GOLD Options History — August 2022 In August 2022, GOLD traded between $14.86 and $16.85. ATM implied volatility averaged 38.0%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 5.3% (HV 20d: 32.7%). Max pain ranged from $17.00 to $20.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.40.
Notable Days 2022-08-08 : Highest Volume — 97,861 contracts2022-08-10 : Largest IV drop — 7.6% change2022-08-03 : Highest IV Rank — 77.4%2022-08-02 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $16.00 $14.86 $16.85 $15.74 $14.86 Max Pain $19.22 $17.00 $20.00 $17.00 $18.00 ATM IV 38.0% 34.5% 44.5% 43.1% 39.0% Expected Move 10.8% 9.9% 12.7% 12.4% 11.2% HV 20d 32.7% 28.4% 37.5% 32.7% 34.2% HV 60d 149.6% 149.3% 150.0% 150.0% 149.7% IV Rank 48.1% 32.5% 77.4% 71.1% 52.5% IV Percentile 70.5% 50.0% 97.6% 94.8% 78.2% Term Structure -0.4% -2.6% 1.4% -1.9% -0.1% VWIV 38.4% 35.0% 44.8% 43.4% 40.4% Skew 25d 2.3% 0.3% 4.1% 2.4% 2.2% Skew 10d 4.7% 1.0% 30.8% 5.0% 3.9% Call IV 25d 37.6% 33.4% 43.0% 42.6% 38.9% Put IV 25d 39.8% 35.5% 46.3% 45.0% 41.1% Bid-Ask Spread % 1.98 1.35 2.88 1.87 1.66 Gamma HHI 0.10 0.07 0.25 0.07 0.11 Net GEX 1.3M -5.0M 4.0M 1.0M -408.2K Net DEX 194.9M 114.6M 277.9M 210.5M 263.8M Net VEX -2.8M -3.0M -2.5M -2.8M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.18 0.86 0.49 0.86 Total Volume 51,320.304 20,008 97,861 48,909 43,453 Total OI 1,287,111.217 1,203,371 1,350,069 1,203,371 1,298,040
Daily Data (23 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 2022-08-01 $15.74 $17.00 43.1% 12.4% 32.7% 71.1% 43.4% 2.4% -1.9% 1.0M 210.5M -2.8M 0.49 1.87 N/A N/A 32,796 16,113 755,756 447,615 2022-08-02 $15.56 $17.00 43.6% 12.7% 30.0% 73.1% 44.8% 2.9% -1.6% 786.9K 232.1M -2.7M 0.33 1.99 N/A N/A 46,922 15,704 765,518 450,981 2022-08-03 $15.21 $17.00 44.5% 12.7% 30.4% 77.4% 44.3% 4.1% -2.6% -41.3K 268.9M -2.5M 0.62 2.19 N/A N/A 47,784 29,803 776,939 454,594 2022-08-04 $15.77 $20.00 43.7% 11.9% 33.6% 73.8% 41.5% 2.1% -1.8% 2.5M 200.4M -2.8M 0.33 2.43 N/A N/A 62,825 21,012 792,247 472,035 2022-08-05 $15.52 $20.00 42.9% 11.6% 33.8% 70.0% 42.8% 4.0% -1.9% -111.1K 238.1M -2.8M 0.85 1.97 N/A N/A 44,837 37,969 805,198 480,156 2022-08-08 $16.22 $20.00 40.2% 11.3% 37.5% 58.2% 39.9% 2.1% -0.7% 2.2M 169.4M -3.0M 0.45 2.34 N/A N/A 67,443 30,418 792,469 493,728 2022-08-09 $16.38 $20.00 39.0% 11.1% 36.2% 52.7% 38.7% 3.5% 0.2% 2.4M 164.1M -3.0M 0.64 1.85 N/A N/A 23,715 15,120 803,172 505,698 2022-08-10 $16.49 $20.00 36.1% 10.5% 36.3% 39.3% 36.7% 3.4% 0.8% 3.3M 148.5M -3.0M 0.43 1.76 N/A N/A 38,994 16,794 809,684 508,257 2022-08-11 $16.38 $20.00 35.8% 10.5% 33.3% 38.0% 36.1% 2.7% 1.4% 2.7M 167.6M -2.9M 0.18 1.74 N/A N/A 43,513 7,677 813,571 517,607 2022-08-12 $16.73 $20.00 34.6% 10.0% 33.3% 32.9% 35.6% 2.5% -0.3% 1.7M 114.6M -3.0M 0.35 1.95 N/A N/A 41,976 14,575 823,555 521,442 2022-08-15 $16.64 $20.00 34.7% 10.0% 33.0% 33.1% 35.3% 2.2% 0.5% 1.7M 151.9M -2.9M 0.37 1.35 N/A N/A 21,941 8,194 809,083 507,591 2022-08-16 $16.85 $20.00 34.5% 9.9% 33.0% 32.5% 35.7% 2.2% -0.1% 2.3M 126.2M -3.0M 0.25 1.38 N/A N/A 23,201 5,785 813,582 510,196 2022-08-17 $16.47 $20.00 34.7% 9.9% 31.5% 33.2% 35.1% 0.3% -0.1% 2.1M 178.0M -2.9M 0.18 2.25 N/A N/A 49,555 8,748 817,531 511,641 2022-08-18 $16.41 $20.00 34.5% 9.9% 31.5% 32.5% 35.1% 1.4% -0.5% 2.6M 161.9M -2.9M 0.28 1.68 N/A N/A 15,665 4,343 826,818 515,319 2022-08-19 $16.06 $20.00 34.7% 9.9% 32.1% 33.2% 35.0% 1.3% 0.3% 1.9M 201.8M -2.8M 0.36 1.69 N/A N/A 27,870 10,030 832,561 517,508 2022-08-22 $16.15 $20.00 35.7% 10.2% 29.9% 37.9% 35.9% 2.5% 0.1% 650.3K 202.4M -2.7M 0.27 1.75 N/A N/A 31,674 8,478 747,121 470,583 2022-08-23 $16.22 $19.00 36.5% 10.4% 28.7% 41.3% 37.6% 1.8% -0.2% 2.1M 166.1M -2.9M 0.37 2.16 N/A N/A 29,412 10,945 764,941 474,693 2022-08-24 $16.34 $19.00 36.3% 10.3% 28.6% 40.2% 37.7% 2.4% -0.3% 2.5M 169.8M -2.8M 0.21 1.95 N/A N/A 30,053 6,302 774,227 481,908 2022-08-25 $16.30 $19.00 35.4% 10.0% 28.4% 36.6% 35.7% 2.0% -0.0% 4.0M 159.9M -3.0M 0.40 2.18 N/A N/A 20,958 8,358 785,823 484,473 2022-08-26 $15.48 $19.00 37.4% 10.6% 34.0% 45.4% 38.1% 0.9% -0.3% -5.0M 252.6M -2.7M 0.29 2.10 N/A N/A 47,073 13,833 796,665 489,649 2022-08-29 $15.35 $19.00 38.1% 10.8% 34.1% 48.7% 38.6% 1.0% 0.2% -790.6K 256.7M -2.6M 0.40 2.88 N/A N/A 39,447 15,929 787,339 488,438 2022-08-30 $14.97 $18.00 38.9% 11.1% 35.0% 52.0% 39.8% 2.0% 0.3% -101.5K 277.9M -2.6M 0.30 2.33 N/A N/A 33,256 9,874 809,735 497,871 2022-08-31 $14.86 $18.00 39.0% 11.2% 34.2% 52.5% 40.4% 2.2% -0.1% -408.2K 263.8M -2.5M 0.86 1.66 N/A N/A 23,338 20,115 818,845 479,195
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