GOLD Options History — June 2024 In June 2024, GOLD traded between $15.96 and $17.39. ATM implied volatility averaged 29.4%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 10.9% (HV 20d: 40.3%). Max pain ranged from $16.50 to $17.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.38.
Notable Days 2024-06-04 : Highest Volume — 148,491 contracts2024-06-13 : Largest IV drop — 11.1% change2024-06-12 : Highest IV Rank — 57.5%2024-06-05 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.57 $15.96 $17.39 $17.39 $16.63 Max Pain $16.92 $16.50 $17.00 $16.50 $17.00 ATM IV 29.4% 27.1% 31.6% 29.8% 27.9% Expected Move 8.6% 8.1% 9.1% 8.9% 8.1% HV 20d 40.3% 24.8% 44.6% 24.8% 42.7% HV 60d 34.9% 30.4% 36.4% 30.4% 35.0% IV Rank 42.0% 25.8% 57.5% 44.8% 31.3% IV Percentile 47.6% 12.7% 71.8% 57.1% 18.3% Term Structure 0.9% -0.8% 5.1% -0.7% 1.3% VWIV 30.6% 29.2% 33.2% 30.9% 29.2% Skew 25d -0.2% -2.3% 3.8% 0.3% -1.1% Skew 10d -1.5% -4.2% 1.1% -0.1% -2.3% Call IV 25d 30.2% 27.5% 32.7% 29.5% 29.2% Put IV 25d 30.0% 28.1% 31.5% 29.8% 28.1% Bid-Ask Spread % 44.70 25.39 58.61 38.01 48.77 Gamma HHI 0.16 0.14 0.21 0.17 0.16 Net GEX 10.2M 5.9M 18.5M 14.9M 10.2M Net DEX -234.2M -417.9M -107.2M -361.6M -251.5M Net VEX -4.0M -4.1M -3.7M -3.9M -4.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.19 0.86 0.38 0.36 Total Volume 52,603.421 16,941 148,491 46,937 44,446 Total OI 1,369,399.316 1,177,875 1,482,739 1,297,630 1,242,444
Daily Data (19 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 2024-06-03 $17.39 $16.50 29.8% 8.9% 24.8% 44.8% 30.9% 0.3% -0.7% 14.9M -361.6M -3.9M 0.38 38.01 N/A N/A 34,121 12,816 868,759 428,871 2024-06-04 $16.51 $16.50 29.7% 8.9% 31.1% 43.9% 31.9% 0.7% 0.5% 8.1M -176.6M -3.7M 0.56 25.78 N/A N/A 95,131 53,360 886,000 434,460 2024-06-05 $16.69 $16.50 28.7% 9.1% 31.3% 36.9% 33.2% -0.9% 0.4% 11.5M -251.9M -3.9M 0.25 25.39 N/A N/A 39,940 9,859 936,440 456,954 2024-06-06 $17.36 $17.00 30.0% 8.8% 34.2% 46.2% 31.4% 0.4% 0.7% 18.5M -417.9M -4.1M 0.30 52.12 N/A N/A 59,341 17,638 950,623 462,914 2024-06-07 $16.19 $17.00 29.4% 8.6% 41.7% 42.3% 30.6% -0.6% 0.0% 6.3M -130.7M -3.9M 0.57 58.61 N/A N/A 54,145 30,629 962,414 473,353 2024-06-10 $16.39 $17.00 27.1% 8.7% 42.1% 25.8% 30.9% 0.2% 1.1% 8.2M -191.1M -4.0M 0.43 56.59 N/A N/A 27,741 12,028 949,838 467,681 2024-06-11 $16.11 $17.00 29.8% 8.6% 42.4% 44.5% 31.7% 1.3% 2.5% 7.2M -134.5M -3.8M 0.19 52.64 N/A N/A 46,312 8,620 966,795 474,048 2024-06-12 $16.41 $17.00 31.6% 8.3% 42.8% 57.5% 29.7% 3.8% 5.1% 9.8M -207.4M -4.0M 0.27 53.58 N/A N/A 25,094 6,839 964,721 476,862 2024-06-13 $16.05 $17.00 28.1% 8.3% 42.2% 33.1% 29.9% 0.7% 1.8% 6.9M -135.9M -3.9M 0.50 57.97 N/A N/A 17,619 8,778 974,423 478,941 2024-06-14 $15.96 $17.00 28.9% 8.4% 42.1% 38.3% 30.6% 2.2% 3.7% 5.9M -107.2M -3.8M 0.86 43.46 N/A N/A 32,517 27,976 980,611 478,860 2024-06-17 $16.13 $17.00 29.3% 8.5% 41.7% 41.7% 30.4% -1.3% 0.2% 7.0M -141.8M -3.8M 0.32 32.13 N/A N/A 33,189 10,504 967,172 476,373 2024-06-18 $16.48 $17.00 29.4% 8.5% 42.7% 41.7% 30.0% -0.5% -0.8% 9.6M -223.6M -4.0M 0.26 47.33 N/A N/A 24,439 6,421 979,637 478,235 2024-06-20 $17.02 $17.00 30.7% 8.8% 44.6% 51.0% 31.0% -1.9% -0.4% 16.6M -377.0M -4.1M 0.26 46.34 N/A N/A 74,635 19,192 993,000 481,059 2024-06-21 $16.55 $17.00 30.7% 8.8% 44.2% 51.1% 30.5% -1.0% -0.5% 8.4M -240.4M -4.0M 0.41 43.60 N/A N/A 36,783 15,156 993,460 489,279 2024-06-24 $16.76 $17.00 29.6% 8.5% 44.2% 43.5% 30.7% -0.8% 0.6% 9.9M -265.3M -4.0M 0.20 34.21 N/A N/A 39,444 7,818 788,810 389,065 2024-06-25 $16.61 $17.00 29.4% 8.4% 44.3% 42.0% 29.5% -1.5% 0.8% 10.1M -247.5M -4.0M 0.42 44.69 N/A N/A 16,270 6,837 815,890 393,692 2024-06-26 $16.77 $17.00 29.3% 8.5% 43.6% 41.5% 30.0% -1.6% 0.3% 11.4M -277.7M -4.1M 0.41 37.94 N/A N/A 19,005 7,881 822,308 398,595 2024-06-27 $16.89 $17.00 29.1% 8.4% 42.5% 40.1% 29.5% -2.3% 0.4% 13.7M -310.0M -4.1M 0.28 50.06 N/A N/A 13,259 3,682 833,753 402,247 2024-06-28 $16.63 $17.00 27.9% 8.1% 42.7% 31.3% 29.2% -1.1% 1.3% 10.2M -251.5M -4.0M 0.36 48.77 N/A N/A 32,641 11,805 838,662 403,782
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