AN Options History — April 2019

In April 2019, AN traded between $35.70 and $42.45. ATM implied volatility averaged 30.7%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 2.6% (HV 20d: 28.1%). Max pain ranged from $35.00 to $37.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.28.

Notable Days

  • 2019-04-26: Highest Volume — 2,133 contracts
  • 2019-04-26: Largest IV drop — 20.7% change
  • 2019-04-25: Highest IV Rank — 51.1%
  • 2019-04-25: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.84$35.70$42.45$36.19$41.90
Max Pain$35.67$35.00$37.00$35.00$37.00
ATM IV30.7%25.6%35.8%28.4%27.9%
Expected Move9.3%8.0%10.3%9.1%8.0%
HV 20d28.1%22.7%33.3%30.1%33.3%
HV 60d28.9%27.9%31.9%29.7%31.5%
IV Rank27.5%3.7%51.1%17.1%14.7%
IV Percentile42.3%2.8%70.6%32.1%29.8%
Term Structure-2.5%-5.6%4.0%3.2%0.0%
VWIV32.9%28.5%38.6%32.4%28.5%
Skew 25d4.6%2.2%6.0%4.7%3.6%
Skew 10d14.0%4.9%26.9%14.9%8.1%
Call IV 25d29.9%25.7%34.6%25.8%26.2%
Put IV 25d34.5%29.3%39.2%30.5%29.9%
Bid-Ask Spread %48.1538.3263.1748.0352.30
Gamma HHI0.140.090.350.140.09
Net GEX-106.8K-429.6K204.5K-217.1K204.5K
Net DEX-249.5K-6.9M3.9M2.9M-5.8M
Net VEX-30.5K-34.2K-22.8K-34.2K-31.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.258.868.860.36
Total Volume507.048702,133217414
Total OI8,026.6675,4489,4068,5557,311

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$36.19$35.0028.4%9.1%30.1%17.1%32.4%4.7%3.2%-217.1K2.9M-34.2K8.8648.03N/AN/A221953,0875,468
2019-04-02$35.88$35.0027.0%9.0%30.2%10.4%32.3%5.3%4.0%-244.4K3.6M-33.9K2.0640.63N/AN/A941943,0935,526
2019-04-03$36.39$35.0027.4%9.1%30.0%12.3%32.7%5.0%-2.2%-223.0K2.5M-34.1K2.4641.23N/AN/A932293,1335,593
2019-04-04$36.64$35.0026.5%9.1%28.5%7.9%33.3%4.8%-3.2%-215.4K2.2M-34.0K2.0545.30N/AN/A1873833,1395,610
2019-04-05$35.70$35.0025.6%9.0%30.4%3.7%32.0%5.1%-1.9%-251.3K3.9M-32.6K2.0140.57N/AN/A1723463,1345,543
2019-04-08$36.34$35.0027.7%9.2%29.7%13.6%31.6%5.4%-2.5%-243.6K2.7M-32.4K0.3542.77N/AN/A192673,1335,690
2019-04-09$36.17$35.0026.7%9.3%29.1%8.9%31.1%5.0%-2.3%-224.2K2.8M-32.3K0.8142.35N/AN/A2201783,2315,666
2019-04-10$36.84$35.0031.4%9.0%29.4%30.9%31.4%4.7%-2.4%-205.4K1.7M-32.0K0.4351.18N/AN/A4131793,2095,643
2019-04-11$36.57$35.0031.6%9.0%27.1%31.5%31.3%4.5%-2.4%-174.5K2.0M-31.7K0.4344.56N/AN/A4091773,4115,605
2019-04-12$37.38$35.0033.6%9.6%27.6%40.8%32.1%5.3%-3.9%-171.6K209.1K-31.2K0.4154.38N/AN/A3911623,4145,610
2019-04-15$37.27$36.0033.7%9.7%26.7%41.4%34.1%4.8%-4.1%-184.7K295.8K-29.6K0.5649.33N/AN/A45253,4165,616
2019-04-16$38.02$36.0033.1%9.5%26.7%38.5%34.6%4.4%-4.8%-199.3K-1.4M-28.9K0.5552.16N/AN/A3762063,4375,617
2019-04-17$37.90$36.0033.4%9.6%26.9%39.8%35.9%5.0%-4.4%-129.5K-2.2M-29.3K0.5852.67N/AN/A3612083,7775,629
2019-04-18$37.82$36.0033.1%9.5%25.3%38.6%32.7%4.4%-3.9%-429.6K-1.9M-28.4K0.2548.70N/AN/A265673,7775,621
2019-04-22$37.31$36.0035.6%10.2%23.1%50.1%34.7%3.5%-5.1%5.8K-169.5K-27.6K0.5150.71N/AN/A4862462,0723,376
2019-04-23$37.76$36.0035.4%10.1%23.2%49.3%38.6%6.0%-4.6%58.0K-813.1K-28.5K2.1561.38N/AN/A1242662,3053,448
2019-04-24$38.51$36.0034.8%10.0%23.7%46.5%36.0%4.7%-4.4%83.1K-1.8M-28.2K0.2563.17N/AN/A327822,3613,492
2019-04-25$39.43$36.0035.8%10.3%22.7%51.1%36.0%3.5%-5.6%132.2K-2.8M-28.2K0.5149.42N/AN/A3091572,4563,496
2019-04-26$42.45$37.0028.4%8.1%32.7%16.7%30.9%2.2%-2.0%187.8K-6.9M-22.8K0.8241.95N/AN/A1,1749592,6113,603
2019-04-29$42.18$37.0028.0%8.0%32.9%14.8%28.8%4.7%-0.5%198.3K-6.3M-28.5K0.4538.32N/AN/A171772,8264,375
2019-04-30$41.90$37.0027.9%8.0%33.3%14.7%28.5%3.6%0.0%204.5K-5.8M-31.1K0.3652.30N/AN/A3051092,9244,387