GOLD Options History — May 2024 In May 2024, GOLD traded between $16.37 and $17.91. ATM implied volatility averaged 28.6%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 1.9% (HV 20d: 30.5%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.39.
Notable Days 2024-05-20 : Highest Volume — 91,398 contracts2024-05-02 : Largest IV drop — 10.8% change2024-05-01 : Highest IV Rank — 60.9%2024-05-01 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.08 $16.37 $17.91 $16.43 $17.13 Max Pain $16.11 $15.00 $17.00 $17.00 $16.50 ATM IV 28.6% 27.2% 32.1% 32.1% 28.9% Expected Move 8.2% 7.7% 9.2% 9.2% 8.5% HV 20d 30.5% 24.8% 36.6% 36.5% 24.8% HV 60d 31.0% 30.1% 32.4% 32.3% 30.3% IV Rank 36.6% 26.3% 60.9% 60.9% 38.4% IV Percentile 33.2% 13.1% 72.6% 72.6% 43.7% Term Structure -0.3% -1.6% 0.9% -0.5% -1.1% VWIV 29.5% 27.5% 33.0% 33.0% 30.0% Skew 25d -1.2% -6.0% 0.5% -1.6% 0.5% Skew 10d -1.8% -5.7% 6.0% -3.1% 1.0% Call IV 25d 29.7% 28.0% 34.4% 32.9% 29.5% Put IV 25d 28.5% 27.1% 31.3% 31.3% 30.1% Bid-Ask Spread % 37.29 20.77 53.60 45.06 48.83 Gamma HHI 0.19 0.15 0.35 0.15 0.17 Net GEX 16.5M 10.4M 29.2M 11.7M 12.7M Net DEX -348.2M -581.7M -188.5M -229.0M -301.5M Net VEX -3.8M -4.0M -3.5M -3.6M -3.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.17 0.82 0.32 0.35 Total Volume 48,121.955 22,054 91,398 72,061 22,054 Total OI 1,340,610.364 1,263,595 1,419,991 1,308,511 1,341,063
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 2024-05-01 $16.43 $17.00 32.1% 9.2% 36.5% 60.9% 33.0% -1.6% -0.5% 11.7M -229.0M -3.6M 0.32 45.06 N/A N/A 54,526 17,535 916,649 391,862 2024-05-02 $16.55 $17.00 28.6% 8.9% 36.6% 36.7% 32.9% -6.0% 0.2% 11.9M -227.5M -3.5M 0.49 40.29 N/A N/A 24,257 11,963 926,472 400,355 2024-05-03 $16.37 $17.00 30.3% 8.5% 34.9% 48.1% 30.8% -0.5% -0.2% 10.4M -188.5M -3.5M 0.31 53.60 N/A N/A 30,511 9,594 928,520 406,161 2024-05-06 $16.62 $15.00 30.1% 8.5% 35.6% 46.7% 30.9% -1.0% 0.1% 13.8M -256.1M -3.6M 0.32 40.02 N/A N/A 22,531 7,189 890,265 394,796 2024-05-07 $16.70 $16.00 28.8% 8.3% 35.2% 37.8% 29.2% -0.6% 0.6% 14.5M -264.4M -3.6M 0.28 39.19 N/A N/A 18,244 5,187 897,635 400,083 2024-05-08 $16.68 $16.00 28.7% 8.2% 35.2% 37.5% 29.4% -0.5% 0.9% 15.4M -267.4M -3.6M 0.35 31.51 N/A N/A 23,878 8,355 903,135 402,753 2024-05-09 $17.06 $16.00 28.3% 8.1% 36.0% 34.7% 29.9% -0.8% 0.2% 20.5M -353.5M -3.6M 0.17 35.37 N/A N/A 77,308 13,198 905,101 405,369 2024-05-10 $16.98 $16.00 27.8% 7.9% 35.7% 30.5% 28.2% -1.1% 0.3% 29.2M -361.4M -3.7M 0.18 32.01 N/A N/A 41,890 7,476 956,242 411,168 2024-05-13 $16.89 $16.00 28.7% 8.0% 34.9% 36.9% 28.8% -0.9% -0.7% 19.5M -338.8M -3.7M 0.31 34.00 N/A N/A 23,150 7,157 950,242 409,558 2024-05-14 $17.09 $16.00 28.8% 8.0% 28.9% 37.7% 28.5% -0.1% -0.8% 21.7M -388.0M -3.8M 0.81 33.30 N/A N/A 35,106 28,542 954,475 413,111 2024-05-15 $17.51 $16.00 28.7% 8.0% 29.9% 37.3% 29.0% -1.7% -0.5% 24.6M -502.7M -3.9M 0.21 28.27 N/A N/A 49,970 10,554 961,312 434,137 2024-05-16 $17.52 $16.00 28.3% 8.0% 29.3% 34.4% 28.2% -2.1% 0.1% 25.3M -511.9M -3.9M 0.46 31.96 N/A N/A 24,633 11,437 971,177 438,631 2024-05-17 $17.82 $16.00 28.2% 7.9% 29.8% 33.7% 27.9% -1.0% -0.7% 22.0M -581.7M -3.9M 0.23 31.67 N/A N/A 61,107 14,239 975,574 444,417 2024-05-20 $17.91 $16.00 27.7% 7.9% 25.6% 30.1% 28.8% -1.7% 0.3% 18.8M -506.3M -4.0M 0.49 34.75 N/A N/A 61,197 30,201 862,376 401,219 2024-05-21 $17.80 $16.00 27.2% 7.7% 25.6% 26.3% 27.5% -1.1% 0.4% 17.8M -475.1M -4.0M 0.82 33.50 N/A N/A 24,746 20,188 886,220 420,765 2024-05-22 $17.23 $16.00 27.7% 7.9% 28.3% 30.0% 28.1% -1.1% -0.3% 13.4M -334.5M -3.9M 0.51 45.40 N/A N/A 45,324 22,928 895,381 433,402 2024-05-23 $16.98 $16.00 28.2% 8.2% 25.5% 33.7% 28.8% -1.2% -1.6% 11.2M -276.8M -3.9M 0.34 37.45 N/A N/A 30,562 10,252 913,121 438,711 2024-05-24 $17.05 $16.00 27.2% 7.9% 25.6% 26.9% 27.9% -0.7% -1.4% 12.3M -299.7M -4.0M 0.60 20.77 N/A N/A 17,546 10,469 916,491 443,663 2024-05-28 $17.44 $16.00 27.3% 8.4% 26.6% 27.2% 29.9% 0.3% 0.2% 14.4M -400.3M -4.0M 0.39 43.72 N/A N/A 27,111 10,624 894,888 440,832 2024-05-29 $16.95 $16.00 28.7% 8.4% 25.4% 36.9% 30.4% -1.7% -0.7% 10.7M -276.6M -3.9M 0.46 40.83 N/A N/A 26,898 12,257 905,340 446,519 2024-05-30 $17.09 $16.00 29.5% 8.5% 24.9% 42.9% 31.0% -1.8% -1.0% 11.7M -318.2M -3.9M 0.17 38.87 N/A N/A 40,153 6,636 917,880 446,357 2024-05-31 $17.13 $16.50 28.9% 8.5% 24.8% 38.4% 30.0% 0.5% -1.1% 12.7M -301.5M -3.9M 0.35 48.83 N/A N/A 16,350 5,704 891,616 449,447
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