A Options History — March 2022 In March 2022, A traded between $127.58 and $139.60. ATM implied volatility averaged 31.6%, placing in the 57.8% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 3.9% (HV 20d: 35.5%). Max pain ranged from $135.00 to $145.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 1.04.
Notable Days 2022-03-01 : Highest Volume — 4,429 contracts2022-03-02 : Largest IV drop — 15.8% change2022-03-01 : Highest IV Rank — 100.0%2022-03-08 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $134.21 $127.58 $139.60 $132.03 $133.42 Max Pain $138.26 $135.00 $145.00 $135.00 $140.00 ATM IV 31.6% 23.6% 44.0% 40.1% 25.6% Expected Move 9.5% 7.6% 12.9% 11.5% 7.8% HV 20d 35.5% 32.6% 38.4% 34.7% 33.2% HV 60d 30.4% 28.8% 31.9% 29.0% 31.4% IV Rank 57.8% 27.2% 100.0% 100.0% 34.4% IV Percentile 78.8% 39.3% 100.0% 100.0% 54.0% Term Structure 0.5% -4.9% 2.9% -4.9% 1.8% VWIV 34.9% 26.8% 51.9% 41.9% 30.2% Skew 25d 7.2% 3.8% 10.4% 9.7% 5.7% Skew 10d 15.0% 8.3% 22.5% 13.3% 10.1% Call IV 25d 29.0% 23.9% 35.0% 35.0% 26.4% Put IV 25d 36.2% 28.6% 44.7% 44.7% 32.1% Bid-Ask Spread % 74.20 64.57 82.93 68.68 82.93 Gamma HHI 0.18 0.13 0.31 0.14 0.16 Net GEX 823.8K -224.6K 1.7M 687.6K -64.5K Net DEX 1.9M -18.6M 22.9M 6.3M 12.4M Net VEX -355.4K -384.4K -324.6K -372.6K -343.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.27 2.14 1.07 2.14 Total Volume 2,959.174 1,678 4,429 4,429 2,464 Total OI 18,104.391 14,154 20,557 18,428 16,863
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 2022-03-01 $132.03 $135.00 40.1% 11.5% 34.7% 100.0% 41.9% 9.7% -4.9% 687.6K 6.3M -372.6K 1.07 68.68 N/A N/A 2,141 2,288 9,153 9,275 2022-03-02 $133.24 $135.00 33.8% 9.7% 34.4% 73.7% 34.6% 9.1% -0.6% 865.0K 3.3M -368.4K 1.31 69.92 N/A N/A 1,566 2,048 9,299 9,293 2022-03-03 $136.95 $135.00 34.9% 10.0% 34.4% 78.4% 34.1% 8.4% -0.4% 1.5M -10.3M -383.6K 0.98 71.92 N/A N/A 2,094 2,057 9,362 9,307 2022-03-04 $133.61 $135.00 38.1% 10.9% 34.7% 91.8% 40.4% 8.4% 0.5% 1.0M 1.2M -384.4K 1.31 70.83 N/A N/A 1,584 2,075 9,874 9,357 2022-03-07 $130.61 $135.00 44.0% 12.6% 35.4% 100.0% 50.0% 10.4% -1.0% 577.6K 11.0M -364.8K 1.64 72.21 N/A N/A 1,451 2,379 9,947 9,431 2022-03-08 $129.63 $135.00 37.4% 12.9% 35.3% 76.3% 51.9% 9.5% -0.2% 430.9K 12.9M -358.0K 1.55 77.62 N/A N/A 1,480 2,293 10,025 9,463 2022-03-09 $133.61 $135.00 33.5% 10.7% 37.3% 62.4% 48.8% 9.1% -0.5% 1.0M 2.0M -372.0K 0.87 74.37 N/A N/A 1,667 1,452 10,056 9,476 2022-03-10 $133.84 $135.00 32.9% 10.4% 35.7% 60.5% 35.9% 9.9% 0.6% 915.7K 3.0M -362.9K 0.96 73.57 N/A N/A 1,632 1,564 10,327 9,460 2022-03-11 $130.43 $135.00 35.0% 11.2% 35.8% 68.0% 46.7% 7.2% -0.9% 398.3K 11.6M -349.3K 0.80 78.93 N/A N/A 1,589 1,270 10,406 9,504 2022-03-14 $127.58 $145.00 36.1% 10.2% 35.4% 71.9% 34.9% 7.6% -0.6% -224.6K 22.9M -324.6K 0.84 64.57 N/A N/A 1,572 1,323 10,407 9,459 2022-03-15 $130.32 $140.00 35.6% 9.9% 36.2% 70.0% 33.0% 7.3% -1.4% 42.4K 15.0M -337.0K 0.80 65.82 N/A N/A 1,612 1,291 10,457 9,595 2022-03-16 $134.29 $140.00 31.0% 8.8% 37.9% 53.5% 31.5% 5.9% 0.6% 1.0M 164.6K -338.5K 0.82 73.85 N/A N/A 1,607 1,317 10,458 9,563 2022-03-17 $136.57 $140.00 30.6% 9.0% 38.4% 52.0% 30.3% 7.2% 0.8% 1.7M -10.1M -337.3K 1.05 75.74 N/A N/A 1,863 1,963 10,426 9,574 2022-03-18 $138.96 $140.00 28.0% 8.4% 36.3% 42.9% 29.4% 6.3% 1.2% 1.7M -18.6M -349.4K 0.83 75.37 N/A N/A 2,003 1,658 10,802 9,755 2022-03-21 $137.67 $140.00 27.2% 8.4% 36.3% 40.1% 32.1% 7.3% 1.5% 606.4K -3.7M -344.1K 0.27 71.59 N/A N/A 1,544 421 7,073 7,081 2022-03-22 $139.60 $140.00 24.5% 7.8% 36.1% 30.3% 28.7% 6.0% 1.9% 1.5M -14.4M -356.4K 0.71 73.41 N/A N/A 1,056 746 7,922 7,112 2022-03-23 $134.56 $140.00 28.1% 8.3% 36.7% 43.2% 29.5% 6.9% 2.2% 765.6K 2.9M -353.3K 0.62 74.95 N/A N/A 1,517 945 8,124 7,264 2022-03-24 $136.18 $140.00 27.2% 8.3% 36.7% 40.1% 28.0% 4.8% 2.0% 1.1M -4.5M -361.6K 0.68 74.41 N/A N/A 1,361 930 8,435 7,415 2022-03-25 $135.21 $140.00 27.1% 8.5% 34.1% 39.5% 28.9% 3.8% 2.6% 1.0M -1.1M -359.1K 1.19 80.46 N/A N/A 954 1,135 8,483 7,422 2022-03-28 $135.12 $140.00 26.5% 8.1% 32.6% 37.5% 27.6% 4.1% 1.6% 748.1K 3.6M -350.6K 1.54 80.96 N/A N/A 951 1,468 8,483 7,846 2022-03-29 $138.39 $140.00 23.6% 7.6% 33.2% 27.2% 26.8% 4.7% 2.9% 1.1M -8.2M -358.5K 1.19 75.73 N/A N/A 936 1,116 8,460 8,117 2022-03-30 $134.97 $140.00 25.9% 7.8% 34.5% 35.4% 27.2% 5.3% 1.4% 334.1K 7.3M -343.9K 0.84 78.70 N/A N/A 912 766 8,456 8,334 2022-03-31 $133.42 $140.00 25.6% 7.8% 33.2% 34.4% 30.2% 5.7% 1.8% -64.5K 12.4M -343.1K 2.14 82.93 N/A N/A 785 1,679 8,512 8,351
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