GOLD Options History — July 2024 In July 2024, GOLD traded between $16.54 and $19.23. ATM implied volatility averaged 31.0%, placing in the 53.6% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 2.2% (HV 20d: 33.2%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.33.
Notable Days 2024-07-16 : Highest Volume — 117,198 contracts2024-07-05 : Largest IV spike — 11.6% change2024-07-30 : Highest IV Rank — 72.9%2024-07-30 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.02 $16.54 $19.23 $16.59 $18.55 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 31.0% 25.9% 33.8% 28.5% 33.1% Expected Move 9.3% 8.3% 10.1% 8.4% 9.9% HV 20d 33.2% 28.1% 42.7% 42.7% 32.8% HV 60d 34.7% 33.6% 35.9% 35.0% 33.9% IV Rank 53.6% 17.3% 72.9% 35.6% 67.7% IV Percentile 63.0% 3.6% 90.5% 28.6% 83.7% Term Structure 1.4% -3.0% 7.8% 2.9% -3.0% VWIV 33.2% 29.6% 36.7% 30.0% 35.8% Skew 25d -0.6% -2.3% 3.6% 0.8% -0.5% Skew 10d -2.0% -4.8% 7.8% -0.8% 7.8% Call IV 25d 32.5% 27.6% 34.8% 29.2% 33.8% Put IV 25d 31.9% 29.5% 34.2% 30.0% 33.2% Bid-Ask Spread % 22.75 3.89 46.29 46.29 36.26 Gamma HHI 0.20 0.16 0.22 0.16 0.21 Net GEX 18.1M 10.0M 27.3M 10.4M 21.7M Net DEX -514.7M -827.6M -221.1M -238.6M -583.6M Net VEX -4.2M -4.3M -4.0M -4.0M -4.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.10 0.67 0.51 0.23 Total Volume 47,369.273 21,395 117,198 28,893 43,823 Total OI 1,292,355.818 1,222,950 1,366,831 1,222,950 1,312,445
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 2024-07-01 $16.59 $17.00 28.5% 8.4% 42.7% 35.6% 30.0% 0.8% 2.9% 10.4M -238.6M -4.0M 0.51 46.29 N/A N/A 19,189 9,704 826,376 396,574 2024-07-02 $16.54 $17.00 25.9% 8.3% 42.2% 17.3% 29.6% 3.6% 7.8% 10.0M -221.1M -4.0M 0.49 39.33 N/A N/A 14,348 7,047 834,930 403,772 2024-07-03 $17.34 $17.00 28.2% 8.9% 41.5% 33.4% 30.8% -0.3% -0.2% 16.6M -405.2M -4.2M 0.22 43.07 N/A N/A 56,842 12,225 842,851 408,902 2024-07-05 $17.54 $17.00 31.4% 8.9% 41.5% 56.4% 33.3% -2.1% -0.1% 19.1M -445.5M -4.2M 0.14 29.65 N/A N/A 58,188 8,048 851,304 414,266 2024-07-08 $17.34 $17.00 29.0% 9.0% 39.4% 39.1% 32.1% -1.1% 4.3% 15.4M -383.9M -4.1M 0.64 32.14 N/A N/A 14,838 9,541 854,015 406,266 2024-07-09 $17.38 $17.00 27.7% 8.9% 29.6% 29.9% 31.4% -2.3% 4.1% 16.0M -400.4M -4.1M 0.51 28.24 N/A N/A 14,926 7,549 861,427 411,529 2024-07-10 $17.74 $17.00 29.9% 9.0% 30.0% 45.6% 31.7% -1.2% 1.7% 18.7M -486.3M -4.2M 0.31 23.30 N/A N/A 34,719 10,722 864,378 417,047 2024-07-11 $18.12 $17.00 30.3% 9.2% 29.5% 48.1% 32.5% -0.5% 2.9% 21.6M -560.0M -4.3M 0.67 19.55 N/A N/A 68,635 45,875 870,485 422,766 2024-07-12 $18.52 $17.00 29.9% 8.9% 29.7% 45.8% 32.1% -1.0% 1.9% 27.3M -675.9M -4.2M 0.42 3.89 N/A N/A 54,612 22,930 893,747 426,818 2024-07-15 $18.45 $17.00 31.8% 9.2% 28.1% 58.8% 32.8% -1.6% 0.8% 21.3M -636.4M -4.3M 0.42 10.50 N/A N/A 30,302 12,677 881,356 428,689 2024-07-16 $19.23 $17.00 32.5% 9.4% 30.2% 63.5% 33.7% -1.1% -1.2% 21.7M -827.6M -4.3M 0.14 14.13 N/A N/A 102,521 14,677 892,328 434,080 2024-07-17 $18.91 $17.00 32.5% 9.3% 31.6% 63.6% 33.5% -1.5% -0.0% 23.0M -753.4M -4.3M 0.20 9.97 N/A N/A 45,173 9,220 912,537 439,402 2024-07-18 $18.52 $17.00 31.3% 9.0% 32.7% 55.1% 32.4% -0.0% -0.5% 22.0M -646.6M -4.2M 0.36 14.44 N/A N/A 38,005 13,674 910,625 442,862 2024-07-19 $18.45 $17.00 32.6% 9.4% 31.3% 64.8% 33.8% -1.0% -0.9% 14.7M -627.8M -4.3M 0.39 15.15 N/A N/A 29,267 11,282 915,939 450,892 2024-07-22 $18.41 $17.00 32.0% 9.4% 29.1% 59.9% 35.4% -1.0% 1.8% 17.2M -540.4M -4.2M 0.15 19.01 N/A N/A 26,082 3,834 852,998 409,207 2024-07-23 $18.59 $17.00 30.7% 9.5% 29.0% 51.0% 34.4% 2.4% 5.0% 19.2M -581.0M -4.2M 0.10 17.54 N/A N/A 29,120 3,000 860,962 411,088 2024-07-24 $18.55 $17.00 33.0% 9.8% 28.7% 67.5% 34.9% -1.3% -0.0% 19.3M -574.9M -4.2M 0.27 19.41 N/A N/A 23,949 6,500 873,413 414,048 2024-07-25 $17.80 $17.00 33.2% 9.8% 33.1% 68.5% 34.9% -1.3% -0.3% 14.7M -412.9M -4.1M 0.43 18.58 N/A N/A 29,081 12,383 878,956 414,485 2024-07-26 $17.82 $17.00 32.7% 9.7% 33.0% 64.9% 34.2% -1.0% 0.3% 14.6M -403.8M -4.1M 0.37 16.44 N/A N/A 20,262 7,397 885,046 420,220 2024-07-29 $17.94 $17.00 33.3% 10.0% 32.3% 69.4% 35.5% -0.9% -1.4% 15.3M -428.6M -4.1M 0.10 18.46 N/A N/A 32,275 3,131 865,501 413,129 2024-07-30 $18.16 $17.00 33.8% 10.1% 32.4% 72.9% 36.7% -0.3% 4.7% 18.3M -488.6M -4.2M 0.28 25.22 N/A N/A 19,110 5,441 889,847 414,320 2024-07-31 $18.55 $17.00 33.1% 9.9% 32.8% 67.7% 35.8% -0.5% -3.0% 21.7M -583.6M -4.2M 0.23 36.26 N/A N/A 35,716 8,107 895,170 417,275
« Jun 2024 | All History | Aug 2024 » Home GOLD History July 2024