GOLD Options History — November 2023 In November 2023, GOLD traded between $15.16 and $17.59. ATM implied volatility averaged 28.6%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 1.3% (HV 20d: 29.9%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.38.
Notable Days 2023-11-28 : Highest Volume — 135,789 contracts2023-11-02 : Largest IV drop — 12.8% change2023-11-01 : Highest IV Rank — 46.1%2023-11-01 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.09 $15.16 $17.59 $16.02 $17.59 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 28.6% 27.3% 33.2% 33.2% 27.3% Expected Move 8.4% 7.9% 10.1% 10.1% 8.2% HV 20d 29.9% 25.3% 35.0% 25.4% 34.8% HV 60d 26.5% 24.5% 29.3% 24.5% 29.2% IV Rank 28.8% 23.5% 46.1% 46.1% 25.6% IV Percentile 19.9% 13.1% 48.0% 48.0% 13.1% Term Structure -0.0% -0.9% 0.9% -0.4% -0.1% VWIV 30.1% 28.0% 35.7% 35.7% 29.0% Skew 25d -0.6% -2.3% 0.8% -0.2% -0.6% Skew 10d -1.6% -9.0% 2.0% -2.7% -1.5% Call IV 25d 29.5% 28.0% 33.7% 33.7% 28.5% Put IV 25d 28.9% 27.6% 33.5% 33.5% 27.9% Bid-Ask Spread % 7.99 1.86 46.21 46.21 2.02 Gamma HHI 0.18 0.16 0.22 0.17 0.16 Net GEX 10.1M 3.2M 21.2M 9.2M 21.2M Net DEX -170.3M -444.9M -3.8M -168.8M -437.0M Net VEX -2.7M -3.0M -2.5M -2.9M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.16 0.88 0.35 0.36 Total Volume 37,664.952 15,016 135,789 29,967 33,094 Total OI 1,241,554.238 1,210,112 1,292,809 1,217,322 1,231,194
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 2023-11-01 $16.02 $16.00 33.2% 10.1% 25.4% 46.1% 35.7% -0.2% -0.4% 9.2M -168.8M -2.9M 0.35 46.21 N/A N/A 22,204 7,763 871,114 346,208 2023-11-02 $16.05 $16.00 28.9% 8.4% 25.3% 26.0% 31.9% -0.3% 0.4% 9.3M -165.9M -2.9M 0.25 2.40 N/A N/A 21,010 5,249 880,611 350,797 2023-11-03 $16.49 $16.00 28.4% 8.3% 26.2% 23.8% 31.3% -0.4% 0.3% 18.7M -253.4M -3.0M 0.16 3.20 N/A N/A 46,300 7,396 887,270 351,371 2023-11-06 $16.34 $16.00 28.6% 8.1% 26.4% 24.6% 29.4% -2.3% 0.0% 11.6M -215.1M -2.9M 0.41 2.42 N/A N/A 15,576 6,393 870,185 343,382 2023-11-07 $15.80 $16.00 28.4% 8.2% 29.7% 23.5% 29.4% 0.8% 0.6% 7.2M -103.5M -2.7M 0.34 2.49 N/A N/A 46,232 15,708 878,184 346,296 2023-11-08 $15.20 $16.00 28.7% 8.3% 32.7% 25.2% 29.6% 0.4% 0.3% 3.2M -3.8M -2.5M 0.31 2.73 N/A N/A 28,126 8,850 884,112 355,667 2023-11-09 $15.32 $16.00 29.2% 8.5% 32.8% 27.3% 33.0% -0.4% 0.9% 4.5M -31.5M -2.6M 0.20 2.80 N/A N/A 30,887 6,039 894,256 355,630 2023-11-10 $15.18 $16.00 28.8% 8.4% 29.4% 26.0% 29.3% 0.7% 0.5% 3.9M -8.9M -2.6M 0.34 2.16 N/A N/A 20,491 6,922 914,011 358,120 2023-11-13 $15.16 $16.00 28.8% 8.3% 29.2% 29.5% 30.0% 0.2% 0.1% 3.7M -12.2M -2.5M 0.29 1.86 N/A N/A 11,597 3,419 904,786 352,794 2023-11-14 $15.75 $16.00 29.2% 8.4% 30.0% 31.7% 30.7% -1.1% -0.3% 7.6M -107.4M -2.7M 0.44 2.42 N/A N/A 30,670 13,564 910,440 354,866 2023-11-15 $15.61 $16.00 28.8% 8.3% 29.9% 29.6% 29.2% -0.6% -0.1% 6.6M -85.3M -2.7M 0.88 2.56 N/A N/A 9,621 8,501 918,917 361,904 2023-11-16 $15.84 $16.00 28.5% 8.2% 30.5% 27.9% 29.4% -1.1% 0.1% 8.9M -129.0M -2.8M 0.19 2.32 N/A N/A 25,341 4,701 920,353 363,647 2023-11-17 $15.70 $16.00 28.3% 8.2% 29.0% 29.2% 28.7% -1.2% -0.9% 6.3M -94.3M -2.6M 0.52 9.52 N/A N/A 14,385 7,490 928,601 364,208 2023-11-20 $15.80 $16.00 27.7% 7.9% 28.2% 26.5% 28.0% 0.2% -0.7% 7.1M -112.2M -2.6M 0.67 3.02 N/A N/A 13,291 8,856 866,557 343,555 2023-11-21 $16.20 $16.00 28.3% 8.2% 29.8% 32.0% 29.6% -1.6% -0.4% 10.9M -195.7M -2.8M 0.20 11.04 N/A N/A 36,323 7,372 873,101 346,309 2023-11-22 $16.20 $16.00 27.5% 7.9% 29.7% 26.7% 28.5% -1.0% -0.3% 11.0M -182.7M -2.7M 0.67 2.47 N/A N/A 12,678 8,494 874,822 350,073 2023-11-24 $16.18 $16.00 27.7% 7.9% 28.9% 27.9% 28.4% -1.2% -0.6% 9.7M -181.9M -2.7M 0.69 25.99 N/A N/A 11,066 7,647 879,967 355,430 2023-11-27 $16.57 $16.00 28.3% 8.4% 30.2% 32.0% 30.2% -1.1% -0.2% 13.3M -250.3M -2.8M 0.25 3.07 N/A N/A 33,658 8,271 870,753 351,346 2023-11-28 $17.46 $16.00 28.5% 8.7% 35.0% 33.4% 30.9% -1.2% 0.1% 19.1M -444.9M -2.9M 0.18 14.71 N/A N/A 115,524 20,265 881,906 355,801 2023-11-29 $17.37 $16.00 27.9% 8.5% 34.7% 29.6% 30.3% -1.5% 0.1% 18.8M -393.2M -2.9M 0.21 22.41 N/A N/A 41,149 8,841 863,066 361,029 2023-11-30 $17.59 $16.00 27.3% 8.2% 34.8% 25.6% 29.0% -0.6% -0.1% 21.2M -437.0M -2.9M 0.36 2.02 N/A N/A 24,306 8,788 867,846 363,348
« Oct 2023 | All History | Dec 2023 » Home GOLD History November 2023