37.4% -1.7% -1.0% 28.8M -950.0M -4.6M 0.28 2.52 N/A N/A 122,262 34,082 1,533,710 779,906 2022-04-13 $12.79 $10.50 35.3% 10.0% 18.8% 35.9% 37.1% -1.5% -0.6% 28.4M -978.4M -4.6M 0.41 2.87 N/A N/A 73,668 30,004 1,564,316 787,960 2022-04-14 $12.61 $11.00 35.3% 10.0% 18.7% 35.8% 36.4% -0.6% -0.4% 17.8M -900.1M -4.7M 0.37 2.21 N/A N/A 96,630 35,384 1,577,042 793,878 2022-04-18 $12.70 $11.00 36.0% 10.3% 17.8% 39.1% 36.9% -1.4% 0.4% 18.7M -812.4M -4.6M 0.29 2.77 N/A N/A 100,612 29,076 1,396,478 725,656 2022-04-19 $12.44 $11.00 35.0% 10.0% 18.3% 34.6% 37.0% -0.8% 0.4% 18.3M -729.3M -4.6M 0.49 2.74 N/A N/A 57,344 28,138 1,439,314 735,802 2022-04-20 $12.62 $11.00 34.8% 10.0% 18.8% 33.8% 35.9% -0.4% 0.8% 20.0M -795.7M -4.6M 0.47 2.74 N/A N/A 59,018 27,818 1,450,682 743,246 2022-04-21 $12.12 $11.00 37.0% 10.6% 23.8% 43.7% 38.1% -0.7% 0.4% 15.6M -617.4M -4.6M 0.31 3.66 N/A N/A 119,386 36,484 1,461,484 748,328 2022-04-22 $11.90 $11.00 38.8% 11.0% 24.6% 51.5% 39.7% 0.4% 0.5% 15.3M -552.9M -4.7M 0.36 2.99 N/A N/A 92,696 33,800 1,505,112 758,622 2022-04-25 $11.43 $11.00 40.8% 11.7% 28.2% 60.5% 42.3% 1.6% -1.0% 12.7M -406.7M -4.6M 0.58 3.08 N/A N/A 103,440 60,174 1,474,642 746,670 2022-04-26 $11.21 $11.25 43.2% 12.4% 28.5% 71.3% 44.5% 1.8% -2.0% 12.1M -354.8M -4.6M 0.71 2.80 N/A N/A 55,046 38,918 1,499,286 761,456 2022-04-27 $11.14 $11.25 43.1% 12.3% 27.8% 71.0% 44.6% 1.9% -1.8% 11.9M -331.0M -4.6M 0.71 3.27 N/A N/A 55,140 38,914 1,514,046 776,682 2022-04-28 $11.21 $11.25 41.6% 12.0% 27.2% 64.2% 43.1% 1.7% -2.1% 11.8M -333.9M -4.6M 0.41 2.85 N/A N/A 50,236 20,736 1,516,336 800,178 2022-04-29 $11.20 $11.25 42.1% 12.2% 27.2% 66.7% 45.0% 2.3% -2.2% 14.0M -336.0M -4.6M 0.43 3.11 N/A N/A 51,858 22,322 1,526,576 802,012
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