AN Options History — June 2024

In June 2024, AN traded between $154.77 and $170.34. ATM implied volatility averaged 30.3%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 3.6% (HV 20d: 26.7%). Max pain ranged from $160.00 to $160.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 2.61.

Notable Days

  • 2024-06-21: Highest Volume — 1,438 contracts
  • 2024-06-10: Largest IV spike — 7.0% change
  • 2024-06-26: Highest IV Rank — 39.2%
  • 2024-06-26: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$164.05$154.77$170.34$170.34$158.88
Max Pain$160.00$160.00$160.00$160.00$160.00
ATM IV30.3%26.5%35.9%27.2%34.6%
Expected Move8.7%7.7%10.3%7.8%9.9%
HV 20d26.7%22.8%31.3%22.8%27.0%
HV 60d28.9%28.2%29.6%28.5%29.1%
IV Rank20.8%8.7%39.2%10.7%35.0%
IV Percentile27.5%5.6%67.5%7.1%61.9%
Term Structure1.0%-0.5%2.2%1.1%0.1%
VWIV30.8%26.5%37.6%26.7%37.6%
Skew 25d2.5%1.5%4.2%2.3%4.2%
Skew 10d6.0%3.3%13.1%6.6%4.1%
Call IV 25d29.6%26.2%34.3%26.3%33.4%
Put IV 25d32.1%28.1%37.8%28.6%37.6%
Bid-Ask Spread %66.8853.4871.7363.3271.21
Gamma HHI0.200.140.280.140.24
Net GEX-769.4K-1.9M-84.7K-84.7K-1.8M
Net DEX-5.5M-22.8M19.9M-22.8M12.5M
Net VEX-174.0K-187.1K-158.9K-183.2K-172.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.610.3110.932.8010.93
Total Volume401.737441,438285513
Total OI11,369.8958,61613,10711,7529,595

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$170.34$160.0027.2%7.8%22.8%10.7%26.7%2.3%1.1%-84.7K-22.8M-183.2K2.8063.32N/AN/A752104,0367,716
2024-06-04$166.85$160.0028.1%8.1%24.0%13.8%27.5%2.2%0.3%-317.2K-14.9M-186.2K2.5853.48N/AN/A431114,0317,721
2024-06-05$169.39$160.0026.9%7.7%24.1%9.8%26.5%1.9%1.0%-198.9K-21.0M-178.9K1.9855.77N/AN/A551094,0367,744
2024-06-06$166.76$160.0027.2%8.1%24.6%10.8%29.0%2.3%2.1%-318.7K-13.1M-186.3K3.1567.23N/AN/A331044,0557,830
2024-06-07$165.63$160.0026.5%8.1%24.4%8.7%28.3%2.1%2.2%-354.7K-10.1M-187.1K4.9767.46N/AN/A291444,0587,900
2024-06-10$166.08$160.0028.4%8.4%24.4%14.7%29.0%2.0%1.5%-387.4K-12.2M-176.8K0.4167.48N/AN/A122504,0517,949
2024-06-11$165.66$160.0028.4%8.3%22.8%14.9%29.2%2.2%1.6%-324.4K-10.1M-178.7K6.4668.57N/AN/A261684,0717,967
2024-06-12$169.49$160.0028.0%8.0%24.1%13.5%28.8%1.9%2.0%-403.7K-21.1M-165.2K1.4770.02N/AN/A1181744,0698,110
2024-06-13$168.04$160.0027.9%8.0%24.3%13.0%28.0%1.5%2.1%-490.4K-17.7M-166.4K0.4267.64N/AN/A31134,0348,080
2024-06-14$163.64$160.0029.5%8.5%26.0%18.4%30.2%2.0%0.9%-657.9K-6.7M-171.8K1.3369.83N/AN/A941254,0398,084
2024-06-17$168.08$160.0029.8%8.5%27.9%19.3%29.9%2.1%0.9%-557.2K-17.9M-158.9K0.8364.22N/AN/A109914,0388,116
2024-06-18$168.32$160.0029.7%8.5%27.9%18.9%30.3%2.6%1.4%-520.8K-15.5M-162.9K0.3168.30N/AN/A191604,0558,171
2024-06-20$162.67$160.0030.9%8.9%30.3%22.8%32.9%2.3%1.9%-822.4K-3.3M-162.9K3.8766.97N/AN/A2731,0574,1498,264
2024-06-21$160.48$160.0032.0%9.2%30.5%26.4%32.5%2.9%1.1%-741.4K6.5M-165.2K2.7671.73N/AN/A3821,0564,2568,851
2024-06-24$159.61$160.0033.6%9.6%30.2%31.6%34.1%2.8%0.4%-1.3M6.6M-170.2K2.7870.58N/AN/A832313,1395,477
2024-06-25$154.77$160.0035.6%10.2%31.0%38.1%35.6%4.0%-0.1%-1.6M19.9M-174.3K1.3569.02N/AN/A4696343,1305,961
2024-06-26$156.05$160.0035.9%10.3%31.3%39.2%35.1%3.4%-0.5%-1.8M18.0M-183.5K0.5968.72N/AN/A3101833,2186,424
2024-06-27$156.19$160.0035.1%10.1%29.0%36.4%35.0%3.1%-0.3%-1.9M19.2M-175.6K0.6069.11N/AN/A98593,0866,517
2024-06-28$158.88$160.0034.6%9.9%27.0%35.0%37.6%4.2%0.1%-1.8M12.5M-172.4K10.9371.21N/AN/A434703,0876,508