ATS Options History — April 2024 In April 2024, ATS traded between $30.00 and $33.58. ATM implied volatility averaged 40.1%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 8.6% (HV 20d: 31.5%). Max pain ranged from $22.50 to $40.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2024-04-26 : Highest Volume — 541 contracts2024-04-11 : Largest IV spike — 56.0% change2024-04-17 : Highest IV Rank — 29.0%2024-04-11 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $32.11 $30.00 $33.58 $33.56 $33.19 Max Pain $32.05 $22.50 $40.00 $22.50 $30.00 ATM IV 40.1% 25.1% 58.0% 27.5% 28.8% Expected Move 11.0% 7.2% 15.1% 7.9% 8.3% HV 20d 31.5% 28.2% 38.7% 30.7% 32.8% HV 60d 30.1% 29.0% 31.9% 29.4% 31.3% IV Rank 18.4% 5.2% 29.0% 23.3% 9.2% IV Percentile 49.4% 11.5% 75.6% 65.1% 25.7% Term Structure -5.3% -27.0% 15.5% 10.3% 3.1% VWIV 40.1% 23.0% 68.1% 31.9% 36.6% Skew 25d 5.8% -18.3% 45.1% 2.5% 45.1% Skew 10d 7.2% -14.8% 37.7% 9.5% 26.0% Call IV 25d 38.6% 27.4% 64.8% 30.4% 43.4% Put IV 25d 44.4% 32.9% 88.4% 32.9% 88.4% Bid-Ask Spread % 103.91 95.10 112.18 97.91 100.71 Gamma HHI 0.35 0.28 0.48 0.31 0.32 Net GEX 5.7K -519 21.9K 1.5K 21.9K Net DEX -41.9K -248.5K 135.9K -13.1K -248.5K Net VEX -993 -2.1K -604 -689 -2.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.00 10.00 0.00 0.00 Total Volume 61.409 0 541 1 213 Total OI 318.409 154 1,162 154 1,162
Daily Data (22 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 2024-04-01 $33.56 $22.50 27.5% 7.9% 30.7% 0.0% 31.9% 2.5% 10.3% 1.5K -13.1K -689 0.00 97.91 N/A N/A 1 0 111 43 2024-04-02 $33.53 $22.50 32.4% 9.3% 29.8% 0.0% 40.6% 1.3% 9.3% 1.6K -15.1K -684 0.00 109.43 N/A N/A 4 0 112 43 2024-04-03 $33.58 $30.00 37.2% 10.7% 29.9% 0.0% 0.0% -5.3% -4.9% 2.8K -19.8K -715 0.00 112.18 N/A N/A 0 0 114 43 2024-04-04 $33.02 $40.00 34.9% 13.8% 30.1% 0.0% 0.0% 0.7% -15.6% 2.0K -9.5K -691 0.00 104.47 N/A N/A 1 0 114 43 2024-04-05 $32.54 $40.00 46.2% 11.6% 28.6% 0.0% 0.0% 3.0% -13.4% 1.9K -7.5K -679 0.00 103.02 N/A N/A 15 0 115 43 2024-04-08 $32.34 $40.00 56.5% 8.8% 28.6% 0.0% 34.0% 1.0% 11.8% 2.1K -13.3K -711 0.00 101.62 N/A N/A 0 52 130 41 2024-04-09 $32.61 $40.00 58.0% 11.0% 28.2% 0.0% 54.2% 0.7% -9.9% 706 135.9K -788 0.00 102.89 N/A N/A 0 51 130 93 2024-04-10 $31.50 $40.00 33.8% 9.7% 29.9% 0.0% 37.2% -4.4% 1.5% 822 125.7K -649 10.00 105.97 N/A N/A 1 10 130 83 2024-04-11 $31.20 $40.00 52.8% 15.1% 29.8% 0.0% 51.8% 3.9% -27.0% 114 27.0K -661 0.00 107.92 N/A N/A 0 2 131 54 2024-04-12 $30.23 $30.00 46.0% 13.2% 29.5% 0.0% 0.0% 13.4% -15.0% -374 34.6K -604 0.00 105.50 N/A N/A 10 0 131 53 2024-04-15 $30.02 $30.00 44.3% 12.7% 29.5% 0.0% 68.1% -18.3% -14.1% -519 35.7K -669 0.00 107.61 N/A N/A 31 0 140 54 2024-04-16 $30.00 $30.00 42.1% 12.1% 29.7% 23.3% 23.0% 17.5% -7.3% 1.3K 22.8K -729 0.33 102.45 N/A N/A 6 2 171 54 2024-04-17 $30.19 $30.00 47.5% 13.6% 30.2% 29.0% 42.0% 11.4% -17.4% 1.1K 18.7K -736 0.50 106.77 N/A N/A 4 2 178 56 2024-04-18 $31.52 $30.00 41.0% 11.7% 32.9% 22.0% 33.6% 11.9% -19.5% 2.9K -7.4K -801 0.00 108.27 N/A N/A 31 0 180 58 2024-04-19 $30.95 $30.00 42.3% 12.1% 32.6% 23.4% 42.0% 17.9% -11.2% 3.4K -27.2K -982 0.20 108.30 N/A N/A 5 1 211 58 2024-04-22 $31.51 $30.00 39.7% 11.4% 33.9% 20.7% 38.5% 13.2% -18.1% 4.6K -43.4K -957 0.00 103.86 N/A N/A 63 0 177 56 2024-04-23 $32.94 $30.00 25.1% 7.2% 38.7% 5.2% 34.3% 4.9% 2.7% 12.6K -163.0K -1.4K 0.40 100.72 N/A N/A 5 2 239 56 2024-04-24 $33.28 $30.00 33.8% 9.7% 36.9% 14.4% 37.5% -5.5% -5.7% 14.3K -196.6K -1.5K 0.02 104.83 N/A N/A 222 4 242 54 2024-04-25 $32.86 $30.00 42.4% 12.2% 37.0% 23.6% 37.9% 6.4% 3.6% 13.8K -171.4K -1.5K 0.00 100.94 N/A N/A 13 0 432 55 2024-04-26 $33.09 $30.00 33.4% 9.6% 32.2% 14.0% 37.9% 2.7% 15.5% 17.3K -197.3K -1.7K 0.01 95.10 N/A N/A 537 4 456 55 2024-04-29 $32.73 $30.00 36.5% 10.5% 32.3% 17.3% 36.6% 4.5% 5.1% 20.4K -188.2K -1.9K 0.00 95.60 N/A N/A 59 0 1,049 55 2024-04-30 $33.19 $30.00 28.8% 8.3% 32.8% 9.2% 0.0% 45.1% 3.1% 21.9K -248.5K -2.1K 0.00 100.71 N/A N/A 212 1 1,107 55
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