A Options History — October 2018

In October 2018, A traded between $61.36 and $72.07. ATM implied volatility averaged 23.9%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 4.0% (HV 20d: 19.9%). Max pain ranged from $67.50 to $67.50. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.74.

Notable Days

2018-10-16: Highest Volume — 8,940 contracts
2018-10-10: Largest IV spike — 26.6% change
2018-10-29: Highest IV Rank — 25.1%
2018-10-29: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$66.44	$61.36	$72.07	$71.07	$65.12
Max Pain	$67.50	$67.50	$67.50	$67.50	$67.50
ATM IV	23.9%	15.5%	33.4%	17.2%	27.7%
Expected Move	6.9%	4.4%	9.6%	4.9%	8.0%
HV 20d	19.9%	11.8%	29.1%	12.1%	29.1%
HV 60d	19.3%	17.3%	21.6%	17.4%	21.6%
IV Rank	12.3%	1.1%	25.1%	3.4%	17.3%
IV Percentile	60.0%	2.0%	91.3%	20.6%	83.3%
Term Structure	1.5%	-1.7%	3.7%	3.2%	2.4%
VWIV	25.1%	14.0%	36.6%	15.6%	27.7%
Skew 25d	4.0%	2.1%	6.1%	2.5%	5.6%
Skew 10d	8.1%	4.8%	12.8%	5.1%	12.6%
Call IV 25d	22.8%	15.4%	32.2%	15.8%	25.8%
Put IV 25d	26.7%	17.5%	38.3%	18.2%	31.4%
Bid-Ask Spread %	15.01	6.87	26.89	15.53	18.16
Gamma HHI	0.31	0.23	0.42	0.32	0.29
Net GEX	1.6M	-1.7M	6.4M	5.7M	152.5K
Net DEX	-9.7M	-93.8M	38.8M	-78.5M	10.0M
Net VEX	-207.3K	-260.8K	-146.0K	-252.3K	-156.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.29	1.69	0.35	1.69
Total Volume	2,695.565	1,306	8,940	1,306	4,691
Total OI	39,767.913	35,084	44,316	38,705	35,661

Daily Data (23 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
2018-10-01	$71.07	$67.50	17.2%	4.9%	12.1%	3.4%	15.6%	2.5%	3.2%	5.7M	-78.5M	-252.3K	0.35	15.53	N/A	N/A	966	340	23,841	14,864
2018-10-02	$71.60	$67.50	15.5%	4.4%	12.0%	1.1%	14.0%	2.1%	3.7%	6.1M	-86.9M	-236.9K	0.29	12.27	N/A	N/A	1,111	327	23,865	14,938
2018-10-03	$72.07	$67.50	16.1%	4.6%	11.8%	1.9%	15.2%	2.2%	3.2%	6.4M	-93.8M	-243.6K	0.66	11.31	N/A	N/A	1,101	732	24,487	15,451
2018-10-04	$70.54	$67.50	19.7%	6.0%	14.8%	6.8%	20.6%	3.4%	0.9%	5.5M	-69.0M	-251.1K	0.42	13.80	N/A	N/A	3,391	1,410	24,607	15,520
2018-10-05	$70.17	$67.50	19.9%	6.0%	15.0%	7.1%	21.7%	3.2%	1.2%	5.0M	-60.6M	-260.8K	1.16	13.98	N/A	N/A	1,394	1,617	25,071	16,254
2018-10-08	$69.57	$67.50	20.0%	6.2%	15.3%	7.2%	22.1%	3.5%	0.4%	4.3M	-52.0M	-257.5K	0.73	14.24	N/A	N/A	1,352	990	25,355	17,001
2018-10-09	$69.42	$67.50	19.3%	6.1%	15.2%	5.8%	21.1%	3.5%	0.9%	4.1M	-48.6M	-259.4K	0.89	13.74	N/A	N/A	1,045	933	25,530	17,157
2018-10-10	$66.87	$67.50	24.4%	7.0%	20.4%	12.8%	27.0%	4.6%	-0.2%	1.7M	-8.7M	-250.4K	1.03	16.56	N/A	N/A	1,214	1,252	25,609	17,242
2018-10-11	$65.51	$67.50	27.1%	7.8%	20.2%	16.4%	27.7%	3.3%	-1.7%	587.6K	11.3M	-244.3K	0.73	23.57	N/A	N/A	1,299	950	25,424	17,693
2018-10-12	$66.07	$67.50	26.3%	7.5%	20.5%	15.4%	27.2%	4.2%	-0.4%	913.4K	6.9M	-247.2K	0.56	15.70	N/A	N/A	1,862	1,047	25,638	17,712
2018-10-15	$65.93	$67.50	24.9%	7.1%	20.5%	13.5%	26.3%	3.7%	0.2%	787.9K	10.4M	-221.7K	0.64	11.43	N/A	N/A	1,026	654	26,210	18,002
2018-10-16	$67.44	$67.50	21.1%	6.1%	22.3%	8.4%	21.9%	2.9%	3.3%	2.5M	-13.2M	-218.8K	0.57	20.42	N/A	N/A	5,693	3,247	26,259	18,057
2018-10-17	$67.16	$67.50	21.1%	6.0%	22.0%	8.3%	22.5%	4.0%	3.2%	2.0M	-7.1M	-212.6K	0.46	15.06	N/A	N/A	1,784	821	24,179	18,494
2018-10-18	$65.64	$67.50	24.1%	6.9%	21.6%	12.4%	24.2%	3.5%	1.3%	-3.1K	16.6M	-203.7K	0.87	15.83	N/A	N/A	1,312	1,147	24,612	18,711
2018-10-19	$64.60	$67.50	22.7%	6.5%	22.0%	10.5%	22.7%	3.6%	2.2%	-206.6K	38.8M	-177.1K	0.54	8.94	N/A	N/A	1,414	760	24,617	18,950
2018-10-22	$64.41	$67.50	23.0%	6.6%	21.9%	10.9%	23.3%	4.0%	2.5%	-478.2K	19.0M	-163.9K	0.37	6.87	N/A	N/A	1,300	477	20,327	14,757
2018-10-23	$62.92	$67.50	25.7%	7.4%	22.6%	14.6%	27.1%	4.2%	2.5%	-1.4M	30.4M	-153.5K	0.79	11.38	N/A	N/A	1,411	1,108	20,447	14,755
2018-10-24	$61.99	$67.50	28.5%	8.2%	22.7%	18.4%	35.4%	5.3%	2.2%	-1.7M	35.1M	-146.8K	0.43	26.89	N/A	N/A	1,281	547	20,557	14,541
2018-10-25	$62.63	$67.50	29.0%	8.3%	23.3%	19.0%	31.9%	5.0%	1.4%	-1.6M	30.3M	-151.6K	0.42	11.64	N/A	N/A	1,141	477	20,795	14,627
2018-10-26	$62.70	$67.50	31.4%	9.0%	23.3%	22.3%	31.4%	5.7%	1.1%	-968.7K	26.2M	-163.8K	1.09	18.53	N/A	N/A	1,289	1,404	20,901	14,612
2018-10-29	$61.36	$67.50	33.4%	9.6%	23.4%	25.1%	36.6%	6.1%	-0.1%	-1.6M	35.3M	-146.0K	1.36	19.82	N/A	N/A	1,072	1,461	20,923	14,652
2018-10-30	$63.26	$67.50	32.0%	9.2%	26.6%	23.1%	34.3%	5.5%	0.5%	-1.1M	25.4M	-148.6K	0.99	9.44	N/A	N/A	1,080	1,068	20,986	14,771
2018-10-31	$65.12	$67.50	27.7%	8.0%	29.1%	17.3%	27.7%	5.6%	2.4%	152.5K	10.0M	-156.1K	1.69	18.16	N/A	N/A	1,747	2,944	20,894	14,767