GOLDGold.com, Inc.
GOLD Options Overview
IV is elevated with bullish flow and unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
GOLD Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 77.5% — elevated vs history
IV/HV 0.75x — IV ≤ HV
Sector percentile 85% — above sector median
Front/Back 0.93x — contango
Put/Call IV 1.16x — elevated
ATM IV 55.5% — normal range
Effective IV 93.1% (ATM 55.5% + spread 18.8% + bias) — expensive
Total drag 26.13% (spread 18.82% + slippage 7.31%) — high friction
Vega efficiency 4.92 (vega 9.258 / spread 18.82%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +32% (strong bullish) — Raw: +16%
|OI skew| 47.3% — call-heavy
Vol skew +49.8%, OI skew +47.3% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +56%, ATM: -7%, OTM: +6% — strong bullish (ITM/ATM divergent)
Sector P/C percentile 15% — very bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.8x avg — normal
Vol/OI 4.7% — normal turnover
1 day(s) elevated — may be one-day event
OI change +22.6% (5d) — building
Sector activity percentile 67% — active vs sector
Large trade volume 0% — mostly retail
Aggressive execution 23% — patient
Conviction +32 (bullish) — moderate
Liquidity
Can I trade efficiently?
Evaluates
Spread 18.8% — wide
OI 17,194 — adequate
Volume 804/day — adequate
$0.94 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 89% — much wider than sector
Depth 82.3 contracts (bid:39.8 ask:42.5) — thin
Avg slippage 7.31% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -6.6% — contango
IV percentile 78% — seller opportunity
IV kink -3.3pts — no clear event
θ/ν ratio 367.37 — favors income trades
4 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +32% @ 66% consistency — moderate (bullish)
Score 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.