GOLD Options History — May 2023 In May 2023, GOLD traded between $16.76 and $20.44. ATM implied volatility averaged 32.4%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 5.4% (HV 20d: 26.9%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.40.
Notable Days 2023-05-18 : Highest Volume — 157,457 contracts2023-05-02 : Largest IV spike — 7.9% change2023-05-02 : Highest IV Rank — 20.5%2023-05-02 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.65 $16.76 $20.44 $19.01 $16.93 Max Pain $18.27 $17.00 $19.00 $18.00 $17.50 ATM IV 32.4% 31.1% 35.1% 32.6% 32.0% Expected Move 9.5% 9.1% 10.5% 9.6% 9.6% HV 20d 26.9% 22.8% 30.1% 23.2% 25.5% HV 60d 31.0% 30.2% 31.7% 31.5% 31.6% IV Rank 6.1% 0.0% 20.5% 6.5% 4.8% IV Percentile 5.3% 0.0% 23.4% 3.2% 4.4% Term Structure 0.2% -1.4% 1.6% 0.7% -0.3% VWIV 34.3% 32.7% 37.5% 34.4% 34.1% Skew 25d 0.8% -1.8% 1.8% 0.7% 0.8% Skew 10d 1.3% -1.7% 3.3% 1.2% 0.5% Call IV 25d 32.8% 31.0% 35.6% 32.7% 32.9% Put IV 25d 33.6% 31.9% 36.4% 33.4% 33.7% Bid-Ask Spread % 3.00 1.93 12.62 12.62 1.99 Gamma HHI 0.12 0.10 0.15 0.13 0.10 Net GEX 8.4M -1.2M 21.0M 9.8M 756.9K Net DEX -314.7M -679.0M -45.6M -365.7M -80.5M Net VEX -3.4M -4.1M -2.9M -3.8M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.15 0.87 0.69 0.49 Total Volume 47,630.318 16,520 157,457 33,781 38,113 Total OI 1,237,450.864 1,119,862 1,312,485 1,211,198 1,167,684
Daily Data (22 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 2023-05-01 $19.01 $18.00 32.6% 9.6% 23.2% 6.5% 34.4% 0.7% 0.7% 9.8M -365.7M -3.8M 0.69 12.62 N/A N/A 19,971 13,810 772,556 438,642 2023-05-02 $19.79 $18.00 35.1% 10.5% 26.7% 20.5% 37.5% 1.0% 0.1% 14.5M -519.0M -4.0M 0.41 2.51 N/A N/A 62,159 25,368 780,532 445,684 2023-05-03 $19.94 $18.50 33.5% 9.6% 22.8% 11.4% 35.6% 0.6% 0.5% 17.8M -558.6M -4.0M 0.44 8.60 N/A N/A 45,073 19,820 803,393 460,657 2023-05-04 $20.44 $18.00 34.8% 10.3% 24.2% 18.9% 35.7% 0.4% 0.5% 21.0M -679.0M -4.1M 0.15 2.16 N/A N/A 94,740 13,877 816,404 475,059 2023-05-05 $20.27 $18.00 32.8% 9.7% 24.5% 7.8% 34.5% 1.3% 0.7% 18.9M -626.6M -4.0M 0.22 2.62 N/A N/A 51,923 11,443 815,249 478,750 2023-05-08 $19.87 $18.00 32.8% 9.7% 25.3% 7.7% 34.8% 1.0% 0.9% 16.0M -522.3M -3.9M 0.51 2.21 N/A N/A 30,026 15,407 802,344 471,712 2023-05-09 $19.80 $19.00 32.8% 9.8% 25.4% 7.6% 34.6% 0.0% 1.5% 15.3M -499.5M -3.8M 0.39 2.24 N/A N/A 14,116 5,436 807,177 479,806 2023-05-10 $19.80 $19.00 31.8% 9.4% 25.1% 2.3% 33.8% 0.7% 1.2% 16.7M -510.1M -3.7M 0.24 2.52 N/A N/A 18,992 4,554 812,315 480,260 2023-05-11 $19.09 $19.00 32.4% 9.5% 26.5% 5.7% 35.1% 1.1% 1.0% 6.9M -347.0M -3.6M 0.26 2.20 N/A N/A 34,151 8,771 814,911 478,371 2023-05-12 $19.18 $19.00 31.3% 9.2% 25.5% 0.0% 33.5% 0.9% 1.6% 10.3M -371.6M -3.6M 0.48 2.39 N/A N/A 18,649 8,978 830,908 476,061 2023-05-15 $19.34 $19.00 31.5% 9.2% 24.9% 1.4% 32.7% 0.2% -0.8% 13.5M -418.9M -3.5M 0.23 2.07 N/A N/A 13,424 3,096 816,859 458,051 2023-05-16 $18.80 $19.00 31.8% 9.1% 26.8% 2.7% 32.8% 0.9% 0.0% 4.6M -299.1M -3.4M 0.29 1.93 N/A N/A 26,222 7,564 820,129 459,732 2023-05-17 $18.45 $19.00 31.9% 9.2% 27.3% 3.7% 34.7% -1.8% -1.4% 887.7K -226.3M -3.3M 0.40 2.53 N/A N/A 31,289 12,615 830,248 460,051 2023-05-18 $17.80 $19.00 31.9% 9.2% 29.8% 3.3% 33.2% 1.7% -0.8% -1.2M -80.5M -3.1M 0.87 2.07 N/A N/A 84,113 73,344 848,449 464,036 2023-05-19 $17.84 $17.00 32.2% 9.3% 29.8% 5.1% 33.8% 1.2% -0.9% 5.6M -143.0M -3.1M 0.53 2.19 N/A N/A 31,780 16,746 855,759 424,049 2023-05-22 $17.80 $17.00 31.2% 9.1% 29.6% 0.0% 32.7% 0.5% -0.2% 4.8M -177.6M -3.0M 0.32 2.16 N/A N/A 20,373 6,422 756,177 363,685 2023-05-23 $17.80 $18.00 31.1% 9.1% 29.6% 0.0% 33.3% 0.9% -0.1% 5.0M -178.0M -3.0M 0.23 1.93 N/A N/A 17,184 3,945 764,600 368,551 2023-05-24 $17.48 $18.00 32.5% 9.6% 30.0% 7.7% 34.2% 1.1% -0.1% 3.2M -133.9M -3.0M 0.51 2.13 N/A N/A 21,664 11,016 771,392 369,622 2023-05-25 $17.14 $18.00 32.0% 9.5% 30.0% 5.0% 34.8% 1.4% 0.7% 627.5K -75.5M -2.9M 0.28 2.24 N/A N/A 28,150 7,940 780,702 375,609 2023-05-26 $17.02 $18.00 32.0% 9.3% 30.0% 4.8% 33.9% 1.0% 0.2% 186.3K -65.6M -2.9M 0.42 2.43 N/A N/A 27,340 11,488 791,640 379,124 2023-05-30 $16.76 $18.00 32.3% 9.7% 30.1% 6.7% 35.6% 1.8% -1.0% -919.1K -45.6M -2.9M 0.45 2.34 N/A N/A 25,328 11,447 781,940 375,039 2023-05-31 $16.93 $17.50 32.0% 9.6% 25.5% 4.8% 34.1% 0.8% -0.3% 756.9K -80.5M -2.9M 0.49 1.99 N/A N/A 25,646 12,467 793,203 374,481
« Apr 2023 | All History | Jun 2023 » Home GOLD History May 2023