ATS Options History — June 2025

In June 2025, ATS traded between $28.69 and $32.02. ATM implied volatility averaged 43.5%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 18.0% (HV 20d: 61.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.65.

Notable Days

  • 2025-06-17: Highest Volume — 54 contracts
  • 2025-06-26: Largest IV spike — 27.9% change
  • 2025-06-30: Highest IV Rank — 17.5%
  • 2025-06-30: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.71$28.69$32.02$28.69$32.02
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV43.5%33.5%55.9%44.8%55.9%
Expected Move12.7%9.4%16.0%12.8%16.0%
HV 20d61.5%23.6%73.1%72.9%23.6%
HV 60d67.5%65.5%70.4%70.3%65.5%
IV Rank11.9%7.4%17.5%12.5%17.5%
IV Percentile42.5%22.6%61.9%42.5%61.9%
Term Structure-7.4%-19.9%5.1%-16.7%-17.0%
VWIV46.4%33.1%55.2%33.1%43.9%
Skew 25d8.6%-4.7%23.1%10.7%4.2%
Skew 10d12.0%-5.8%33.6%28.0%-1.8%
Call IV 25d45.3%25.8%57.6%54.8%57.6%
Put IV 25d53.9%36.7%75.3%65.4%61.8%
Bid-Ask Spread %119.15113.40125.17113.40117.77
Gamma HHI0.480.420.520.420.47
Net GEX35.3K20.1K46.5K20.1K38.9K
Net DEX-900.6K-1.1M-536.1K-536.1K-1.1M
Net VEX-5.1K-5.5K-4.8K-5.1K-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.008.000.000.00
Total Volume8.85054130
Total OI987.758971,0231,023939

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$28.69$30.0044.8%12.8%72.9%12.5%33.1%10.7%-16.7%20.1K-536.1K-5.1K0.00113.40N/AN/A013804219
2025-06-03$29.63$30.0040.4%11.6%73.1%10.5%55.2%18.1%-15.5%31.7K-755.3K-5.4K0.00121.10N/AN/A10804208
2025-06-04$29.81$30.0043.5%12.5%73.1%11.9%53.5%11.1%-5.9%31.1K-742.0K-5.2K0.00125.17N/AN/A60805208
2025-06-05$29.77$30.0040.8%14.5%73.1%10.7%0.0%12.7%-12.8%28.6K-747.0K-5.2K0.00118.10N/AN/A00804208
2025-06-06$30.25$30.0034.2%11.5%72.9%7.7%0.0%-2.6%-15.0%30.4K-824.2K-5.3K0.00118.87N/AN/A20804208
2025-06-09$30.38$30.0033.5%10.4%72.8%7.4%0.0%22.4%5.0%26.7K-836.9K-5.5K8.00116.33N/AN/A216813208
2025-06-10$30.66$30.0035.5%9.4%71.5%8.3%0.0%14.3%-3.3%36.5K-914.4K-5.2K0.00115.67N/AN/A120815208
2025-06-11$31.13$30.0036.5%10.5%69.7%8.7%0.0%1.6%-1.3%39.5K-971.2K-5.2K0.00117.53N/AN/A00814208
2025-06-12$31.18$30.0046.5%13.3%69.6%13.2%0.0%6.4%-10.5%34.5K-979.2K-5.3K0.00118.58N/AN/A60814208
2025-06-13$30.38$30.0050.1%14.4%70.2%14.9%0.0%3.5%-19.9%36.4K-877.9K-5.0K0.00120.60N/AN/A00813208
2025-06-16$31.18$30.0043.8%12.6%70.6%12.0%0.0%15.8%-6.1%37.4K-985.3K-5.2K0.00118.61N/AN/A10813208
2025-06-17$30.91$30.0041.6%11.9%70.2%11.0%43.9%14.8%-5.5%39.6K-936.3K-5.0K0.00115.05N/AN/A540814208
2025-06-18$30.77$30.0048.8%14.0%69.4%14.3%0.0%4.5%-9.2%37.8K-926.4K-4.8K0.00123.16N/AN/A00794208
2025-06-20$30.57$30.0042.9%12.3%67.3%11.6%0.0%6.6%4.4%37.5K-941.1K-4.8K0.10124.71N/AN/A101794208
2025-06-23$30.84$30.0041.4%11.9%65.4%10.9%0.0%23.1%5.1%35.3K-873.6K-4.8K1.00124.82N/AN/A11729168
2025-06-24$31.46$30.0049.3%14.1%65.2%14.5%0.0%6.7%-9.7%37.2K-963.5K-5.0K0.00118.61N/AN/A10734170
2025-06-25$31.12$30.0040.6%11.6%25.7%10.6%0.0%2.4%-4.8%38.7K-935.9K-4.9K0.00119.88N/AN/A200754170
2025-06-26$31.82$30.0051.9%14.9%26.5%15.7%0.0%1.5%0.3%41.0K-1.1M-5.0K0.00116.44N/AN/A150754170
2025-06-27$31.58$30.0048.0%13.8%26.6%13.9%0.0%-4.7%-9.9%46.5K-1.1M-4.9K0.00118.53N/AN/A150769170
2025-06-30$32.02$30.0055.9%16.0%23.6%17.5%0.0%4.2%-17.0%38.9K-1.1M-5.3K0.00117.77N/AN/A00769170