AN Options History — June 2019

In June 2019, AN traded between $40.44 and $42.59. ATM implied volatility averaged 27.4%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 0.7% (HV 20d: 26.8%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.62.

Notable Days

  • 2019-06-05: Highest Volume — 445 contracts
  • 2019-06-12: Largest IV drop — 6.8% change
  • 2019-06-11: Highest IV Rank — 26.1%
  • 2019-06-03: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.45$40.44$42.59$40.81$41.79
Max Pain$39.00$39.00$39.00$39.00$39.00
ATM IV27.4%25.4%30.4%29.2%25.5%
Expected Move7.8%7.3%8.4%8.4%7.3%
HV 20d26.8%21.9%30.4%21.9%30.1%
HV 60d28.6%27.3%29.9%28.6%28.6%
IV Rank12.3%2.9%26.1%20.6%3.2%
IV Percentile20.4%1.6%46.0%39.3%2.4%
Term Structure2.3%-1.8%5.5%-1.3%5.0%
VWIV27.1%25.8%29.7%29.0%26.4%
Skew 25d3.6%2.5%4.6%4.6%2.5%
Skew 10d10.3%5.2%17.6%12.2%5.2%
Call IV 25d26.1%24.3%28.7%28.0%25.2%
Put IV 25d29.7%27.5%32.6%32.6%27.6%
Bid-Ask Spread %53.4531.3567.2353.4544.48
Gamma HHI0.130.090.190.160.09
Net GEX84.4K-78.2K264.3K-46.4K140.5K
Net DEX-2.7M-5.1M-849.3K-1.3M-3.0M
Net VEX-24.2K-29.8K-19.7K-29.8K-20.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.391.290.520.61
Total Volume209.2533445216172
Total OI7,297.96,1887,7747,3326,347

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$40.81$39.0029.2%8.4%21.9%20.6%29.0%4.6%-1.3%-46.4K-1.3M-29.8K0.5253.45N/AN/A142742,5494,783
2019-06-04$42.59$39.0028.5%8.2%26.6%17.4%26.8%4.1%-1.8%85.6K-4.1M-27.4K0.4531.35N/AN/A2601162,6084,808
2019-06-05$41.60$39.0029.0%8.3%26.9%19.6%28.6%2.9%-0.7%41.6K-2.8M-28.8K0.4337.36N/AN/A3111342,7514,836
2019-06-06$41.75$39.0028.3%8.0%26.8%16.2%27.0%3.7%1.7%60.6K-3.2M-29.1K0.5366.97N/AN/A2691432,8064,868
2019-06-07$41.27$39.0028.4%8.2%26.9%16.9%27.6%3.7%1.0%24.0K-2.3M-28.1K0.5059.30N/AN/A2681352,8014,876
2019-06-10$40.70$39.0029.3%8.0%26.9%21.0%29.7%3.4%2.1%-40.4K-1.2M-27.9K0.6256.95N/AN/A50312,7924,874
2019-06-11$40.83$39.0030.4%7.9%25.8%26.1%28.8%2.7%1.9%-15.9K-1.8M-27.1K1.2954.27N/AN/A55712,7904,861
2019-06-12$40.44$39.0028.3%8.1%26.1%16.4%26.7%4.5%2.0%-78.2K-849.3K-27.0K0.4358.31N/AN/A149642,7974,870
2019-06-13$41.11$39.0028.1%8.1%26.6%15.4%26.4%4.5%1.4%14.9K-2.1M-25.8K0.6362.05N/AN/A116732,7544,873
2019-06-14$41.27$39.0026.8%7.7%26.2%9.6%25.9%3.3%2.3%63.9K-2.7M-23.7K0.5063.81N/AN/A196982,7634,865
2019-06-17$41.68$39.0026.7%7.7%26.2%9.0%27.5%3.2%2.5%135.9K-3.5M-22.3K0.8353.76N/AN/A18152,7744,906
2019-06-18$42.10$39.0026.2%7.5%26.1%6.8%26.3%3.7%2.9%213.5K-4.1M-22.5K0.8852.18N/AN/A83732,7754,906
2019-06-19$41.59$39.0025.9%7.4%26.6%5.4%25.9%3.4%3.2%195.2K-3.4M-22.1K0.9667.08N/AN/A56542,8214,938
2019-06-20$41.90$39.0025.9%7.4%26.6%5.4%26.1%4.0%3.0%264.3K-3.7M-21.3K0.6063.83N/AN/A116702,8114,942
2019-06-21$42.56$39.0025.4%7.3%25.4%2.9%27.8%3.2%3.1%258.0K-5.1M-20.5K0.6367.23N/AN/A111702,8304,944
2019-06-24$41.67$39.0025.9%7.4%26.4%5.1%25.8%2.8%5.5%114.3K-2.8M-20.3K0.5136.18N/AN/A73372,2503,938
2019-06-25$40.55$39.0027.3%7.8%28.4%11.6%26.8%3.9%3.9%50.6K-1.3M-21.1K0.6546.57N/AN/A65422,2843,967
2019-06-26$40.75$39.0027.1%7.8%28.4%10.7%25.9%3.6%3.8%63.0K-1.5M-20.3K0.3950.58N/AN/A139542,2843,973
2019-06-27$42.09$39.0026.3%7.5%30.4%7.2%26.3%3.8%4.4%143.5K-3.3M-19.7K0.4843.35N/AN/A123592,3583,985
2019-06-28$41.79$39.0025.5%7.3%30.1%3.2%26.4%2.5%5.0%140.5K-3.0M-20.0K0.6144.48N/AN/A107652,3653,982