A Options History — June 2022

In June 2022, A traded between $113.17 and $128.94. ATM implied volatility averaged 34.4%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 5.4% (HV 20d: 39.7%). Max pain ranged from $120.00 to $130.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.35.

Notable Days

  • 2022-06-17: Highest Volume — 4,496 contracts
  • 2022-06-13: Largest IV spike — 15.3% change
  • 2022-06-13: Highest IV Rank — 68.9%
  • 2022-06-13: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$120.42$113.17$128.94$123.90$118.86
Max Pain$123.81$120.00$130.00$125.00$120.00
ATM IV34.4%30.3%41.6%33.3%33.0%
Expected Move9.8%8.7%11.9%9.5%9.5%
HV 20d39.7%33.6%48.4%47.9%33.6%
HV 60d39.0%38.4%39.7%38.9%39.5%
IV Rank49.3%38.5%68.9%46.4%45.8%
IV Percentile78.9%61.9%96.0%79.0%73.4%
Term Structure1.6%-1.5%3.3%-1.5%2.8%
VWIV35.1%29.9%43.7%34.4%34.1%
Skew 25d6.8%3.4%10.6%6.0%6.8%
Skew 10d15.7%11.0%21.4%11.0%16.0%
Call IV 25d31.9%27.9%37.8%31.2%32.3%
Put IV 25d38.7%34.3%48.5%37.2%39.1%
Bid-Ask Spread %65.5753.1178.9165.5570.98
Gamma HHI0.110.100.140.100.10
Net GEX53.8K-1.8M2.1M577.8K-227.7K
Net DEX19.2M-23.6M65.6M5.0M22.6M
Net VEX-480.8K-583.3K-380.5K-518.7K-455.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.350.552.951.691.16
Total Volume2,444.3331,5734,4962,7541,573
Total OI31,112.61926,45634,72829,91029,197

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$123.90$125.0033.3%9.5%47.9%46.4%34.4%6.0%-1.5%577.8K5.0M-518.7K1.6965.55N/AN/A1,0221,73216,03413,876
2022-06-02$128.86$130.0031.3%8.7%48.4%41.1%30.1%6.4%2.2%1.7M-17.4M-582.0K1.5161.98N/AN/A8501,28016,19914,660
2022-06-03$128.32$130.0032.0%9.0%46.2%42.9%29.9%6.5%1.0%1.6M-15.0M-576.1K0.5561.51N/AN/A2,0201,11416,14814,693
2022-06-06$127.68$130.0033.6%9.3%46.2%47.4%31.6%7.1%1.9%1.7M-14.2M-573.7K0.9763.13N/AN/A1,0561,02216,91414,822
2022-06-07$128.94$130.0034.7%9.0%37.5%50.3%36.6%3.4%3.1%2.1M-23.6M-583.3K0.6378.91N/AN/A1,7451,10416,96614,861
2022-06-08$127.08$125.0032.5%9.3%37.1%44.3%33.8%4.8%2.5%1.9M-17.2M-567.2K1.8669.88N/AN/A1,1522,14017,99914,944
2022-06-09$124.57$125.0033.6%9.6%37.0%47.2%34.1%6.9%1.5%1.0M-6.9M-556.9K1.8169.96N/AN/A8061,46217,98415,599
2022-06-10$121.24$125.0036.1%10.4%38.6%54.1%40.6%6.6%1.5%-223.8K19.4M-508.6K2.1059.47N/AN/A8121,70817,97315,614
2022-06-13$116.20$125.0041.6%11.9%39.6%68.9%43.7%10.6%-1.1%-1.3M45.8M-450.6K1.5053.11N/AN/A9671,45017,97815,807
2022-06-14$116.08$125.0039.2%11.2%39.5%62.3%43.1%8.4%0.9%-1.5M47.2M-433.9K1.4758.04N/AN/A9731,43218,07615,842
2022-06-15$116.75$125.0036.1%10.3%38.9%53.9%36.6%7.6%2.1%-1.5M44.2M-438.5K1.2562.62N/AN/A8841,10418,26415,960
2022-06-16$114.61$125.0038.9%11.2%39.1%61.6%38.3%8.4%1.0%-1.8M55.7M-409.9K1.6058.01N/AN/A1,4712,35718,29815,954
2022-06-17$113.17$120.0035.9%10.3%38.6%53.4%36.0%6.9%0.6%-1.6M65.6M-380.5K2.9567.56N/AN/A1,1373,35918,58516,143
2022-06-21$114.33$120.0033.1%9.5%38.2%46.1%33.1%7.2%2.4%-497.1K41.5M-383.7K0.7165.99N/AN/A1,36897515,57810,878
2022-06-22$113.69$120.0032.9%9.4%38.0%45.3%35.4%5.5%2.3%-450.3K42.5M-386.3K1.4467.48N/AN/A9881,42116,07511,113
2022-06-23$118.23$120.0031.9%9.1%41.1%42.7%30.7%7.4%2.4%-275.5K25.0M-459.7K0.6468.08N/AN/A1,32484516,35211,906
2022-06-24$120.66$120.0030.3%8.7%40.0%38.5%30.8%6.3%3.3%122.2K14.1M-471.9K1.0065.71N/AN/A86986816,80112,002
2022-06-27$120.85$120.0032.0%9.2%38.7%42.9%31.5%5.7%2.2%199.5K12.8M-473.8K0.9268.16N/AN/A84177616,95912,058
2022-06-28$117.02$120.0036.1%10.3%35.1%53.9%35.7%6.8%1.2%-230.6K29.5M-448.4K1.3370.29N/AN/A74799417,00012,067
2022-06-29$117.79$120.0033.3%9.5%35.2%46.4%36.6%7.6%1.8%-278.7K27.2M-438.6K1.1870.66N/AN/A72685717,01112,175
2022-06-30$118.86$120.0033.0%9.5%33.6%45.8%34.1%6.8%2.8%-227.7K22.6M-455.3K1.1670.98N/AN/A72884517,01012,187