ATS Options History — December 2024

In December 2024, ATS traded between $29.23 and $32.84. ATM implied volatility averaged 41.1%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 1.8% (HV 20d: 42.9%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-12-18: Highest Volume — 120 contracts
  • 2024-12-10: Largest IV spike — 98.1% change
  • 2024-12-10: Highest IV Rank — 25.7%
  • 2024-12-04: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.02$29.23$32.84$32.24$30.47
Max Pain$27.74$22.50$30.00$25.00$30.00
ATM IV41.1%30.2%74.1%51.2%32.4%
Expected Move10.2%7.0%18.4%14.7%9.3%
HV 20d42.9%34.1%47.6%47.6%34.1%
HV 60d39.3%37.0%41.2%40.8%37.8%
IV Rank10.8%5.9%25.7%15.4%6.9%
IV Percentile47.3%25.4%90.1%69.4%29.8%
Term Structure5.0%-40.5%27.3%-26.8%25.3%
VWIV29.7%22.3%34.2%33.5%28.3%
Skew 25d4.5%-21.0%101.2%-19.9%101.2%
Skew 10d12.6%-19.8%197.4%-4.4%197.4%
Call IV 25d35.3%24.5%61.4%61.4%30.0%
Put IV 25d39.9%21.6%131.2%41.4%131.2%
Bid-Ask Spread %108.4197.71120.24120.24106.05
Gamma HHI0.740.540.790.770.72
Net GEX78.6K51.0K104.6K98.5K58.7K
Net DEX-1.9M-2.6M-1.4M-2.4M-1.5M
Net VEX-13.2K-15.1K-11.4K-14.9K-11.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume8.619012008
Total OI2,043.9521,9692,0922,0621,985

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$32.24$25.0051.2%14.7%47.6%15.4%0.0%-19.9%-26.8%98.5K-2.4M-14.9K0.00120.24N/AN/A001,851211
2024-12-03$31.89$25.0051.2%14.7%47.5%15.4%0.0%-21.0%-39.7%103.4K-2.2M-14.3K0.00117.69N/AN/A001,851211
2024-12-04$32.03$25.0064.3%18.4%47.0%21.3%0.0%1.9%-40.5%104.6K-2.3M-14.6K0.00110.20N/AN/A001,851211
2024-12-05$32.84$22.5059.2%7.0%41.9%19.0%0.0%-8.0%11.9%96.9K-2.6M-15.1K0.00105.80N/AN/A001,851211
2024-12-06$31.95$22.5062.4%9.4%43.6%20.4%0.0%0.3%4.8%91.5K-2.3M-14.6K0.00104.89N/AN/A901,851211
2024-12-09$31.69$22.5037.4%9.0%43.5%9.1%33.5%2.0%16.6%93.8K-2.1M-14.1K0.0097.71N/AN/A041,856211
2024-12-10$31.71$25.0074.1%7.4%43.5%25.7%0.0%-8.4%0.5%95.7K-2.1M-13.9K0.00110.03N/AN/A001,856215
2024-12-11$31.34$25.0030.2%8.7%43.1%5.9%30.1%-2.2%1.0%90.6K-2.0M-13.8K0.00104.27N/AN/A0201,856215
2024-12-12$30.66$30.0031.2%8.9%43.0%6.3%0.0%-2.6%10.6%67.8K-1.9M-13.9K0.00104.11N/AN/A001,856235
2024-12-13$31.49$30.0032.8%9.4%43.2%7.0%0.0%-2.0%-6.2%82.7K-2.1M-14.2K0.00102.62N/AN/A101,856235
2024-12-16$31.03$30.0034.4%9.9%43.4%7.8%0.0%-1.2%4.7%75.8K-2.0M-13.7K0.00107.56N/AN/A021,857235
2024-12-17$31.06$30.0034.2%9.8%42.8%7.7%0.0%-2.2%-0.9%83.0K-2.0M-13.6K0.00104.85N/AN/A201,857235
2024-12-18$29.58$30.0035.7%10.2%46.6%8.4%0.0%-5.1%2.2%69.4K-1.6M-12.6K0.00102.89N/AN/A12001,857235
2024-12-19$29.23$30.0037.3%10.7%46.7%9.1%0.0%4.1%20.8%51.0K-1.4M-11.8K0.00109.88N/AN/A001,796233
2024-12-20$29.89$30.0033.8%9.7%47.1%7.5%0.0%7.9%17.6%75.1K-1.4M-11.7K0.00109.96N/AN/A001,796233
2024-12-23$29.93$30.0034.2%9.8%43.5%7.7%34.2%9.6%14.2%58.8K-1.4M-11.7K0.00109.90N/AN/A1201,739230
2024-12-24$31.21$30.0032.1%9.2%43.3%6.7%22.3%9.5%17.7%69.2K-1.8M-12.6K0.00112.48N/AN/A301,751230
2024-12-26$30.87$30.0031.1%8.9%38.3%6.3%0.0%9.6%17.6%65.1K-1.7M-12.1K0.00116.25N/AN/A001,754230
2024-12-27$30.02$30.0032.0%9.2%37.4%6.7%0.0%10.5%27.3%59.4K-1.4M-11.5K0.00109.33N/AN/A001,754230
2024-12-30$30.31$30.0032.8%9.4%34.1%7.1%0.0%11.3%26.1%60.3K-1.5M-11.4K0.00109.93N/AN/A001,755230
2024-12-31$30.47$30.0032.4%9.3%34.1%6.9%28.3%101.2%25.3%58.7K-1.5M-11.4K0.00106.05N/AN/A801,755230