AN Options History — October 2023 In October 2023, AN traded between $127.79 and $146.00. ATM implied volatility averaged 42.6%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 9.7% (HV 20d: 32.9%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.92.
Notable Days 2023-10-25 : Highest Volume — 2,384 contracts2023-10-10 : Largest IV drop — 21.2% change2023-10-23 : Highest IV Rank — 73.5%2023-10-23 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $135.72 $127.79 $146.00 $146.00 $130.16 Max Pain $150.68 $150.00 $155.00 $155.00 $150.00 ATM IV 42.6% 36.0% 49.3% 39.8% 36.7% Expected Move 12.3% 10.5% 14.1% 11.4% 10.5% HV 20d 32.9% 30.3% 37.9% 30.5% 32.4% HV 60d 34.7% 30.6% 40.2% 38.1% 31.0% IV Rank 52.9% 33.1% 73.5% 39.4% 35.1% IV Percentile 73.1% 38.5% 94.8% 57.9% 44.0% Term Structure -2.5% -6.3% 2.3% 2.0% -0.5% VWIV 43.3% 35.8% 49.5% 39.1% 35.8% Skew 25d 4.8% 3.7% 6.0% 3.8% 4.7% Skew 10d 9.4% 5.7% 18.2% 7.1% 8.3% Call IV 25d 41.2% 34.9% 46.4% 38.4% 34.9% Put IV 25d 46.0% 39.6% 52.1% 42.3% 39.6% Bid-Ask Spread % 52.77 38.54 74.78 67.94 62.32 Gamma HHI 0.17 0.13 0.20 0.17 0.17 Net GEX -1.5M -2.0M -820.3K -820.3K -1.3M Net DEX 37.0M 18.6M 49.5M 18.6M 36.4M Net VEX -228.4K -273.4K -184.1K -273.4K -263.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.92 0.41 6.50 2.27 1.14 Total Volume 886.091 256 2,384 540 432 Total OI 21,057.318 16,415 22,287 21,312 22,073
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 2023-10-02 $146.00 $155.00 39.8% 11.4% 30.5% 39.4% 39.1% 3.8% 2.0% -820.3K 18.6M -273.4K 2.27 67.94 N/A N/A 165 375 11,627 9,685 2023-10-03 $143.63 $155.00 40.4% 11.6% 30.8% 44.6% 41.4% 4.7% 1.8% -990.4K 24.2M -265.7K 2.93 41.24 N/A N/A 178 521 11,639 9,753 2023-10-04 $141.91 $155.00 39.5% 11.3% 30.3% 42.7% 38.8% 3.7% 2.3% -1.3M 30.3M -248.2K 4.86 74.78 N/A N/A 118 574 11,705 9,822 2023-10-05 $135.29 $150.00 41.3% 12.3% 33.1% 49.1% 44.0% 5.2% -2.2% -1.5M 44.9M -216.6K 2.17 46.06 N/A N/A 298 646 11,722 9,742 2023-10-06 $136.80 $150.00 39.0% 12.2% 33.7% 42.2% 43.2% 5.0% -2.3% -1.6M 40.1M -218.7K 1.25 52.82 N/A N/A 314 393 11,746 9,670 2023-10-09 $137.44 $150.00 45.7% 12.5% 33.8% 62.6% 43.5% 5.2% -3.1% -1.5M 38.3M -212.9K 1.17 39.88 N/A N/A 917 1,073 11,850 9,623 2023-10-10 $143.05 $150.00 36.0% 11.7% 37.2% 33.1% 42.6% 4.3% -2.3% -1.8M 27.6M -246.0K 6.50 42.99 N/A N/A 117 760 11,280 10,625 2023-10-11 $139.55 $150.00 41.3% 11.8% 37.9% 49.2% 41.6% 4.8% -2.6% -2.0M 38.2M -230.1K 1.86 49.85 N/A N/A 138 256 11,430 10,642 2023-10-12 $135.57 $150.00 42.5% 12.2% 33.5% 52.8% 42.9% 4.9% -2.9% -2.0M 49.5M -211.1K 0.92 50.83 N/A N/A 221 204 11,485 10,655 2023-10-13 $135.50 $150.00 43.7% 12.5% 31.2% 56.5% 43.9% 4.1% -3.2% -2.0M 48.7M -216.4K 0.73 61.54 N/A N/A 148 108 11,591 10,641 2023-10-16 $138.69 $150.00 42.7% 12.2% 31.8% 53.5% 44.1% 4.8% -3.6% -2.0M 40.5M -216.7K 3.09 38.54 N/A N/A 77 238 11,617 10,598 2023-10-17 $138.81 $150.00 43.5% 12.5% 31.7% 56.0% 43.4% 4.5% -3.6% -2.0M 40.0M -214.5K 1.43 61.52 N/A N/A 135 193 11,648 10,639 2023-10-18 $137.56 $150.00 44.7% 12.8% 31.7% 59.5% 44.5% 5.1% -3.6% -2.0M 35.7M -214.7K 0.61 43.44 N/A N/A 188 115 11,725 10,222 2023-10-19 $133.20 $150.00 46.4% 13.3% 33.1% 64.8% 46.4% 5.1% -3.7% -2.0M 45.1M -202.0K 0.48 53.10 N/A N/A 499 238 11,874 10,252 2023-10-20 $133.56 $150.00 46.2% 13.2% 33.0% 64.1% 46.1% 4.5% -4.0% -925.4K 41.2M -199.2K 4.29 49.62 N/A N/A 135 579 12,238 9,978 2023-10-23 $131.36 $150.00 49.3% 14.1% 32.8% 73.5% 49.5% 5.8% -6.3% -1.1M 36.0M -192.9K 1.35 53.32 N/A N/A 256 346 8,296 8,119 2023-10-24 $129.53 $150.00 47.3% 13.6% 32.8% 67.6% 47.9% 5.3% -5.6% -1.1M 39.1M -184.1K 0.90 57.50 N/A N/A 764 691 8,449 8,284 2023-10-25 $127.79 $150.00 46.8% 13.4% 32.5% 66.0% 48.6% 6.0% -5.2% -1.0M 39.6M -203.8K 0.41 64.13 N/A N/A 1,691 693 9,040 8,799 2023-10-26 $130.25 $150.00 47.3% 13.6% 33.8% 67.6% 48.0% 5.0% -4.9% -974.6K 32.1M -262.4K 0.67 45.14 N/A N/A 1,065 713 10,494 9,254 2023-10-27 $130.64 $150.00 40.3% 11.5% 34.0% 46.0% 39.6% 5.1% -1.4% -1.0M 31.9M -270.5K 1.72 42.92 N/A N/A 831 1,432 11,287 9,581 2023-10-30 $129.63 $150.00 37.9% 10.9% 32.5% 38.8% 38.3% 4.4% -0.9% -1.2M 36.4M -262.1K 1.38 61.48 N/A N/A 277 382 11,717 10,144 2023-10-31 $130.16 $150.00 36.7% 10.5% 32.4% 35.1% 35.8% 4.7% -0.5% -1.3M 36.4M -263.3K 1.14 62.32 N/A N/A 202 230 11,739 10,334
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