A Options History — May 2019 In May 2019, A traded between $66.97 and $79.23. ATM implied volatility averaged 32.8%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 5.4% (HV 20d: 38.2%). Max pain ranged from $67.50 to $77.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.22.
Notable Days 2019-05-15 : Highest Volume — 26,302 contracts2019-05-15 : Largest IV drop — 60.8% change2019-05-14 : Highest IV Rank — 68.6%2019-05-13 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $72.13 $66.97 $79.23 $77.47 $67.12 Max Pain $72.16 $67.50 $77.50 $75.00 $67.50 ATM IV 32.8% 21.9% 65.7% 30.8% 24.5% Expected Move 7.6% 6.3% 9.5% 8.8% 7.0% HV 20d 38.2% 20.5% 50.6% 20.6% 49.8% HV 60d 27.5% 19.2% 33.6% 19.2% 33.0% IV Rank 23.6% 8.7% 68.6% 20.9% 12.4% IV Percentile 71.7% 40.9% 99.6% 84.5% 56.0% Term Structure -0.9% -6.7% 3.1% -4.9% 0.4% VWIV 27.0% 22.3% 32.6% 30.0% 26.6% Skew 25d 4.4% 3.7% 5.4% 3.8% 5.0% Skew 10d 9.1% 7.3% 13.7% 7.3% 9.6% Call IV 25d 24.9% 20.6% 30.5% 29.6% 23.2% Put IV 25d 29.3% 24.7% 35.3% 33.4% 28.2% Bid-Ask Spread % 8.37 4.29 18.83 17.87 7.86 Gamma HHI 0.12 0.11 0.17 0.12 0.11 Net GEX 448.3K -769.8K 989.2K 540.0K 533.7K Net DEX 6.0M -14.7M 42.3M -7.9M 14.5M Net VEX -268.0K -315.0K -189.5K -235.4K -298.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.54 3.68 0.90 1.67 Total Volume 2,973.545 814 26,302 1,417 814 Total OI 26,679 17,466 39,649 17,475 34,795
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 2019-05-01 $77.47 $75.00 30.8% 8.8% 20.6% 20.9% 30.0% 3.8% -4.9% 540.0K -7.9M -235.4K 0.90 17.87 N/A N/A 745 672 8,503 8,972 2019-05-02 $77.97 $75.00 32.4% 9.3% 20.5% 23.1% 32.6% 4.1% -6.3% 605.9K -9.1M -242.0K 0.86 18.83 N/A N/A 728 627 8,333 9,133 2019-05-03 $79.23 $75.00 31.3% 9.0% 21.1% 21.6% 32.1% 4.1% -6.7% 852.8K -14.7M -241.1K 1.90 10.30 N/A N/A 407 772 8,461 9,224 2019-05-06 $79.19 $77.50 36.4% 7.4% 20.8% 28.6% 26.1% 3.8% -0.6% 729.2K -13.5M -240.1K 0.78 9.31 N/A N/A 530 413 8,322 9,355 2019-05-07 $76.37 $77.50 41.9% 8.3% 24.2% 36.1% 28.6% 4.3% -1.9% 301.8K -2.0M -243.1K 0.80 10.07 N/A N/A 459 369 8,531 9,600 2019-05-08 $76.77 $77.50 42.5% 8.2% 24.3% 36.9% 28.8% 4.5% -1.4% 379.2K -3.8M -242.4K 0.79 9.57 N/A N/A 461 366 8,587 9,644 2019-05-09 $76.94 $77.50 45.0% 8.4% 24.3% 40.3% 30.7% 4.5% -2.0% 431.6K -4.5M -244.1K 0.88 8.05 N/A N/A 502 441 8,854 9,667 2019-05-10 $76.77 $77.50 43.8% 8.0% 24.2% 38.6% 28.3% 4.5% -1.2% 424.8K -3.7M -242.2K 2.91 10.01 N/A N/A 447 1,300 8,997 9,756 2019-05-13 $73.62 $77.50 65.0% 9.5% 27.9% 67.6% 31.4% 5.3% -3.4% -115.7K 9.1M -227.4K 1.31 5.51 N/A N/A 914 1,199 8,997 9,756 2019-05-14 $76.25 $77.50 65.7% 8.7% 31.2% 68.6% 29.8% 5.0% -1.8% 154.1K -643.8K -243.7K 1.18 4.97 N/A N/A 2,408 2,838 9,650 10,920 2019-05-15 $67.76 $77.50 25.8% 7.4% 50.5% 14.0% 27.0% 4.0% 1.0% -769.8K 42.3M -189.5K 0.70 6.63 N/A N/A 15,463 10,839 10,613 12,102 2019-05-16 $69.06 $67.50 22.3% 6.4% 50.6% 9.3% 22.9% 3.7% 2.7% 764.1K 22.8M -301.3K 0.54 5.35 N/A N/A 3,479 1,889 21,906 17,323 2019-05-17 $69.20 $67.50 21.9% 6.3% 50.2% 8.7% 22.5% 3.9% 3.1% 656.3K 22.1M -303.6K 1.11 8.00 N/A N/A 1,107 1,224 22,404 17,245 2019-05-20 $69.06 $67.50 23.4% 6.7% 50.2% 10.9% 24.2% 4.5% 0.7% 625.9K 5.3M -308.8K 0.77 4.29 N/A N/A 989 765 18,000 13,154 2019-05-21 $68.42 $67.50 23.5% 6.7% 50.1% 10.9% 22.8% 4.0% 0.7% 535.2K 8.6M -299.0K 0.60 4.29 N/A N/A 1,415 854 18,685 13,438 2019-05-22 $68.06 $67.50 22.8% 6.5% 50.0% 10.0% 22.3% 4.3% 0.6% 543.1K 9.6M -301.4K 0.90 5.19 N/A N/A 786 704 19,259 13,698 2019-05-23 $67.62 $67.50 23.7% 6.8% 49.6% 11.3% 23.8% 4.5% 0.5% 420.4K 12.0M -295.3K 1.04 7.10 N/A N/A 1,244 1,296 19,510 13,679 2019-05-24 $68.59 $67.50 24.2% 6.9% 49.9% 11.9% 22.5% 4.1% 0.3% 989.2K 3.0M -315.0K 1.03 9.04 N/A N/A 983 1,013 20,253 13,984 2019-05-28 $67.09 $67.50 24.6% 7.0% 50.1% 12.4% 24.1% 4.8% 0.0% 349.7K 14.4M -291.5K 1.18 7.53 N/A N/A 419 493 20,023 14,088 2019-05-29 $67.35 $67.50 25.2% 7.2% 49.9% 13.3% 30.7% 5.4% -0.6% 496.9K 12.7M -299.9K 3.68 5.28 N/A N/A 410 1,509 20,565 14,466 2019-05-30 $66.97 $67.50 24.8% 7.1% 49.9% 12.7% 26.4% 5.3% 0.2% 413.7K 15.7M -290.9K 1.32 9.11 N/A N/A 484 641 20,624 13,862 2019-05-31 $67.12 $67.50 24.5% 7.0% 49.8% 12.4% 26.6% 5.0% 0.4% 533.7K 14.5M -298.8K 1.67 7.86 N/A N/A 305 509 20,794 14,001
« Apr 2019 | All History | Jun 2019 » Home A History May 2019