ATS Options History — January 2025

In January 2025, ATS traded between $26.41 and $30.94. ATM implied volatility averaged 67.6%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 31.3% (HV 20d: 36.4%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.40.

Notable Days

  • 2025-01-13: Highest Volume — 22 contracts
  • 2025-01-10: Largest IV spike — 210.3% change
  • 2025-01-14: Highest IV Rank — 59.3%
  • 2025-01-28: Largest Expected Move — 23.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.00$26.41$30.94$30.94$27.20
Max Pain$25.67$25.00$30.00$30.00$25.00
ATM IV67.6%28.1%148.2%34.6%58.0%
Expected Move17.9%8.6%23.3%9.9%16.6%
HV 20d36.4%34.0%39.9%34.6%34.1%
HV 60d39.2%37.9%40.4%37.9%38.9%
IV Rank22.8%4.9%59.3%7.9%18.5%
IV Percentile72.0%19.0%98.4%38.9%74.6%
Term Structure-18.7%-67.8%31.8%11.6%-17.6%
VWIV56.0%40.2%71.2%43.4%69.1%
Skew 25d-7.0%-74.6%46.8%40.2%-40.0%
Skew 10d10.0%-41.3%118.7%118.7%-41.3%
Call IV 25d69.9%28.0%106.7%29.8%92.8%
Put IV 25d62.9%32.1%95.2%70.0%52.8%
Bid-Ask Spread %118.8999.66136.93105.69117.76
Gamma HHI0.750.650.850.770.75
Net GEX41.5K29.8K67.0K67.0K32.7K
Net DEX-966.9K-1.7M-457.1K-1.7M-580.1K
Net VEX-9.2K-12.1K-7.2K-12.1K-7.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.002.670.140.00
Total Volume4.302200
Total OI1,786.21,5112,0101,9851,550

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$30.94$30.0034.6%9.9%34.6%7.9%0.0%40.2%11.6%67.0K-1.7M-12.1K0.00105.69N/AN/A001,755230
2025-01-03$30.37$30.0030.0%8.6%35.0%5.8%0.0%12.7%31.8%61.8K-1.6M-11.5K0.0099.66N/AN/A001,755230
2025-01-06$29.69$0.0031.5%17.9%34.1%6.5%0.0%-9.3%-19.1%59.8K-1.4M-10.7K0.00121.11N/AN/A001,755230
2025-01-07$28.91$0.0028.1%16.8%34.0%4.9%0.0%-15.4%-18.8%53.7K-1.2M-10.4K0.14125.31N/AN/A711,755230
2025-01-08$28.63$0.0030.0%17.3%34.0%5.8%0.0%4.3%-16.0%50.1K-1.2M-10.3K0.00123.97N/AN/A001,762230
2025-01-10$27.07$0.0093.2%16.2%38.4%34.4%0.0%-36.8%-8.5%36.3K-644.9K-8.2K0.00119.43N/AN/A301,762230
2025-01-13$26.91$0.00124.7%14.5%38.4%48.6%43.4%0.4%-13.2%35.6K-709.8K-8.5K2.67109.29N/AN/A6161,764230
2025-01-14$26.41$25.00148.2%18.3%38.3%59.3%0.0%-4.6%-32.7%33.9K-820.1K-9.0K0.00120.37N/AN/A001,764246
2025-01-15$26.55$25.0066.6%19.1%36.4%22.4%0.0%41.5%-18.9%31.6K-518.7K-7.6K0.00120.03N/AN/A001,764246
2025-01-16$26.63$25.0077.5%22.2%36.6%27.3%0.0%-9.8%-22.9%32.2K-457.1K-7.2K0.00122.10N/AN/A001,764246
2025-01-17$26.64$25.0066.1%19.0%36.6%22.1%40.2%34.5%-18.7%29.8K-766.2K-8.5K0.00117.47N/AN/A1301,764246
2025-01-21$28.16$25.0062.4%17.9%39.6%20.4%0.0%41.7%-25.1%40.7K-969.8K-9.0K0.00123.45N/AN/A021,330181
2025-01-22$28.58$25.0076.3%21.9%39.9%26.7%0.0%46.8%-24.1%40.0K-985.5K-9.5K0.00115.33N/AN/A001,330183
2025-01-23$28.62$25.0076.0%21.8%39.0%26.6%0.0%-74.6%-27.9%38.8K-1.2M-10.0K0.00124.64N/AN/A1501,330183
2025-01-24$28.38$25.0058.4%16.7%39.0%18.6%71.2%3.9%13.0%41.4K-1.2M-9.8K0.00126.83N/AN/A601,345183
2025-01-27$27.96$25.0070.2%20.1%35.4%24.0%69.1%-42.4%-21.7%37.0K-828.9K-8.8K0.00124.06N/AN/A101,350183
2025-01-28$27.71$25.0081.4%23.3%35.4%29.0%0.0%-46.2%-45.6%38.4K-1.0M-9.3K0.00112.46N/AN/A001,351183
2025-01-29$27.59$25.0080.3%23.0%34.4%28.5%0.0%-50.3%-67.8%38.1K-1.0M-9.1K0.00111.84N/AN/A0161,351183
2025-01-30$27.14$25.0058.9%16.9%34.2%18.9%0.0%-36.4%-32.6%30.9K-512.1K-7.3K0.00136.93N/AN/A001,351199
2025-01-31$27.20$25.0058.0%16.6%34.1%18.5%0.0%-40.0%-17.6%32.7K-580.1K-7.5K0.00117.76N/AN/A001,351199