LTPZ Options History — October 2024

In October 2024, LTPZ traded between $54.67 and $58.13. ATM implied volatility averaged 16.6%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 6.6% (HV 20d: 10.0%). Max pain ranged from $55.00 to $56.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 2.32.

Notable Days

  • 2024-10-14: Highest Volume — 382 contracts
  • 2024-10-09: Largest IV spike — 41.1% change
  • 2024-10-31: Highest IV Rank — 44.2%
  • 2024-10-31: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.02$54.67$58.13$58.13$55.23
Max Pain$55.09$55.00$56.00$56.00$55.00
ATM IV16.6%12.3%23.1%13.6%23.1%
Expected Move4.9%3.9%6.6%3.9%6.6%
HV 20d10.0%8.3%11.6%8.7%11.3%
HV 60d11.0%10.1%11.4%10.9%10.1%
IV Rank22.6%8.6%44.2%12.6%44.2%
IV Percentile67.5%17.5%95.2%33.7%95.2%
Term Structure-1.5%-5.6%1.5%1.5%-5.6%
VWIV18.1%15.3%26.9%15.3%23.0%
Skew 25d0.4%-0.7%1.6%-0.7%-0.4%
Skew 10d-0.9%-7.3%2.6%-7.3%-0.9%
Call IV 25d16.9%13.4%23.4%13.4%23.4%
Put IV 25d17.3%12.7%23.0%12.7%23.0%
Bid-Ask Spread %27.0216.0542.3824.3718.47
Gamma HHI0.290.180.650.230.19
Net GEX24.9K-563.7K220.9K220.9K133.2K
Net DEX-3.1M-5.4M-1.2M-5.4M-2.5M
Net VEX-17.7K-20.7K-13.9K-13.9K-20.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.320.0019.000.001.00
Total Volume78.5651382771
Total OI2,412.5652,0282,7202,0282,720

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$58.13$56.0013.6%3.9%8.7%12.6%0.0%-0.7%1.5%220.9K-5.4M-13.9K0.0024.377701,396632
2024-10-02$57.80$56.0013.9%4.0%8.9%13.6%0.0%-0.3%1.0%215.9K-5.1M-14.4K0.0042.38101,396632
2024-10-03$57.25$55.0014.4%4.4%9.6%15.3%15.3%-0.2%-0.9%185.1K-4.5M-15.3K0.0633.6513581,397632
2024-10-04$56.57$55.0012.7%4.6%10.5%9.9%16.1%0.3%-0.9%122.5K-3.8M-16.6K0.2126.583881,437640
2024-10-07$56.36$55.0014.1%4.7%10.1%14.5%16.7%0.1%-1.3%119.2K-3.7M-16.5K0.7723.9526201,472632
2024-10-08$56.44$55.0012.3%4.7%10.0%8.6%16.2%0.0%-1.2%96.0K-3.9M-16.7K2.5326.5117431,498652
2024-10-09$56.42$55.0017.4%5.0%9.9%25.3%17.8%0.4%-1.6%85.4K-3.9M-17.1K0.0025.4501601,514694
2024-10-10$56.36$55.0016.9%4.8%9.9%23.5%17.0%0.4%-1.0%5.2K-3.6M-17.5K19.0029.7461141,514854
2024-10-11$56.18$55.0015.8%4.5%9.5%19.9%0.0%0.8%-0.7%-69.6K-3.2M-18.2K0.0026.071001,517968
2024-10-14$56.08$55.0015.8%4.5%8.4%20.0%16.1%0.9%-0.7%-142.8K-3.0M-17.9K0.7130.622241581,527968
2024-10-15$56.47$55.0015.8%4.5%9.0%20.0%16.9%0.9%-0.9%-91.4K-3.6M-17.7K2.1826.8717371,4861,123
2024-10-16$56.59$55.0015.0%4.3%8.3%17.5%0.0%0.4%-0.1%12.9K-4.0M-17.4K0.2531.991231,5331,160
2024-10-17$56.01$55.0015.1%4.3%8.9%17.6%0.0%1.6%-0.5%-563.7K-2.8M-18.2K0.0028.384301,5331,157
2024-10-18$56.18$55.0015.2%4.4%9.0%18.1%15.3%1.1%-0.8%-518.2K-3.3M-17.4K0.0031.55701,5101,156
2024-10-21$55.13$55.0016.7%4.8%10.8%22.8%17.0%1.3%-1.4%126.4K-2.0M-17.7K9.5516.05201911,459844
2024-10-22$55.31$55.0016.6%4.8%10.9%22.8%16.9%-0.1%-1.3%79.5K-2.0M-18.3K4.7621.23211001,470948
2024-10-23$54.98$55.0017.7%5.1%10.7%26.3%19.0%0.6%-1.8%79.4K-1.5M-18.9K1.0022.1413131,488988
2024-10-24$55.28$55.0018.1%5.2%11.0%27.6%0.0%0.7%-1.9%89.6K-2.0M-18.7K6.6720.793201,501990
2024-10-25$54.80$55.0018.5%5.3%11.0%29.0%26.9%0.4%-2.4%67.7K-1.3M-18.6K0.0222.956611,5021,010
2024-10-28$54.67$55.0019.9%5.7%11.0%33.5%19.2%0.2%-3.2%77.2K-1.2M-18.9K0.0217.589621,5631,010
2024-10-29$54.73$55.0020.2%5.8%10.3%34.6%20.7%0.6%-4.1%101.9K-1.5M-19.8K0.0337.287421,6461,012
2024-10-30$55.41$55.0022.4%6.4%11.6%41.8%0.0%0.4%-5.2%139.3K-2.7M-20.7K1.0036.7610101,6941,014
2024-10-31$55.23$55.0023.1%6.6%11.3%44.2%23.0%-0.4%-5.6%133.2K-2.5M-20.7K0.0018.47011,7041,016