ATS Options History — February 2025

In February 2025, ATS traded between $26.05 and $29.67. ATM implied volatility averaged 45.6%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 4.5% (HV 20d: 41.1%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.33.

Notable Days

  • 2025-02-05: Highest Volume — 1,012 contracts
  • 2025-02-11: Largest IV spike — 116.6% change
  • 2025-02-05: Highest IV Rank — 36.0%
  • 2025-02-05: Largest Expected Move — 27.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.84$26.05$29.67$26.05$29.20
Max Pain$27.89$25.00$30.00$25.00$30.00
ATM IV45.6%28.6%96.8%68.2%34.9%
Expected Move12.6%8.2%27.8%19.6%10.0%
HV 20d41.1%35.6%47.6%35.6%38.2%
HV 60d40.3%35.5%42.1%39.7%35.5%
IV Rank12.8%5.2%36.0%23.1%8.0%
IV Percentile47.7%15.5%95.2%85.3%34.5%
Term Structure-8.4%-85.0%11.0%9.7%-1.7%
VWIV46.0%28.6%113.9%35.9%34.3%
Skew 25d13.9%-22.4%64.9%0.5%21.7%
Skew 10d25.0%-25.5%128.0%128.0%20.4%
Call IV 25d53.7%25.5%179.1%69.2%52.0%
Put IV 25d67.6%33.2%156.6%69.7%73.7%
Bid-Ask Spread %100.3578.12122.69108.03102.88
Gamma HHI0.590.490.790.720.60
Net GEX134.9K28.4K194.5K28.4K180.8K
Net DEX-1.9M-2.4M-500.8K-500.8K-2.0M
Net VEX-10.9K-13.0K-7.1K-7.1K-10.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.003.330.000.00
Total Volume80.57901,0121025
Total OI2,585.5791,5502,8881,5502,888

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$26.05$25.0068.2%19.6%35.6%23.1%35.9%0.5%9.7%28.4K-500.8K-7.1K0.00108.03N/AN/A1001,351199
2025-02-04$26.80$25.0070.3%20.1%37.7%24.0%72.3%16.5%-32.4%30.1K-599.2K-7.8K0.0289.26N/AN/A6011,361199
2025-02-05$28.98$25.0096.8%27.8%47.6%36.0%113.9%-22.4%-85.0%41.3K-1.1M-9.6K0.01122.69N/AN/A1,00751,421200
2025-02-06$28.29$25.0069.1%12.5%47.4%23.5%41.9%18.4%5.5%103.3K-1.9M-12.2K0.0397.87N/AN/A9532,423205
2025-02-07$28.43$25.0050.6%12.9%47.4%15.1%43.8%6.3%-9.8%111.8K-1.9M-12.0K0.6778.12N/AN/A322,448207
2025-02-10$29.17$25.0028.8%13.2%43.3%5.2%45.8%-7.0%-13.3%125.1K-2.2M-12.6K3.33103.33N/AN/A3102,449207
2025-02-11$29.24$25.0062.4%12.3%43.2%20.4%0.0%16.4%-7.7%130.2K-2.3M-13.0K0.0095.94N/AN/A002,536217
2025-02-12$29.22$25.0037.5%10.8%42.4%9.2%37.5%5.2%0.9%146.9K-2.3M-12.5K1.0083.92N/AN/A442,536217
2025-02-13$29.55$30.0030.5%8.8%42.5%6.0%0.0%8.3%11.0%173.3K-2.4M-12.9K0.00104.67N/AN/A3902,536220
2025-02-14$29.21$30.0035.5%10.2%42.9%8.3%35.7%7.9%3.3%156.4K-2.2M-12.2K0.00110.67N/AN/A1102,575220
2025-02-18$29.12$30.0033.6%9.6%42.9%7.4%33.6%-13.2%5.5%172.8K-2.2M-11.8K0.25108.22N/AN/A822,579220
2025-02-19$29.02$30.0035.5%10.2%38.5%8.3%0.0%44.5%-12.7%144.6K-1.7M-10.1K0.00111.00N/AN/A3002,576218
2025-02-20$29.09$30.0036.8%10.5%38.2%8.9%0.0%58.1%-10.0%150.1K-1.8M-10.3K0.00112.31N/AN/A002,606218
2025-02-21$28.78$30.0034.9%10.0%38.4%8.0%35.1%-3.9%-5.1%149.6K-1.7M-10.2K0.00103.26N/AN/A1202,606218
2025-02-24$29.41$30.0028.6%8.2%39.0%5.2%28.6%17.2%-0.5%194.5K-2.0M-10.4K0.3791.51N/AN/A30112,541201
2025-02-25$29.34$30.0029.4%8.4%38.5%5.5%39.3%16.2%-2.3%190.5K-2.0M-10.4K0.0097.99N/AN/A15302,544210
2025-02-26$29.42$30.0039.8%11.4%38.3%10.2%0.0%64.9%-8.2%167.1K-2.0M-10.5K0.0085.03N/AN/A202,676210
2025-02-27$29.67$30.0042.3%12.1%38.2%11.3%0.0%9.2%-6.6%167.3K-2.3M-11.2K0.0099.92N/AN/A102,678210
2025-02-28$29.20$30.0034.9%10.0%38.2%8.0%34.3%21.7%-1.7%180.8K-2.0M-10.5K0.00102.88N/AN/A2502,678210