AN Options History — April 2024 In April 2024, AN traded between $152.59 and $170.79. ATM implied volatility averaged 36.6%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 8.0% (HV 20d: 28.5%). Max pain ranged from $150.00 to $165.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.08.
Notable Days 2024-04-11 : Highest Volume — 3,565 contracts2024-04-26 : Largest IV drop — 23.5% change2024-04-25 : Highest IV Rank — 56.4%2024-04-25 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $158.29 $152.59 $170.79 $164.45 $162.75 Max Pain $157.05 $150.00 $165.00 $150.00 $155.00 ATM IV 36.6% 30.9% 41.8% 31.2% 31.4% Expected Move 10.6% 9.0% 12.0% 9.0% 9.0% HV 20d 28.5% 24.3% 36.4% 26.1% 35.5% HV 60d 30.5% 29.6% 32.1% 30.2% 31.8% IV Rank 38.0% 18.3% 56.4% 19.3% 21.1% IV Percentile 60.6% 16.7% 91.3% 18.7% 20.6% Term Structure -2.4% -5.7% 3.1% 3.1% -1.4% VWIV 37.2% 31.2% 42.2% 31.2% 31.8% Skew 25d 2.5% 1.9% 4.0% 2.0% 2.3% Skew 10d 6.1% 3.5% 7.5% 5.1% 5.7% Call IV 25d 36.4% 30.7% 40.9% 30.7% 31.0% Put IV 25d 38.9% 32.7% 43.0% 32.7% 33.2% Bid-Ask Spread % 49.94 25.17 59.91 27.39 56.25 Gamma HHI 0.20 0.14 0.60 0.16 0.17 Net GEX 697.6K -2.5M 3.3M 3.3M 1.0M Net DEX -19.2M -46.2M 2.1M -46.2M -27.6M Net VEX -164.5K -183.3K -149.5K -176.4K -154.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.08 0.10 6.65 0.63 1.06 Total Volume 820.182 52 3,565 52 375 Total OI 14,478.136 8,045 19,086 15,200 9,109
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 2024-04-01 $164.45 $150.00 31.2% 9.0% 26.1% 19.3% 31.2% 2.0% 3.1% 3.3M -46.2M -176.4K 0.63 27.39 N/A N/A 32 20 7,681 7,519 2024-04-02 $160.03 $150.00 32.6% 9.3% 26.6% 23.5% 32.3% 2.6% 2.6% 2.7M -33.0M -169.4K 0.97 25.17 N/A N/A 547 528 7,693 7,532 2024-04-03 $160.29 $155.00 33.3% 9.5% 26.3% 25.8% 33.1% 4.0% 2.2% 2.6M -31.8M -183.0K 3.49 33.39 N/A N/A 61 213 8,164 7,984 2024-04-04 $157.24 $165.00 36.1% 10.8% 27.0% 34.8% 37.0% 2.2% -2.2% 2.0M -22.1M -179.4K 0.71 44.51 N/A N/A 439 310 8,177 8,144 2024-04-05 $158.41 $165.00 35.4% 10.5% 26.8% 32.6% 36.8% 2.2% -1.8% 1.7M -19.5M -166.9K 0.11 45.31 N/A N/A 1,012 115 7,787 8,401 2024-04-08 $159.97 $160.00 32.6% 10.6% 26.7% 23.6% 36.8% 2.4% -2.2% 2.5M -28.9M -172.2K 0.14 46.53 N/A N/A 764 108 8,439 8,500 2024-04-09 $160.47 $160.00 30.9% 10.3% 26.2% 18.3% 35.9% 2.1% -2.1% 2.4M -31.6M -176.6K 0.14 47.97 N/A N/A 674 95 8,386 8,589 2024-04-10 $153.61 $160.00 36.7% 10.5% 31.1% 36.8% 36.9% 2.4% -2.4% 1.1M -6.7M -162.2K 0.10 53.54 N/A N/A 1,436 147 8,284 8,555 2024-04-11 $153.71 $160.00 36.3% 10.4% 29.1% 36.8% 38.2% 2.7% -2.3% 464.7K -5.2M -163.3K 6.65 53.07 N/A N/A 466 3,099 8,058 8,636 2024-04-12 $153.98 $160.00 38.8% 11.1% 29.1% 46.4% 38.7% 2.8% -3.0% -475.8K -5.2M -183.3K 0.34 53.45 N/A N/A 608 205 8,279 10,394 2024-04-15 $152.59 $160.00 39.6% 11.4% 28.1% 49.2% 39.9% 2.7% -3.5% -1.2M 1.4M -169.4K 0.89 55.28 N/A N/A 410 366 8,105 10,511 2024-04-16 $154.94 $160.00 39.9% 11.4% 28.5% 50.1% 40.0% 2.5% -3.6% -1.1M -6.4M -168.3K 2.20 55.78 N/A N/A 215 473 7,999 10,643 2024-04-17 $153.11 $155.00 40.4% 11.6% 28.6% 51.9% 40.6% 2.6% -4.1% -2.1M 2.1M -165.1K 0.51 55.65 N/A N/A 159 81 8,088 10,830 2024-04-18 $154.64 $155.00 39.8% 11.4% 28.9% 49.9% 39.8% 2.9% -4.1% -2.2M -5.0M -159.4K 0.32 55.21 N/A N/A 333 106 8,137 10,843 2024-04-19 $153.89 $155.00 41.2% 11.8% 26.5% 54.6% 41.1% 2.9% -4.6% -2.5M -384.4K -153.8K 1.44 53.45 N/A N/A 607 875 8,212 10,874 2024-04-22 $154.64 $155.00 41.1% 11.8% 25.9% 54.1% 40.8% 2.5% -5.4% 676.3K -16.0M -156.8K 0.43 56.23 N/A N/A 98 42 3,820 4,225 2024-04-23 $158.43 $155.00 40.7% 11.7% 27.5% 52.8% 41.0% 2.3% -5.4% 781.0K -21.3M -153.8K 0.28 59.91 N/A N/A 147 41 3,825 4,236 2024-04-24 $159.26 $155.00 40.3% 11.5% 27.5% 51.3% 40.1% 2.8% -5.2% 797.2K -22.2M -151.5K 0.36 56.74 N/A N/A 109 39 3,818 4,266 2024-04-25 $159.56 $155.00 41.8% 12.0% 24.3% 56.4% 42.2% 2.1% -5.7% 792.2K -22.8M -151.2K 0.70 51.19 N/A N/A 600 423 3,844 4,288 2024-04-26 $170.79 $155.00 31.9% 9.2% 34.7% 23.0% 32.2% 1.9% -0.6% 1.1M -41.4M -149.5K 0.89 58.46 N/A N/A 582 517 4,212 4,574 2024-04-29 $165.63 $155.00 32.3% 9.3% 36.4% 24.4% 33.0% 2.5% -1.7% 1.0M -32.3M -152.4K 1.40 54.15 N/A N/A 236 331 4,173 4,685 2024-04-30 $162.75 $155.00 31.4% 9.0% 35.5% 21.1% 31.8% 2.3% -1.4% 1.0M -27.6M -154.3K 1.06 56.25 N/A N/A 182 193 4,274 4,835
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