GOLD Options History — June 2022 In June 2022, GOLD traded between $10.18 and $21.03. ATM implied volatility averaged 36.4%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 176.0% (HV 20d: 212.5%). Max pain ranged from $10.50 to $23.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.46.
Notable Days 2022-06-10 : Highest Volume — 113,757 contracts2022-06-13 : Largest IV spike — 14.2% change2022-06-16 : Highest IV Rank — 64.7%2022-06-16 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.75 $10.18 $21.03 $10.18 $17.76 Max Pain $19.19 $10.50 $23.00 $10.50 $20.00 ATM IV 36.4% 31.4% 41.7% 33.7% 38.1% Expected Move 10.4% 9.1% 12.0% 10.0% 11.0% HV 20d 212.5% 35.1% 255.9% 36.1% 255.9% HV 60d 126.0% 29.4% 149.6% 29.4% 149.6% IV Rank 41.1% 18.4% 64.7% 28.8% 48.6% IV Percentile 75.7% 44.8% 94.8% 63.1% 84.5% Term Structure -0.1% -1.0% 0.7% -0.8% -0.1% VWIV 37.5% 31.9% 43.3% 35.6% 40.0% Skew 25d 2.6% 2.0% 3.4% 3.1% 2.1% Skew 10d 5.8% 3.2% 8.3% 7.1% 4.8% Call IV 25d 36.4% 31.4% 42.7% 33.3% 38.6% Put IV 25d 39.0% 33.5% 45.1% 36.4% 40.7% Bid-Ask Spread % 2.54 1.98 3.13 2.51 2.33 Gamma HHI 0.08 0.07 0.11 0.07 0.08 Net GEX 3.8M -1.2M 12.6M 4.4M -1.2M Net DEX 23.8M -148.3M 200.2M -22.4M 200.2M Net VEX -3.5M -3.8M -2.9M -3.6M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.18 0.88 0.34 0.39 Total Volume 61,954.381 32,584 113,757 66,088 59,169 Total OI 1,373,104.048 1,028,519 2,311,834 2,288,652 1,091,112
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 2022-06-01 $10.18 $10.50 33.7% 10.0% 36.1% 28.8% 35.6% 3.1% -0.8% 4.4M -22.4M -3.6M 0.34 2.51 N/A N/A 49,436 16,652 1,474,770 813,882 2022-06-02 $10.48 $11.50 32.7% 9.3% 35.9% 24.4% 35.5% 2.8% -0.7% 8.3M -122.3M -3.7M 0.42 2.33 N/A N/A 55,432 23,508 1,488,358 815,116 2022-06-03 $10.34 $11.50 33.3% 9.3% 35.1% 27.1% 32.5% 3.0% -0.6% 5.8M -63.7M -3.6M 0.66 2.48 N/A N/A 47,310 31,136 1,490,876 820,958 2022-06-06 $10.24 $11.50 32.2% 9.4% 35.1% 22.0% 31.9% 3.0% 0.7% 4.1M -18.7M -3.5M 0.88 2.47 N/A N/A 28,498 25,046 1,479,554 822,014 2022-06-07 $20.71 $23.00 32.0% 9.2% 253.0% 21.3% 33.1% 2.6% 0.4% 5.4M -55.7M -3.5M 0.18 1.98 N/A N/A 61,824 10,970 743,772 415,664 2022-06-08 $20.77 $22.00 31.4% 9.1% 252.7% 18.4% 32.5% 2.1% 0.4% 7.7M -89.8M -3.6M 0.43 2.44 N/A N/A 22,796 9,788 776,444 419,831 2022-06-09 $20.15 $21.00 33.2% 9.6% 253.5% 26.3% 34.5% 2.6% 0.2% 3.4M 19.4M -3.4M 0.60 2.57 N/A N/A 38,003 22,802 783,081 421,998 2022-06-10 $21.03 $21.00 35.4% 10.1% 251.8% 36.3% 35.9% 2.1% 0.3% 12.6M -148.3M -3.8M 0.23 2.25 N/A N/A 92,193 21,564 796,250 435,128 2022-06-13 $20.16 $21.00 40.4% 11.6% 253.2% 58.9% 41.1% 3.4% -0.3% 5.1M -4.8M -3.6M 0.33 3.13 N/A N/A 51,283 17,030 793,106 435,405 2022-06-14 $19.45 $21.00 41.1% 11.8% 254.2% 61.8% 41.4% 2.4% -0.8% 1.6M 101.0M -3.4M 0.57 2.45 N/A N/A 37,797 21,368 803,247 439,630 2022-06-15 $19.56 $21.00 38.8% 11.1% 254.1% 51.5% 41.9% 2.2% 0.2% 2.6M 85.1M -3.5M 0.35 3.13 N/A N/A 56,308 19,625 813,098 446,029 2022-06-16 $20.04 $21.00 41.7% 12.0% 253.0% 64.7% 43.3% 2.4% -1.0% 6.2M -21.2M -3.8M 0.25 2.90 N/A N/A 60,841 14,932 837,065 448,758 2022-06-17 $19.48 $21.00 39.7% 11.4% 254.0% 55.7% 40.9% 2.0% -0.2% 4.6M 91.8M -3.6M 0.38 2.21 N/A N/A 46,849 17,793 853,332 456,753 2022-06-21 $19.60 $21.00 36.9% 10.4% 253.9% 43.1% 37.0% 2.7% 0.3% 3.4M 7.1M -3.5M 0.38 2.84 N/A N/A 31,222 12,008 672,130 356,389 2022-06-22 $19.49 $21.00 37.2% 10.4% 254.0% 44.4% 37.4% 2.4% 0.1% 3.1M 18.4M -3.5M 0.35 2.97 N/A N/A 39,020 13,716 678,013 358,996 2022-06-23 $18.56 $21.00 39.1% 11.2% 255.6% 53.2% 39.8% 3.3% -0.3% 504.9K 125.1M -3.2M 0.54 3.06 N/A N/A 38,664 20,873 692,077 368,416 2022-06-24 $18.79 $21.00 37.4% 10.5% 255.4% 45.5% 37.5% 2.9% -0.3% 923.3K 91.5M -3.3M 0.49 2.32 N/A N/A 39,349 19,214 702,088 371,782 2022-06-27 $19.06 $21.00 36.6% 10.4% 254.6% 41.8% 36.5% 2.6% 0.7% 1.5M 67.7M -3.4M 0.50 2.50 N/A N/A 33,190 16,513 688,605 374,787 2022-06-28 $18.58 $21.00 37.2% 10.7% 255.1% 44.7% 38.1% 2.4% -0.5% 800.3K 105.8M -3.2M 0.71 2.08 N/A N/A 25,616 18,088 699,408 374,072 2022-06-29 $18.43 $20.00 37.3% 10.7% 255.2% 44.7% 41.3% 2.3% -0.7% -330.5K 133.8M -3.1M 0.68 2.39 N/A N/A 19,970 13,646 703,758 379,433 2022-06-30 $17.76 $20.00 38.1% 11.0% 255.9% 48.6% 40.0% 2.1% -0.1% -1.2M 200.2M -2.9M 0.39 2.33 N/A N/A 42,613 16,556 707,730 383,382
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