AN Options History — August 2022

In August 2022, AN traded between $117.03 and $132.57. ATM implied volatility averaged 40.6%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 2.0% (HV 20d: 42.6%). Max pain ranged from $115.00 to $130.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 1.33.

Notable Days

2022-08-16: Highest Volume — 7,813 contracts
2022-08-10: Largest IV drop — 9.7% change
2022-08-09: Highest IV Rank — 30.5%
2022-08-02: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$124.34	$117.03	$132.57	$120.88	$125.13
Max Pain	$122.17	$115.00	$130.00	$115.00	$125.00
ATM IV	40.6%	37.7%	43.5%	41.0%	40.2%
Expected Move	11.6%	10.8%	12.2%	11.8%	11.5%
HV 20d	42.6%	35.2%	47.3%	45.8%	35.2%
HV 60d	48.6%	45.3%	51.8%	51.4%	46.4%
IV Rank	22.3%	14.4%	30.5%	23.5%	21.1%
IV Percentile	36.9%	18.3%	53.2%	40.5%	32.9%
Term Structure	2.2%	-1.4%	4.1%	-1.0%	3.9%
VWIV	41.4%	37.4%	45.4%	43.4%	40.8%
Skew 25d	5.8%	4.3%	7.2%	6.6%	6.1%
Skew 10d	12.9%	7.5%	27.0%	17.0%	15.7%
Call IV 25d	38.5%	36.0%	41.6%	37.5%	38.6%
Put IV 25d	44.3%	41.2%	46.7%	44.1%	44.7%
Bid-Ask Spread %	46.24	35.26	62.21	38.49	54.73
Gamma HHI	0.22	0.13	0.30	0.16	0.27
Net GEX	380.5K	-1.2M	2.2M	744.8K	-940.2K
Net DEX	-7.2M	-49.1M	9.5M	-7.0M	4.6M
Net VEX	-179.6K	-206.4K	-158.3K	-206.4K	-166.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.33	0.08	3.89	1.62	1.38
Total Volume	1,264.043	273	7,813	1,922	2,308
Total OI	19,001.391	15,097	22,458	19,446	17,144

Daily Data (23 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
2022-08-01	$120.88	$115.00	41.0%	11.8%	45.8%	23.5%	43.4%	6.6%	-1.0%	744.8K	-7.0M	-206.4K	1.62	38.49	N/A	N/A	734	1,188	6,983	12,463
2022-08-02	$117.03	$115.00	42.6%	12.2%	46.8%	27.9%	41.7%	7.1%	-1.2%	287.2K	3.7M	-200.0K	1.61	35.26	N/A	N/A	449	722	7,183	12,361
2022-08-03	$120.44	$115.00	41.2%	11.8%	45.6%	24.0%	38.7%	7.2%	-1.4%	833.0K	-6.8M	-201.8K	0.64	41.09	N/A	N/A	1,351	862	7,201	12,463
2022-08-04	$119.93	$120.00	41.2%	11.6%	45.1%	24.0%	42.8%	6.0%	2.3%	896.0K	-6.8M	-199.8K	1.92	39.01	N/A	N/A	428	821	7,441	12,510
2022-08-05	$120.26	$120.00	39.1%	11.2%	44.7%	18.2%	40.0%	6.2%	3.0%	1.0M	-7.9M	-192.3K	0.73	43.23	N/A	N/A	1,168	853	7,430	12,511
2022-08-08	$123.40	$120.00	40.8%	11.5%	45.2%	22.9%	42.3%	5.9%	1.6%	1.6M	-17.7M	-188.9K	1.43	40.44	N/A	N/A	629	902	7,306	12,454
2022-08-09	$120.62	$120.00	43.5%	12.0%	46.2%	30.5%	45.4%	5.8%	1.6%	1.0M	-8.2M	-180.5K	2.69	45.12	N/A	N/A	135	363	7,360	12,592
2022-08-10	$123.36	$120.00	39.3%	11.3%	46.7%	18.8%	40.9%	6.4%	1.9%	1.6M	-16.5M	-183.7K	3.88	40.37	N/A	N/A	139	539	7,397	12,851
2022-08-11	$123.91	$120.00	39.8%	11.4%	45.4%	20.3%	40.3%	6.2%	1.9%	1.7M	-18.1M	-179.9K	0.81	45.55	N/A	N/A	519	419	7,411	13,069
2022-08-12	$124.69	$120.00	37.9%	10.9%	44.8%	14.9%	37.4%	6.5%	3.0%	1.9M	-19.3M	-177.0K	0.79	41.36	N/A	N/A	392	308	7,535	13,424
2022-08-15	$124.00	$120.00	38.7%	11.1%	44.5%	17.0%	41.1%	5.5%	3.2%	1.6M	-15.5M	-168.2K	1.65	45.99	N/A	N/A	114	188	7,592	13,591
2022-08-16	$132.57	$120.00	42.4%	12.1%	46.1%	27.2%	43.9%	4.7%	1.0%	2.2M	-49.1M	-162.8K	0.44	41.10	N/A	N/A	5,411	2,402	7,519	13,675
2022-08-17	$128.51	$125.00	41.8%	12.0%	47.3%	25.7%	42.9%	4.3%	1.9%	1.1M	-18.5M	-181.5K	1.48	46.72	N/A	N/A	433	640	6,836	15,197
2022-08-18	$126.48	$125.00	41.6%	11.9%	41.9%	25.2%	42.0%	4.9%	3.0%	458.9K	-13.5M	-179.5K	0.52	52.50	N/A	N/A	225	117	6,855	15,598
2022-08-19	$125.76	$125.00	40.5%	11.6%	41.7%	22.0%	42.2%	5.2%	3.4%	-278.1K	-11.5M	-182.6K	0.67	52.46	N/A	N/A	181	121	6,844	15,614
2022-08-22	$124.45	$125.00	42.5%	12.2%	40.6%	27.7%	43.1%	5.7%	2.3%	-1.1M	9.5M	-170.5K	1.15	41.83	N/A	N/A	156	179	3,755	11,342
2022-08-23	$124.91	$125.00	41.8%	12.0%	38.7%	25.7%	43.5%	5.5%	2.7%	-1.1M	8.4M	-171.7K	1.41	53.92	N/A	N/A	159	224	3,828	11,400
2022-08-24	$125.90	$130.00	40.2%	11.5%	38.6%	21.2%	40.1%	5.5%	3.4%	-1.2M	9.5M	-176.8K	0.64	46.90	N/A	N/A	169	108	3,928	11,928
2022-08-25	$128.88	$130.00	37.7%	10.8%	36.6%	14.4%	37.4%	5.1%	3.9%	-894.0K	2.2M	-176.1K	0.69	50.50	N/A	N/A	708	488	4,057	11,985
2022-08-26	$125.73	$125.00	39.6%	11.4%	37.9%	19.7%	38.7%	5.4%	4.1%	-992.5K	5.7M	-163.3K	0.58	58.22	N/A	N/A	173	100	4,316	11,635
2022-08-29	$127.57	$125.00	39.3%	11.3%	37.9%	18.7%	39.8%	6.6%	3.7%	-712.5K	2.0M	-161.9K	3.89	46.55	N/A	N/A	131	510	4,413	11,692
2022-08-30	$125.35	$125.00	40.7%	11.7%	36.4%	22.7%	42.6%	5.8%	2.4%	-1.1M	6.4M	-158.3K	0.08	62.21	N/A	N/A	838	69	4,430	11,913
2022-08-31	$125.13	$125.00	40.2%	11.5%	35.2%	21.1%	40.8%	6.1%	3.9%	-940.2K	4.6M	-166.7K	1.38	54.73	N/A	N/A	968	1,340	5,208	11,936