AN Options History — June 2022

In June 2022, AN traded between $104.24 and $123.57. ATM implied volatility averaged 46.9%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 7.8% (HV 20d: 54.7%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.42.

Notable Days

  • 2022-06-14: Highest Volume — 5,376 contracts
  • 2022-06-13: Largest IV spike — 20.8% change
  • 2022-06-13: Highest IV Rank — 62.2%
  • 2022-06-13: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$116.24$104.24$123.57$121.10$111.78
Max Pain$110.71$110.00$115.00$115.00$110.00
ATM IV46.9%41.9%54.0%45.2%48.4%
Expected Move13.3%12.0%15.5%12.9%13.9%
HV 20d54.7%51.8%58.0%55.2%54.6%
HV 60d51.7%48.3%55.6%48.8%52.8%
IV Rank44.1%31.5%62.2%39.7%47.7%
IV Percentile73.6%57.9%94.0%69.4%79.0%
Term Structure2.4%-3.4%5.7%-1.6%3.7%
VWIV48.8%42.8%56.4%49.0%49.0%
Skew 25d8.8%6.8%12.1%7.4%9.0%
Skew 10d17.7%4.2%24.9%15.2%19.1%
Call IV 25d42.7%39.1%49.0%41.9%43.5%
Put IV 25d51.5%46.4%60.8%49.3%52.4%
Bid-Ask Spread %52.2942.4860.5742.4858.23
Gamma HHI0.150.120.240.130.15
Net GEX671.1K-1.9M1.5M1.1M585.6K
Net DEX-16.0M-41.7M37.9M-32.7M-932.7K
Net VEX-185.0K-210.9K-157.4K-207.4K-157.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.573.881.251.18
Total Volume1,996.811,1305,3761,3791,804
Total OI18,161.23816,65623,19416,65618,145

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$121.10$115.0045.2%12.9%55.2%39.7%49.0%7.4%-1.6%1.1M-32.7M-207.4K1.2542.48N/AN/A6127677,6369,020
2022-06-02$120.68$110.0044.5%12.2%54.4%38.1%46.6%7.6%3.7%1.1M-32.2M-202.8K1.1748.27N/AN/A6127187,7289,042
2022-06-03$120.98$110.0044.1%12.3%53.6%37.0%48.1%8.2%3.2%1.0M-31.1M-210.9K1.1447.17N/AN/A5816657,7289,149
2022-06-06$123.16$110.0045.6%12.0%53.9%40.9%45.7%6.8%4.3%1.3M-39.3M-195.0K0.8849.35N/AN/A7836917,7309,154
2022-06-07$122.21$110.0047.7%12.4%53.6%46.1%44.9%7.0%3.7%1.3M-36.7M-195.0K0.9047.19N/AN/A7306587,8619,185
2022-06-08$121.21$110.0043.0%12.3%51.8%34.3%46.9%7.4%3.4%1.4M-34.8M-200.2K1.1447.38N/AN/A5316068,0459,262
2022-06-09$123.57$110.0041.9%12.0%51.9%31.5%42.8%6.8%4.1%1.5M-41.7M-189.4K0.5748.62N/AN/A8494808,0499,273
2022-06-10$119.82$110.0044.7%12.8%53.1%38.6%47.7%8.5%1.7%1.2M-29.3M-197.8K1.0952.49N/AN/A7948678,2659,355
2022-06-13$111.17$110.0054.0%15.5%56.1%62.2%56.4%12.1%-3.4%284.1K-2.3M-189.7K1.4955.09N/AN/A7211,0748,3659,357
2022-06-14$115.22$110.0051.7%14.8%57.9%56.4%52.0%10.8%-2.6%655.1K-15.9M-188.4K3.8855.39N/AN/A1,1014,2758,3679,772
2022-06-15$113.35$110.0048.2%13.8%58.0%47.5%51.4%10.8%0.5%-581.0K-2.7M-192.1K2.4959.78N/AN/A1,3793,4338,91312,733
2022-06-16$104.24$115.0053.1%15.2%52.7%59.8%55.6%11.9%1.3%-1.9M37.9M-183.2K3.3352.87N/AN/A9893,2928,97814,216
2022-06-17$110.67$115.0048.3%13.8%57.2%47.7%53.5%10.1%3.2%-1.3M10.7M-184.1K2.2048.69N/AN/A8041,7689,10714,059
2022-06-21$111.37$110.0049.8%14.3%56.6%51.5%51.9%8.4%0.4%432.9K-2.7M-176.0K0.9656.25N/AN/A7016737,1839,584
2022-06-22$112.78$110.0047.4%13.6%56.7%45.1%49.4%8.3%3.4%586.7K-7.5M-170.9K0.8552.74N/AN/A9938437,2759,757
2022-06-23$112.15$110.0048.9%14.0%55.9%49.1%47.2%8.8%2.3%614.9K-6.2M-172.1K0.6553.71N/AN/A1,0957127,6109,972
2022-06-24$116.20$110.0044.0%12.6%55.3%36.5%48.6%8.0%5.2%1.1M-15.3M-176.6K1.4053.84N/AN/A7231,0147,63910,103
2022-06-27$117.29$110.0045.0%12.9%54.5%39.1%43.8%8.3%4.6%1.3M-20.2M-169.4K0.9454.73N/AN/A5815497,75710,065
2022-06-28$115.88$110.0045.1%12.9%53.5%39.3%47.5%8.8%4.6%1.1M-15.4M-164.7K1.0760.57N/AN/A5896287,81110,089
2022-06-29$116.19$110.0044.4%12.7%53.2%37.5%47.3%9.0%5.7%1.3M-17.2M-161.4K1.2653.33N/AN/A5516977,83410,213
2022-06-30$111.78$110.0048.4%13.9%54.6%47.7%49.0%9.0%3.7%585.6K-932.7K-157.4K1.1858.23N/AN/A8289767,87810,267