AN Options History — July 2024 In July 2024, AN traded between $156.85 and $193.10. ATM implied volatility averaged 39.0%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 6.9% (HV 20d: 32.2%). Max pain ranged from $160.00 to $175.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 5.74.
Notable Days 2024-07-08 : Highest Volume — 3,277 contracts2024-07-31 : Largest IV drop — 27.3% change2024-07-30 : Highest IV Rank — 67.3%2024-07-30 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $171.13 $156.85 $193.10 $161.63 $193.10 Max Pain $164.32 $160.00 $175.00 $160.00 $175.00 ATM IV 39.0% 32.4% 44.5% 37.1% 32.4% Expected Move 11.1% 9.3% 12.8% 10.6% 9.3% HV 20d 32.2% 26.7% 40.5% 27.8% 40.5% HV 60d 29.8% 27.9% 31.9% 29.0% 31.7% IV Rank 49.3% 27.7% 67.3% 43.1% 27.7% IV Percentile 78.9% 42.9% 94.4% 72.6% 42.9% Term Structure -3.7% -8.2% -1.0% -1.0% -1.3% VWIV 39.5% 32.6% 45.9% 36.5% 32.6% Skew 25d 3.2% 1.9% 4.9% 2.6% 2.8% Skew 10d 6.3% 4.8% 8.4% 4.9% 4.8% Call IV 25d 37.3% 32.0% 43.3% 35.8% 32.0% Put IV 25d 40.5% 34.8% 46.6% 38.4% 34.8% Bid-Ask Spread % 54.11 44.58 75.36 70.98 46.87 Gamma HHI 0.17 0.10 0.27 0.22 0.10 Net GEX -800.1K -3.1M 451.9K -1.9M 320.3K Net DEX -8.0M -33.8M 25.7M 6.9M -28.1M Net VEX -142.9K -185.1K -103.8K -172.7K -103.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.74 0.54 54.54 0.54 3.64 Total Volume 590.364 90 3,277 503 1,760 Total OI 10,013.864 7,314 12,456 10,105 8,296
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 2024-07-01 $161.63 $160.00 37.1% 10.6% 27.8% 43.1% 36.5% 2.6% -1.0% -1.9M 6.9M -172.7K 0.54 70.98 N/A N/A 326 177 3,104 7,001 2024-07-02 $161.02 $160.00 37.1% 10.6% 27.8% 43.0% 37.9% 1.9% -1.2% -1.8M 7.7M -173.3K 0.73 74.04 N/A N/A 62 45 3,333 7,012 2024-07-03 $159.21 $160.00 36.9% 10.6% 27.2% 42.3% 37.9% 4.9% -1.4% -2.0M 12.7M -171.5K 0.72 75.36 N/A N/A 214 155 3,361 7,023 2024-07-05 $156.85 $160.00 39.1% 10.6% 26.7% 49.5% 37.6% 2.6% -2.6% -2.2M 19.1M -168.1K 1.39 52.08 N/A N/A 145 201 3,464 7,058 2024-07-08 $159.13 $160.00 41.5% 10.7% 27.1% 57.3% 39.1% 3.2% -2.9% -2.3M 13.9M -159.4K 54.54 53.30 N/A N/A 59 3,218 3,328 7,107 2024-07-09 $157.07 $160.00 40.5% 10.8% 27.3% 54.2% 37.4% 3.0% -3.4% -3.0M 25.7M -185.1K 6.63 50.09 N/A N/A 16 106 3,342 8,438 2024-07-10 $159.97 $160.00 37.3% 10.7% 28.2% 43.8% 38.1% 3.2% -3.0% -3.1M 16.4M -178.6K 0.88 52.96 N/A N/A 286 252 3,344 8,503 2024-07-11 $169.83 $160.00 36.8% 10.5% 35.7% 42.0% 37.9% 2.0% -2.9% -789.6K -16.6M -150.4K 0.90 49.05 N/A N/A 363 325 3,476 8,586 2024-07-12 $171.87 $160.00 36.1% 10.3% 35.1% 39.7% 38.1% 2.9% -3.0% -494.6K -20.0M -137.4K 6.43 50.15 N/A N/A 79 508 3,273 8,503 2024-07-15 $174.49 $160.00 37.6% 10.8% 35.2% 44.6% 38.3% 3.4% -3.6% -109.2K -23.8M -132.6K 1.39 50.61 N/A N/A 255 354 3,279 8,434 2024-07-16 $181.70 $160.00 36.8% 10.6% 36.1% 42.2% 37.4% 3.2% -3.5% 413.1K -33.8M -118.5K 0.67 52.70 N/A N/A 598 401 3,270 8,464 2024-07-17 $179.13 $160.00 38.2% 11.0% 35.8% 46.8% 38.7% 2.5% -4.4% 403.7K -30.8M -125.3K 3.47 53.93 N/A N/A 72 250 3,447 8,496 2024-07-18 $176.46 $165.00 38.8% 11.1% 36.4% 48.5% 39.2% 4.6% -1.7% 79.8K -24.5M -134.3K 8.83 49.47 N/A N/A 70 618 3,437 8,580 2024-07-19 $174.32 $165.00 39.5% 11.3% 34.2% 51.0% 39.6% 3.1% -4.0% 451.9K -21.9M -131.5K 1.78 51.07 N/A N/A 89 158 3,443 9,013 2024-07-22 $173.70 $170.00 39.7% 11.4% 33.7% 51.6% 42.0% 3.0% -4.9% -318.8K -9.2M -132.0K 7.27 50.85 N/A N/A 26 189 2,248 5,066 2024-07-23 $172.90 $170.00 39.5% 11.3% 33.7% 51.0% 41.2% 2.7% -4.9% -337.9K -9.0M -129.5K 2.91 54.15 N/A N/A 23 67 2,266 5,161 2024-07-24 $171.69 $170.00 42.3% 12.1% 31.4% 60.0% 42.0% 3.7% -5.6% -392.6K -7.7M -130.1K 2.77 56.28 N/A N/A 48 133 2,269 5,179 2024-07-25 $174.81 $170.00 41.7% 11.9% 31.7% 57.9% 42.7% 3.1% -5.4% -254.0K -10.7M -129.7K 1.39 53.00 N/A N/A 59 82 2,295 5,258 2024-07-26 $178.65 $170.00 41.7% 12.0% 32.2% 58.0% 42.1% 3.8% -6.0% -127.4K -14.2M -125.3K 4.43 52.98 N/A N/A 60 266 2,318 5,232 2024-07-29 $178.58 $170.00 43.3% 12.4% 32.0% 63.3% 45.7% 4.6% -7.4% -97.9K -14.3M -126.2K 11.43 45.95 N/A N/A 30 343 2,341 5,373 2024-07-30 $178.78 $170.00 44.5% 12.8% 31.8% 67.3% 45.9% 3.2% -8.2% -179.1K -13.2M -128.4K 3.59 44.58 N/A N/A 109 391 2,350 5,534 2024-07-31 $193.10 $175.00 32.4% 9.3% 40.5% 27.7% 32.6% 2.8% -1.3% 320.3K -28.1M -103.8K 3.64 46.87 N/A N/A 379 1,381 2,431 5,865
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