GOLD Options History — November 2022 In November 2022, GOLD traded between $13.21 and $16.45. ATM implied volatility averaged 40.0%, placing in the 55.4% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 19.2% (HV 20d: 59.2%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.45.
Notable Days 2022-11-03 : Highest Volume — 139,471 contracts2022-11-08 : Largest IV spike — 7.2% change2022-11-08 : Highest IV Rank — 76.6%2022-11-01 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $15.55 $13.21 $16.45 $15.16 $16.38 Max Pain $15.90 $15.00 $16.00 $15.00 $16.00 ATM IV 40.0% 35.0% 44.6% 44.3% 35.0% Expected Move 11.6% 10.0% 13.0% 13.0% 10.4% HV 20d 59.2% 32.2% 66.5% 32.2% 66.5% HV 60d 44.7% 33.2% 47.6% 33.2% 47.6% IV Rank 55.4% 31.8% 76.6% 75.2% 31.8% IV Percentile 63.5% 28.6% 89.3% 88.5% 28.6% Term Structure -0.2% -1.7% 1.6% -1.7% 0.4% VWIV 41.2% 36.0% 46.1% 45.7% 36.8% Skew 25d 2.0% 1.0% 3.8% 3.8% 1.9% Skew 10d 3.4% 1.6% 6.2% 4.7% 3.4% Call IV 25d 39.8% 34.7% 44.3% 42.6% 34.7% Put IV 25d 41.8% 36.6% 46.3% 46.3% 36.6% Bid-Ask Spread % 2.39 1.57 7.17 2.20 2.07 Gamma HHI 0.10 0.08 0.12 0.09 0.11 Net GEX 4.1M -650.6K 10.2M 2.5M 6.8M Net DEX 9.4M -161.4M 246.7M 82.9M -95.3M Net VEX -2.8M -3.2M -2.1M -2.6M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.25 1.15 0.60 0.31 Total Volume 55,089.095 11,547 139,471 26,059 58,760 Total OI 1,398,681.524 1,328,401 1,450,112 1,328,401 1,402,593
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 2022-11-01 $15.16 $15.00 44.3% 13.0% 32.2% 75.2% 45.7% 3.8% -1.7% 2.5M 82.9M -2.6M 0.60 2.20 N/A N/A 16,270 9,789 888,970 439,431 2022-11-02 $14.58 $15.00 42.7% 12.7% 34.6% 67.9% 46.1% 2.1% -1.1% 1.1M 121.1M -2.6M 0.82 3.11 N/A N/A 25,302 20,731 895,868 442,809 2022-11-03 $13.21 $16.00 44.1% 12.7% 47.6% 74.2% 45.7% 2.9% -0.9% -650.6K 246.7M -2.1M 0.38 2.25 N/A N/A 100,931 38,540 906,360 450,029 2022-11-04 $14.15 $16.00 41.8% 11.8% 54.0% 63.5% 42.1% 1.2% -1.5% 282.9K 170.0M -2.4M 0.25 2.22 N/A N/A 71,680 17,879 940,896 465,135 2022-11-07 $14.54 $16.00 41.6% 11.7% 55.0% 62.6% 42.4% 3.0% -0.8% 1.4M 119.5M -2.5M 0.47 1.74 N/A N/A 36,123 16,913 932,625 457,233 2022-11-08 $15.68 $16.00 44.6% 12.8% 61.3% 76.6% 45.2% 1.7% -0.1% 5.1M -41.1M -3.0M 0.35 2.08 N/A N/A 81,316 28,288 944,177 463,355 2022-11-09 $15.38 $16.00 44.1% 12.8% 61.7% 74.2% 46.0% 2.3% 0.8% 4.3M -19.0M -3.0M 0.47 2.00 N/A N/A 25,888 12,158 954,359 471,065 2022-11-10 $16.42 $16.00 41.3% 12.2% 64.9% 61.0% 42.4% 2.6% 1.6% 8.5M -157.4M -3.2M 0.32 1.82 N/A N/A 72,723 23,308 956,246 472,686 2022-11-11 $16.45 $16.00 41.2% 12.1% 63.3% 61.0% 42.7% 2.1% 1.6% 10.2M -161.4M -3.1M 0.40 2.11 N/A N/A 32,776 13,104 965,477 478,918 2022-11-14 $16.26 $16.00 41.0% 11.8% 63.2% 59.8% 42.0% 2.3% -0.4% 7.0M -97.1M -3.0M 0.44 2.18 N/A N/A 28,884 12,717 943,615 468,981 2022-11-15 $16.05 $16.00 41.8% 12.0% 63.5% 63.4% 42.2% 2.4% -0.9% 6.2M -70.5M -3.0M 0.32 2.36 N/A N/A 29,158 9,467 946,454 470,285 2022-11-16 $15.83 $16.00 40.2% 11.5% 63.1% 56.3% 40.9% 1.7% 0.5% 5.3M -29.2M -2.8M 0.42 2.12 N/A N/A 21,191 8,961 955,282 471,551 2022-11-17 $15.52 $16.00 39.6% 11.3% 63.7% 53.2% 40.0% 1.4% -0.2% 3.5M 19.1M -2.7M 0.72 1.57 N/A N/A 25,896 18,562 961,895 475,017 2022-11-18 $15.59 $16.00 38.5% 11.0% 62.3% 48.2% 38.7% 2.9% 0.8% 3.7M 18.5M -2.7M 0.38 7.17 N/A N/A 26,129 10,000 969,178 480,934 2022-11-21 $15.30 $16.00 38.3% 11.0% 62.8% 47.3% 38.7% 1.9% -0.9% 1.9M 86.2M -2.6M 1.15 2.05 N/A N/A 24,303 28,062 896,565 441,990 2022-11-22 $16.02 $16.00 36.7% 10.6% 64.7% 39.7% 37.6% 1.6% 0.1% 3.6M 1.5M -2.8M 0.28 2.22 N/A N/A 52,086 14,620 909,866 462,263 2022-11-23 $16.28 $16.00 35.4% 10.0% 64.1% 33.6% 36.0% 1.0% -0.6% 4.9M -34.4M -2.9M 0.30 2.24 N/A N/A 33,674 9,977 921,962 465,791 2022-11-25 $16.20 $16.00 35.3% 10.1% 64.1% 33.4% 36.2% 1.1% 0.2% 4.2M -34.6M -2.9M 0.33 2.14 N/A N/A 8,694 2,853 936,125 467,915 2022-11-28 $15.57 $16.00 36.5% 10.9% 65.6% 38.7% 38.0% 1.8% 0.2% 2.1M 63.3M -2.7M 0.50 1.91 N/A N/A 27,445 13,818 927,344 463,051 2022-11-29 $15.89 $16.00 36.9% 11.0% 65.8% 40.9% 39.6% 1.2% -0.5% 4.2M 8.1M -2.9M 0.25 2.63 N/A N/A 38,293 9,602 933,996 474,020 2022-11-30 $16.38 $16.00 35.0% 10.4% 66.5% 31.8% 36.8% 1.9% 0.4% 6.8M -95.3M -3.0M 0.31 2.07 N/A N/A 44,688 14,072 941,064 461,529
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