GOLD Options History — November 2024 In November 2024, GOLD traded between $16.62 and $19.09. ATM implied volatility averaged 31.2%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 0.9% (HV 20d: 30.2%). Max pain ranged from $18.00 to $19.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.50.
Notable Days 2024-11-19 : Highest Volume — 142,459 contracts2024-11-08 : Largest IV spike — 76.0% change2024-11-01 : Highest IV Rank — 78.8%2024-11-01 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $17.80 $16.62 $19.09 $19.09 $17.51 Max Pain $18.38 $18.00 $19.50 $19.50 $18.00 ATM IV 31.2% 17.8% 40.1% 40.1% 28.6% Expected Move 9.4% 8.5% 12.1% 12.1% 8.5% HV 20d 30.2% 26.2% 33.3% 28.3% 30.4% HV 60d 30.0% 28.5% 33.2% 33.1% 30.2% IV Rank 48.8% 0.0% 78.8% 78.8% 41.4% IV Percentile 52.4% 0.0% 98.8% 98.8% 19.0% Term Structure 0.5% -2.4% 10.8% -2.4% 1.0% VWIV 33.6% 30.2% 43.1% 43.1% 30.2% Skew 25d -1.4% -17.2% 12.7% -0.6% 0.4% Skew 10d -3.4% -15.4% 8.7% -0.4% -5.8% Call IV 25d 32.7% 18.1% 38.9% 38.6% 29.0% Put IV 25d 31.3% 17.5% 41.3% 38.0% 29.4% Bid-Ask Spread % 20.85 10.70 34.27 34.27 27.03 Gamma HHI 0.23 0.18 0.27 0.21 0.24 Net GEX 7.9M 810.6K 13.2M 10.8M 9.3M Net DEX -170.5M -344.2M 58.1M -337.4M -163.9M Net VEX -3.7M -4.4M -3.1M -3.8M -4.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.25 1.56 0.28 0.50 Total Volume 57,097.15 15,579 142,459 37,161 15,579 Total OI 1,424,593.4 1,331,813 1,520,931 1,359,575 1,480,098
Daily Data (20 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 2024-11-01 $19.09 $19.50 40.1% 12.1% 28.3% 78.8% 43.1% -0.6% -2.4% 10.8M -337.4M -3.8M 0.28 34.27 N/A N/A 29,136 8,025 863,350 496,225 2024-11-04 $18.82 $19.00 33.7% 10.5% 28.4% 43.5% 37.6% -0.7% 10.8% 10.4M -300.4M -3.7M 0.28 20.49 N/A N/A 30,389 8,484 850,153 489,449 2024-11-05 $18.79 $19.00 37.8% 10.4% 28.0% 66.5% 36.8% 2.9% -0.4% 10.8M -291.6M -3.7M 0.42 10.81 N/A N/A 19,105 8,052 860,322 493,941 2024-11-06 $18.39 $19.00 36.2% 10.0% 28.8% 57.5% 36.4% -0.7% -0.7% 7.8M -214.6M -3.6M 0.61 16.93 N/A N/A 46,531 28,465 864,771 497,333 2024-11-07 $18.45 $19.00 17.8% 9.3% 27.0% 0.0% 33.6% -0.1% 0.7% 8.5M -223.7M -3.5M 0.27 18.53 N/A N/A 64,952 17,455 882,032 501,692 2024-11-08 $18.32 $19.00 31.4% 9.0% 27.0% 52.1% 31.7% -0.7% -0.0% 8.8M -199.2M -3.5M 0.41 19.84 N/A N/A 27,062 11,197 910,579 506,274 2024-11-11 $17.51 $19.00 32.0% 9.1% 30.6% 54.5% 33.0% -0.9% -0.1% 3.3M -51.0M -3.2M 0.45 12.31 N/A N/A 63,134 28,113 887,150 498,795 2024-11-12 $16.99 $18.00 26.2% 9.6% 31.0% 32.0% 34.4% -17.2% 0.5% 1.6M 15.0M -3.1M 0.39 13.52 N/A N/A 48,066 18,926 915,618 506,562 2024-11-13 $16.81 $18.00 32.1% 9.2% 31.0% 54.6% 34.1% -1.4% 0.1% 810.6K 42.1M -3.1M 0.73 10.91 N/A N/A 26,140 19,090 939,335 510,380 2024-11-14 $16.84 $18.00 31.2% 9.2% 29.9% 51.3% 33.3% 12.7% 1.5% 1.6M 27.4M -3.1M 0.62 10.70 N/A N/A 73,413 45,198 946,030 513,806 2024-11-15 $16.62 $18.00 30.9% 9.0% 26.2% 50.1% 32.6% -9.6% 0.8% 2.1M 58.1M -3.2M 0.39 10.80 N/A N/A 28,712 11,060 990,274 530,657 2024-11-18 $17.14 $18.00 31.3% 9.0% 30.2% 51.6% 32.6% -1.2% 0.8% 5.9M -76.4M -3.4M 0.70 21.80 N/A N/A 29,739 20,920 874,627 457,186 2024-11-19 $17.69 $18.00 31.7% 9.1% 32.4% 53.1% 32.4% -1.8% -0.6% 9.7M -174.3M -3.7M 0.31 22.40 N/A N/A 108,804 33,655 886,493 467,594 2024-11-20 $17.88 $18.00 32.1% 9.2% 32.8% 54.6% 32.5% -2.4% 0.1% 12.4M -266.5M -4.2M 0.52 27.82 N/A N/A 39,717 20,677 964,972 490,869 2024-11-21 $18.16 $18.00 32.2% 9.3% 33.3% 55.3% 33.3% -1.4% -1.3% 13.2M -329.8M -4.4M 1.56 26.41 N/A N/A 25,526 39,796 972,997 502,183 2024-11-22 $18.21 $18.00 30.5% 8.8% 32.3% 48.5% 31.1% -0.5% -0.6% 13.1M -344.2M -4.3M 0.42 21.63 N/A N/A 41,358 17,430 978,879 536,642 2024-11-25 $17.70 $18.00 29.6% 8.7% 32.9% 45.1% 31.2% -0.8% -0.7% 10.0M -221.4M -4.2M 0.47 29.91 N/A N/A 23,452 11,066 970,663 486,132 2024-11-26 $17.49 $18.00 29.4% 8.8% 31.8% 44.4% 31.2% -2.3% 0.1% 8.6M -176.6M -4.1M 0.25 32.54 N/A N/A 27,328 6,785 978,276 496,808 2024-11-27 $17.56 $18.00 28.6% 8.5% 32.1% 41.3% 30.2% -1.9% 0.1% 8.9M -181.7M -4.1M 0.41 28.43 N/A N/A 13,773 5,633 991,133 501,588 2024-11-29 $17.51 $18.00 28.6% 8.5% 30.4% 41.4% 30.2% 0.4% 1.0% 9.3M -163.9M -4.1M 0.50 27.03 N/A N/A 10,376 5,203 975,530 504,568
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