AN Options History — August 2021 In August 2021, AN traded between $109.24 and $122.86. ATM implied volatility averaged 35.0%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 3.0% (HV 20d: 38.1%). Max pain ranged from $100.00 to $115.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2021-08-16 : Highest Volume — 7,744 contracts2021-08-16 : Largest IV spike — 9.3% change2021-08-19 : Highest IV Rank — 30.8%2021-08-19 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $115.51 $109.24 $122.86 $120.92 $109.24 Max Pain $111.82 $100.00 $115.00 $100.00 $115.00 ATM IV 35.0% 33.0% 39.4% 35.6% 34.0% Expected Move 10.0% 9.5% 11.3% 10.2% 9.8% HV 20d 38.1% 35.2% 40.0% 38.9% 37.9% HV 60d 37.0% 33.6% 38.5% 37.3% 37.3% IV Rank 17.2% 10.8% 30.8% 19.0% 14.0% IV Percentile 24.7% 12.7% 44.8% 26.6% 21.0% Term Structure 0.5% -1.3% 1.6% 1.6% 1.6% VWIV 35.8% 32.7% 39.9% 36.3% 35.0% Skew 25d 2.3% -7.8% 4.3% 0.7% 3.4% Skew 10d 7.0% -12.6% 20.0% 3.3% 6.5% Call IV 25d 35.3% 32.5% 45.9% 35.9% 34.0% Put IV 25d 37.6% 35.3% 43.0% 36.6% 37.4% Bid-Ask Spread % 59.37 45.23 73.29 60.93 73.29 Gamma HHI 0.17 0.12 0.21 0.17 0.12 Net GEX 1.6M 122.8K 2.6M 2.1M 191.6K Net DEX -66.3M -120.1M -9.3M -108.8M -9.8M Net VEX -162.9K -184.2K -138.0K -144.3K -163.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.06 3.33 0.39 0.06 Total Volume 1,735.364 560 7,744 1,244 1,467 Total OI 21,160.955 15,727 28,478 20,594 17,156
Daily Data (22 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 2021-08-02 $120.92 $100.00 35.6% 10.2% 38.9% 19.0% 36.3% 0.7% 1.6% 2.1M -108.8M -144.3K 0.39 60.93 N/A N/A 898 346 12,861 7,733 2021-08-03 $119.43 $105.00 35.1% 10.1% 38.3% 17.2% 36.5% 1.0% 0.6% 2.1M -100.7M -152.1K 0.32 61.13 N/A N/A 524 170 12,796 7,860 2021-08-04 $116.67 $105.00 36.4% 10.4% 40.0% 21.5% 36.2% 2.6% -0.7% 2.3M -85.7M -166.3K 0.55 67.92 N/A N/A 1,488 814 12,909 8,053 2021-08-05 $118.71 $110.00 34.4% 10.0% 39.7% 15.1% 37.1% 2.4% 0.2% 2.2M -98.4M -155.4K 0.43 45.23 N/A N/A 434 187 13,113 8,070 2021-08-06 $117.51 $110.00 34.8% 9.8% 37.7% 16.5% 35.2% 3.2% 0.5% 2.4M -90.9M -171.0K 0.33 51.62 N/A N/A 787 263 13,783 8,555 2021-08-09 $117.47 $110.00 35.5% 10.0% 37.0% 18.8% 35.5% 2.9% 0.8% 2.2M -94.2M -157.4K 0.21 51.07 N/A N/A 463 97 13,914 8,653 2021-08-10 $117.85 $110.00 33.7% 9.7% 36.5% 12.8% 33.9% 3.0% 1.1% 2.4M -95.6M -161.3K 0.08 56.27 N/A N/A 624 48 14,037 8,646 2021-08-11 $117.10 $110.00 33.7% 9.7% 36.7% 13.1% 34.3% 2.6% 1.2% 2.5M -92.0M -157.4K 0.54 50.83 N/A N/A 544 295 14,038 8,641 2021-08-12 $117.15 $110.00 35.0% 10.0% 35.2% 17.1% 38.0% 4.3% -1.3% 2.6M -89.6M -155.9K 0.84 53.22 N/A N/A 585 490 14,075 8,656 2021-08-13 $115.74 $110.00 33.0% 9.5% 35.7% 10.8% 33.5% 0.4% 1.2% 2.6M -85.1M -142.7K 0.29 57.59 N/A N/A 600 175 14,104 8,685 2021-08-16 $122.86 $115.00 36.1% 10.3% 39.1% 20.4% 35.6% -7.8% 0.4% 2.3M -120.1M -138.0K 0.44 67.17 N/A N/A 5,377 2,367 14,126 8,981 2021-08-17 $114.60 $115.00 37.2% 10.7% 39.2% 24.0% 37.9% 2.9% -0.8% 2.3M -79.4M -143.4K 1.14 69.76 N/A N/A 3,602 4,100 14,153 9,064 2021-08-18 $114.62 $115.00 37.1% 10.6% 38.6% 23.5% 37.2% 2.6% -0.6% 1.5M -69.2M -150.1K 0.18 61.80 N/A N/A 1,487 274 15,243 10,453 2021-08-19 $113.53 $115.00 39.4% 11.3% 38.6% 30.8% 39.9% 4.0% -1.2% 1.0M -65.2M -177.9K 0.37 56.05 N/A N/A 889 327 16,129 11,891 2021-08-20 $114.17 $115.00 35.8% 10.3% 38.5% 19.6% 36.3% 4.1% -0.2% 1.1M -67.6M -181.8K 0.90 57.72 N/A N/A 829 747 16,500 11,978 2021-08-23 $114.22 $115.00 35.0% 10.0% 38.5% 17.0% 36.6% 4.0% 0.3% 569.8K -24.9M -176.2K 1.34 56.27 N/A N/A 499 668 8,822 6,905 2021-08-24 $115.43 $115.00 34.1% 9.8% 38.5% 14.1% 34.4% 3.6% 1.4% 671.4K -26.2M -184.2K 0.79 56.22 N/A N/A 427 336 9,090 7,311 2021-08-25 $112.65 $115.00 33.7% 9.7% 39.4% 12.9% 35.3% 3.4% 1.4% 425.4K -18.1M -180.8K 3.33 59.61 N/A N/A 493 1,643 9,313 7,733 2021-08-26 $109.90 $115.00 34.1% 9.8% 37.7% 14.2% 35.2% 2.6% 1.3% 122.8K -9.3M -177.2K 0.26 66.40 N/A N/A 623 161 9,455 7,958 2021-08-27 $110.92 $115.00 33.3% 9.5% 37.9% 11.7% 32.7% 2.9% 1.3% 472.0K -13.9M -176.0K 0.82 64.47 N/A N/A 320 264 9,439 7,613 2021-08-30 $110.62 $115.00 33.9% 9.7% 37.9% 13.6% 35.0% 2.3% 1.1% 396.8K -13.9M -170.4K 0.16 61.63 N/A N/A 1,245 201 9,414 7,632 2021-08-31 $109.24 $115.00 34.0% 9.8% 37.9% 14.0% 35.0% 3.4% 1.6% 191.6K -9.8M -163.2K 0.06 73.29 N/A N/A 1,385 82 9,470 7,686
« Jul 2021 | All History | Sep 2021 » Home AN History August 2021