ATS Options History — June 2024

In June 2024, ATS traded between $30.44 and $33.09. ATM implied volatility averaged 43.8%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 14.6% (HV 20d: 29.2%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.46.

Notable Days

2024-06-04: Highest Volume — 16 contracts
2024-06-04: Largest IV spike — 110.3% change
2024-06-11: Highest IV Rank — 55.6%
2024-06-04: Largest Expected Move — 17.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.92	$30.44	$33.09	$31.85	$32.34
Max Pain	$34.21	$30.00	$35.00	$30.00	$35.00
ATM IV	43.8%	21.6%	72.6%	29.0%	47.9%
Expected Move	11.0%	6.2%	17.5%	8.3%	13.7%
HV 20d	29.2%	22.8%	33.8%	33.5%	25.3%
HV 60d	31.1%	29.0%	31.9%	31.7%	30.2%
IV Rank	25.1%	1.5%	55.6%	9.4%	29.4%
IV Percentile	59.3%	1.2%	97.0%	26.4%	74.0%
Term Structure	-5.5%	-41.8%	20.6%	16.2%	-16.3%
VWIV	28.8%	16.8%	53.8%	22.9%	16.8%
Skew 25d	7.6%	-12.0%	44.0%	-11.4%	9.7%
Skew 10d	14.6%	-7.0%	61.8%	0.6%	32.6%
Call IV 25d	29.1%	22.2%	44.6%	44.6%	22.2%
Put IV 25d	36.7%	17.5%	72.1%	33.2%	31.9%
Bid-Ask Spread %	104.17	88.29	118.40	113.64	110.28
Gamma HHI	0.45	0.35	0.51	0.41	0.44
Net GEX	10.2K	4.2K	14.5K	11.0K	8.8K
Net DEX	-74.1K	-136.7K	6.9K	-84.3K	-67.1K
Net VEX	-1.1K	-1.3K	-766	-1.2K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.00	2.20	0.00	0.00
Total Volume	3.316	0	16	4	5
Total OI	1,741	1,508	1,824	1,817	1,520

Daily Data (19 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
2024-06-03	$31.85	$30.00	29.0%	8.3%	33.5%	9.4%	0.0%	-11.4%	16.2%	11.0K	-84.3K	-1.2K	0.00	113.64	N/A	N/A	4	0	1,715	102
2024-06-04	$32.27	$30.00	61.1%	17.5%	32.7%	43.4%	22.9%	27.2%	-41.8%	12.7K	-114.1K	-1.3K	2.20	118.40	N/A	N/A	5	11	1,719	102
2024-06-05	$32.64	$30.00	49.6%	14.2%	32.9%	31.3%	0.0%	33.0%	1.7%	14.4K	-132.1K	-1.3K	0.00	114.08	N/A	N/A	0	0	1,719	98
2024-06-06	$32.88	$35.00	31.5%	7.6%	32.9%	12.0%	26.9%	-1.6%	-3.6%	14.2K	-135.0K	-1.3K	0.00	103.65	N/A	N/A	1	0	1,721	98
2024-06-07	$33.09	$35.00	50.0%	7.3%	32.8%	31.7%	0.0%	-0.2%	-9.4%	14.5K	-136.7K	-1.2K	0.00	100.07	N/A	N/A	0	0	1,721	98
2024-06-10	$32.66	$35.00	55.7%	7.5%	33.0%	37.8%	0.0%	-6.8%	-8.4%	13.3K	-112.3K	-1.2K	0.00	103.48	N/A	N/A	0	0	1,721	98
2024-06-11	$32.44	$35.00	72.6%	7.3%	33.0%	55.6%	0.0%	-5.0%	3.2%	12.5K	-100.9K	-1.1K	0.00	92.22	N/A	N/A	0	0	1,721	98
2024-06-12	$32.84	$35.00	21.6%	6.2%	33.1%	1.5%	20.5%	9.6%	2.9%	13.5K	-123.2K	-1.2K	0.00	95.16	N/A	N/A	7	0	1,721	98
2024-06-13	$32.14	$35.00	31.4%	9.0%	33.8%	12.0%	0.0%	-12.0%	-14.2%	11.3K	-84.3K	-1.1K	0.00	102.77	N/A	N/A	0	0	1,726	98
2024-06-14	$31.45	$35.00	50.2%	14.4%	29.3%	31.9%	0.0%	23.4%	-16.4%	9.1K	-56.6K	-1.1K	0.00	104.26	N/A	N/A	0	0	1,726	98
2024-06-17	$31.63	$35.00	53.6%	15.4%	29.1%	35.5%	0.0%	19.9%	-16.4%	9.9K	-72.0K	-1.1K	0.00	109.44	N/A	N/A	0	0	1,726	98
2024-06-18	$31.64	$35.00	32.7%	9.4%	29.2%	13.3%	0.0%	-3.3%	0.9%	9.5K	-59.7K	-1.0K	0.00	103.88	N/A	N/A	0	0	1,726	98
2024-06-20	$30.82	$35.00	57.0%	16.3%	25.0%	39.1%	0.0%	24.2%	-9.3%	9.7K	-59.1K	-1.1K	0.00	114.35	N/A	N/A	0	0	1,726	98
2024-06-21	$30.62	$35.00	27.5%	7.9%	25.0%	7.7%	28.2%	-0.4%	17.6%	4.5K	6.9K	-766	0.50	88.29	N/A	N/A	8	4	1,726	98
2024-06-24	$30.44	$35.00	46.2%	13.2%	22.8%	27.6%	53.8%	44.0%	3.6%	4.7K	4.7K	-859	0.00	99.12	N/A	N/A	0	10	1,407	101
2024-06-25	$30.80	$35.00	27.1%	7.8%	23.1%	7.3%	35.2%	-7.9%	20.6%	4.2K	1.7K	-926	1.00	94.12	N/A	N/A	1	1	1,407	111
2024-06-26	$31.42	$35.00	45.7%	13.1%	23.0%	27.1%	0.0%	8.3%	-14.9%	6.2K	-28.1K	-949	0.00	109.44	N/A	N/A	0	1	1,407	112
2024-06-27	$32.48	$35.00	42.0%	12.0%	25.2%	23.2%	26.3%	-6.6%	-20.5%	8.9K	-56.3K	-881	0.00	102.46	N/A	N/A	5	0	1,407	113
2024-06-28	$32.34	$35.00	47.9%	13.7%	25.3%	29.4%	16.8%	9.7%	-16.3%	8.8K	-67.1K	-1.0K	0.00	110.28	N/A	N/A	5	0	1,407	113