ATS Options History — October 2024 In October 2024, ATS traded between $29.07 and $31.72. ATM implied volatility averaged 34.7%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 3.2% (HV 20d: 37.9%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.43.
Notable Days 2024-10-25 : Highest Volume — 447 contracts2024-10-09 : Largest IV spike — 56.0% change2024-10-30 : Highest IV Rank — 18.4%2024-10-30 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.25 $29.07 $31.72 $29.21 $30.02 Max Pain $25.43 $25.00 $30.00 $30.00 $25.00 ATM IV 34.7% 19.6% 57.9% 19.9% 57.8% Expected Move 10.5% 5.7% 16.6% 5.7% 16.6% HV 20d 37.9% 26.1% 44.7% 44.7% 31.1% HV 60d 36.0% 33.7% 38.0% 38.0% 34.3% IV Rank 7.9% 1.1% 18.4% 1.2% 18.4% IV Percentile 37.2% 3.3% 82.9% 3.3% 82.1% Term Structure -7.0% -23.5% 10.6% 10.6% -8.9% VWIV 36.0% 20.3% 58.1% 20.3% 58.1% Skew 25d 5.6% -4.2% 19.2% 5.4% -2.5% Skew 10d 6.7% -7.3% 30.6% 1.7% -3.8% Call IV 25d 32.4% 22.1% 66.4% 22.7% 66.4% Put IV 25d 38.0% 27.2% 65.9% 28.0% 64.0% Bid-Ask Spread % 100.30 87.13 128.77 94.17 113.66 Gamma HHI 0.66 0.41 0.82 0.57 0.75 Net GEX 42.8K 21.8K 76.1K 21.8K 69.6K Net DEX -527.9K -1.5M -103.8K -152.2K -1.4M Net VEX -4.0K -13.8K -1.1K -1.1K -12.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.00 6.11 0.00 0.00 Total Volume 83.652 0 447 20 15 Total OI 931.957 604 1,904 612 1,904
Daily Data (23 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 2024-10-01 $29.21 $30.00 19.9% 5.7% 44.7% 1.2% 20.3% 5.4% 10.6% 21.8K -152.2K -1.1K 0.00 94.17 N/A N/A 20 0 500 112 2024-10-02 $29.21 $30.00 19.7% 5.7% 43.3% 1.1% 0.0% 5.1% 9.8% 26.6K -162.1K -1.1K 0.00 87.13 N/A N/A 9 0 520 112 2024-10-03 $29.51 $25.00 21.0% 9.2% 43.3% 1.7% 0.0% 2.1% -5.3% 29.4K -219.4K -1.2K 1.50 91.01 N/A N/A 2 3 529 112 2024-10-04 $30.04 $25.00 19.6% 9.2% 43.3% 1.1% 0.0% -4.2% -5.8% 34.2K -306.9K -1.3K 0.00 100.29 N/A N/A 2 0 531 115 2024-10-07 $30.11 $25.00 21.3% 9.5% 42.3% 1.9% 0.0% -3.7% -6.0% 35.4K -331.8K -1.3K 0.00 97.29 N/A N/A 1 0 535 115 2024-10-08 $29.89 $25.00 20.5% 9.3% 42.6% 1.5% 0.0% 11.9% -5.8% 37.6K -305.1K -1.3K 0.00 100.81 N/A N/A 16 0 536 115 2024-10-09 $29.36 $25.00 31.9% 9.2% 43.4% 6.7% 0.0% 10.3% -4.8% 33.9K -171.0K -1.2K 0.77 89.89 N/A N/A 39 30 552 115 2024-10-10 $29.07 $25.00 31.8% 9.1% 43.6% 6.6% 0.0% 8.6% -6.0% 27.2K -103.8K -1.2K 0.00 96.60 N/A N/A 0 0 591 145 2024-10-11 $29.90 $25.00 33.1% 9.5% 43.3% 7.2% 0.0% 3.0% -7.1% 55.0K -311.2K -1.4K 0.00 105.03 N/A N/A 15 0 591 145 2024-10-14 $29.96 $25.00 33.8% 9.7% 43.3% 7.5% 33.8% 12.9% -7.2% 62.7K -323.8K -1.4K 0.00 99.88 N/A N/A 3 0 605 145 2024-10-15 $30.20 $25.00 33.8% 9.7% 40.6% 7.5% 0.0% 4.9% -7.2% 76.1K -439.8K -1.4K 0.40 105.41 N/A N/A 5 2 608 145 2024-10-16 $30.89 $25.00 34.9% 10.0% 40.7% 8.0% 34.9% 1.0% -8.5% 27.9K -481.9K -1.7K 0.00 100.33 N/A N/A 35 0 613 147 2024-10-17 $30.36 $25.00 36.1% 10.4% 37.2% 8.6% 32.8% 6.5% -7.8% 61.2K -518.7K -1.6K 0.00 104.50 N/A N/A 147 0 632 147 2024-10-18 $31.49 $25.00 35.9% 10.3% 39.0% 8.5% 31.6% 3.3% -7.0% 28.2K -828.6K -2.4K 0.00 94.94 N/A N/A 106 0 761 147 2024-10-21 $31.66 $25.00 38.0% 10.9% 38.8% 9.4% 33.3% 3.9% -7.2% 31.7K -487.3K -2.7K 0.00 97.83 N/A N/A 11 0 554 50 2024-10-22 $31.72 $25.00 38.9% 11.2% 36.7% 9.8% 35.4% 3.1% -8.5% 32.1K -505.0K -2.8K 6.11 93.54 N/A N/A 18 110 565 50 2024-10-23 $31.22 $25.00 39.3% 11.3% 33.1% 10.0% 0.0% 2.9% -9.1% 24.5K -355.9K -3.4K 0.31 93.61 N/A N/A 336 105 567 157 2024-10-24 $30.27 $25.00 39.1% 11.2% 28.8% 9.9% 39.1% 6.0% -9.9% 33.0K -465.5K -6.2K 0.00 105.66 N/A N/A 197 0 888 212 2024-10-25 $30.41 $25.00 40.5% 11.6% 28.6% 10.5% 40.5% 7.5% -9.8% 43.2K -690.3K -8.0K 0.00 104.07 N/A N/A 447 0 1,062 212 2024-10-28 $30.61 $25.00 42.0% 12.0% 26.1% 11.2% 0.0% 9.2% -11.6% 64.9K -1.1M -11.0K 0.00 105.06 N/A N/A 101 0 1,432 212 2024-10-29 $29.80 $25.00 51.3% 14.7% 28.0% 15.4% 0.0% 19.2% -15.3% 59.0K -1.0M -11.4K 0.01 97.45 N/A N/A 148 1 1,533 212 2024-10-30 $30.73 $25.00 57.9% 16.6% 29.9% 18.4% 0.0% 12.6% -23.5% 68.7K -1.5M -13.8K 0.00 128.77 N/A N/A 0 0 1,691 213 2024-10-31 $30.02 $25.00 57.8% 16.6% 31.1% 18.4% 58.1% -2.5% -8.9% 69.6K -1.4M -12.9K 0.00 113.66 N/A N/A 15 0 1,691 213
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