ATS Options History — July 2024 In July 2024, ATS traded between $30.06 and $34.04. ATM implied volatility averaged 55.3%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 24.5% (HV 20d: 30.8%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.09.
Notable Days 2024-07-19 : Highest Volume — 13 contracts2024-07-09 : Largest IV spike — 148.0% change2024-07-29 : Highest IV Rank — 74.7%2024-07-29 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $32.09 $30.06 $34.04 $32.48 $30.15 Max Pain $31.36 $30.00 $35.00 $35.00 $30.00 ATM IV 55.3% 23.8% 90.5% 50.8% 78.0% Expected Move 15.7% 6.8% 25.9% 14.6% 22.3% HV 20d 30.8% 23.5% 40.1% 23.5% 38.1% HV 60d 30.4% 29.0% 32.3% 30.0% 32.0% IV Rank 37.3% 3.8% 74.7% 32.5% 61.4% IV Percentile 73.2% 5.6% 98.0% 81.5% 96.5% Term Structure -16.0% -44.8% 23.0% -19.2% -44.8% VWIV 36.4% 16.2% 59.6% 16.2% 59.6% Skew 25d 4.5% -35.0% 48.0% 11.7% -35.0% Skew 10d 11.8% -35.9% 64.4% 24.1% -35.9% Call IV 25d 54.2% 22.1% 100.2% 22.1% 94.8% Put IV 25d 58.7% 30.6% 122.6% 33.8% 59.8% Bid-Ask Spread % 118.60 102.86 127.39 111.13 127.39 Gamma HHI 0.43 0.29 0.70 0.47 0.33 Net GEX 7.3K -502 27.2K 9.7K -273 Net DEX -37.1K -133.4K 29.9K -67.0K 28.4K Net VEX -760 -998 -558 -945 -583 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.00 0.63 0.00 0.00 Total Volume 1.091 0 13 1 3 Total OI 1,050.773 218 1,527 1,525 221
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 2024-07-01 $32.48 $35.00 50.8% 14.6% 23.5% 32.5% 16.2% 11.7% -19.2% 9.7K -67.0K -945 0.00 111.13 N/A N/A 1 0 1,412 113 2024-07-02 $32.74 $35.00 23.8% 6.8% 23.6% 3.8% 0.0% -2.7% 23.0% 10.9K -70.2K -931 0.00 102.86 N/A N/A 0 0 1,413 113 2024-07-03 $32.40 $35.00 51.2% 14.7% 23.5% 32.9% 0.0% 3.8% -22.3% 9.2K -55.4K -887 0.00 115.67 N/A N/A 0 0 1,413 113 2024-07-05 $31.70 $0.00 60.9% 14.6% 24.4% 43.2% 0.0% 2.2% -7.5% 7.8K -47.0K -998 0.00 122.04 N/A N/A 0 0 1,413 113 2024-07-08 $32.70 $0.00 27.7% 13.2% 26.8% 8.0% 0.0% 4.9% -12.2% 10.6K -67.0K -812 0.00 123.36 N/A N/A 0 0 1,413 113 2024-07-09 $32.30 $0.00 68.8% 13.6% 27.0% 51.6% 0.0% -7.8% -17.2% 8.5K -42.2K -830 0.00 114.43 N/A N/A 0 0 1,413 113 2024-07-10 $32.61 $0.00 46.2% 13.2% 26.9% 27.6% 0.0% -0.3% -13.8% 10.9K -70.4K -859 0.00 115.03 N/A N/A 0 0 1,414 113 2024-07-11 $33.56 $0.00 35.5% 10.2% 28.6% 16.3% 0.0% 1.3% -9.4% 17.5K -105.6K -870 0.00 115.40 N/A N/A 1 0 1,414 113 2024-07-12 $33.33 $0.00 43.7% 12.5% 28.5% 24.9% 0.0% -1.8% -7.1% 15.0K -82.9K -826 0.00 117.25 N/A N/A 1 0 1,413 113 2024-07-15 $33.25 $0.00 47.9% 13.7% 27.3% 29.4% 0.0% -3.3% -16.6% 14.8K -89.6K -856 0.00 123.71 N/A N/A 0 0 1,413 113 2024-07-16 $34.04 $0.00 44.8% 12.8% 26.9% 26.1% 0.0% 12.7% -4.6% 27.2K -133.4K -879 0.00 126.30 N/A N/A 0 0 1,413 113 2024-07-17 $32.37 $0.00 44.6% 12.8% 33.0% 25.9% 0.0% -16.0% -13.9% 8.7K -48.8K -746 0.00 114.01 N/A N/A 0 0 1,413 113 2024-07-18 $32.08 $0.00 50.2% 14.4% 33.2% 31.8% 0.0% 6.5% -13.6% 7.7K -38.8K -660 0.00 116.29 N/A N/A 2 0 1,413 113 2024-07-19 $32.06 $0.00 34.4% 9.9% 31.7% 15.1% 33.4% -1.9% 4.7% 1.3K -7.5K -657 0.63 105.62 N/A N/A 8 5 1,413 113 2024-07-22 $32.08 $30.00 50.8% 14.6% 31.5% 32.5% 0.0% -0.4% -16.5% 456 -2.8K -632 0.00 120.05 N/A N/A 0 0 117 101 2024-07-23 $32.96 $30.00 48.9% 14.0% 32.5% 30.4% 0.0% 18.8% 2.2% 1.6K -25.7K -639 0.00 123.49 N/A N/A 0 0 117 101 2024-07-24 $31.81 $30.00 77.1% 22.1% 35.3% 60.4% 0.0% 5.2% -24.7% 870 -4.2K -715 0.00 124.37 N/A N/A 0 0 117 101 2024-07-25 $30.06 $30.00 89.2% 25.6% 40.1% 73.3% 0.0% 48.0% -32.9% 20 28.1K -658 0.00 121.37 N/A N/A 0 0 117 101 2024-07-26 $30.37 $30.00 75.1% 21.5% 38.2% 58.4% 0.0% 3.4% -32.7% -502 28.4K -589 0.00 122.00 N/A N/A 0 2 117 101 2024-07-29 $30.52 $30.00 90.5% 25.9% 38.3% 74.7% 59.6% 22.7% -33.9% -369 28.4K -558 0.00 121.57 N/A N/A 1 0 117 103 2024-07-30 $30.50 $30.00 77.0% 22.1% 38.2% 60.3% 0.0% 27.5% -38.0% -279 29.9K -585 0.00 125.95 N/A N/A 0 0 118 103 2024-07-31 $30.15 $30.00 78.0% 22.3% 38.1% 61.4% 0.0% -35.0% -44.8% -273 28.4K -583 0.00 127.39 N/A N/A 3 0 118 103
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