AN Options History — April 2022

In April 2022, AN traded between $98.07 and $116.75. ATM implied volatility averaged 46.5%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded below realized volatility by 0.2% (HV 20d: 46.7%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.29.

Notable Days

  • 2022-04-11: Highest Volume — 7,305 contracts
  • 2022-04-11: Largest IV spike — 41.5% change
  • 2022-04-12: Highest IV Rank — 68.1%
  • 2022-04-29: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$105.68$98.07$116.75$98.54$116.59
Max Pain$98.25$95.00$100.00$95.00$100.00
ATM IV46.5%38.7%56.3%38.7%49.5%
Expected Move13.4%12.7%14.2%12.8%14.2%
HV 20d46.7%40.0%59.5%41.3%48.7%
HV 60d44.8%42.8%48.2%42.8%48.2%
IV Rank43.2%23.2%68.1%23.2%50.7%
IV Percentile81.0%58.7%96.4%58.7%87.7%
Term Structure-1.9%-6.4%5.8%5.8%-2.8%
VWIV48.8%43.5%54.6%46.0%50.5%
Skew 25d5.4%-5.1%9.0%5.2%7.2%
Skew 10d15.4%6.0%36.0%14.6%18.4%
Call IV 25d45.6%40.3%59.9%40.3%45.4%
Put IV 25d51.0%43.4%56.3%45.4%52.6%
Bid-Ask Spread %57.2244.0473.7956.3345.62
Gamma HHI0.150.120.190.180.15
Net GEX395.0K-705.3K1.5M-705.3K1.4M
Net DEX-6.7M-49.2M24.9M24.9M-48.3M
Net VEX-235.3K-266.6K-185.5K-186.5K-264.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.290.274.160.471.40
Total Volume3,191.33257,3052,5721,335
Total OI20,459.3515,39726,72018,70720,984

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$98.54$95.0038.7%12.8%41.3%23.2%46.0%5.2%5.8%-705.3K24.9M-186.5K0.4756.33N/AN/A1,7488249,7308,977
2022-04-04$100.47$95.0039.9%12.7%41.4%26.4%45.0%6.0%-2.1%-637.7K20.8M-185.5K0.5868.15N/AN/A2,0821,2149,8769,071
2022-04-05$98.07$95.0049.0%13.5%40.1%49.6%43.5%-0.9%-3.3%-518.3K22.4M-189.0K0.8853.51N/AN/A1,4521,27610,4998,950
2022-04-06$98.41$95.0041.0%13.3%40.0%29.2%45.4%5.0%-3.7%-585.7K22.3M-197.7K1.3151.78N/AN/A1,1751,54310,5499,586
2022-04-07$100.83$95.0043.2%13.3%41.4%34.7%45.6%6.6%-0.6%-350.9K16.6M-210.1K0.5873.79N/AN/A2,7631,60710,8459,770
2022-04-08$103.84$95.0039.6%13.0%43.1%25.5%47.9%5.9%-2.2%75.8K3.9M-244.1K1.4552.77N/AN/A1,1991,73812,4669,851
2022-04-11$104.50$95.0056.0%13.8%42.1%67.3%54.0%-5.1%-5.1%256.0K93.0K-237.9K0.2770.10N/AN/A5,7711,53412,4929,685
2022-04-12$101.61$100.0056.3%13.6%41.9%68.1%51.3%7.8%0.5%883.8K6.7M-233.6K0.6651.84N/AN/A2,4681,63716,1909,749
2022-04-13$100.45$100.0045.9%13.2%41.2%41.6%48.3%3.8%-1.8%341.4K13.1M-223.9K1.4254.02N/AN/A1,1111,57816,2129,892
2022-04-14$101.35$100.0048.4%13.9%41.0%47.8%48.6%6.2%-6.4%69.6K10.6M-237.1K1.0969.48N/AN/A1,7611,91316,30410,416
2022-04-18$102.66$100.0047.3%13.6%41.5%45.1%53.6%9.0%-0.8%189.8K-106.2K-237.4K2.4271.99N/AN/A7261,7607,5767,821
2022-04-19$108.56$100.0048.4%13.9%47.1%48.1%48.8%7.7%-3.2%393.4K-13.6M-248.8K0.5262.38N/AN/A2,1501,1237,8238,391
2022-04-20$105.86$100.0047.1%13.5%47.5%44.6%48.5%5.4%-3.2%402.3K-7.9M-249.7K0.9263.39N/AN/A1,3621,2578,5058,426
2022-04-21$101.90$100.0044.5%12.8%48.7%38.1%44.1%3.5%-1.9%202.7K1.7M-241.1K0.6644.04N/AN/A2,9731,9618,8108,584
2022-04-22$106.66$100.0045.3%13.0%51.4%40.1%45.4%4.8%-0.9%949.5K-17.2M-264.4K1.4347.72N/AN/A1,5182,17110,5369,191
2022-04-25$115.84$100.0047.8%13.7%59.5%46.3%48.5%7.5%-3.0%1.4M-48.6M-264.3K1.0948.20N/AN/A2,0792,26410,7609,231
2022-04-26$116.75$100.0048.5%13.9%59.1%48.2%53.0%6.9%-1.4%1.3M-49.0M-266.6K2.0458.08N/AN/A6941,41910,7699,423
2022-04-27$114.26$100.0047.6%13.6%59.0%45.9%54.6%7.4%-0.6%1.4M-42.5M-263.3K4.1652.14N/AN/A6326210,9789,581
2022-04-28$116.41$100.0046.7%13.4%57.9%43.6%54.3%7.2%-0.8%1.5M-49.2M-259.1K2.5249.10N/AN/A6571,65810,9809,708
2022-04-29$116.59$100.0049.5%14.2%48.7%50.7%50.5%7.2%-2.8%1.4M-48.3M-264.7K1.4045.62N/AN/A55677911,0899,895