GOLD Options History — June 2023 In June 2023, GOLD traded between $16.12 and $17.43. ATM implied volatility averaged 27.1%, placing in the 1.4% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 4.0% (HV 20d: 23.2%). Max pain ranged from $17.00 to $17.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.41.
Notable Days 2023-06-15 : Highest Volume — 64,634 contracts2023-06-02 : Largest IV drop — 5.2% change2023-06-21 : Highest IV Rank — 5.3%2023-06-01 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $16.76 $16.12 $17.43 $17.43 $16.91 Max Pain $17.02 $17.00 $17.50 $17.00 $17.00 ATM IV 27.1% 25.8% 31.0% 31.0% 26.1% Expected Move 7.8% 7.3% 9.4% 9.4% 7.3% HV 20d 23.2% 19.2% 28.2% 28.2% 19.9% HV 60d 26.8% 24.0% 31.5% 31.4% 24.0% IV Rank 1.4% 0.0% 5.3% 0.0% 1.2% IV Percentile 0.8% 0.0% 2.8% 0.0% 1.2% Term Structure 0.4% -0.5% 1.1% -0.5% 0.5% VWIV 28.3% 25.7% 33.3% 33.3% 26.1% Skew 25d 0.7% -0.1% 1.5% 0.1% 0.7% Skew 10d 1.8% -0.0% 3.5% 1.5% 1.3% Call IV 25d 27.5% 26.0% 31.7% 31.7% 26.1% Put IV 25d 28.2% 26.5% 31.8% 31.8% 26.8% Bid-Ask Spread % 4.84 1.89 20.65 2.03 2.45 Gamma HHI 0.12 0.09 0.22 0.10 0.12 Net GEX 2.5M -4.4M 8.6M 5.3M 8.6M Net DEX -104.7M -175.7M -21.9M -168.7M -175.7M Net VEX -2.8M -3.0M -2.6M -3.0M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.11 0.80 0.46 0.44 Total Volume 35,747.381 21,098 64,634 54,386 30,236 Total OI 1,124,246.524 918,910 1,299,253 1,179,841 1,019,286
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 2023-06-01 $17.43 $17.00 31.0% 9.4% 28.2% 0.0% 33.3% 0.1% -0.5% 5.3M -168.7M -3.0M 0.46 2.03 N/A N/A 37,246 17,140 802,951 376,890 2023-06-02 $17.23 $17.50 29.4% 8.6% 25.7% 0.0% 30.9% 1.5% -0.0% 2.6M -139.6M -3.0M 0.11 1.97 N/A N/A 33,371 3,569 813,340 385,687 2023-06-05 $17.19 $17.00 28.8% 8.3% 25.8% 0.0% 30.1% 0.0% 1.1% 2.2M -145.1M -3.0M 0.44 3.03 N/A N/A 18,378 8,090 810,332 378,274 2023-06-06 $17.04 $17.00 28.0% 8.1% 25.4% 0.0% 29.1% 1.0% 0.6% 757.6K -117.5M -2.9M 0.59 11.64 N/A N/A 18,429 10,880 822,474 382,781 2023-06-07 $16.98 $17.00 27.9% 8.0% 25.4% 0.0% 30.7% 1.1% 0.6% 681.8K -106.1M -2.9M 0.80 2.61 N/A N/A 23,482 18,757 831,237 387,048 2023-06-08 $17.11 $17.00 27.5% 7.9% 25.9% 0.0% 30.1% 1.0% 0.7% 511.2K -130.9M -3.0M 0.35 2.43 N/A N/A 22,831 7,952 845,812 398,641 2023-06-09 $16.98 $17.00 26.9% 7.9% 23.5% 0.0% 30.4% 0.7% 0.6% -4.2M -109.3M -2.9M 0.25 2.95 N/A N/A 23,056 5,746 856,107 399,445 2023-06-12 $16.88 $17.00 27.0% 7.8% 23.1% 0.4% 29.3% 1.0% 0.0% -1.5M -92.9M -2.8M 0.24 2.45 N/A N/A 23,743 5,678 844,030 391,999 2023-06-13 $16.80 $17.00 26.2% 7.6% 22.5% 0.0% 28.3% 0.5% 0.3% -2.5M -79.5M -2.8M 0.35 2.23 N/A N/A 27,750 9,832 854,912 393,634 2023-06-14 $16.80 $17.00 25.8% 7.5% 21.1% 0.0% 26.9% 0.4% 0.5% -4.4M -76.8M -2.8M 0.66 20.65 N/A N/A 19,684 12,973 863,785 394,563 2023-06-15 $16.48 $17.00 26.7% 7.7% 21.2% 3.6% 27.2% 0.3% 0.1% -2.3M -21.9M -2.7M 0.49 19.35 N/A N/A 43,462 21,172 870,975 399,219 2023-06-16 $16.73 $17.00 26.0% 7.6% 19.2% 0.6% 26.7% -0.1% 0.4% 5.4M -60.2M -2.8M 0.48 1.89 N/A N/A 25,854 12,373 893,292 405,961 2023-06-20 $16.12 $17.00 26.4% 7.6% 22.5% 2.5% 27.5% 1.0% 0.8% 2.8M -45.4M -2.6M 0.30 2.83 N/A N/A 49,729 14,788 648,985 269,925 2023-06-21 $16.21 $17.00 27.1% 7.8% 22.8% 5.3% 27.9% 0.8% 0.1% 4.1M -66.5M -2.7M 0.57 2.96 N/A N/A 33,330 19,006 674,541 276,395 2023-06-22 $16.32 $17.00 26.5% 7.6% 23.1% 2.9% 27.3% 0.6% 0.7% 4.4M -79.2M -2.7M 0.26 2.25 N/A N/A 23,246 6,118 688,807 287,018 2023-06-23 $16.41 $17.00 26.4% 7.6% 22.8% 2.2% 26.9% 0.4% 0.1% 5.2M -96.2M -2.8M 0.20 8.10 N/A N/A 19,219 3,779 695,792 290,060 2023-06-26 $16.61 $17.00 26.8% 7.7% 22.5% 4.0% 27.6% 0.2% 0.5% 5.9M -120.7M -2.8M 0.31 2.62 N/A N/A 23,631 7,381 682,806 286,187 2023-06-27 $16.63 $17.00 26.6% 7.5% 22.4% 3.3% 26.4% 0.8% 1.0% 6.5M -125.4M -2.8M 0.44 2.50 N/A N/A 17,664 7,688 693,169 289,766 2023-06-28 $16.55 $17.00 26.2% 7.4% 21.8% 1.4% 26.5% 0.9% 0.7% 6.0M -117.6M -2.8M 0.60 2.41 N/A N/A 13,222 7,876 700,350 294,420 2023-06-29 $16.59 $17.00 26.1% 7.3% 21.5% 1.1% 25.7% 0.9% 0.7% 6.1M -122.7M -2.8M 0.26 2.34 N/A N/A 17,671 4,663 707,797 300,484 2023-06-30 $16.91 $17.00 26.1% 7.3% 19.9% 1.2% 26.1% 0.7% 0.5% 8.6M -175.7M -3.0M 0.44 2.45 N/A N/A 21,016 9,220 716,751 302,535
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