ATS Options History — January 2024

Name: ATS Options Analytics - January 2024
Creator: Options Analysis Suite

In January 2024, ATS traded between $40.98 and $44.25. ATM implied volatility averaged 34.2%. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 8.2% (HV 20d: 26.0%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.13.

Notable Days

2024-01-23: Highest Volume — 4 contracts
2024-01-09: Largest IV spike — 59.0% change
2024-01-04: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.48	$40.98	$44.25	$42.25	$42.88
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	34.2%	20.4%	44.7%	28.5%	44.7%
Expected Move	10.5%	7.5%	15.5%	8.2%	12.8%
HV 20d	26.0%	22.0%	33.4%	33.2%	24.7%
HV 60d	35.8%	34.4%	38.3%	38.3%	35.2%
Term Structure	-3.8%	-21.5%	31.9%	18.3%	-14.6%
VWIV	51.1%	51.1%	51.1%	51.1%	51.1%
Skew 25d	5.2%	-37.8%	26.8%	-2.6%	6.0%
Skew 10d	13.0%	-26.7%	38.1%	0.3%	38.1%
Call IV 25d	36.2%	27.5%	68.0%	29.8%	40.8%
Put IV 25d	41.4%	27.2%	58.9%	27.2%	46.7%
Bid-Ask Spread %	102.58	90.70	114.41	108.64	109.50
Gamma HHI	0.48	0.46	0.52	0.51	0.47
Net GEX	-456	-1.7K	1.6K	-847	311
Net DEX	-19.8K	-63.4K	8.8K	-8.3K	-40.6K
Net VEX	-322	-370	-267	-341	-313
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	1.00	0.00	0.00
Total Volume	0.905	0	4	2	0
Total OI	64.048	58	69	58	69

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
2024-01-02	$42.25	$40.00	28.5%	8.2%	33.2%	0.0%	0.0%	-2.6%	18.3%	-847	-8.3K	-341	0.00	108.64	N/A	N/A	0	2	25	33
2024-01-03	$41.76	$40.00	26.1%	7.5%	33.4%	0.0%	0.0%	-37.8%	31.9%	-624	3.1K	-370	0.00	114.41	N/A	N/A	0	0	25	35
2024-01-04	$41.22	$40.00	27.1%	15.5%	29.9%	0.0%	0.0%	26.8%	-21.5%	-949	8.4K	-363	0.00	105.62	N/A	N/A	0	0	25	35
2024-01-05	$40.98	$40.00	39.8%	9.8%	29.4%	0.0%	0.0%	8.9%	-3.9%	-1.7K	8.8K	-347	0.00	102.61	N/A	N/A	0	0	25	35
2024-01-08	$41.21	$40.00	20.4%	11.8%	29.3%	0.0%	0.0%	4.2%	-7.4%	-1.4K	3.8K	-355	0.00	101.85	N/A	N/A	2	0	25	37
2024-01-09	$41.24	$40.00	32.5%	11.4%	28.9%	0.0%	0.0%	13.2%	-6.9%	-1.2K	8.3K	-357	0.00	104.33	N/A	N/A	0	0	27	37
2024-01-10	$41.97	$40.00	36.5%	10.5%	28.0%	0.0%	0.0%	0.9%	-9.9%	-926	-7.8K	-345	0.00	104.33	N/A	N/A	3	0	27	37
2024-01-11	$41.80	$40.00	41.8%	12.0%	27.9%	0.0%	0.0%	20.4%	0.0%	-1.2K	-4.3K	-348	0.00	104.06	N/A	N/A	0	0	27	37
2024-01-12	$42.62	$40.00	27.4%	7.8%	24.7%	0.0%	0.0%	8.3%	-0.0%	-473	-26.9K	-304	0.00	96.56	N/A	N/A	1	0	27	37
2024-01-16	$41.98	$40.00	36.9%	10.6%	22.8%	0.0%	0.0%	2.5%	-0.9%	-1.2K	-8.5K	-322	0.00	96.83	N/A	N/A	0	0	27	37
2024-01-17	$41.51	$40.00	40.4%	11.6%	23.1%	0.0%	0.0%	3.7%	-13.9%	-1.0K	-3.4K	-323	0.00	101.35	N/A	N/A	0	0	27	37
2024-01-18	$42.61	$40.00	30.5%	8.7%	25.0%	0.0%	0.0%	7.6%	-2.2%	-621	-22.0K	-294	0.00	97.38	N/A	N/A	1	0	27	37
2024-01-19	$43.09	$40.00	40.4%	11.6%	23.2%	0.0%	0.0%	11.8%	-15.2%	-45	-39.8K	-289	0.00	103.20	N/A	N/A	2	0	28	37
2024-01-22	$42.77	$40.00	32.3%	9.2%	22.0%	0.0%	0.0%	6.1%	-6.8%	-824	-18.5K	-283	0.00	94.35	N/A	N/A	0	0	25	37
2024-01-23	$43.56	$40.00	37.0%	10.6%	22.9%	0.0%	0.0%	-7.8%	-12.2%	-83	-33.2K	-267	0.00	107.47	N/A	N/A	4	0	25	37
2024-01-24	$42.66	$40.00	34.8%	10.0%	24.1%	0.0%	51.1%	3.2%	-8.1%	-459	-22.2K	-324	1.00	106.33	N/A	N/A	1	1	28	37
2024-01-25	$43.59	$40.00	30.4%	8.7%	24.0%	0.0%	0.0%	8.8%	5.4%	369	-43.2K	-297	0.00	99.84	N/A	N/A	2	0	29	38
2024-01-26	$43.89	$40.00	35.3%	10.1%	23.5%	0.0%	0.0%	9.2%	-5.2%	917	-52.9K	-324	0.00	99.98	N/A	N/A	0	0	31	38
2024-01-29	$44.19	$40.00	34.2%	9.8%	23.6%	0.0%	0.0%	12.9%	14.0%	1.6K	-63.4K	-291	0.00	104.87	N/A	N/A	0	0	31	38
2024-01-30	$44.25	$40.00	41.2%	11.8%	23.5%	0.0%	0.0%	2.7%	-21.0%	705	-53.8K	-306	0.00	90.70	N/A	N/A	0	0	31	38
2024-01-31	$42.88	$40.00	44.7%	12.8%	24.7%	0.0%	0.0%	6.0%	-14.6%	311	-40.6K	-313	0.00	109.50	N/A	N/A	0	0	31	38