AN Options History — October 2024 In October 2024, AN traded between $154.69 and $177.95. ATM implied volatility averaged 39.5%, placing in the 45.1% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 9.9% (HV 20d: 29.7%). Max pain ranged from $165.00 to $170.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 2.90.
Notable Days 2024-10-24 : Highest Volume — 1,321 contracts2024-10-25 : Largest IV drop — 16.9% change2024-10-23 : Highest IV Rank — 61.2%2024-10-23 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $164.99 $154.69 $177.95 $177.95 $155.50 Max Pain $168.48 $165.00 $170.00 $165.00 $165.00 ATM IV 39.5% 33.4% 45.1% 33.4% 40.2% Expected Move 11.6% 9.6% 12.9% 9.6% 11.5% HV 20d 29.7% 25.2% 33.1% 30.5% 32.9% HV 60d 36.0% 31.0% 39.3% 38.8% 31.6% IV Rank 45.1% 27.4% 61.2% 27.4% 46.9% IV Percentile 78.6% 49.6% 95.6% 49.6% 83.3% Term Structure -4.4% -7.7% 5.5% 5.5% -4.6% VWIV 41.4% 35.1% 46.2% 42.6% 37.0% Skew 25d 5.0% 3.3% 9.0% 3.9% 4.3% Skew 10d 10.2% 7.1% 11.7% 9.6% 7.9% Call IV 25d 37.8% 32.0% 42.5% 32.0% 38.0% Put IV 25d 42.8% 35.9% 47.8% 35.9% 42.3% Bid-Ask Spread % 49.04 20.56 76.62 75.78 50.64 Gamma HHI 0.10 0.07 0.18 0.10 0.08 Net GEX -46.3K -425.1K 445.7K 445.7K -425.1K Net DEX -2.1M -14.7M 6.6M -14.7M 6.5M Net VEX -87.6K -98.2K -80.2K -98.2K -88.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.90 0.13 14.60 14.60 0.55 Total Volume 277.739 41 1,321 78 263 Total OI 6,367.565 4,942 7,223 6,011 7,223
Daily Data (23 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 2024-10-01 $177.95 $165.00 33.4% 9.6% 30.5% 27.4% 42.6% 3.9% 5.5% 445.7K -14.7M -98.2K 14.60 75.78 N/A N/A 5 73 2,585 3,426 2024-10-02 $174.01 $165.00 33.8% 9.7% 30.6% 28.7% 35.1% 4.1% 5.5% 336.4K -10.9M -95.6K 4.73 76.62 N/A N/A 15 71 2,588 3,459 2024-10-03 $169.20 $170.00 35.6% 11.6% 32.0% 33.7% 45.1% 6.5% -4.3% 163.0K -6.1M -97.4K 2.67 44.39 N/A N/A 58 155 2,592 3,518 2024-10-04 $171.37 $170.00 34.4% 11.5% 30.8% 30.3% 39.3% 5.1% -4.7% 191.3K -7.8M -97.9K 2.00 44.17 N/A N/A 17 34 2,581 3,597 2024-10-07 $165.91 $170.00 38.5% 12.1% 33.1% 42.2% 44.7% 5.4% -5.2% -30.9K -2.2M -93.5K 0.94 47.76 N/A N/A 35 33 2,581 3,613 2024-10-08 $164.87 $170.00 35.5% 12.0% 31.3% 33.5% 42.2% 5.1% -5.4% -52.7K -1.0M -90.6K 1.16 50.00 N/A N/A 19 22 2,611 3,626 2024-10-09 $163.50 $170.00 41.0% 11.7% 31.4% 49.3% 41.7% 5.0% -5.6% -108.7K 27.3K -88.7K 1.88 42.90 N/A N/A 157 295 2,619 3,622 2024-10-10 $163.56 $170.00 41.4% 11.9% 31.0% 50.6% 40.6% 4.7% -5.4% -237.2K 306.8K -89.1K 0.77 43.79 N/A N/A 223 171 2,638 3,864 2024-10-11 $164.80 $170.00 39.9% 11.4% 28.9% 46.2% 41.7% 5.2% -5.3% -159.2K -1.2M -88.9K 8.75 54.26 N/A N/A 8 70 2,809 3,884 2024-10-14 $167.41 $170.00 41.6% 11.9% 29.4% 51.1% 41.3% 5.0% -6.3% 82.9K -4.9M -84.3K 0.88 50.26 N/A N/A 59 52 2,815 3,851 2024-10-15 $167.13 $170.00 42.3% 12.1% 29.0% 53.0% 43.3% 5.3% -6.6% 85.4K -4.4M -83.0K 0.13 51.44 N/A N/A 112 15 2,827 3,857 2024-10-16 $170.55 $170.00 41.4% 11.9% 29.8% 50.7% 43.6% 5.2% -6.4% 351.0K -8.8M -83.0K 7.43 44.50 N/A N/A 37 275 2,853 3,858 2024-10-17 $168.37 $170.00 41.6% 11.9% 26.3% 51.2% 46.2% 6.2% -3.5% 152.8K -5.4M -82.8K 2.56 41.08 N/A N/A 63 161 2,854 4,120 2024-10-18 $168.23 $170.00 40.9% 11.7% 25.9% 49.1% 40.6% 5.3% -5.3% 3.4K -5.1M -81.6K 2.54 43.62 N/A N/A 28 71 2,859 4,237 2024-10-21 $164.57 $170.00 43.3% 12.4% 26.5% 56.1% 43.8% 5.1% -6.2% -89.4K -1.1M -80.2K 0.96 43.86 N/A N/A 135 130 2,006 2,936 2024-10-22 $162.25 $170.00 44.2% 12.7% 26.2% 58.6% 44.9% 9.0% -7.4% -159.6K 679.1K -80.5K 6.51 45.99 N/A N/A 45 293 2,099 3,061 2024-10-23 $161.87 $170.00 45.1% 12.9% 25.6% 61.2% 43.4% 5.0% -6.9% -194.5K 999.7K -83.2K 0.38 47.11 N/A N/A 108 41 2,119 3,293 2024-10-24 $163.58 $170.00 44.7% 12.8% 25.2% 60.2% 44.6% 5.3% -7.7% -141.4K -926.6K -82.7K 0.65 20.56 N/A N/A 803 518 2,196 3,308 2024-10-25 $154.69 $165.00 37.2% 10.7% 29.2% 38.3% 37.7% 3.6% -3.2% -358.8K 6.6M -82.2K 2.15 52.96 N/A N/A 326 700 2,796 3,825 2024-10-28 $159.05 $165.00 37.3% 10.7% 31.6% 38.8% 37.9% 3.3% -3.6% -277.4K 2.8M -85.6K 1.71 52.20 N/A N/A 163 279 2,746 4,154 2024-10-29 $156.34 $165.00 37.6% 10.8% 31.8% 39.6% 36.8% 4.0% -3.7% -403.7K 5.7M -87.9K 1.63 54.76 N/A N/A 38 62 2,847 4,311 2024-10-30 $159.99 $165.00 38.0% 10.9% 32.9% 40.8% 37.7% 4.1% -4.0% -238.6K 1.8M -89.1K 1.03 49.30 N/A N/A 74 76 2,866 4,324 2024-10-31 $155.50 $165.00 40.2% 11.5% 32.9% 46.9% 37.0% 4.3% -4.6% -425.1K 6.5M -88.9K 0.55 50.64 N/A N/A 170 93 2,862 4,361
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