ATS Options History — July 2025

In July 2025, ATS traded between $29.08 and $32.76. ATM implied volatility averaged 52.1%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 11.9% (HV 20d: 40.2%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.41.

Notable Days

  • 2025-07-17: Highest Volume — 21 contracts
  • 2025-07-08: Largest IV drop — 32.1% change
  • 2025-07-07: Highest IV Rank — 23.7%
  • 2025-07-30: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.83$29.08$32.76$32.06$30.48
Max Pain$27.95$25.00$30.00$30.00$25.00
ATM IV52.1%42.1%69.6%54.4%60.2%
Expected Move14.4%12.1%19.3%15.6%17.3%
HV 20d40.2%20.9%44.9%22.7%44.3%
HV 60d54.3%50.2%64.7%64.7%50.5%
IV Rank15.8%11.3%23.7%16.9%19.4%
IV Percentile56.0%39.3%81.7%59.9%72.6%
Term Structure-13.4%-29.2%0.9%-6.0%-20.5%
VWIV43.0%34.5%50.1%34.5%50.1%
Skew 25d4.4%-11.6%21.2%-11.6%7.8%
Skew 10d3.9%-16.2%21.8%-16.2%7.7%
Call IV 25d49.8%32.3%61.8%61.8%60.6%
Put IV 25d54.3%45.6%68.8%50.1%68.4%
Bid-Ask Spread %119.03114.31126.69119.56119.95
Gamma HHI0.450.410.480.480.45
Net GEX41.0K31.9K49.5K41.6K45.5K
Net DEX-902.8K-1.2M-615.8K-1.1M-803.6K
Net VEX-4.3K-5.3K-3.6K-5.2K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.004.000.004.00
Total Volume2.45502110
Total OI933.227916951939923

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$32.06$30.0054.4%15.6%22.7%16.9%0.0%-11.6%-6.0%41.6K-1.1M-5.2K0.00119.56N/AN/A10769170
2025-07-02$32.60$30.0045.8%13.1%20.9%12.9%0.0%14.1%-9.2%39.3K-1.2M-5.3K0.00115.74N/AN/A10768170
2025-07-03$32.76$30.0055.5%12.6%20.9%17.3%0.0%-1.0%-2.1%36.7K-1.2M-5.3K0.00116.34N/AN/A00769170
2025-07-07$29.73$30.0069.6%12.2%41.7%23.7%0.0%6.1%-0.8%32.6K-784.0K-4.6K0.00119.88N/AN/A100769170
2025-07-08$29.08$30.0047.2%12.6%42.0%13.6%0.0%12.1%-17.7%36.9K-625.0K-3.7K0.00125.50N/AN/A10770170
2025-07-09$29.21$30.0047.0%13.5%42.0%13.5%0.0%7.9%-17.2%36.5K-615.8K-3.8K0.00121.62N/AN/A30771170
2025-07-10$29.71$30.0044.5%12.8%42.4%12.4%0.0%7.5%-11.6%43.2K-686.7K-3.6K0.00118.84N/AN/A00774170
2025-07-11$29.64$30.0044.9%12.9%41.9%12.5%0.0%3.6%-17.4%40.0K-673.6K-3.7K0.00125.17N/AN/A00774170
2025-07-14$30.14$30.0048.0%13.8%42.4%14.0%0.0%-1.2%-12.8%39.3K-781.1K-4.1K0.00119.21N/AN/A10774170
2025-07-15$29.80$30.0045.4%13.0%41.6%12.8%0.0%-7.0%-19.3%42.2K-723.1K-3.7K0.00124.75N/AN/A00773170
2025-07-16$30.44$30.0052.7%15.1%41.3%16.1%0.0%3.8%-21.2%42.9K-814.2K-4.0K0.00114.31N/AN/A00773170
2025-07-17$30.17$30.0054.1%15.5%41.3%16.7%0.0%-3.7%-27.7%31.9K-842.3K-4.6K0.00115.23N/AN/A210773170
2025-07-18$31.54$30.0042.7%12.2%44.3%11.6%34.5%21.2%-4.8%43.0K-1.1M-4.6K0.14115.38N/AN/A71781170
2025-07-21$31.00$25.0042.1%12.1%44.7%11.3%0.0%-0.6%0.9%37.0K-953.0K-4.6K0.00116.42N/AN/A00766150
2025-07-22$30.98$25.0044.3%12.7%44.6%12.3%44.5%8.1%-0.6%42.7K-898.7K-4.2K0.00115.05N/AN/A20766150
2025-07-23$31.23$25.0051.9%14.9%44.1%15.7%0.0%8.2%-2.7%43.3K-947.3K-4.3K4.00116.78N/AN/A14766150
2025-07-24$31.70$25.0059.4%17.0%44.2%19.1%0.0%-1.6%-26.4%40.7K-1.1M-4.5K0.00117.49N/AN/A00767155
2025-07-25$32.20$25.0056.1%16.1%43.9%17.6%0.0%16.6%-18.7%45.1K-1.1M-4.6K0.00117.41N/AN/A00767155
2025-07-28$31.96$25.0057.9%16.6%43.9%18.4%50.1%-4.9%-20.8%47.4K-1.1M-4.3K0.00118.71N/AN/A01767155
2025-07-29$31.24$25.0054.7%15.7%44.3%17.0%0.0%2.4%-8.8%49.5K-959.7K-4.0K0.00118.61N/AN/A00767156
2025-07-30$30.59$25.0067.2%19.3%44.9%22.6%0.0%9.3%-29.2%45.5K-829.6K-3.7K0.00126.69N/AN/A00767156
2025-07-31$30.48$25.0060.2%17.3%44.3%19.4%0.0%7.8%-20.5%45.5K-803.6K-3.7K0.00119.95N/AN/A00767156