AN Options History — August 2024

In August 2024, AN traded between $165.56 and $183.21. ATM implied volatility averaged 33.1%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 14.8% (HV 20d: 47.9%). Max pain ranged from $175.00 to $185.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 3.58.

Notable Days

  • 2024-08-01: Highest Volume — 1,295 contracts
  • 2024-08-05: Largest IV spike — 54.7% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$174.03$165.56$183.21$182.75$177.37
Max Pain$181.36$175.00$185.00$180.00$180.00
ATM IV33.1%26.6%58.5%32.0%26.7%
Expected Move8.9%7.6%12.7%9.2%7.6%
HV 20d47.9%30.4%53.2%46.1%30.4%
HV 60d37.3%33.9%38.2%33.9%37.8%
IV Rank27.1%7.7%100.0%26.4%8.0%
IV Percentile37.1%5.6%100.0%37.7%6.3%
Term Structure1.3%-2.0%2.9%-0.4%2.9%
VWIV31.7%26.5%46.7%32.3%27.4%
Skew 25d4.3%2.1%6.1%2.1%3.5%
Skew 10d9.0%4.2%18.1%4.2%8.0%
Call IV 25d29.1%24.6%40.1%32.1%24.6%
Put IV 25d33.3%28.1%45.9%34.3%28.1%
Bid-Ask Spread %56.9843.7067.8447.6467.84
Gamma HHI0.110.080.190.090.08
Net GEX-271.1K-1.2M190.0K-170.2K35.0K
Net DEX-6.6M-14.9M7.3M-14.3M-10.1M
Net VEX-115.4K-152.1K-100.5K-128.2K-100.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.580.1327.502.5327.50
Total Volume251.955321,2951,29557
Total OI7,606.9095,0469,7149,1275,596

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$182.75$180.0032.0%9.2%46.1%26.4%32.3%2.1%-0.4%-170.2K-14.3M-128.2K2.5347.64N/AN/A3679282,5166,611
2024-08-02$171.57$175.0037.8%10.8%51.9%45.5%38.1%3.0%-2.0%-707.7K-1.7M-139.1K3.3859.13N/AN/A2468322,4816,610
2024-08-05$166.43$185.0058.5%12.7%53.2%100.0%46.7%5.8%-1.4%-1.0M7.3M-152.1K5.9946.10N/AN/A1106592,6216,688
2024-08-06$168.27$185.0045.3%10.9%53.0%61.7%37.4%5.9%-0.6%-1.1M4.9M-145.3K1.1343.70N/AN/A47532,6826,955
2024-08-07$165.56$185.0043.7%10.8%53.1%57.2%38.7%6.1%0.2%-1.2M6.6M-136.1K4.6047.13N/AN/A632902,7086,974
2024-08-08$169.93$185.0038.5%10.0%49.4%42.1%33.2%5.1%0.7%-719.8K-1.8M-129.8K0.2351.14N/AN/A2662,7036,773
2024-08-09$169.91$185.0034.5%9.5%49.2%30.7%35.2%5.0%1.2%-618.5K-2.6M-124.6K0.1350.59N/AN/A205272,6956,770
2024-08-12$168.19$185.0040.1%9.5%49.0%46.9%34.2%4.8%0.9%-489.7K-1.9M-113.8K0.3351.00N/AN/A36122,9036,786
2024-08-13$171.10$185.0038.0%9.1%47.0%40.9%31.4%4.6%1.1%-266.3K-6.0M-111.6K1.1453.23N/AN/A28322,8996,787
2024-08-14$168.56$180.0030.6%8.8%47.0%19.2%35.1%4.7%1.1%-379.8K-3.1M-107.5K4.3256.82N/AN/A19822,9236,791
2024-08-15$174.60$180.0028.2%8.1%48.6%12.6%27.4%3.8%2.0%24.9K-12.6M-105.3K1.0756.32N/AN/A54582,9246,712
2024-08-16$175.65$180.0028.0%8.0%48.5%11.9%28.7%3.8%1.8%110.2K-14.8M-102.6K2.8456.61N/AN/A681932,9186,690
2024-08-19$173.72$180.0027.1%7.8%48.6%9.1%28.8%3.9%2.2%15.8K-7.7M-104.2K4.8463.03N/AN/A251212,0722,974
2024-08-20$174.35$180.0027.7%7.9%48.6%10.9%26.9%3.9%2.3%-27.3K-7.7M-104.8K1.1263.38N/AN/A33372,0643,070
2024-08-21$176.76$180.0028.1%8.1%48.8%12.3%29.2%3.9%2.0%29.9K-9.6M-105.4K1.4061.70N/AN/A53742,0823,079
2024-08-22$173.24$180.0028.4%8.1%48.9%13.0%28.8%4.2%2.3%-44.7K-7.0M-107.8K1.1761.76N/AN/A30352,1303,142
2024-08-23$180.44$180.0026.6%7.6%50.5%7.7%26.7%3.8%2.9%124.1K-12.6M-105.9K5.3363.35N/AN/A271442,1393,162
2024-08-26$183.21$180.0026.8%7.7%50.8%8.4%28.9%3.9%2.5%190.0K-14.9M-103.1K1.0163.39N/AN/A71722,1583,177
2024-08-27$179.88$180.0027.2%7.8%51.2%9.5%27.8%4.2%2.4%132.2K-12.4M-104.4K1.5862.36N/AN/A26412,1893,208
2024-08-28$178.22$180.0028.0%8.0%42.5%12.0%28.9%3.9%2.2%75.5K-11.0M-101.6K6.7664.08N/AN/A211422,1993,224
2024-08-29$178.99$180.0027.2%7.8%38.0%9.5%26.5%3.8%2.5%38.4K-10.8M-106.0K0.4163.28N/AN/A66272,2043,363
2024-08-30$177.37$180.0026.7%7.6%30.4%8.0%27.4%3.5%2.9%35.0K-10.1M-100.5K27.5067.84N/AN/A2552,2363,360