GOLD Options History — April 2024 In April 2024, GOLD traded between $16.38 and $18.09. ATM implied volatility averaged 34.3%, placing in the 76.1% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 1.8% (HV 20d: 32.5%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.29.
Notable Days 2024-04-12 : Highest Volume — 180,226 contracts2024-04-12 : Largest IV spike — 12.4% change2024-04-15 : Highest IV Rank — 100.0%2024-04-25 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $17.20 $16.38 $18.09 $16.82 $16.66 Max Pain $16.36 $16.00 $17.00 $16.00 $17.00 ATM IV 34.3% 31.3% 37.7% 31.3% 34.6% Expected Move 9.8% 8.5% 10.8% 8.5% 10.3% HV 20d 32.5% 28.3% 37.0% 29.9% 37.0% HV 60d 32.7% 28.7% 35.8% 35.2% 32.3% IV Rank 76.1% 53.1% 100.0% 53.1% 78.2% IV Percentile 89.1% 62.3% 100.0% 62.3% 93.3% Term Structure -0.1% -1.1% 3.5% 0.7% -0.8% VWIV 35.2% 30.3% 38.7% 30.3% 37.3% Skew 25d -1.8% -4.1% 0.4% -1.8% -2.1% Skew 10d -3.9% -5.7% -2.2% -3.2% -4.1% Call IV 25d 36.0% 33.4% 39.3% 33.7% 35.5% Put IV 25d 34.3% 30.4% 37.7% 31.8% 33.4% Bid-Ask Spread % 25.25 6.57 48.80 32.68 30.78 Gamma HHI 0.16 0.13 0.21 0.21 0.15 Net GEX 16.1M 10.3M 20.8M 15.7M 13.3M Net DEX -424.5M -616.3M -238.1M -403.1M -287.0M Net VEX -3.5M -3.7M -3.2M -3.2M -3.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.17 0.48 0.30 0.29 Total Volume 82,532.591 33,444 180,226 72,994 98,059 Total OI 1,152,525.773 999,174 1,287,145 999,174 1,252,395
Daily Data (22 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 2024-04-01 $16.82 $16.00 31.3% 8.5% 29.9% 53.1% 30.3% -1.8% 0.7% 15.7M -403.1M -3.2M 0.30 32.68 N/A N/A 56,083 16,911 703,278 295,896 2024-04-02 $17.14 $16.00 31.8% 8.7% 28.3% 56.3% 30.8% -1.0% 0.3% 17.4M -464.9M -3.2M 0.28 35.10 N/A N/A 60,294 17,010 719,320 301,618 2024-04-03 $17.45 $16.00 33.0% 8.7% 28.6% 64.6% 30.9% -4.1% 0.7% 17.7M -514.1M -3.3M 0.25 48.80 N/A N/A 69,685 17,362 721,580 310,646 2024-04-04 $17.38 $16.00 32.7% 9.3% 28.7% 62.5% 33.2% 0.4% 3.5% 18.1M -495.2M -3.3M 0.18 27.69 N/A N/A 62,010 11,400 730,977 316,015 2024-04-05 $17.87 $16.00 33.3% 9.6% 29.8% 66.2% 34.3% -2.3% 0.0% 20.4M -602.6M -3.4M 0.20 11.97 N/A N/A 96,712 19,440 754,326 321,165 2024-04-08 $17.76 $16.00 33.6% 9.4% 29.9% 68.6% 32.9% -1.3% -1.1% 17.8M -543.4M -3.3M 0.48 11.05 N/A N/A 47,040 22,718 744,295 315,337 2024-04-09 $18.01 $16.00 33.2% 9.3% 30.0% 68.9% 34.6% -1.9% -0.4% 18.6M -598.3M -3.4M 0.29 12.17 N/A N/A 63,907 18,634 759,475 328,549 2024-04-10 $17.89 $16.00 33.1% 9.4% 29.4% 68.5% 33.7% -1.6% -0.6% 18.7M -571.4M -3.4M 0.22 30.40 N/A N/A 46,489 10,359 775,078 337,696 2024-04-11 $18.09 $16.00 32.5% 9.4% 29.0% 64.8% 33.1% -1.9% 0.8% 20.8M -616.3M -3.5M 0.23 17.38 N/A N/A 41,843 9,619 790,391 342,410 2024-04-12 $17.81 $16.00 36.5% 10.4% 28.5% 99.8% 36.5% -4.0% -0.0% 17.2M -557.9M -3.5M 0.32 6.57 N/A N/A 136,848 43,378 806,556 346,752 2024-04-15 $17.41 $16.00 37.7% 10.7% 30.3% 100.0% 38.2% -1.6% 1.0% 15.8M -445.8M -3.5M 0.35 17.40 N/A N/A 90,251 31,312 804,337 349,500 2024-04-16 $16.48 $16.00 36.7% 10.5% 36.9% 93.3% 38.0% -1.4% -0.6% 12.1M -247.3M -3.4M 0.43 14.49 N/A N/A 104,112 44,815 840,851 361,283 2024-04-17 $16.64 $17.00 36.6% 10.5% 35.3% 92.4% 37.5% -1.7% -1.1% 14.3M -294.3M -3.6M 0.36 18.88 N/A N/A 53,774 19,468 872,674 382,656 2024-04-18 $16.95 $16.00 35.8% 10.3% 34.4% 86.5% 37.6% -1.3% -1.0% 18.1M -353.4M -3.7M 0.40 25.79 N/A N/A 35,400 14,062 886,324 388,165 2024-04-19 $17.02 $17.00 35.5% 10.3% 34.1% 84.7% 36.8% -2.4% -0.8% 12.8M -353.0M -3.6M 0.19 28.58 N/A N/A 49,800 9,361 890,466 396,679 2024-04-22 $16.38 $17.00 34.3% 10.0% 35.9% 76.5% 35.9% -1.2% 0.0% 10.3M -238.1M -3.5M 0.22 36.66 N/A N/A 73,453 15,826 802,488 349,314 2024-04-23 $16.63 $17.00 34.1% 9.9% 36.2% 74.6% 35.6% -1.3% -0.1% 12.8M -281.7M -3.5M 0.26 31.92 N/A N/A 28,633 7,377 826,763 356,507 2024-04-24 $16.49 $17.00 33.5% 9.9% 36.4% 70.8% 35.1% -0.8% -0.0% 11.7M -266.1M -3.6M 0.32 30.46 N/A N/A 25,262 8,182 832,395 360,415 2024-04-25 $17.13 $16.50 35.9% 10.8% 36.7% 87.3% 38.7% -2.1% -0.8% 16.6M -392.8M -3.7M 0.17 28.34 N/A N/A 94,433 15,920 842,183 363,099 2024-04-26 $17.11 $16.50 34.4% 10.1% 35.3% 76.9% 35.8% -1.3% -0.3% 18.1M -396.2M -3.7M 0.33 28.59 N/A N/A 52,446 17,400 872,942 372,317 2024-04-29 $17.27 $17.00 34.7% 10.4% 35.2% 78.9% 38.4% -2.0% -0.6% 16.1M -415.5M -3.7M 0.31 29.72 N/A N/A 44,830 13,799 857,740 372,714 2024-04-30 $16.66 $17.00 34.6% 10.3% 37.0% 78.2% 37.3% -2.1% -0.8% 13.3M -287.0M -3.6M 0.29 30.78 N/A N/A 75,839 22,220 872,315 380,080
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