GOLD Options History — February 2024 In February 2024, GOLD traded between $14.04 and $15.93. ATM implied volatility averaged 31.4%, placing in the 53.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 3.4% (HV 20d: 34.8%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.60.
Notable Days 2024-02-14 : Highest Volume — 82,462 contracts2024-02-13 : Largest IV spike — 9.4% change2024-02-13 : Highest IV Rank — 80.2%2024-02-13 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $14.75 $14.04 $15.93 $15.93 $14.73 Max Pain $15.72 $15.00 $16.00 $16.00 $15.00 ATM IV 31.4% 29.6% 35.3% 32.6% 29.6% Expected Move 9.0% 8.3% 10.1% 9.3% 8.5% HV 20d 34.8% 27.0% 43.7% 42.5% 31.7% HV 60d 36.0% 34.8% 37.2% 36.6% 35.4% IV Rank 53.2% 41.6% 80.2% 60.0% 41.6% IV Percentile 55.9% 41.7% 88.9% 66.3% 41.7% Term Structure 0.0% -1.0% 1.3% -0.5% -0.4% VWIV 32.0% 29.3% 35.8% 33.3% 29.7% Skew 25d 0.1% -1.0% 1.3% 1.0% -0.1% Skew 10d -0.2% -3.3% 1.5% 1.1% -0.4% Call IV 25d 32.0% 30.2% 36.5% 32.5% 30.2% Put IV 25d 32.1% 29.5% 36.5% 33.5% 30.1% Bid-Ask Spread % 18.95 2.17 31.13 22.04 4.05 Gamma HHI 0.16 0.11 0.19 0.12 0.13 Net GEX 1.6M -637.0K 6.1M 6.1M 5.6M Net DEX 19.9M -106.4M 126.7M -106.4M -66.1M Net VEX -2.3M -2.5M -2.1M -2.4M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.16 1.73 1.47 0.38 Total Volume 47,490.15 17,998 82,462 70,223 47,493 Total OI 978,435.3 859,535 1,048,147 859,535 1,048,147
Daily Data (20 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 2024-02-01 $15.93 $16.00 32.6% 9.3% 42.5% 60.0% 33.3% 1.0% -0.5% 6.1M -106.4M -2.4M 1.47 22.04 N/A N/A 28,420 41,803 588,497 271,038 2024-02-02 $15.39 $16.00 32.1% 9.3% 43.7% 56.5% 32.8% 1.2% -0.3% 937.9K -11.3M -2.3M 0.61 25.52 N/A N/A 32,249 19,579 605,949 305,663 2024-02-05 $15.16 $16.00 32.7% 9.3% 43.6% 60.5% 32.9% 0.5% 0.1% 874.2K 10.8M -2.3M 0.32 21.19 N/A N/A 25,403 8,063 608,907 304,217 2024-02-06 $15.07 $16.00 31.9% 9.1% 42.9% 55.5% 32.2% 0.7% -0.1% 585.3K 27.5M -2.3M 0.40 14.88 N/A N/A 21,440 8,617 619,994 312,938 2024-02-07 $14.96 $16.00 32.1% 9.0% 42.7% 56.3% 32.4% 0.5% -1.0% -116.3K 38.3M -2.3M 0.50 20.59 N/A N/A 17,805 8,822 630,675 316,772 2024-02-08 $14.86 $16.00 31.7% 9.1% 42.7% 53.8% 33.3% 0.8% -0.2% -394.8K 52.5M -2.3M 0.35 22.75 N/A N/A 13,342 4,656 632,768 319,479 2024-02-09 $14.66 $16.00 31.6% 9.1% 42.7% 53.1% 33.4% 0.1% 0.3% -637.0K 72.6M -2.2M 1.09 21.02 N/A N/A 20,870 22,815 638,156 322,235 2024-02-12 $14.73 $16.00 32.3% 9.2% 40.9% 57.9% 32.7% 0.4% -0.4% -484.8K 63.6M -2.2M 1.34 21.31 N/A N/A 20,617 27,546 626,667 323,231 2024-02-13 $14.11 $16.00 35.3% 10.1% 28.4% 80.2% 35.8% -0.0% -0.2% -240.1K 113.2M -2.1M 0.55 20.64 N/A N/A 51,622 28,531 636,118 320,696 2024-02-14 $14.04 $16.00 32.4% 9.3% 27.0% 60.6% 34.0% 1.3% 0.9% -501.8K 126.7M -2.1M 0.88 20.73 N/A N/A 43,959 38,503 664,964 338,724 2024-02-15 $14.61 $16.00 31.8% 9.1% 31.3% 56.3% 32.5% -0.2% 1.3% 2.6M 22.5M -2.3M 0.31 2.17 N/A N/A 54,740 16,751 681,216 322,605 2024-02-16 $14.64 $16.00 31.4% 8.9% 31.2% 53.7% 31.8% -1.0% 0.9% 2.2M 18.4M -2.4M 0.18 8.71 N/A N/A 43,584 7,984 702,256 333,542 2024-02-20 $14.73 $16.00 31.0% 8.7% 31.3% 51.2% 31.8% -0.5% -0.0% 2.7M -170.3K -2.3M 0.16 27.35 N/A N/A 41,361 6,678 649,606 311,093 2024-02-21 $14.73 $16.00 30.5% 8.6% 29.2% 48.0% 30.5% 0.3% 0.1% 3.0M -4.9M -2.4M 0.22 29.92 N/A N/A 34,733 7,799 675,600 314,573 2024-02-22 $14.43 $15.50 29.6% 8.4% 28.0% 41.9% 29.9% -0.7% 0.9% 999.7K 36.7M -2.3M 0.21 31.13 N/A N/A 26,792 5,524 693,126 317,985 2024-02-23 $14.75 $15.00 30.0% 8.3% 29.3% 44.1% 29.3% -0.9% -0.5% 2.6M -20.8M -2.4M 0.44 20.10 N/A N/A 42,003 18,432 702,724 321,661 2024-02-26 $14.64 $15.00 30.3% 8.5% 29.3% 46.1% 31.0% -0.6% -0.2% 2.3M -5.0M -2.4M 0.29 24.78 N/A N/A 21,370 6,190 704,746 325,981 2024-02-27 $14.54 $15.00 30.0% 8.6% 28.9% 44.6% 30.2% -0.6% -0.3% 1.8M -2.3M -2.4M 0.48 7.27 N/A N/A 16,163 7,835 709,823 325,262 2024-02-28 $14.30 $15.00 29.8% 8.6% 29.3% 42.9% 30.1% -0.2% 0.3% 1.1M 32.1M -2.3M 1.73 12.92 N/A N/A 21,846 37,863 715,766 325,306 2024-02-29 $14.73 $15.00 29.6% 8.5% 31.7% 41.6% 29.7% -0.1% -0.4% 5.6M -66.1M -2.5M 0.38 4.05 N/A N/A 34,447 13,046 726,354 321,793
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