GOLD Options History — April 2023 In April 2023, GOLD traded between $18.79 and $20.14. ATM implied volatility averaged 35.2%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 6.9% (HV 20d: 28.3%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.40.
Notable Days 2023-04-04 : Highest Volume — 250,157 contracts2023-04-04 : Largest IV spike — 6.6% change2023-04-05 : Highest IV Rank — 37.8%2023-04-11 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $19.36 $18.79 $20.14 $18.79 $19.02 Max Pain $17.37 $17.00 $18.00 $17.00 $18.00 ATM IV 35.2% 32.6% 38.3% 35.4% 32.6% Expected Move 10.0% 9.1% 10.7% 9.4% 9.1% HV 20d 28.3% 23.2% 37.9% 37.9% 23.3% HV 60d 33.6% 32.6% 34.6% 33.8% 32.6% IV Rank 21.0% 6.5% 37.8% 22.0% 6.9% IV Percentile 25.1% 3.2% 60.3% 26.6% 3.6% Term Structure -0.2% -1.1% 0.5% -0.2% 0.0% VWIV 35.7% 32.6% 39.2% 34.8% 32.6% Skew 25d 0.3% -1.0% 1.8% 0.3% 1.8% Skew 10d 0.0% -3.7% 3.1% -1.5% 2.6% Call IV 25d 36.1% 32.2% 40.0% 36.7% 32.7% Put IV 25d 36.4% 33.6% 39.4% 37.1% 34.5% Bid-Ask Spread % 3.60 2.32 16.04 3.45 2.32 Gamma HHI 0.14 0.12 0.18 0.13 0.13 Net GEX 14.7M 8.9M 22.7M 14.1M 8.9M Net DEX -511.3M -716.1M -367.8M -472.3M -367.8M Net VEX -4.1M -4.5M -3.9M -4.0M -3.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.22 0.80 0.33 0.38 Total Volume 58,098.316 21,224 250,157 53,253 26,341 Total OI 1,274,425.421 1,153,364 1,352,299 1,153,364 1,254,108
Daily Data (19 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 2023-04-03 $18.79 $17.00 35.4% 9.4% 37.9% 22.0% 34.8% 0.3% -0.2% 14.1M -472.3M -4.0M 0.33 3.45 N/A N/A 40,098 13,155 750,611 402,753 2023-04-04 $19.56 $17.00 37.7% 10.3% 36.7% 34.8% 37.0% -1.0% -0.3% 17.3M -615.9M -4.1M 0.80 3.33 N/A N/A 138,691 111,466 763,282 407,819 2023-04-05 $19.71 $17.00 38.3% 10.2% 35.9% 37.8% 37.2% -0.6% -0.4% 17.6M -656.5M -4.5M 0.24 3.80 N/A N/A 65,685 15,763 827,969 502,445 2023-04-06 $19.68 $17.00 37.5% 10.6% 35.5% 33.2% 37.7% -0.8% 0.3% 16.6M -621.0M -4.3M 0.27 16.04 N/A N/A 44,803 12,055 822,339 466,192 2023-04-10 $19.48 $17.00 37.6% 10.6% 36.1% 34.0% 39.2% 0.3% -0.5% 16.0M -569.3M -4.3M 0.49 2.32 N/A N/A 26,451 13,001 808,001 461,545 2023-04-11 $19.43 $17.00 37.4% 10.7% 27.6% 33.2% 38.1% -0.9% -0.1% 15.9M -550.1M -4.2M 0.25 2.66 N/A N/A 29,726 7,292 815,212 469,286 2023-04-12 $19.63 $17.00 36.5% 10.3% 27.5% 28.2% 36.7% -0.4% -0.7% 18.1M -590.2M -4.2M 0.40 3.15 N/A N/A 33,231 13,431 821,978 471,174 2023-04-13 $20.14 $17.00 36.6% 10.2% 27.7% 28.4% 37.8% -0.4% -1.1% 22.7M -716.1M -4.2M 0.22 2.94 N/A N/A 75,775 16,361 832,434 479,032 2023-04-14 $19.68 $17.00 35.0% 9.9% 29.5% 20.0% 35.6% 0.8% -0.6% 16.6M -594.0M -4.2M 0.24 3.42 N/A N/A 52,242 12,564 847,825 485,294 2023-04-17 $19.34 $17.00 34.9% 10.0% 26.7% 19.0% 35.5% 0.1% 0.5% 15.4M -508.7M -4.1M 0.29 3.02 N/A N/A 35,188 10,056 824,399 468,490 2023-04-18 $19.45 $17.00 33.8% 9.7% 26.7% 13.1% 34.0% -0.1% 0.5% 16.8M -532.9M -4.1M 0.28 2.43 N/A N/A 32,796 9,305 831,081 473,929 2023-04-19 $19.24 $17.00 33.5% 9.6% 24.4% 11.5% 33.9% -0.1% 0.3% 14.4M -479.5M -4.0M 0.40 2.48 N/A N/A 26,023 10,282 841,137 479,672 2023-04-20 $19.18 $18.00 33.2% 9.5% 23.9% 9.9% 33.4% 0.3% 0.4% 12.7M -457.0M -3.9M 0.39 2.36 N/A N/A 32,753 12,658 849,603 484,985 2023-04-21 $19.02 $18.00 33.3% 9.6% 23.8% 10.3% 34.6% 1.0% -0.1% 10.7M -423.4M -3.9M 0.80 3.17 N/A N/A 40,525 32,417 860,932 491,367 2023-04-24 $19.13 $18.00 32.6% 9.4% 23.7% 6.5% 33.2% 1.4% 0.1% 11.4M -391.9M -3.9M 0.27 2.43 N/A N/A 22,905 6,179 781,030 432,076 2023-04-25 $19.16 $18.00 34.3% 10.1% 23.7% 15.8% 35.3% 1.5% -0.9% 12.3M -406.3M -4.0M 0.74 3.38 N/A N/A 20,030 14,846 787,680 433,834 2023-04-26 $18.98 $18.00 35.0% 10.1% 23.5% 19.6% 36.0% 1.3% -1.1% 10.2M -369.1M -3.9M 0.67 2.74 N/A N/A 17,099 11,451 794,082 441,959 2023-04-27 $19.16 $18.00 34.1% 10.0% 23.2% 14.6% 35.1% 1.3% -0.4% 11.5M -393.5M -3.9M 0.23 2.90 N/A N/A 17,280 3,944 799,406 449,122 2023-04-28 $19.02 $18.00 32.6% 9.1% 23.3% 6.9% 32.6% 1.8% 0.0% 8.9M -367.8M -3.9M 0.38 2.32 N/A N/A 19,066 7,275 805,156 448,952
« Mar 2023 | All History | May 2023 » Home GOLD History April 2023