A Options History — December 2021 In December 2021, A traded between $148.12 and $161.26. ATM implied volatility averaged 26.4%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 1.7% (HV 20d: 28.1%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 1.55.
Notable Days 2021-12-17 : Highest Volume — 4,551 contracts2021-12-15 : Largest IV drop — 22.5% change2021-12-03 : Highest IV Rank — 83.6%2021-12-03 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $154.78 $148.12 $161.26 $149.90 $160.58 Max Pain $153.41 $150.00 $155.00 $155.00 $155.00 ATM IV 26.4% 21.8% 36.1% 31.5% 21.8% Expected Move 7.5% 6.2% 10.4% 9.0% 6.2% HV 20d 28.1% 22.8% 31.4% 29.1% 22.9% HV 60d 25.0% 24.0% 25.9% 24.7% 24.0% IV Rank 43.3% 23.9% 83.6% 64.4% 23.9% IV Percentile 57.3% 27.0% 96.8% 90.5% 27.0% Term Structure 1.8% -3.5% 5.1% -2.4% 2.4% VWIV 26.0% 21.1% 34.3% 32.5% 24.1% Skew 25d 4.0% 2.3% 5.4% 2.3% 4.1% Skew 10d 7.1% 1.2% 11.6% 3.5% 4.9% Call IV 25d 24.9% 20.6% 32.1% 32.1% 20.6% Put IV 25d 28.8% 24.4% 37.2% 34.4% 24.7% Bid-Ask Spread % 78.35 57.55 84.56 61.52 57.55 Gamma HHI 0.16 0.12 0.22 0.12 0.19 Net GEX 783.7K -2.3M 3.0M 215.8K 2.7M Net DEX -10.3M -46.3M 19.1M 7.1M -38.8M Net VEX -363.3K -396.7K -328.6K -393.8K -347.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.55 0.53 3.82 1.05 1.79 Total Volume 2,836.727 2,238 4,551 2,464 2,778 Total OI 30,523.5 25,725 34,282 31,928 27,617
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 2021-12-01 $149.90 $155.00 31.5% 9.0% 29.1% 64.4% 32.5% 2.3% -2.4% 215.8K 7.1M -393.8K 1.05 61.52 N/A N/A 1,199 1,265 18,078 13,850 2021-12-02 $151.11 $155.00 30.0% 8.6% 29.3% 58.2% 31.5% 5.2% 2.4% 240.8K 2.8M -394.4K 1.38 66.71 N/A N/A 995 1,377 18,059 13,929 2021-12-03 $148.12 $155.00 36.1% 10.4% 30.0% 83.6% 34.3% 5.4% -3.5% -332.4K 14.4M -396.7K 1.33 70.68 N/A N/A 1,016 1,352 18,104 14,084 2021-12-06 $151.68 $150.00 31.3% 8.1% 31.4% 63.5% 27.7% 3.9% 4.8% 166.2K 821.6K -380.3K 1.12 75.78 N/A N/A 1,138 1,279 18,097 14,145 2021-12-07 $153.34 $150.00 25.5% 7.3% 29.3% 39.3% 24.8% 4.3% 1.8% 370.5K -5.1M -355.9K 1.41 81.39 N/A N/A 1,026 1,442 18,057 14,139 2021-12-08 $155.99 $150.00 23.0% 7.2% 30.1% 28.9% 26.3% 2.9% 2.7% 1.2M -16.8M -351.1K 1.22 78.83 N/A N/A 1,172 1,425 18,052 14,190 2021-12-09 $154.81 $150.00 24.2% 7.6% 30.2% 34.2% 25.5% 3.6% 5.1% 758.5K -9.7M -357.0K 1.46 82.23 N/A N/A 909 1,329 18,264 14,287 2021-12-10 $155.97 $150.00 24.8% 6.9% 30.3% 36.6% 22.7% 3.6% 2.4% 1.3M -13.6M -351.5K 1.46 80.10 N/A N/A 929 1,354 18,239 14,301 2021-12-13 $156.70 $150.00 28.2% 7.1% 30.0% 50.5% 24.5% 3.6% 2.6% 2.0M -19.9M -357.1K 1.03 81.94 N/A N/A 1,470 1,520 18,277 14,325 2021-12-14 $151.87 $150.00 32.4% 7.7% 31.4% 68.3% 25.7% 4.0% 1.9% -627.8K 4.9M -328.6K 1.89 78.99 N/A N/A 1,486 2,804 18,690 14,245 2021-12-15 $153.66 $155.00 25.1% 7.2% 29.9% 37.9% 26.0% 5.3% 1.9% -743.7K 3.2M -366.4K 1.60 83.90 N/A N/A 939 1,498 18,665 15,536 2021-12-16 $150.93 $155.00 26.9% 7.7% 30.4% 45.1% 26.5% 3.3% 0.3% -2.3M 19.1M -342.6K 1.63 80.59 N/A N/A 885 1,444 18,684 15,508 2021-12-17 $151.79 $155.00 26.6% 7.6% 30.5% 43.8% 26.8% 4.2% 1.2% -1.4M 10.2M -360.7K 0.53 82.01 N/A N/A 2,982 1,569 18,778 15,504 2021-12-20 $150.45 $155.00 29.0% 8.3% 30.0% 53.9% 28.7% 3.9% 1.0% -58.4K 11.4M -343.0K 0.98 82.42 N/A N/A 2,011 1,963 12,503 13,222 2021-12-21 $153.24 $155.00 25.4% 7.3% 31.1% 39.1% 26.2% 4.7% 2.2% 894.0K -2.1M -368.0K 2.71 83.24 N/A N/A 797 2,163 13,461 13,584 2021-12-22 $156.39 $155.00 24.8% 7.1% 24.5% 36.5% 23.8% 5.0% 2.6% 1.3M -17.7M -383.3K 1.43 82.81 N/A N/A 1,194 1,713 13,420 14,097 2021-12-23 $158.35 $155.00 22.8% 6.5% 24.3% 28.4% 23.2% 3.9% 3.9% 1.8M -27.6M -381.4K 1.75 78.76 N/A N/A 899 1,570 13,252 14,172 2021-12-27 $158.53 $155.00 23.1% 6.6% 24.3% 29.6% 23.6% 4.3% 2.8% 1.8M -27.7M -361.6K 1.65 82.23 N/A N/A 880 1,456 13,279 14,271 2021-12-28 $159.31 $155.00 22.7% 6.5% 24.3% 27.6% 24.7% 2.4% 1.2% 2.0M -32.2M -363.7K 3.82 84.56 N/A N/A 838 3,203 13,326 14,371 2021-12-29 $161.21 $155.00 23.9% 6.9% 22.9% 32.8% 22.8% 3.7% 0.3% 3.0M -46.3M -345.8K 1.83 83.26 N/A N/A 887 1,620 13,322 14,056 2021-12-30 $161.26 $155.00 22.5% 6.5% 22.8% 27.0% 21.1% 3.7% 2.2% 2.9M -43.9M -362.6K 0.98 84.11 N/A N/A 1,327 1,305 13,291 14,186 2021-12-31 $160.58 $155.00 21.8% 6.2% 22.9% 23.9% 24.1% 4.1% 2.4% 2.7M -38.8M -347.3K 1.79 57.55 N/A N/A 997 1,781 13,320 14,297
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