ATS Options History — March 2026 In March 2026, ATS traded between $27.09 and $32.81. ATM implied volatility averaged 57.3%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 14.5% (HV 20d: 42.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2026-03-18 : Highest Volume — 49 contracts2026-03-19 : Largest IV spike — 51.7% change2026-03-30 : Highest IV Rank — 68.2%2026-03-30 : Largest Expected Move — 25.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.05 $27.09 $32.81 $32.81 $28.06 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 57.3% 34.4% 89.0% 51.5% 65.0% Expected Move 15.7% 7.6% 25.5% 14.8% 18.6% HV 20d 42.8% 31.3% 53.9% 41.1% 53.9% HV 60d 43.8% 41.1% 48.4% 41.4% 48.4% IV Rank 33.9% 9.2% 68.2% 27.6% 42.3% IV Percentile 64.6% 13.9% 97.6% 58.3% 82.9% Term Structure -8.9% -40.9% 13.9% -17.6% -20.4% VWIV 42.6% 34.4% 53.1% 40.2% 53.1% Skew 25d 16.9% -20.7% 61.8% 8.3% 14.3% Skew 10d 21.5% -9.5% 97.6% 17.8% 9.2% Call IV 25d 45.0% 27.1% 88.0% 55.0% 56.7% Put IV 25d 61.9% 41.7% 94.4% 63.3% 71.0% Bid-Ask Spread % 80.14 45.80 126.37 116.61 48.05 Gamma HHI 0.31 0.25 0.62 0.32 0.34 Net GEX 2.3K -1.4K 13.5K 5.2K -1.4K Net DEX -118.5K -199.8K -32.2K -198.1K -64.6K Net VEX -784 -970 -558 -838 -773 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 4.818 0 49 0 11 Total OI 255.727 238 275 255 261
Daily Data (22 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 2026-03-02 $32.81 $30.00 51.5% 14.8% 41.1% 27.6% 0.0% 8.3% -17.6% 5.2K -198.1K -838 0.00 116.61 N/A N/A 0 0 170 85 2026-03-03 $32.23 $30.00 64.8% 18.6% 41.3% 42.0% 0.0% 8.1% -9.5% 3.3K -174.2K -871 0.00 126.37 N/A N/A 0 0 170 85 2026-03-04 $32.16 $30.00 67.7% 19.4% 41.4% 45.1% 0.0% 39.6% 13.9% 4.5K -199.8K -970 0.00 125.94 N/A N/A 0 0 170 85 2026-03-05 $31.10 $30.00 65.2% 16.7% 36.0% 42.5% 40.2% 16.3% -11.8% 3.8K -153.1K -938 0.00 112.57 N/A N/A 4 0 170 85 2026-03-06 $30.20 $30.00 63.9% 15.8% 35.2% 41.1% 0.0% 31.5% -15.7% 2.7K -128.3K -881 0.00 115.10 N/A N/A 0 0 172 85 2026-03-09 $30.45 $30.00 74.0% 13.8% 34.5% 52.0% 0.0% 10.1% -16.9% 1.1K -123.5K -558 0.00 120.57 N/A N/A 0 0 172 85 2026-03-10 $29.75 $30.00 72.3% 13.0% 35.5% 50.1% 0.0% 6.9% -8.7% 2.2K -110.0K -741 0.00 118.00 N/A N/A 0 0 172 85 2026-03-11 $29.74 $30.00 52.0% 14.9% 31.3% 28.3% 0.0% 7.8% -10.8% 2.5K -92.4K -808 0.00 125.66 N/A N/A 0 1 172 85 2026-03-12 $28.50 $30.00 48.0% 0.0% 33.8% 23.9% 0.0% 26.3% -7.9% 1.4K -77.1K -742 0.00 65.83 N/A N/A 0 0 172 86 2026-03-13 $27.52 $30.00 44.5% 0.0% 35.6% 20.1% 0.0% 7.0% -13.4% 325 -32.2K -699 0.00 45.80 N/A N/A 0 0 172 86 2026-03-16 $28.82 $30.00 43.6% 7.6% 39.7% 19.1% 0.0% 20.1% 12.3% -16 -52.6K -697 0.00 58.66 N/A N/A 1 0 172 86 2026-03-17 $30.45 $30.00 46.2% 13.2% 44.1% 21.9% 0.0% 61.8% -11.0% 1.9K -100.0K -726 0.00 70.26 N/A N/A 7 0 173 86 2026-03-18 $32.09 $30.00 34.4% 11.2% 48.0% 9.2% 34.4% 13.9% 6.1% 3.6K -196.9K -765 0.00 53.04 N/A N/A 49 0 180 86 2026-03-19 $30.91 $30.00 52.2% 13.8% 47.1% 28.4% 0.0% 2.7% -6.8% 3.7K -162.0K -824 0.00 54.08 N/A N/A 0 0 189 86 2026-03-20 $30.16 $30.00 46.9% 13.5% 47.7% 22.7% 0.0% 25.5% 4.1% 13.5K -152.7K -777 0.00 60.42 N/A N/A 0 0 189 86 2026-03-23 $30.59 $30.00 49.6% 17.4% 47.9% 25.6% 0.0% 22.6% -10.3% 646 -128.1K -763 0.00 58.27 N/A N/A 10 0 153 85 2026-03-24 $30.20 $30.00 63.6% 18.2% 47.7% 40.7% 0.0% 19.5% -14.4% 1.0K -120.7K -813 0.00 57.20 N/A N/A 1 0 156 85 2026-03-25 $30.50 $30.00 56.1% 16.2% 47.9% 32.6% 0.0% 29.8% -7.5% 712 -119.4K -792 0.00 52.35 N/A N/A 0 9 157 85 2026-03-26 $29.80 $30.00 51.1% 14.6% 48.4% 27.2% 53.1% 4.4% -2.9% -344 -98.1K -736 0.00 54.58 N/A N/A 0 1 157 92 2026-03-27 $27.96 $30.00 58.8% 16.9% 52.6% 35.6% 0.0% 16.3% -5.2% -337 -75.3K -772 0.00 62.00 N/A N/A 0 0 157 92 2026-03-30 $27.09 $30.00 89.0% 25.5% 51.6% 68.2% 0.0% -20.7% -40.9% -202 -47.1K -753 0.00 61.81 N/A N/A 12 0 157 92 2026-03-31 $28.06 $30.00 65.0% 18.6% 53.9% 42.3% 0.0% 14.3% -20.4% -1.4K -64.6K -773 0.00 48.05 N/A N/A 11 0 169 92
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