GOLD Options History — October 2024 In October 2024, GOLD traded between $19.38 and $21.20. ATM implied volatility averaged 37.3%, placing in the 63.4% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 8.2% (HV 20d: 29.1%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.34.
Notable Days 2024-10-24 : Highest Volume — 85,456 contracts2024-10-30 : Largest IV spike — 5.7% change2024-10-09 : Highest IV Rank — 81.0%2024-10-31 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $20.14 $19.38 $21.20 $20.30 $19.38 Max Pain $19.35 $19.00 $20.00 $20.00 $20.00 ATM IV 37.3% 35.5% 40.5% 35.5% 38.8% Expected Move 10.9% 10.5% 12.2% 10.7% 12.2% HV 20d 29.1% 26.6% 32.3% 31.9% 28.6% HV 60d 34.1% 33.0% 35.2% 35.1% 33.1% IV Rank 63.4% 53.4% 81.0% 53.6% 72.0% IV Percentile 95.6% 90.1% 99.2% 94.4% 98.8% Term Structure -0.4% -1.8% 2.8% 1.5% -1.4% VWIV 38.7% 37.1% 42.7% 37.9% 42.7% Skew 25d 0.1% -0.9% 2.1% -0.5% 0.8% Skew 10d 3.9% -0.6% 15.7% 9.6% 4.2% Call IV 25d 37.8% 35.6% 39.6% 36.7% 38.8% Put IV 25d 37.9% 35.9% 39.6% 36.2% 39.6% Bid-Ask Spread % 32.39 21.40 46.47 46.47 29.40 Gamma HHI 0.20 0.18 0.38 0.18 0.19 Net GEX 15.9M 11.1M 41.3M 15.3M 11.1M Net DEX -572.4M -807.4M -403.1M -593.8M -403.1M Net VEX -4.0M -4.2M -3.8M -4.1M -3.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.10 0.73 0.37 0.30 Total Volume 39,514.957 19,542 85,456 37,808 57,452 Total OI 1,303,118.87 1,254,686 1,344,383 1,254,686 1,338,989
Daily Data (23 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 2024-10-01 $20.30 $20.00 35.5% 10.7% 31.9% 53.6% 37.9% -0.5% 1.5% 15.3M -593.8M -4.1M 0.37 46.47 N/A N/A 27,675 10,133 785,132 469,554 2024-10-02 $20.20 $20.00 35.5% 10.5% 31.5% 53.4% 37.5% -0.8% 1.7% 15.4M -567.0M -4.2M 0.15 42.10 N/A N/A 18,587 2,704 795,556 476,402 2024-10-03 $19.81 $19.00 35.8% 10.6% 32.3% 55.4% 37.3% 0.3% 2.8% 13.2M -479.9M -4.2M 0.38 33.04 N/A N/A 21,900 8,228 800,702 477,744 2024-10-04 $20.11 $19.00 36.8% 10.6% 31.4% 60.5% 37.4% -0.4% 1.3% 14.2M -558.4M -4.2M 0.35 28.85 N/A N/A 17,600 6,124 810,615 481,297 2024-10-07 $19.86 $19.00 38.0% 10.7% 31.6% 67.4% 37.7% 0.4% -0.9% 12.9M -496.1M -4.1M 0.36 33.96 N/A N/A 14,412 5,130 793,404 478,967 2024-10-08 $19.55 $19.00 38.3% 10.7% 31.8% 69.1% 37.9% 0.2% -1.0% 11.6M -435.8M -4.0M 0.49 38.60 N/A N/A 14,765 7,208 800,799 482,808 2024-10-09 $19.55 $19.00 40.5% 10.7% 31.7% 81.0% 37.7% -0.9% -1.7% 12.0M -431.1M -4.1M 0.34 37.14 N/A N/A 16,722 5,721 804,843 485,186 2024-10-10 $20.05 $19.00 38.7% 10.9% 27.5% 71.4% 38.0% 0.1% -1.1% 15.3M -548.8M -4.1M 0.15 24.18 N/A N/A 34,321 5,181 811,162 487,809 2024-10-11 $19.95 $19.00 38.0% 10.7% 27.3% 67.5% 37.6% -0.5% -1.2% 16.5M -538.4M -4.0M 0.37 37.34 N/A N/A 29,202 10,663 827,302 489,596 2024-10-14 $19.94 $19.00 38.2% 10.8% 27.0% 68.6% 38.3% 0.4% -1.3% 13.8M -540.3M -4.0M 0.73 29.63 N/A N/A 15,134 11,040 816,133 485,491 2024-10-15 $20.14 $19.00 38.0% 10.8% 27.3% 67.5% 38.4% -0.1% -1.2% 15.5M -587.2M -4.0M 0.42 29.84 N/A N/A 17,024 7,095 820,411 484,748 2024-10-16 $20.02 $19.00 36.6% 10.5% 26.9% 59.5% 37.1% 0.1% -1.0% 14.2M -557.4M -3.9M 0.43 35.47 N/A N/A 36,827 15,660 826,989 488,152 2024-10-17 $20.34 $19.00 36.4% 10.5% 27.5% 58.7% 37.7% -0.1% -0.3% 17.2M -648.0M -4.0M 0.36 24.02 N/A N/A 24,038 8,774 840,367 499,022 2024-10-18 $20.94 $19.00 37.3% 10.8% 29.2% 63.2% 38.4% -0.6% -1.2% 41.3M -795.9M -3.9M 0.20 30.32 N/A N/A 66,052 12,985 842,297 500,925 2024-10-21 $20.88 $19.00 36.2% 10.6% 28.9% 57.4% 37.3% -0.2% -0.5% 18.3M -746.9M -3.8M 0.25 34.07 N/A N/A 42,411 10,411 795,834 472,880 2024-10-22 $21.20 $19.00 36.2% 10.6% 28.3% 57.3% 37.5% -0.7% -0.3% 19.2M -807.4M -3.8M 0.30 37.34 N/A N/A 44,286 13,343 797,610 479,048 2024-10-23 $20.73 $19.00 35.9% 10.7% 29.5% 55.6% 37.7% 2.1% 1.8% 16.0M -691.9M -3.9M 0.37 26.40 N/A N/A 31,836 11,798 810,477 489,410 2024-10-24 $20.31 $20.00 37.0% 11.1% 29.6% 62.0% 39.2% 0.4% -1.8% 14.8M -596.5M -4.0M 0.31 35.38 N/A N/A 65,428 20,028 822,223 494,267 2024-10-25 $19.73 $20.00 37.6% 11.5% 28.3% 65.0% 40.5% 1.2% 0.0% 11.5M -456.8M -3.9M 0.60 32.79 N/A N/A 35,337 21,217 842,366 502,017 2024-10-28 $19.93 $20.00 37.9% 11.7% 27.3% 66.7% 41.3% 0.0% -0.7% 14.1M -532.9M -3.9M 0.38 32.54 N/A N/A 19,225 7,210 827,304 487,405 2024-10-29 $20.27 $20.00 36.0% 11.9% 26.6% 56.3% 41.9% 1.1% -0.1% 16.9M -602.1M -4.0M 0.13 21.40 N/A N/A 21,314 2,733 833,935 489,469 2024-10-30 $20.05 $20.00 38.1% 11.9% 26.8% 67.7% 42.0% 0.1% -1.6% 15.3M -549.1M -3.9M 0.10 24.59 N/A N/A 30,721 3,189 834,875 490,212 2024-10-31 $19.38 $20.00 38.8% 12.2% 28.6% 72.0% 42.7% 0.8% -1.4% 11.1M -403.1M -3.8M 0.30 29.40 N/A N/A 44,218 13,234 847,957 491,032
« Sep 2024 | All History | Nov 2024 » Home GOLD History October 2024