GOLD Options History — December 2024 In December 2024, GOLD traded between $15.18 and $17.63. ATM implied volatility averaged 30.8%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 0.5% (HV 20d: 30.3%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.54.
Notable Days 2024-12-05 : Highest Volume — 70,151 contracts2024-12-24 : Largest IV drop — 19.3% change2024-12-19 : Highest IV Rank — 65.5%2024-12-19 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $16.39 $15.18 $17.63 $17.34 $15.48 Max Pain $17.14 $17.00 $18.00 $18.00 $17.00 ATM IV 30.8% 26.7% 34.9% 28.8% 31.8% Expected Move 9.2% 8.6% 10.0% 8.7% 9.5% HV 20d 30.3% 27.7% 32.7% 30.2% 30.1% HV 60d 29.7% 28.4% 30.9% 29.9% 29.1% IV Rank 49.8% 33.9% 65.5% 42.1% 53.7% IV Percentile 46.3% 1.6% 83.7% 24.2% 58.3% Term Structure 0.6% -7.1% 4.4% 0.4% -0.3% VWIV 32.9% 30.3% 37.3% 30.7% 34.5% Skew 25d -1.3% -9.4% 0.6% -0.3% -0.4% Skew 10d -4.2% -20.3% 4.6% -1.4% -2.3% Call IV 25d 32.4% 28.8% 37.5% 29.1% 32.7% Put IV 25d 31.1% 26.9% 36.0% 28.8% 32.3% Bid-Ask Spread % 29.66 19.12 42.72 19.12 26.75 Gamma HHI 0.19 0.15 0.24 0.24 0.17 Net GEX 3.0M -2.7M 11.7M 7.5M -1.8M Net DEX -12.4M -220.9M 183.4M -134.9M 90.1M Net VEX -3.7M -4.1M -3.3M -3.9M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.15 1.18 0.26 0.15 Total Volume 38,326.19 9,677 70,151 27,934 23,491 Total OI 1,476,664.857 1,408,980 1,559,488 1,443,740 1,442,726
Daily Data (21 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 2024-12-02 $17.34 $18.00 28.8% 8.7% 30.2% 42.1% 30.7% -0.3% 0.4% 7.5M -134.9M -3.9M 0.26 19.12 N/A N/A 22,248 5,686 949,979 493,761 2024-12-03 $17.63 $18.00 28.5% 8.8% 30.9% 41.1% 31.1% -0.7% 0.7% 9.5M -180.0M -3.9M 0.99 34.01 N/A N/A 19,039 18,774 957,683 490,569 2024-12-04 $17.41 $18.00 28.4% 8.6% 31.1% 40.5% 30.5% -2.1% 4.4% 9.7M -176.4M -4.0M 1.03 39.91 N/A N/A 14,652 15,066 964,517 482,481 2024-12-05 $16.91 $17.00 28.6% 8.8% 31.8% 41.1% 31.4% -0.6% 0.3% 5.3M -61.4M -3.8M 0.91 30.99 N/A N/A 36,700 33,451 964,807 492,010 2024-12-06 $16.76 $17.00 27.9% 8.7% 31.7% 38.7% 30.3% -0.8% 0.7% 4.3M -45.1M -3.7M 1.18 24.59 N/A N/A 30,106 35,375 979,149 498,674 2024-12-09 $17.07 $17.00 29.5% 9.1% 32.7% 44.9% 33.2% 0.6% 1.7% 6.7M -108.9M -3.9M 0.64 24.60 N/A N/A 31,970 20,465 981,200 509,649 2024-12-10 $17.21 $17.00 29.5% 9.1% 29.0% 44.9% 32.3% -1.1% 2.0% 8.0M -137.1M -4.0M 0.39 25.54 N/A N/A 6,979 2,698 985,371 510,796 2024-12-11 $17.57 $17.00 29.8% 9.2% 27.7% 46.1% 32.8% -0.7% 2.2% 11.7M -220.9M -4.1M 0.33 28.95 N/A N/A 27,541 9,050 987,810 511,005 2024-12-12 $17.23 $17.00 30.1% 9.3% 28.4% 46.9% 32.8% -0.8% 3.1% 8.5M -148.7M -4.0M 0.43 24.28 N/A N/A 20,729 8,902 987,466 510,089 2024-12-13 $16.77 $17.00 30.9% 9.3% 30.2% 50.3% 34.3% -1.5% 2.6% 4.0M -44.6M -3.7M 0.52 24.71 N/A N/A 27,191 14,116 997,673 513,657 2024-12-16 $16.31 $17.00 32.7% 9.5% 31.4% 57.2% 34.7% -1.9% -0.2% 654.4K 39.0M -3.6M 0.54 31.21 N/A N/A 28,474 15,457 990,094 516,420 2024-12-17 $16.23 $17.00 32.6% 9.4% 29.1% 56.7% 33.3% -1.2% -0.7% 720.7K 42.8M -3.7M 0.53 25.29 N/A N/A 21,704 11,414 1,003,825 520,168 2024-12-18 $15.48 $17.00 34.4% 9.8% 30.2% 63.4% 35.8% -2.0% 0.3% -2.2M 157.4M -3.4M 0.45 32.66 N/A N/A 39,748 17,701 1,003,337 522,899 2024-12-19 $15.18 $17.00 34.9% 10.0% 29.8% 65.5% 37.3% -1.5% 0.1% -2.7M 183.4M -3.3M 0.75 24.53 N/A N/A 28,028 21,139 1,029,658 522,537 2024-12-20 $15.52 $17.00 33.6% 9.7% 30.6% 60.7% 35.0% -0.5% -0.6% 222.1K 117.2M -3.6M 0.57 22.94 N/A N/A 30,089 17,245 1,042,381 517,107 2024-12-23 $15.57 $17.00 33.1% 9.5% 30.6% 58.4% 33.8% -0.7% 0.6% -1.8M 92.0M -3.5M 0.34 35.97 N/A N/A 28,050 9,574 914,381 494,599 2024-12-24 $15.68 $17.00 26.7% 8.8% 30.0% 33.9% 31.0% -9.4% -7.1% -922.4K 65.6M -3.5M 0.73 35.79 N/A N/A 7,135 5,228 930,962 494,735 2024-12-26 $15.78 $17.00 31.4% 9.1% 30.3% 52.2% 31.9% 0.1% 0.7% -608.0K 53.4M -3.5M 0.19 32.43 N/A N/A 32,581 6,168 932,927 495,770 2024-12-27 $15.65 $17.00 31.5% 9.0% 30.1% 52.4% 31.7% -1.2% 1.2% -1.0M 67.7M -3.5M 0.25 35.78 N/A N/A 24,090 6,092 938,753 497,536 2024-12-30 $15.50 $17.00 32.1% 9.4% 30.1% 54.7% 33.3% -0.1% 0.5% -1.9M 89.2M -3.5M 0.26 42.72 N/A N/A 24,372 6,332 936,488 494,313 2024-12-31 $15.48 $17.00 31.8% 9.5% 30.1% 53.7% 34.5% -0.4% -0.3% -1.8M 90.1M -3.5M 0.15 26.75 N/A N/A 20,471 3,020 945,814 496,912
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