AN Options History — June 2023

In June 2023, AN traded between $131.68 and $165.13. ATM implied volatility averaged 36.2%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 7.6% (HV 20d: 43.8%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.34.

Notable Days

  • 2023-06-13: Highest Volume — 1,284 contracts
  • 2023-06-12: Largest IV spike — 22.8% change
  • 2023-06-12: Highest IV Rank — 33.8%
  • 2023-06-16: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$149.57$131.68$165.13$131.68$165.13
Max Pain$134.05$130.00$140.00$130.00$140.00
ATM IV36.2%33.3%41.4%37.6%36.2%
Expected Move10.4%9.5%11.5%10.8%10.4%
HV 20d43.8%35.5%47.7%35.5%37.7%
HV 60d36.5%34.9%37.4%34.9%35.8%
IV Rank17.1%8.0%33.8%21.6%17.1%
IV Percentile19.5%6.0%47.2%21.4%20.6%
Term Structure0.7%-3.1%2.6%0.5%-1.2%
VWIV36.6%33.4%41.5%36.7%34.2%
Skew 25d4.1%-1.8%7.2%6.1%3.1%
Skew 10d6.2%-14.6%22.4%11.9%0.3%
Call IV 25d34.4%31.6%39.3%34.1%34.7%
Put IV 25d38.5%33.3%41.2%40.2%37.7%
Bid-Ask Spread %66.4849.6277.3373.3264.78
Gamma HHI0.080.060.090.070.09
Net GEX962.8K-120.0K1.6M-120.0K1.6M
Net DEX-35.6M-61.9M-1.6M-1.6M-61.9M
Net VEX-233.5K-266.1K-222.6K-232.3K-238.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.317.281.181.27
Total Volume479.4761391,284340241
Total OI17,050.09516,28818,26316,28817,527

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$131.68$130.0037.6%10.8%35.5%21.6%36.7%6.1%0.5%-120.0K-1.6M-232.3K1.1873.32N/AN/A1561847,3248,964
2023-06-02$139.95$130.0033.3%9.5%40.3%8.0%33.4%4.6%2.6%450.0K-18.0M-234.1K0.3172.56N/AN/A3951217,3379,045
2023-06-05$136.35$130.0036.4%10.8%40.5%17.7%40.6%6.4%-0.2%225.4K-11.3M-236.6K0.6862.74N/AN/A120827,3539,055
2023-06-06$139.78$130.0034.0%10.2%41.0%10.2%41.5%6.0%0.7%543.3K-19.2M-226.3K7.2861.17N/AN/A392847,3889,074
2023-06-07$145.23$130.0035.8%10.3%43.0%15.8%35.8%6.3%0.9%813.7K-30.1M-222.6K1.9061.06N/AN/A3326317,3929,155
2023-06-08$145.08$130.0033.9%10.3%42.5%9.9%34.8%5.2%1.2%499.2K-27.4M-230.8K2.5564.47N/AN/A1734427,5179,746
2023-06-09$141.81$130.0033.8%10.4%43.3%9.4%35.2%5.7%0.7%493.1K-21.3M-228.2K1.5864.16N/AN/A841337,5499,648
2023-06-12$143.53$130.0041.4%10.4%43.3%33.8%37.7%5.3%0.7%654.8K-25.3M-225.8K0.4258.51N/AN/A3151337,5679,597
2023-06-13$151.75$130.0040.2%10.6%46.9%29.8%36.6%5.6%1.3%1.1M-44.0M-227.0K0.6649.62N/AN/A7735117,7609,619
2023-06-14$148.52$135.0035.9%10.3%47.4%16.1%35.5%4.7%1.5%978.1K-38.0M-266.1K0.6772.07N/AN/A2481678,0799,981
2023-06-15$151.51$135.0036.4%10.4%46.9%17.7%38.7%5.5%1.1%1.2M-44.3M-239.7K0.8062.86N/AN/A1971588,1409,941
2023-06-16$148.76$135.0040.1%11.5%47.7%29.5%37.5%1.0%0.8%1.2M-40.1M-235.0K0.4675.82N/AN/A203948,24510,018
2023-06-20$150.51$135.0034.4%9.9%46.8%11.6%35.6%5.5%2.0%980.9K-33.1M-236.4K0.9267.88N/AN/A2021867,5828,845
2023-06-21$151.63$135.0035.0%10.0%46.8%13.4%35.5%-1.8%2.2%1.2M-38.2M-235.6K1.5371.24N/AN/A941447,6508,934
2023-06-22$153.26$135.0034.7%10.0%46.4%12.5%36.3%3.1%1.2%1.2M-38.6M-226.6K2.1172.18N/AN/A1332807,6899,020
2023-06-23$153.93$135.0034.7%10.0%46.3%12.6%35.5%2.6%1.0%1.3M-42.0M-239.3K1.0561.84N/AN/A2923087,7189,160
2023-06-26$155.96$140.0035.1%10.1%46.1%13.7%35.1%-0.0%0.6%1.3M-44.4M-227.8K0.4677.17N/AN/A95447,8169,179
2023-06-27$159.38$140.0034.8%10.0%46.4%12.7%36.2%2.6%0.8%1.4M-50.2M-226.5K0.4462.71N/AN/A5862577,8459,194
2023-06-28$163.82$140.0037.0%10.6%46.5%19.6%38.1%7.2%-0.8%1.6M-61.5M-234.8K1.0677.33N/AN/A3403627,7769,270
2023-06-29$163.31$140.0038.8%11.1%38.0%25.5%38.9%2.1%-3.1%1.5M-57.9M-232.6K0.7862.53N/AN/A2982327,8869,467
2023-06-30$165.13$140.0036.2%10.4%37.7%17.1%34.2%3.1%-1.2%1.6M-61.9M-238.8K1.2764.78N/AN/A1061357,9279,600