GOLD Options History — August 2024 In August 2024, GOLD traded between $16.95 and $20.63. ATM implied volatility averaged 32.7%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 7.2% (HV 20d: 39.9%). Max pain ranged from $16.00 to $19.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.46.
Notable Days 2024-08-12 : Highest Volume — 132,880 contracts2024-08-07 : Largest IV drop — 23.4% change2024-08-02 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $19.16 $16.95 $20.63 $18.20 $20.11 Max Pain $16.50 $16.00 $19.00 $17.00 $19.00 ATM IV 32.7% 27.5% 43.9% 32.9% 27.5% Expected Move 9.4% 7.8% 12.3% 10.7% 7.8% HV 20d 39.9% 30.0% 45.9% 30.0% 41.3% HV 60d 37.9% 34.0% 39.9% 34.0% 37.8% IV Rank 47.4% 19.8% 100.0% 66.8% 19.8% IV Percentile 63.7% 10.7% 100.0% 81.7% 10.7% Term Structure 1.2% -4.9% 32.6% -2.4% 4.0% VWIV 33.4% 27.9% 42.9% 39.0% 27.9% Skew 25d 0.4% -2.1% 5.1% -0.2% 0.4% Skew 10d 0.1% -4.7% 2.5% -2.3% 1.7% Call IV 25d 33.0% 27.1% 41.2% 35.7% 27.1% Put IV 25d 33.4% 27.5% 46.2% 35.5% 27.5% Bid-Ask Spread % 25.45 10.18 37.13 28.30 27.81 Gamma HHI 0.26 0.21 0.33 0.21 0.33 Net GEX 20.2M 9.9M 26.1M 19.0M 24.3M Net DEX -658.6M -941.6M -237.4M -500.5M -719.3M Net VEX -4.3M -4.5M -4.1M -4.2M -4.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.18 1.11 0.53 0.51 Total Volume 59,624.409 28,358 132,880 50,000 28,358 Total OI 1,371,278.682 1,317,284 1,425,534 1,327,219 1,391,894
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 2024-08-01 $18.20 $17.00 32.9% 10.7% 30.0% 66.8% 39.0% -0.2% -2.4% 19.0M -500.5M -4.2M 0.53 28.30 N/A N/A 32,692 17,308 905,895 421,324 2024-08-02 $17.82 $17.00 38.7% 12.3% 30.9% 100.0% 42.9% 1.3% -2.3% 14.8M -396.8M -4.2M 0.58 15.70 N/A N/A 49,420 28,759 912,552 428,076 2024-08-05 $17.16 $16.00 43.9% 11.8% 33.6% 100.0% 41.5% 5.1% -4.9% 10.3M -274.0M -4.1M 0.48 28.56 N/A N/A 44,336 21,222 890,848 426,436 2024-08-06 $17.48 $16.00 43.6% 10.7% 34.2% 98.8% 38.4% 3.7% -2.3% 12.6M -345.2M -4.2M 0.35 12.51 N/A N/A 33,911 11,887 910,908 434,254 2024-08-07 $16.95 $16.00 33.4% 10.8% 35.0% 49.0% 39.2% 2.3% 3.9% 9.9M -237.4M -4.1M 0.67 10.18 N/A N/A 26,081 17,528 924,593 437,759 2024-08-08 $17.30 $16.00 37.2% 10.4% 35.0% 67.5% 36.8% 1.7% -0.4% 12.0M -307.5M -4.2M 0.70 17.53 N/A N/A 23,003 16,197 936,757 448,127 2024-08-09 $17.39 $16.00 37.1% 10.3% 33.9% 66.8% 36.7% 0.8% 0.7% 12.3M -323.2M -4.2M 0.63 25.64 N/A N/A 27,971 17,746 942,464 453,615 2024-08-12 $18.91 $16.00 35.4% 9.4% 45.9% 58.6% 33.4% -2.1% -1.4% 22.7M -681.6M -4.4M 0.34 23.51 N/A N/A 98,886 33,994 929,221 454,966 2024-08-13 $19.16 $16.00 33.0% 9.3% 43.6% 47.1% 33.8% -0.7% -0.5% 24.4M -706.9M -4.4M 0.19 26.76 N/A N/A 49,837 9,694 927,674 469,398 2024-08-14 $19.12 $16.00 31.2% 9.0% 43.2% 38.3% 32.3% -0.2% 0.3% 23.4M -685.9M -4.3M 0.40 22.71 N/A N/A 41,082 16,607 919,196 471,103 2024-08-15 $19.09 $16.00 29.4% 8.5% 42.5% 29.3% 30.4% -0.6% 0.4% 23.6M -684.4M -4.4M 0.22 22.46 N/A N/A 38,309 8,380 930,948 480,284 2024-08-16 $19.70 $16.00 30.4% 8.8% 43.7% 34.0% 31.1% -1.6% 0.3% 20.3M -844.5M -4.4M 0.18 23.66 N/A N/A 81,101 14,487 942,093 480,810 2024-08-19 $20.21 $16.00 29.2% 8.5% 44.3% 28.3% 30.1% -1.0% 0.5% 23.9M -874.4M -4.3M 0.38 23.85 N/A N/A 54,503 20,945 880,735 442,505 2024-08-20 $20.45 $16.00 30.3% 8.7% 44.4% 33.6% 30.8% -1.1% -1.0% 24.4M -925.4M -4.3M 0.34 28.17 N/A N/A 58,387 19,934 889,633 450,768 2024-08-21 $20.63 $16.00 29.9% 8.6% 44.3% 31.7% 30.3% -0.5% -0.9% 25.1M -941.6M -4.5M 0.47 28.16 N/A N/A 42,545 19,805 898,812 458,392 2024-08-22 $20.23 $17.00 30.8% 8.9% 41.9% 36.1% 31.3% 0.5% -0.5% 22.8M -846.9M -4.4M 0.39 26.19 N/A N/A 22,706 8,893 899,818 471,108 2024-08-23 $20.46 $17.00 29.3% 8.4% 41.9% 28.6% 29.7% 0.1% 0.0% 25.4M -888.9M -4.4M 0.31 33.29 N/A N/A 32,402 10,201 899,097 474,187 2024-08-26 $20.45 $17.00 30.0% 8.3% 42.0% 32.0% 31.4% -0.2% -0.2% 23.3M -873.7M -4.3M 1.11 37.13 N/A N/A 28,215 31,394 881,013 465,839 2024-08-27 $20.39 $17.00 29.0% 8.3% 42.0% 27.2% 30.3% 0.4% 0.3% 23.5M -848.0M -4.3M 0.65 33.02 N/A N/A 25,859 16,725 891,415 480,396 2024-08-28 $19.96 $17.00 28.8% 8.3% 42.7% 26.2% 29.4% 1.0% 32.6% 21.1M -736.6M -4.3M 0.28 36.08 N/A N/A 71,867 20,388 903,981 483,703 2024-08-29 $20.32 $17.00 28.1% 8.1% 42.1% 23.0% 28.8% -0.3% 0.8% 26.1M -846.4M -4.4M 0.43 28.59 N/A N/A 26,784 11,388 928,681 496,853 2024-08-30 $20.11 $19.00 27.5% 7.8% 41.3% 19.8% 27.9% 0.4% 4.0% 24.3M -719.3M -4.4M 0.51 27.81 N/A N/A 18,811 9,547 887,973 503,921
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