A Options History — August 2024

In August 2024, A traded between $134.05 and $143.32. ATM implied volatility averaged 28.0%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 0.2% (HV 20d: 28.2%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.35.

Notable Days

  • 2024-08-21: Highest Volume — 5,010 contracts
  • 2024-08-05: Largest IV spike — 38.4% change
  • 2024-08-05: Highest IV Rank — 88.6%
  • 2024-08-05: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$139.06$134.05$143.32$143.32$142.39
Max Pain$139.09$135.00$140.00$135.00$140.00
ATM IV28.0%20.3%36.5%26.8%20.3%
Expected Move8.4%5.8%11.5%7.7%5.8%
HV 20d28.2%22.9%32.5%24.0%22.9%
HV 60d29.9%23.0%32.6%31.0%23.0%
IV Rank44.5%5.1%88.6%38.5%5.1%
IV Percentile59.4%2.0%98.0%64.3%2.0%
Term Structure-1.3%-5.0%6.9%4.2%0.9%
VWIV29.5%20.1%39.4%28.0%20.1%
Skew 25d2.6%1.3%7.3%1.3%1.3%
Skew 10d4.7%1.6%7.2%3.7%1.6%
Call IV 25d28.3%19.6%35.8%27.3%19.6%
Put IV 25d31.0%20.9%43.1%28.6%20.9%
Bid-Ask Spread %63.5942.7584.4380.0371.93
Gamma HHI0.240.110.750.150.18
Net GEX2.4M569.8K7.5M2.3M2.3M
Net DEX-36.4M-64.8M-14.2M-64.8M-42.7M
Net VEX-279.7K-301.2K-248.8K-271.0K-282.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.350.138.031.710.55
Total Volume1,143.045325,010398221
Total OI18,473.95511,57420,80518,97619,012

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$143.32$135.0026.8%7.7%24.0%38.5%28.0%1.3%4.2%2.3M-64.8M-271.0K1.7180.03N/AN/A14725110,1368,840
2024-08-02$139.10$135.0026.4%7.6%27.1%36.3%27.1%2.1%6.9%1.8M-41.1M-282.9K8.0384.43N/AN/A2121,70210,1469,065
2024-08-05$134.05$135.0036.5%11.5%30.9%88.6%39.4%7.3%-4.9%993.5K-14.2M-289.3K2.5658.42N/AN/A23660510,2429,194
2024-08-06$137.33$135.0032.8%10.5%31.3%69.0%36.1%3.3%-3.3%1.8M-33.1M-274.0K0.5856.02N/AN/A37321810,2609,090
2024-08-07$134.20$140.0031.3%10.4%32.5%61.8%37.2%3.6%-3.0%1.4M-14.8M-272.7K1.2860.57N/AN/A50664610,2679,155
2024-08-08$136.96$140.0029.0%10.1%31.3%49.9%34.5%2.3%-3.0%2.1M-31.9M-292.4K0.1463.40N/AN/A5697910,6879,472
2024-08-09$137.27$140.0026.9%9.8%31.0%39.0%34.2%3.4%-2.8%2.6M-35.1M-288.8K0.6062.54N/AN/A201210,8019,492
2024-08-12$135.37$140.0030.8%9.9%31.1%58.8%34.1%3.3%-2.9%2.5M-22.5M-273.5K0.5363.66N/AN/A19710410,8009,495
2024-08-13$137.30$140.0031.0%9.7%29.0%60.1%33.1%3.0%-3.1%3.2M-34.5M-274.5K0.1362.90N/AN/A2974010,8419,510
2024-08-14$136.70$140.0033.1%9.5%28.6%70.6%32.8%2.9%-3.3%3.7M-31.5M-264.8K1.2668.57N/AN/A25732310,8739,523
2024-08-15$139.77$140.0031.4%9.0%29.2%62.0%31.2%2.6%-2.8%3.2M-58.6M-255.0K2.8166.50N/AN/A11632611,0759,609
2024-08-16$140.09$140.0031.5%9.0%29.0%62.5%32.2%2.9%-2.9%7.5M-60.8M-255.0K0.2267.85N/AN/A2,03844411,0789,727
2024-08-19$140.41$140.0030.9%8.9%28.8%59.5%31.2%2.9%-3.4%569.8K-23.6M-248.8K0.2957.79N/AN/A1,7655156,0705,504
2024-08-20$139.56$140.0031.1%8.9%28.3%60.6%31.2%2.7%-3.2%1.4M-31.8M-281.5K0.6249.56N/AN/A2951827,7855,921
2024-08-21$139.93$140.0034.3%9.8%27.2%76.8%34.1%2.3%-5.0%1.3M-33.1M-284.3K0.5142.75N/AN/A3,3251,6857,9056,020
2024-08-22$139.95$140.0022.5%6.5%26.9%16.4%22.7%1.6%0.4%2.5M-37.5M-295.8K0.7656.38N/AN/A1,7891,35610,4326,639
2024-08-23$140.57$140.0021.2%6.1%26.8%9.5%22.5%1.7%0.8%2.5M-38.5M-295.5K3.2065.66N/AN/A5401,72810,3906,887
2024-08-26$140.80$140.0021.8%6.3%26.7%12.7%21.6%2.1%0.3%2.1M-36.0M-301.2K0.7065.34N/AN/A34924310,2448,422
2024-08-27$140.87$140.0021.7%6.2%26.4%12.0%21.3%1.7%0.4%1.9M-35.3M-292.1K0.9761.76N/AN/A18718210,0398,517
2024-08-28$141.07$140.0022.6%6.5%25.4%16.8%22.9%1.9%0.4%1.9M-36.2M-292.8K1.1068.52N/AN/A19321310,0518,515
2024-08-29$142.34$140.0021.9%6.3%25.4%13.0%22.2%1.6%0.3%2.2M-42.4M-285.2K1.0964.49N/AN/A31734410,0848,612
2024-08-30$142.39$140.0020.3%5.8%22.9%5.1%20.1%1.3%0.9%2.3M-42.7M-282.7K0.5571.93N/AN/A1437810,1448,868