A Options History — October 2024 In October 2024, A traded between $129.88 and $146.78. ATM implied volatility averaged 27.0%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 3.3% (HV 20d: 23.7%). Max pain ranged from $140.00 to $145.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 1.84.
Notable Days 2024-10-16 : Highest Volume — 4,085 contracts2024-10-07 : Largest IV spike — 19.7% change2024-10-31 : Highest IV Rank — 78.8%2024-10-31 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $138.96 $129.88 $146.78 $146.33 $130.82 Max Pain $140.43 $140.00 $145.00 $145.00 $140.00 ATM IV 27.0% 22.9% 34.8% 25.1% 34.8% Expected Move 7.8% 7.2% 10.0% 7.2% 10.0% HV 20d 23.7% 19.8% 28.0% 22.7% 20.2% HV 60d 23.4% 20.8% 24.8% 24.8% 20.8% IV Rank 37.3% 15.6% 78.8% 27.1% 78.8% IV Percentile 61.5% 14.7% 96.4% 42.5% 96.4% Term Structure 1.6% -1.3% 2.9% 1.2% -1.3% VWIV 27.6% 25.2% 34.8% 26.0% 34.8% Skew 25d 3.4% 2.6% 4.4% 2.8% 4.4% Skew 10d 6.7% 1.1% 10.4% 5.4% 10.4% Call IV 25d 25.8% 23.8% 32.3% 23.9% 32.3% Put IV 25d 29.3% 26.4% 36.7% 26.7% 36.7% Bid-Ask Spread % 76.64 72.65 82.96 78.20 82.66 Gamma HHI 0.18 0.14 0.46 0.16 0.16 Net GEX 391.9K -709.4K 5.4M 730.6K -709.4K Net DEX -13.9M -38.9M 11.3M -38.3M 9.3M Net VEX -291.7K -325.3K -256.0K -316.3K -325.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.84 0.09 10.17 1.83 0.29 Total Volume 1,098.609 147 4,085 722 2,487 Total OI 19,839.087 16,220 21,987 19,652 21,126
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 2024-10-01 $146.33 $145.00 25.1% 7.2% 22.7% 27.1% 26.0% 2.8% 1.2% 730.6K -38.3M -316.3K 1.83 78.20 N/A N/A 255 467 8,578 11,074 2024-10-02 $146.78 $145.00 25.0% 7.2% 22.5% 26.7% 26.0% 2.6% 1.7% 768.5K -38.9M -319.3K 0.46 76.31 N/A N/A 335 153 8,604 11,178 2024-10-03 $144.47 $140.00 24.6% 7.6% 23.5% 24.8% 26.6% 3.5% 2.0% 338.3K -28.4M -324.6K 1.35 72.65 N/A N/A 133 179 8,765 11,280 2024-10-04 $145.13 $140.00 22.9% 7.4% 23.2% 15.6% 28.3% 3.1% 1.8% 625.7K -33.4M -317.0K 3.01 72.81 N/A N/A 97 292 8,828 11,319 2024-10-07 $143.69 $140.00 27.5% 7.9% 23.6% 39.7% 29.2% 3.8% 0.8% 36.2K -23.6M -319.3K 0.09 73.18 N/A N/A 696 65 8,858 11,471 2024-10-08 $144.83 $140.00 26.7% 7.6% 23.7% 35.5% 26.7% 3.6% 1.4% 764.1K -31.9M -310.5K 0.11 73.10 N/A N/A 574 61 9,177 11,488 2024-10-09 $144.86 $140.00 26.2% 7.5% 23.7% 33.0% 25.7% 3.4% 1.5% 787.4K -32.2M -306.5K 0.56 74.97 N/A N/A 116 65 9,190 11,499 2024-10-10 $143.04 $140.00 25.7% 7.4% 23.8% 30.6% 27.2% 3.2% 1.5% 170.5K -21.9M -298.0K 2.13 74.41 N/A N/A 47 100 9,199 11,481 2024-10-11 $143.91 $140.00 25.5% 7.3% 23.8% 29.4% 25.3% 3.1% 1.7% 518.9K -26.0M -299.2K 0.51 76.47 N/A N/A 102 52 9,214 11,524 2024-10-14 $144.34 $140.00 25.9% 7.4% 23.6% 31.4% 28.6% 3.2% 1.6% 662.5K -28.7M -285.8K 10.17 76.84 N/A N/A 109 1,108 9,230 11,548 2024-10-15 $144.55 $140.00 26.2% 7.5% 23.5% 32.8% 28.8% 3.5% 1.5% 1.2M -33.3M -273.0K 7.61 76.00 N/A N/A 178 1,355 9,308 10,532 2024-10-16 $139.16 $140.00 27.9% 8.0% 27.4% 42.0% 29.1% 3.9% 0.8% -472.8K -7.4M -258.8K 0.55 73.13 N/A N/A 2,643 1,442 9,310 9,666 2024-10-17 $136.73 $140.00 27.4% 7.9% 27.0% 39.6% 27.1% 3.8% 1.6% 119.8K 3.0M -262.0K 2.01 79.33 N/A N/A 580 1,167 11,641 9,839 2024-10-18 $138.76 $140.00 25.3% 7.2% 27.4% 28.1% 25.2% 3.3% 2.1% 5.4M -9.4M -264.3K 0.43 77.56 N/A N/A 174 74 11,904 10,083 2024-10-21 $136.49 $140.00 27.7% 7.9% 27.9% 41.0% 26.4% 3.6% 1.2% -392.7K -5.3M -256.0K 0.44 74.65 N/A N/A 1,433 629 8,564 7,656 2024-10-22 $133.55 $140.00 27.5% 7.9% 28.0% 40.2% 27.1% 3.4% 1.3% -193.5K 1.0M -269.1K 0.34 74.96 N/A N/A 1,137 387 9,739 7,954 2024-10-23 $132.75 $140.00 27.2% 7.8% 27.6% 38.2% 27.9% 3.6% 2.3% -21.4K 1.1M -286.0K 2.97 75.77 N/A N/A 556 1,654 10,543 8,148 2024-10-24 $131.16 $140.00 27.1% 7.8% 20.7% 37.6% 25.9% 2.6% 2.9% -320.5K 6.6M -290.5K 2.70 78.75 N/A N/A 141 381 10,672 8,603 2024-10-25 $129.88 $140.00 26.8% 7.7% 19.8% 36.5% 26.2% 3.2% 2.9% -588.6K 11.3M -276.5K 1.64 81.29 N/A N/A 353 578 10,713 8,456 2024-10-28 $131.51 $140.00 28.3% 8.1% 20.7% 44.4% 27.4% 3.6% 2.2% -215.6K 3.2M -281.3K 0.17 79.79 N/A N/A 253 44 10,955 8,367 2024-10-29 $131.63 $140.00 28.3% 8.1% 20.7% 44.1% 27.4% 3.6% 2.5% -168.8K 2.2M -280.8K 0.67 82.96 N/A N/A 114 76 11,078 8,384 2024-10-30 $131.61 $140.00 31.3% 9.0% 20.6% 60.2% 31.3% 4.0% 1.1% -54.4K 1.2M -288.4K 2.23 76.97 N/A N/A 752 1,674 11,115 8,438 2024-10-31 $130.82 $140.00 34.8% 10.0% 20.2% 78.8% 34.8% 4.4% -1.3% -709.4K 9.3M -325.3K 0.29 82.66 N/A N/A 1,934 553 11,409 9,717
« Sep 2024 | All History | Nov 2024 » Home A History October 2024