GOLD Options History — August 2023 In August 2023, GOLD traded between $15.59 and $17.01. ATM implied volatility averaged 29.2%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 4.0% (HV 20d: 25.2%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.38.
Notable Days 2023-08-23 : Highest Volume — 64,422 contracts2023-08-08 : Largest IV drop — 5.8% change2023-08-07 : Highest IV Rank — 26.5%2023-08-07 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $16.24 $15.59 $17.01 $17.01 $16.23 Max Pain $16.35 $16.00 $17.00 $17.00 $16.00 ATM IV 29.2% 26.4% 32.1% 30.7% 27.2% Expected Move 8.3% 7.2% 9.3% 8.9% 7.4% HV 20d 25.2% 21.1% 31.1% 29.9% 21.1% HV 60d 25.3% 24.4% 26.3% 25.8% 24.4% IV Rank 14.1% 2.2% 26.5% 20.3% 5.7% IV Percentile 11.5% 2.4% 23.0% 15.5% 6.7% Term Structure -0.0% -2.0% 1.0% -1.4% 0.9% VWIV 30.0% 25.6% 34.7% 34.7% 27.2% Skew 25d 0.3% -1.5% 1.1% -0.2% 0.1% Skew 10d -0.3% -3.5% 2.6% -1.5% -1.0% Call IV 25d 29.6% 27.2% 32.6% 31.3% 27.2% Put IV 25d 29.9% 27.3% 32.5% 31.1% 27.3% Bid-Ask Spread % 2.44 1.88 7.45 3.22 2.20 Gamma HHI 0.12 0.10 0.14 0.11 0.11 Net GEX 5.7M 2.3M 8.9M 7.2M 7.2M Net DEX -106.1M -184.3M -14.2M -182.2M -150.3M Net VEX -3.0M -3.2M -2.8M -3.1M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.11 0.72 0.16 0.25 Total Volume 35,645.261 14,871 64,422 32,375 17,371 Total OI 1,135,206.217 1,056,608 1,196,991 1,056,608 1,185,138
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 2023-08-01 $17.01 $17.00 30.7% 8.9% 29.9% 20.3% 34.7% -0.2% -1.4% 7.2M -182.2M -3.1M 0.16 3.22 N/A N/A 27,923 4,452 744,590 312,018 2023-08-02 $16.52 $17.00 31.3% 9.2% 31.1% 22.7% 33.3% -1.5% -2.0% 5.5M -116.8M -3.0M 0.38 2.55 N/A N/A 32,531 12,521 761,767 314,301 2023-08-03 $16.32 $16.00 31.5% 8.9% 29.1% 23.9% 32.1% 0.4% -1.2% 4.7M -89.2M -3.0M 0.59 1.88 N/A N/A 24,550 14,475 774,975 317,790 2023-08-04 $16.49 $16.00 30.6% 8.9% 29.3% 20.1% 31.3% 0.4% -1.0% 6.7M -119.5M -3.1M 0.40 2.16 N/A N/A 17,260 6,919 785,240 319,074 2023-08-07 $16.49 $16.00 32.1% 9.3% 28.9% 26.5% 34.3% 0.3% 1.0% 5.6M -129.3M -3.1M 0.64 2.25 N/A N/A 26,065 16,661 774,245 315,954 2023-08-08 $16.45 $16.00 30.3% 8.6% 28.9% 18.6% 32.0% 0.5% 0.2% 5.4M -121.6M -3.0M 0.30 2.09 N/A N/A 24,256 7,376 783,564 325,695 2023-08-09 $16.48 $16.00 29.3% 8.4% 22.0% 14.4% 29.9% -0.3% 0.1% 5.9M -123.1M -3.0M 0.41 1.96 N/A N/A 10,558 4,313 787,648 329,343 2023-08-10 $16.63 $16.00 28.4% 8.3% 22.0% 10.9% 29.8% -0.7% 0.7% 6.7M -145.8M -3.0M 0.53 7.45 N/A N/A 20,129 10,611 791,333 330,277 2023-08-11 $16.86 $16.00 27.8% 8.1% 22.3% 8.1% 28.4% -0.1% 0.7% 8.9M -184.3M -3.1M 0.32 1.96 N/A N/A 30,033 9,547 795,646 331,792 2023-08-14 $16.66 $17.00 28.2% 8.1% 22.5% 10.0% 28.8% 0.4% 0.2% 6.4M -148.0M -3.0M 0.29 2.06 N/A N/A 13,515 3,913 787,101 324,436 2023-08-15 $16.00 $17.00 29.2% 8.4% 25.3% 14.1% 31.1% 0.4% -0.2% 2.6M -48.7M -2.8M 0.48 2.19 N/A N/A 28,997 14,059 791,111 326,630 2023-08-16 $15.80 $17.00 29.1% 8.3% 25.3% 13.7% 29.5% 0.2% -0.1% 2.3M -25.4M -2.8M 0.46 2.04 N/A N/A 35,301 16,302 807,577 333,507 2023-08-17 $15.63 $17.00 29.9% 8.6% 25.0% 17.0% 30.9% 0.9% -0.3% 3.1M -14.7M -2.8M 0.18 2.47 N/A N/A 45,098 8,299 827,318 335,333 2023-08-18 $15.59 $17.00 29.2% 8.3% 24.9% 14.1% 30.6% 1.0% 0.5% 3.9M -14.2M -2.9M 0.20 2.06 N/A N/A 40,492 8,078 859,129 337,862 2023-08-21 $15.70 $17.00 29.1% 8.3% 25.2% 13.7% 29.4% 1.1% 0.3% 3.5M -49.6M -2.9M 0.31 2.19 N/A N/A 22,537 6,999 797,920 320,539 2023-08-22 $15.77 $16.00 28.5% 8.1% 24.7% 11.3% 28.4% 0.7% -0.1% 4.3M -58.3M -2.9M 0.11 1.95 N/A N/A 37,956 4,090 810,911 324,130 2023-08-23 $16.09 $16.00 29.1% 8.3% 25.8% 13.6% 30.2% -0.4% -0.3% 6.1M -112.4M -3.1M 0.42 2.25 N/A N/A 45,346 19,076 815,564 328,113 2023-08-24 $15.96 $16.00 28.9% 8.0% 24.4% 13.0% 28.4% 0.5% 0.3% 5.4M -81.2M -3.0M 0.41 2.11 N/A N/A 25,125 10,386 827,412 336,195 2023-08-25 $15.93 $16.00 28.6% 7.9% 23.6% 11.6% 28.1% 1.0% -0.2% 6.7M -84.9M -3.1M 0.67 2.11 N/A N/A 22,755 15,254 841,426 343,676 2023-08-28 $16.20 $16.00 28.4% 7.8% 23.9% 10.7% 28.1% 1.1% 0.5% 6.8M -130.7M -3.1M 0.26 2.11 N/A N/A 17,181 4,499 832,084 346,186 2023-08-29 $16.34 $16.00 27.7% 7.6% 23.8% 7.9% 26.8% 0.5% 0.1% 7.8M -155.3M -3.1M 0.27 2.89 N/A N/A 30,393 8,260 836,922 347,780 2023-08-30 $16.29 $16.00 26.4% 7.2% 21.5% 2.2% 25.6% 0.2% 0.8% 7.4M -155.8M -3.2M 0.72 1.88 N/A N/A 10,691 7,688 837,196 353,295 2023-08-31 $16.23 $16.00 27.2% 7.4% 21.1% 5.7% 27.2% 0.1% 0.9% 7.2M -150.3M -3.1M 0.25 2.20 N/A N/A 13,948 3,423 839,363 345,775
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