ATS Options History — August 2024

In August 2024, ATS traded between $26.70 and $29.00. ATM implied volatility averaged 86.8%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 51.8% (HV 20d: 35.0%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.13.

Notable Days

2024-08-15: Highest Volume — 30 contracts
2024-08-05: Largest IV spike — 142.2% change
2024-08-05: Highest IV Rank — 100.0%
2024-08-12: Largest Expected Move — 20.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.27	$26.70	$29.00	$29.00	$26.83
Max Pain	$33.86	$30.00	$35.00	$30.00	$30.00
ATM IV	86.8%	41.8%	238.2%	50.8%	66.6%
Expected Move	15.7%	10.9%	20.4%	14.6%	19.1%
HV 20d	35.0%	23.0%	41.2%	40.0%	23.0%
HV 60d	32.3%	30.3%	34.7%	32.5%	30.3%
IV Rank	41.6%	9.9%	100.0%	32.5%	21.3%
IV Percentile	86.5%	51.7%	100.0%	78.5%	89.6%
Term Structure	-14.4%	-24.4%	16.6%	-23.1%	-24.4%
VWIV	72.2%	44.4%	130.7%	44.4%	58.5%
Skew 25d	7.1%	-27.2%	55.2%	55.2%	-4.3%
Skew 10d	26.0%	-28.1%	88.1%	85.9%	-28.1%
Call IV 25d	52.0%	16.9%	95.1%	56.1%	60.8%
Put IV 25d	59.1%	25.4%	111.3%	111.3%	56.5%
Bid-Ask Spread %	123.30	116.34	137.37	129.58	127.27
Gamma HHI	0.44	0.23	0.65	0.38	0.46
Net GEX	-1.9K	-3.5K	112	-1.3K	-2.4K
Net DEX	80.5K	38.3K	108.6K	57.8K	92.0K
Net VEX	-383	-700	-180	-534	-274
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	0.67	0.00	0.00
Total Volume	2.182	0	30	0	0
Total OI	214.864	207	224	224	213

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
2024-08-01	$29.00	$30.00	50.8%	14.6%	40.0%	32.5%	0.0%	55.2%	-23.1%	-1.3K	57.8K	-534	0.00	129.58	N/A	N/A	0	0	121	103
2024-08-02	$27.95	$30.00	55.8%	16.0%	41.2%	37.9%	0.0%	6.9%	-2.4%	-877	62.3K	-572	0.00	137.37	N/A	N/A	0	0	121	103
2024-08-05	$27.35	$35.00	135.2%	19.6%	39.0%	100.0%	0.0%	9.1%	-10.2%	-198	46.9K	-700	0.00	118.10	N/A	N/A	0	0	121	103
2024-08-06	$27.95	$35.00	93.0%	12.3%	40.5%	63.3%	44.4%	16.1%	16.6%	-1.6K	74.8K	-503	0.00	119.56	N/A	N/A	0	2	121	103
2024-08-07	$27.48	$35.00	94.2%	14.5%	40.1%	64.3%	0.0%	-0.9%	-12.9%	-1.4K	82.0K	-517	0.00	120.32	N/A	N/A	0	0	121	103
2024-08-08	$28.13	$35.00	131.5%	13.7%	39.5%	96.8%	0.0%	50.4%	-12.1%	-1.4K	72.0K	-447	0.00	123.34	N/A	N/A	0	0	121	103
2024-08-09	$27.33	$35.00	156.9%	10.9%	40.1%	100.0%	0.0%	6.2%	-6.4%	112	38.3K	-602	0.00	123.06	N/A	N/A	0	0	121	91
2024-08-12	$26.70	$35.00	212.1%	20.4%	40.3%	100.0%	0.0%	16.9%	-14.8%	-692	63.9K	-491	0.00	123.82	N/A	N/A	0	0	121	91
2024-08-13	$26.84	$35.00	238.2%	11.3%	38.7%	100.0%	0.0%	-15.2%	-14.9%	-1.4K	76.7K	-411	0.00	123.14	N/A	N/A	0	0	121	91
2024-08-14	$26.82	$35.00	56.1%	16.1%	36.1%	16.5%	0.0%	-11.4%	-12.3%	-1.1K	72.5K	-423	0.00	127.88	N/A	N/A	0	0	121	91
2024-08-15	$26.77	$35.00	44.0%	12.6%	36.2%	10.9%	0.0%	9.6%	-12.5%	-1.8K	80.4K	-310	0.00	124.55	N/A	N/A	30	0	121	91
2024-08-16	$26.70	$35.00	41.8%	12.0%	36.1%	9.9%	0.0%	1.0%	-11.9%	-2.2K	88.2K	-275	0.00	119.64	N/A	N/A	0	0	126	91
2024-08-19	$27.29	$35.00	57.3%	16.4%	37.7%	17.0%	55.0%	-14.0%	-16.8%	-3.0K	94.8K	-258	0.00	123.02	N/A	N/A	4	0	116	91
2024-08-20	$27.24	$35.00	45.0%	12.9%	35.4%	11.4%	0.0%	-27.2%	-17.6%	-2.4K	87.3K	-341	0.00	116.34	N/A	N/A	0	0	120	91
2024-08-21	$27.45	$35.00	57.9%	16.6%	34.5%	17.3%	0.0%	-3.4%	-11.2%	-2.2K	80.9K	-354	0.00	119.84	N/A	N/A	0	0	120	91
2024-08-22	$27.08	$35.00	59.1%	16.9%	29.4%	17.8%	0.0%	-8.1%	-19.5%	-2.2K	88.5K	-364	0.00	122.12	N/A	N/A	0	0	120	91
2024-08-23	$27.25	$35.00	58.2%	16.7%	29.1%	17.4%	130.7%	16.2%	-19.6%	-3.2K	97.4K	-233	0.00	123.67	N/A	N/A	3	0	120	91
2024-08-26	$27.15	$35.00	62.4%	17.9%	28.9%	19.4%	0.0%	38.3%	-22.5%	-3.5K	108.6K	-260	0.00	118.92	N/A	N/A	0	0	117	91
2024-08-27	$27.02	$35.00	68.1%	19.5%	28.8%	22.0%	58.5%	6.8%	-20.1%	-3.2K	101.3K	-195	0.67	127.81	N/A	N/A	3	2	117	91
2024-08-28	$26.80	$30.00	62.7%	18.0%	28.8%	19.5%	0.0%	16.4%	-24.1%	-2.8K	98.4K	-180	0.00	124.22	N/A	N/A	0	1	120	93
2024-08-29	$26.77	$30.00	63.2%	18.1%	26.0%	19.7%	0.0%	-7.3%	-23.4%	-2.9K	105.0K	-183	0.00	118.93	N/A	N/A	3	0	120	93
2024-08-30	$26.83	$30.00	66.6%	19.1%	23.0%	21.3%	0.0%	-4.3%	-24.4%	-2.4K	92.0K	-274	0.00	127.27	N/A	N/A	0	0	120	93