A Options History — October 2022

In October 2022, A traded between $125.59 and $138.72. ATM implied volatility averaged 35.7%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 2.2% (HV 20d: 33.4%). Max pain ranged from $130.00 to $130.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.67.

Notable Days

  • 2022-10-20: Highest Volume — 2,619 contracts
  • 2022-10-06: Largest IV spike — 12.2% change
  • 2022-10-11: Highest IV Rank — 60.7%
  • 2022-10-12: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$130.91$125.59$138.72$126.70$138.72
Max Pain$130.00$130.00$130.00$130.00$130.00
ATM IV35.7%31.4%40.0%36.5%32.5%
Expected Move10.2%9.0%11.1%10.5%9.3%
HV 20d33.4%29.7%35.9%32.4%33.9%
HV 60d34.8%33.1%36.4%35.7%34.6%
IV Rank46.3%30.7%60.7%50.3%34.2%
IV Percentile72.8%42.5%92.5%82.5%50.8%
Term Structure-0.2%-1.8%1.8%-0.7%0.6%
VWIV37.5%33.0%41.1%35.5%35.0%
Skew 25d6.5%5.7%7.5%5.7%5.9%
Skew 10d13.3%10.8%17.3%11.7%10.8%
Call IV 25d32.8%29.7%35.8%33.0%30.3%
Put IV 25d39.3%35.4%42.9%38.7%36.3%
Bid-Ask Spread %57.3946.5363.4161.5659.08
Gamma HHI0.110.090.320.090.11
Net GEX1.3M-241.4K3.0M811.5K2.1M
Net DEX-14.4M-44.7M11.8M93.6K-43.8M
Net VEX-380.4K-430.5K-346.0K-406.3K-350.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.671.102.401.252.36
Total Volume1,861.3811,5252,6191,5581,849
Total OI26,08723,19028,24526,42423,817

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$126.70$130.0036.5%10.5%32.4%50.3%35.5%5.7%-0.7%811.5K93.6K-406.3K1.2561.56N/AN/A69186715,47310,951
2022-10-04$130.88$130.0033.6%9.6%33.9%41.6%35.4%5.8%0.3%1.6M-18.6M-419.7K1.6456.10N/AN/A6661,09115,46110,956
2022-10-05$133.12$130.0032.2%9.2%33.9%37.5%34.8%6.1%0.6%2.0M-29.5M-430.5K1.6957.23N/AN/A6171,04115,53211,073
2022-10-06$132.36$130.0036.1%10.2%32.9%49.2%37.9%7.1%-0.7%1.9M-25.9M-429.4K1.6258.19N/AN/A60698215,55711,085
2022-10-07$127.16$130.0037.8%10.6%34.4%54.1%40.9%7.2%-0.9%872.3K-1.3M-399.2K1.8257.31N/AN/A5851,06715,57211,117
2022-10-10$125.96$130.0039.5%10.8%33.8%59.2%39.3%7.5%-1.5%645.0K4.5M-385.2K1.8451.01N/AN/A6021,10515,58311,094
2022-10-11$125.59$130.0040.0%11.0%30.4%60.7%41.1%7.1%-1.7%567.3K5.9M-380.7K1.4846.53N/AN/A6921,02715,63311,167
2022-10-12$126.07$130.0038.6%11.1%30.3%56.5%40.0%7.2%-1.8%621.3K4.3M-381.3K1.7151.71N/AN/A6301,07815,70311,221
2022-10-13$128.01$130.0036.2%10.4%30.9%49.4%38.8%6.2%-1.0%918.2K-3.7M-378.5K1.8354.87N/AN/A7961,45815,70911,244
2022-10-14$125.94$130.0037.0%10.6%29.7%51.7%39.3%6.5%-0.8%388.1K6.9M-364.6K1.7359.38N/AN/A6151,06615,77411,520
2022-10-17$130.90$130.0036.0%10.3%32.8%48.7%38.8%6.4%-0.7%1.5M-15.5M-376.5K1.2956.93N/AN/A8211,06015,79911,520
2022-10-18$132.18$130.0037.0%10.6%32.4%50.6%40.7%6.4%-1.6%1.7M-23.7M-377.6K2.2761.05N/AN/A6331,43815,69311,605
2022-10-19$128.72$130.0035.7%10.2%33.4%46.4%40.9%6.7%-0.3%646.9K-3.0M-355.5K1.9956.91N/AN/A6491,28915,72411,928
2022-10-20$126.03$130.0036.9%10.6%34.0%50.1%35.8%6.2%0.2%-241.4K11.8M-346.0K1.1053.87N/AN/A1,2451,37415,78512,213
2022-10-21$129.92$130.0035.3%10.1%35.0%43.6%34.4%6.7%0.6%3.0M-8.0M-360.9K1.1561.37N/AN/A9871,13215,81612,429
2022-10-24$132.58$130.0035.4%10.1%35.5%44.0%36.7%6.2%0.5%952.0K-18.0M-365.2K1.5563.41N/AN/A7501,16112,96710,223
2022-10-25$134.49$130.0034.2%9.8%35.2%39.4%35.9%6.7%0.8%1.2M-24.9M-365.7K1.1356.42N/AN/A1,0931,23313,12310,313
2022-10-26$138.41$130.0033.1%9.5%35.7%35.9%39.5%6.3%1.3%2.0M-42.0M-380.1K2.4060.64N/AN/A5701,36813,45110,368
2022-10-27$136.67$130.0034.2%9.8%35.9%39.4%34.4%6.0%1.0%1.7M-33.2M-371.4K1.6861.00N/AN/A56895713,44710,357
2022-10-28$138.70$130.0031.4%9.0%35.7%30.7%33.0%5.7%1.8%2.1M-44.7M-363.7K1.5460.50N/AN/A64198913,46610,358
2022-10-31$138.72$130.0032.5%9.3%33.9%34.2%35.0%5.9%0.6%2.1M-43.8M-350.3K2.3659.08N/AN/A5501,29913,46010,357