A Options History — August 2023 In August 2023, A traded between $117.50 and $128.28. ATM implied volatility averaged 28.0%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 3.1% (HV 20d: 24.9%). Max pain ranged from $125.00 to $125.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.29.
Notable Days 2023-08-15 : Highest Volume — 7,500 contracts2023-08-09 : Largest IV drop — 23.4% change2023-08-08 : Highest IV Rank — 71.5%2023-08-02 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $123.17 $117.50 $128.28 $122.75 $120.94 Max Pain $125.00 $125.00 $125.00 $125.00 $125.00 ATM IV 28.0% 20.2% 37.5% 33.1% 21.2% Expected Move 7.7% 5.8% 10.0% 9.5% 6.1% HV 20d 24.9% 18.0% 27.0% 22.3% 18.0% HV 60d 23.9% 21.6% 26.3% 24.7% 22.0% IV Rank 33.7% 2.6% 71.5% 54.0% 6.3% IV Percentile 40.9% 0.4% 95.6% 79.0% 3.2% Term Structure -1.0% -6.3% 1.7% -5.8% 1.6% VWIV 27.0% 20.8% 35.8% 33.6% 20.8% Skew 25d 2.2% 0.3% 3.8% 3.8% 1.8% Skew 10d 4.7% -1.1% 9.0% 9.0% 2.1% Call IV 25d 26.2% 20.7% 34.6% 32.2% 20.7% Put IV 25d 28.4% 22.2% 37.5% 36.0% 22.5% Bid-Ask Spread % 69.44 55.87 78.89 73.81 78.89 Gamma HHI 0.25 0.16 0.68 0.25 0.18 Net GEX -1.2M -7.8M 68.8K -1.5M -612.5K Net DEX 5.2M -22.1M 53.4M 10.4M 13.6M Net VEX -290.0K -319.9K -246.8K -274.5K -307.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.29 0.08 6.60 0.24 0.08 Total Volume 1,576.261 223 7,500 796 1,117 Total OI 21,779.478 18,322 28,874 19,733 21,197
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 2023-08-01 $122.75 $125.00 33.1% 9.5% 22.3% 54.0% 33.6% 3.8% -5.8% -1.5M 10.4M -274.5K 0.24 73.81 N/A N/A 644 152 9,543 10,190 2023-08-02 $127.69 $125.00 34.9% 10.0% 26.0% 61.1% 35.8% 2.9% -6.3% -177.4K -13.3M -288.5K 0.37 69.38 N/A N/A 601 225 9,884 10,194 2023-08-03 $125.33 $125.00 35.4% 8.3% 26.7% 63.2% 28.8% 3.4% -2.3% -789.8K -3.7M -291.0K 0.34 66.11 N/A N/A 653 220 9,984 10,254 2023-08-04 $126.03 $125.00 34.8% 8.2% 26.4% 61.1% 28.5% 3.4% -1.7% -431.1K -10.4M -291.4K 1.35 55.87 N/A N/A 290 391 10,380 10,405 2023-08-07 $126.05 $125.00 37.4% 8.3% 26.4% 71.1% 28.5% 3.1% -2.3% -496.0K -10.8M -282.0K 0.53 63.88 N/A N/A 497 264 10,439 10,675 2023-08-08 $127.89 $125.00 37.5% 8.2% 26.7% 71.5% 29.7% 2.9% -2.4% 346 -18.5M -288.3K 2.47 67.05 N/A N/A 196 484 10,631 10,807 2023-08-09 $128.28 $125.00 28.7% 8.2% 26.5% 36.5% 29.3% 2.5% -1.9% 68.8K -22.1M -287.5K 0.87 67.53 N/A N/A 323 280 10,696 11,062 2023-08-10 $127.34 $125.00 30.0% 8.6% 26.6% 41.7% 29.2% 2.2% -2.7% -264.8K -16.6M -287.7K 0.38 66.30 N/A N/A 259 98 10,771 11,183 2023-08-11 $127.14 $125.00 29.2% 8.4% 26.6% 38.6% 28.9% 2.5% -2.2% -349.6K -15.8M -282.3K 0.63 69.19 N/A N/A 256 161 10,832 11,191 2023-08-14 $126.47 $125.00 30.0% 8.6% 26.3% 41.6% 28.9% 2.5% -2.8% -565.7K -12.8M -269.0K 0.30 61.47 N/A N/A 1,359 403 10,901 11,257 2023-08-15 $125.33 $125.00 32.8% 9.4% 26.5% 52.8% 32.6% 2.5% -4.7% -564.5K -6.5M -277.8K 0.80 63.89 N/A N/A 4,156 3,344 11,691 11,440 2023-08-16 $121.62 $125.00 25.6% 7.3% 27.0% 23.9% 24.9% 2.5% 0.1% -3.8M 27.2M -246.8K 1.61 63.27 N/A N/A 1,758 2,835 14,545 13,774 2023-08-17 $120.89 $125.00 25.2% 7.2% 26.8% 22.5% 24.6% 2.4% 0.5% -6.5M 34.2M -265.9K 3.45 68.60 N/A N/A 609 2,104 14,459 14,415 2023-08-18 $119.42 $125.00 26.1% 7.5% 24.4% 26.2% 30.3% 0.3% -0.0% -7.8M 53.4M -268.9K 0.81 74.44 N/A N/A 3,773 3,043 14,529 13,869 2023-08-21 $118.52 $125.00 24.4% 7.0% 24.4% 19.4% 24.4% 1.4% 0.4% -813.3K 21.2M -288.1K 0.30 68.20 N/A N/A 1,428 426 9,945 8,377 2023-08-22 $117.50 $125.00 25.2% 7.2% 24.4% 22.6% 25.1% 1.6% 0.7% -480.8K 21.0M -302.7K 0.62 71.82 N/A N/A 312 192 10,983 8,596 2023-08-23 $118.97 $125.00 23.2% 6.6% 25.0% 14.3% 23.7% 1.7% 1.2% -375.7K 16.9M -305.9K 2.81 75.65 N/A N/A 167 469 11,071 8,664 2023-08-24 $119.78 $125.00 23.9% 6.9% 25.1% 17.4% 23.8% 1.6% 0.8% -62.3K 12.9M -318.7K 0.47 71.51 N/A N/A 495 231 11,097 8,766 2023-08-25 $120.31 $125.00 22.3% 6.4% 25.0% 11.0% 22.6% 1.4% 1.5% -124.0K 10.4M -319.9K 6.60 72.48 N/A N/A 72 475 11,216 8,802 2023-08-28 $119.79 $125.00 21.8% 6.2% 22.6% 8.8% 22.4% 2.1% 1.7% -541.4K 16.9M -302.7K 2.20 77.16 N/A N/A 245 538 11,271 9,007 2023-08-29 $122.02 $125.00 21.2% 6.1% 23.4% 6.3% 21.1% 1.8% 1.5% -228.9K 7.4M -314.2K 0.56 78.58 N/A N/A 143 80 11,455 9,495 2023-08-30 $122.86 $125.00 20.2% 5.8% 18.3% 2.6% 22.6% 1.2% 1.6% -98.8K 3.4M -310.1K 2.02 72.03 N/A N/A 161 325 11,471 9,514 2023-08-31 $120.94 $125.00 21.2% 6.1% 18.0% 6.3% 20.8% 1.8% 1.6% -612.5K 13.6M -307.3K 0.08 78.89 N/A N/A 1,037 80 11,544 9,653
« Jul 2023 | All History | Sep 2023 » Home A History August 2023