ATS Options History — January 2026

In January 2026, ATS traded between $27.86 and $30.69. ATM implied volatility averaged 60.0%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 20.1% (HV 20d: 39.9%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.12.

Notable Days

2026-01-20: Highest Volume — 113 contracts
2026-01-14: Largest IV drop — 72.0% change
2026-01-13: Highest IV Rank — 75.4%
2026-01-30: Largest Expected Move — 18.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.10	$27.86	$30.69	$27.91	$28.28
Max Pain	$26.00	$25.00	$35.00	$25.00	$25.00
ATM IV	60.0%	33.1%	118.1%	45.3%	63.9%
Expected Move	13.6%	9.5%	18.3%	13.0%	18.3%
HV 20d	39.9%	27.6%	48.8%	33.6%	48.8%
HV 60d	41.2%	38.3%	44.5%	38.3%	43.9%
IV Rank	31.4%	5.9%	75.4%	15.8%	41.1%
IV Percentile	63.7%	11.1%	98.8%	40.9%	82.1%
Term Structure	-5.2%	-20.0%	9.5%	0.3%	-12.1%
VWIV	48.1%	37.4%	62.9%	37.4%	52.4%
Skew 25d	11.5%	-9.3%	41.4%	21.6%	26.5%
Skew 10d	14.1%	-20.2%	59.7%	30.9%	25.9%
Call IV 25d	45.4%	31.8%	59.6%	39.2%	42.4%
Put IV 25d	56.9%	33.1%	88.2%	60.8%	68.9%
Bid-Ask Spread %	124.04	112.08	133.70	112.08	126.37
Gamma HHI	0.34	0.24	0.43	0.37	0.24
Net GEX	2.5K	1.6K	3.8K	1.6K	3.5K
Net DEX	-75.2K	-101.7K	-50.3K	-56.4K	-89.5K
Net VEX	-637	-973	-430	-430	-929
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	0.85	0.00	0.08
Total Volume	9.35	0	113	10	0
Total OI	170	102	247	131	247

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2026-01-02	$27.91	$25.00	45.3%	13.0%	33.6%	15.8%	0.0%	21.6%	0.3%	1.6K	-56.4K	-430	0.00	112.08	N/A	N/A	10	0	109	22
2026-01-05	$29.03	$0.00	50.6%	11.1%	35.8%	20.2%	0.0%	2.2%	0.7%	2.0K	-75.2K	-467	0.00	122.39	N/A	N/A	1	0	116	22
2026-01-06	$29.11	$0.00	71.3%	12.5%	32.9%	37.1%	0.0%	3.2%	-6.8%	2.5K	-80.9K	-481	0.00	132.04	N/A	N/A	0	0	117	22
2026-01-07	$28.35	$0.00	76.7%	12.1%	34.5%	41.5%	0.0%	-4.2%	-1.9%	2.4K	-76.6K	-502	0.00	122.13	N/A	N/A	0	0	117	22
2026-01-08	$28.25	$0.00	85.0%	13.2%	34.5%	48.3%	0.0%	-9.3%	-7.4%	2.4K	-73.4K	-491	0.00	133.23	N/A	N/A	0	0	117	22
2026-01-09	$28.63	$0.00	64.0%	11.5%	34.1%	31.2%	0.0%	7.4%	1.0%	2.3K	-74.6K	-477	0.00	127.16	N/A	N/A	0	0	117	22
2026-01-12	$29.74	$0.00	87.0%	13.4%	36.1%	50.0%	0.0%	21.6%	2.6%	2.3K	-84.5K	-462	0.00	121.80	N/A	N/A	0	0	117	22
2026-01-13	$29.51	$0.00	118.1%	12.6%	36.3%	75.4%	0.0%	2.2%	-5.3%	2.4K	-85.0K	-462	0.00	133.70	N/A	N/A	0	0	117	22
2026-01-14	$30.02	$0.00	33.1%	9.5%	35.5%	5.9%	0.0%	41.4%	8.6%	2.4K	-88.8K	-473	0.00	128.44	N/A	N/A	0	0	117	22
2026-01-15	$30.64	$0.00	43.7%	12.5%	34.1%	14.6%	0.0%	11.5%	-6.6%	2.5K	-96.5K	-445	0.00	121.68	N/A	N/A	0	0	117	22
2026-01-16	$30.69	$0.00	42.4%	12.2%	27.6%	17.8%	37.4%	12.7%	-3.7%	1.9K	-101.7K	-441	0.00	112.10	N/A	N/A	13	0	117	22
2026-01-20	$27.86	$35.00	56.5%	16.2%	44.5%	33.0%	62.9%	16.4%	-20.0%	1.8K	-50.3K	-450	0.85	120.04	N/A	N/A	61	52	82	20
2026-01-21	$28.89	$25.00	39.4%	11.3%	46.3%	14.6%	39.7%	26.4%	1.1%	2.4K	-63.6K	-942	0.00	124.09	N/A	N/A	11	0	143	67
2026-01-22	$29.33	$25.00	51.8%	14.8%	46.2%	27.9%	52.4%	11.6%	-17.4%	2.5K	-56.6K	-822	0.00	124.74	N/A	N/A	1	0	135	67
2026-01-23	$29.69	$25.00	55.8%	16.0%	46.3%	32.3%	0.0%	25.3%	-13.1%	2.5K	-59.6K	-855	0.00	128.33	N/A	N/A	10	0	136	67
2026-01-26	$28.97	$25.00	40.1%	11.5%	47.0%	15.3%	0.0%	-3.9%	9.5%	2.4K	-57.1K	-872	0.00	115.87	N/A	N/A	0	0	136	67
2026-01-27	$29.49	$25.00	55.7%	16.0%	47.4%	32.2%	0.0%	-7.2%	-9.5%	3.7K	-66.7K	-911	0.00	122.11	N/A	N/A	0	0	166	67
2026-01-28	$28.73	$25.00	57.0%	16.4%	48.3%	33.7%	0.0%	11.5%	-12.0%	3.5K	-64.8K	-864	0.08	128.74	N/A	N/A	26	2	166	67
2026-01-29	$28.86	$25.00	63.3%	18.1%	48.2%	40.4%	0.0%	12.4%	-12.1%	3.8K	-101.7K	-973	0.00	123.86	N/A	N/A	0	0	179	68
2026-01-30	$28.28	$25.00	63.9%	18.3%	48.8%	41.1%	0.0%	26.5%	-12.1%	3.5K	-89.5K	-929	0.00	126.37	N/A	N/A	0	0	179	68