ATS Options History — October 2023 In October 2023, ATS traded between $33.58 and $39.11. ATM implied volatility averaged 46.3%. The 30-day expected move averaged 13.3%. Net GEX was positive for 13 of 13 trading days. Term structure was in contango for 0 of 13 days.
Notable Days 2023-10-18 : Largest IV spike — 14.8% change2023-10-25 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $35.87 $33.58 $39.11 $39.11 $33.58 ATM IV 46.3% 38.8% 51.0% 38.8% 49.1% Expected Move 13.3% 11.1% 14.6% 11.1% 14.1% Term Structure -11.9% -19.4% -4.8% -4.8% -15.3% Skew 25d 0.6% -24.0% 23.1% -21.1% -24.0% Skew 10d -14.6% -53.7% 21.4% 6.4% -53.7% Call IV 25d 51.5% 37.1% 94.3% 68.4% 94.3% Put IV 25d 52.1% 38.5% 70.3% 47.3% 70.3% Bid-Ask Spread % 125.03 120.22 131.54 131.54 120.22 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 93 70 136 136 70 Net DEX -1.9K -2.7K -1.2K -2.7K -1.2K Net VEX -16 -21 -12 -21 -12 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
Daily Data (13 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 2023-10-13 $39.11 $0.00 38.8% 11.1% 0.0% 0.0% 0.0% -21.1% -4.8% 136 -2.7K -21 0.00 131.54 N/A N/A 0 0 2 0 2023-10-16 $38.69 $0.00 39.0% 11.2% 0.0% 0.0% 0.0% -2.1% -7.6% 117 -2.7K -20 0.00 130.49 N/A N/A 0 0 2 0 2023-10-17 $38.50 $0.00 39.6% 11.4% 0.0% 0.0% 0.0% -11.7% -6.4% 120 -2.6K -20 0.00 125.40 N/A N/A 0 0 2 0 2023-10-18 $36.13 $0.00 45.5% 13.0% 0.0% 0.0% 0.0% 23.1% -12.3% 97 -2.0K -18 0.00 126.95 N/A N/A 0 0 2 0 2023-10-19 $36.03 $0.00 47.3% 13.6% 0.0% 0.0% 0.0% 6.1% -19.4% 92 -1.8K -17 0.00 125.74 N/A N/A 0 0 2 0 2023-10-20 $35.44 $0.00 48.6% 13.9% 0.0% 0.0% 0.0% 12.3% -16.3% 87 -1.9K -16 0.00 121.75 N/A N/A 0 0 2 0 2023-10-23 $35.25 $0.00 49.6% 14.2% 0.0% 0.0% 0.0% 8.1% -12.8% 87 -1.7K -16 0.00 123.77 N/A N/A 0 0 2 0 2023-10-24 $35.38 $0.00 51.0% 14.6% 0.0% 0.0% 0.0% 10.7% -13.8% 87 -1.7K -15 0.00 123.96 N/A N/A 0 0 2 0 2023-10-25 $35.16 $0.00 51.0% 14.6% 0.0% 0.0% 0.0% 10.5% -13.6% 84 -1.7K -15 0.00 124.54 N/A N/A 0 0 2 0 2023-10-26 $34.37 $0.00 45.9% 13.2% 0.0% 0.0% 0.0% -16.2% -10.4% 76 -1.5K -14 0.00 124.33 N/A N/A 0 0 2 0 2023-10-27 $34.44 $0.00 47.4% 13.6% 0.0% 0.0% 0.0% 14.4% -10.4% 77 -1.5K -14 0.00 123.14 N/A N/A 0 0 2 0 2023-10-30 $34.21 $0.00 49.5% 14.2% 0.0% 0.0% 0.0% -1.9% -11.4% 75 -1.5K -14 0.00 123.55 N/A N/A 0 0 2 0 2023-10-31 $33.58 $0.00 49.1% 14.1% 0.0% 0.0% 0.0% -24.0% -15.3% 70 -1.2K -12 0.00 120.22 N/A N/A 0 0 2 0
« Sep 2023 | All History | Nov 2023 » Home ATS History October 2023