ATS Options History — May 2025

In May 2025, ATS traded between $25.21 and $30.40. ATM implied volatility averaged 59.2%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 0.8% (HV 20d: 58.4%). 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 8 of 21 days. Put/call ratio averaged 1.39.

Notable Days

  • 2025-05-27: Highest Volume — 157 contracts
  • 2025-05-21: Largest IV spike — 84.6% change
  • 2025-05-13: Highest IV Rank — 40.7%
  • 2025-05-21: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.22$25.21$30.40$25.28$29.08
Max Pain$25.12$22.50$30.00$22.50$30.00
ATM IV59.2%33.1%107.1%58.6%35.2%
Expected Move13.0%9.2%19.0%16.8%10.1%
HV 20d58.4%40.1%85.9%85.9%72.7%
HV 60d64.2%60.7%73.0%63.2%72.3%
IV Rank19.0%7.2%40.7%18.7%8.2%
IV Percentile61.8%24.6%95.2%70.2%29.0%
Term Structure-5.3%-25.8%16.1%16.1%-15.6%
VWIV46.6%35.1%64.8%41.5%35.1%
Skew 25d13.7%-6.6%70.1%22.4%28.5%
Skew 10d16.4%-0.2%77.9%20.8%42.7%
Call IV 25d42.9%27.9%65.0%52.4%32.4%
Put IV 25d56.6%30.1%108.0%74.8%61.0%
Bid-Ask Spread %113.4288.84126.78120.30103.51
Gamma HHI0.370.290.510.290.49
Net GEX17.0K9.3K25.8K9.3K24.2K
Net DEX-446.7K-927.3K-178.7K-178.7K-550.9K
Net VEX-4.7K-5.8K-3.6K-3.6K-5.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.390.0014.000.0014.00
Total Volume18.4760157030
Total OI903.6678741,0578741,054

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$25.28$22.5058.6%16.8%85.9%18.7%0.0%22.4%16.1%9.3K-178.7K-3.6K0.00120.30N/AN/A00705169
2025-05-02$25.76$22.5059.8%17.2%84.5%19.3%0.0%33.2%-1.4%12.8K-410.9K-5.0K0.00114.22N/AN/A00705169
2025-05-05$25.40$25.0062.9%16.8%84.3%20.7%0.0%30.3%-19.9%11.3K-264.3K-4.2K0.00119.40N/AN/A00705169
2025-05-06$25.41$25.0068.2%10.7%74.0%23.1%41.5%-3.2%4.4%11.4K-200.6K-3.7K0.00112.33N/AN/A10705169
2025-05-07$25.40$25.0078.3%12.4%70.9%27.6%0.0%2.9%-13.1%11.8K-282.7K-4.2K0.00119.20N/AN/A00706169
2025-05-08$25.21$25.0082.6%12.5%47.9%29.6%0.0%9.9%0.4%10.3K-208.0K-3.8K0.00126.78N/AN/A00706169
2025-05-09$25.69$25.0091.6%11.1%45.5%33.7%0.0%15.6%13.7%12.4K-331.7K-4.5K0.00119.30N/AN/A00706169
2025-05-12$26.87$25.0093.9%11.6%44.2%34.7%0.0%6.6%-1.4%14.2K-497.2K-5.1K0.00117.92N/AN/A10706169
2025-05-13$28.27$25.00107.1%9.2%47.1%40.7%0.0%19.0%-4.0%19.5K-566.1K-5.3K0.00118.35N/AN/A120707169
2025-05-14$28.14$25.0034.4%9.9%46.7%7.8%0.0%-2.4%8.4%23.4K-517.1K-4.9K0.00114.93N/AN/A20706169
2025-05-15$27.73$25.0047.8%13.7%46.1%13.8%0.0%10.3%-25.8%17.7K-362.0K-4.2K0.00116.54N/AN/A120708169
2025-05-16$27.88$25.0047.8%13.7%46.1%13.8%0.0%-0.6%-21.8%20.6K-521.4K-5.1K0.00119.05N/AN/A70720169
2025-05-19$28.69$25.0033.1%9.5%46.4%7.2%0.0%70.1%-14.6%21.6K-566.6K-5.0K0.00109.60N/AN/A00720168
2025-05-20$27.94$25.0035.9%10.3%43.4%8.5%40.2%16.5%-15.4%20.7K-551.3K-4.8K0.00105.23N/AN/A170720168
2025-05-21$26.77$25.0066.3%19.0%40.1%22.2%60.7%14.3%-23.7%17.6K-425.7K-4.5K2.00100.89N/AN/A12732168
2025-05-22$25.84$22.5058.6%16.8%42.3%18.7%64.8%-6.6%-9.4%12.7K-254.6K-3.7K0.00120.69N/AN/A10732170
2025-05-23$25.62$22.5052.5%15.1%42.4%16.0%0.0%-0.4%-8.2%12.3K-235.9K-3.7K0.00119.81N/AN/A00728170
2025-05-27$30.40$22.5047.1%13.5%73.9%13.5%45.0%1.3%14.1%25.8K-927.3K-5.6K0.7488.84N/AN/A9067728170
2025-05-28$30.16$30.0044.9%12.9%71.4%12.5%46.1%5.1%5.1%23.4K-792.6K-5.8K1.01102.18N/AN/A6869744235
2025-05-29$30.00$30.0037.1%10.6%71.3%9.0%39.4%14.5%1.4%24.4K-735.4K-5.7K0.33112.83N/AN/A62806251
2025-05-30$29.08$30.0035.2%10.1%72.7%8.2%35.1%28.5%-15.6%24.2K-550.9K-5.2K14.00103.51N/AN/A228804250