GOLD Options History — March 2024 In March 2024, GOLD traded between $14.96 and $16.62. ATM implied volatility averaged 29.7%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 0.2% (HV 20d: 29.5%). Max pain ranged from $14.00 to $16.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.29.
Notable Days 2024-03-04 : Highest Volume — 104,695 contracts2024-03-12 : Largest IV drop — 6.1% change2024-03-04 : Highest IV Rank — 66.3%2024-03-05 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $15.72 $14.96 $16.62 $14.96 $16.62 Max Pain $15.32 $14.00 $16.00 $15.00 $16.00 ATM IV 29.7% 26.9% 33.3% 31.7% 28.6% Expected Move 8.5% 7.7% 9.5% 9.2% 8.0% HV 20d 29.5% 25.2% 32.0% 31.5% 30.0% HV 60d 34.8% 33.3% 36.5% 35.5% 35.5% IV Rank 42.6% 23.7% 66.3% 55.5% 34.9% IV Percentile 41.3% 11.1% 79.8% 59.5% 31.7% Term Structure 0.6% -0.6% 3.2% -0.6% 1.9% VWIV 30.2% 27.2% 33.9% 32.6% 28.2% Skew 25d -1.1% -2.1% -0.1% -0.5% -0.5% Skew 10d -3.0% -4.9% -1.1% -1.7% -3.0% Call IV 25d 30.9% 28.1% 35.0% 33.0% 29.2% Put IV 25d 29.8% 26.9% 33.2% 32.5% 28.8% Bid-Ask Spread % 46.57 29.15 56.27 29.15 44.63 Gamma HHI 0.16 0.13 0.28 0.28 0.17 Net GEX 11.8M 7.4M 16.3M 13.7M 16.3M Net DEX -236.0M -407.1M -114.3M -114.3M -407.1M Net VEX -2.9M -3.2M -2.5M -2.5M -3.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.16 0.62 0.46 0.20 Total Volume 54,106.5 21,224 104,695 90,029 93,016 Total OI 1,060,849.75 931,629 1,182,054 1,052,401 1,030,474
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 2024-03-01 $14.96 $15.00 31.7% 9.2% 31.5% 55.5% 32.6% -0.5% -0.6% 13.7M -114.3M -2.5M 0.46 29.15 N/A N/A 61,485 28,544 732,229 320,172 2024-03-04 $15.50 $14.00 33.3% 9.4% 32.0% 66.3% 33.8% -1.1% 0.6% 9.0M -210.7M -2.7M 0.34 50.93 N/A N/A 78,326 26,369 729,595 314,794 2024-03-05 $15.54 $15.00 32.5% 9.5% 31.5% 61.2% 33.9% -2.1% 0.2% 9.4M -222.3M -2.8M 0.39 49.97 N/A N/A 49,292 19,433 746,680 327,424 2024-03-06 $15.73 $15.00 32.9% 9.3% 31.6% 63.9% 33.4% -1.4% -0.0% 10.4M -254.9M -2.9M 0.20 47.67 N/A N/A 55,697 11,236 755,297 337,862 2024-03-07 $15.91 $15.00 31.9% 9.1% 31.5% 56.8% 32.8% -1.7% 0.2% 12.2M -288.2M -2.9M 0.25 53.86 N/A N/A 35,985 8,908 775,417 344,295 2024-03-08 $15.84 $15.00 32.5% 9.0% 31.5% 61.0% 32.2% -2.1% 3.2% 10.7M -277.1M -2.9M 0.18 51.14 N/A N/A 44,056 7,951 784,351 347,622 2024-03-11 $15.89 $15.00 31.5% 9.0% 30.8% 54.4% 32.2% -1.1% -0.2% 11.7M -263.0M -2.9M 0.19 52.55 N/A N/A 74,115 14,049 772,695 331,080 2024-03-12 $15.66 $15.00 29.6% 8.5% 31.5% 41.4% 30.0% -0.1% 0.3% 11.4M -229.2M -2.9M 0.38 53.50 N/A N/A 30,258 11,540 811,274 340,313 2024-03-13 $15.98 $15.00 29.8% 8.5% 26.9% 43.1% 30.5% -1.3% -0.2% 15.2M -296.9M -2.9M 0.30 56.27 N/A N/A 30,317 9,192 817,722 346,966 2024-03-14 $15.66 $15.00 29.3% 8.5% 28.3% 39.3% 30.5% -0.9% 0.4% 11.6M -225.2M -2.9M 0.20 49.65 N/A N/A 18,922 3,794 825,010 349,765 2024-03-15 $15.77 $16.00 28.7% 8.2% 25.2% 35.6% 29.2% -0.4% -0.0% 12.6M -237.5M -2.9M 0.62 53.33 N/A N/A 16,917 10,513 827,043 355,011 2024-03-18 $15.66 $16.00 27.6% 7.9% 25.5% 27.9% 29.0% -0.8% 0.9% 9.8M -196.4M -2.8M 0.18 47.30 N/A N/A 32,458 5,797 657,823 273,806 2024-03-19 $15.25 $16.00 28.4% 8.2% 27.6% 33.5% 28.6% -0.2% -0.4% 7.4M -137.1M -2.7M 0.37 43.92 N/A N/A 37,686 13,852 675,387 276,331 2024-03-20 $15.71 $15.50 27.8% 8.0% 29.3% 29.3% 28.3% -1.8% 0.7% 12.2M -221.5M -2.9M 0.24 37.75 N/A N/A 30,389 7,364 697,241 285,557 2024-03-21 $15.96 $15.50 27.7% 7.9% 28.2% 28.6% 27.8% -0.4% 0.5% 15.4M -265.3M -2.9M 0.22 45.61 N/A N/A 53,532 11,760 705,188 288,979 2024-03-22 $15.57 $15.50 26.9% 7.7% 29.4% 23.7% 27.2% -1.9% 0.9% 10.6M -196.3M -2.9M 0.39 39.56 N/A N/A 28,722 11,121 718,868 295,625 2024-03-25 $15.55 $15.50 28.3% 8.2% 29.2% 32.9% 29.1% -1.2% 0.6% 10.5M -187.4M -2.9M 0.33 40.84 N/A N/A 15,953 5,271 705,848 291,369 2024-03-26 $15.57 $15.50 27.3% 7.8% 28.9% 25.9% 27.3% -1.7% 1.5% 10.9M -191.0M -2.9M 0.16 39.27 N/A N/A 28,039 4,450 712,369 294,108 2024-03-27 $16.13 $16.00 28.9% 8.0% 30.0% 36.8% 28.2% -1.4% 1.2% 16.0M -298.4M -3.1M 0.20 44.47 N/A N/A 46,569 9,252 718,232 297,173 2024-03-28 $16.62 $16.00 28.6% 8.0% 30.0% 34.9% 28.2% -0.5% 1.9% 16.3M -407.1M -3.2M 0.20 44.63 N/A N/A 77,447 15,569 728,077 302,397
« Feb 2024 | All History | Apr 2024 » Home GOLD History March 2024