AN Options History — November 2024

In November 2024, AN traded between $156.00 and $179.56. ATM implied volatility averaged 33.0%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 3.3% (HV 20d: 36.3%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.65.

Notable Days

  • 2024-11-06: Highest Volume — 410 contracts
  • 2024-11-11: Largest IV spike — 22.9% change
  • 2024-11-04: Highest IV Rank — 57.2%
  • 2024-11-01: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$168.23$156.00$179.56$156.00$179.56
Max Pain$161.00$160.00$165.00$165.00$165.00
ATM IV33.0%27.6%43.7%38.7%27.9%
Expected Move9.0%7.9%11.1%11.1%8.0%
HV 20d36.3%30.5%39.7%32.5%30.5%
HV 60d32.4%31.1%33.5%31.1%32.2%
IV Rank26.4%10.6%57.2%42.8%11.6%
IV Percentile39.3%10.3%94.8%76.6%11.9%
Term Structure-0.7%-4.1%0.7%-4.1%0.7%
VWIV31.6%28.2%38.7%38.7%28.7%
Skew 25d3.4%1.6%4.7%3.3%2.7%
Skew 10d8.1%6.7%14.7%6.8%6.8%
Call IV 25d29.8%26.6%37.1%37.1%26.6%
Put IV 25d33.2%29.0%40.4%40.4%29.2%
Bid-Ask Spread %59.8648.0470.9256.8070.92
Gamma HHI0.100.080.110.090.11
Net GEX103.8K-436.8K651.7K-436.8K651.7K
Net DEX-6.5M-17.7M6.2M6.2M-17.7M
Net VEX-80.2K-93.2K-69.1K-88.9K-69.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.650.144.781.272.00
Total Volume154.551541027515
Total OI6,900.85,5358,1777,3065,942

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$156.00$165.0038.7%11.1%32.5%42.8%38.7%3.3%-4.1%-436.8K6.2M-88.9K1.2756.80N/AN/A1211542,8994,407
2024-11-04$159.85$160.0043.7%10.4%32.3%57.2%35.6%4.7%-1.7%-297.0K2.4M-93.2K2.9657.26N/AN/A952812,9334,495
2024-11-05$160.30$160.0043.3%10.2%32.3%56.1%35.5%4.3%-1.6%-323.6K1.9M-91.2K4.6448.04N/AN/A221022,9844,613
2024-11-06$169.49$160.0034.4%9.0%38.0%30.3%32.4%3.9%-0.5%259.4K-9.2M-84.7K2.0451.93N/AN/A1352752,9874,666
2024-11-07$166.24$160.0033.0%8.8%38.7%26.3%31.4%2.6%-0.0%-21.0K-5.2M-85.1K4.7861.77N/AN/A401912,9424,794
2024-11-08$165.00$160.0030.0%8.7%38.7%17.6%31.6%3.2%-0.3%-225.6K-2.8M-86.4K0.9360.03N/AN/A43402,9614,927
2024-11-11$168.61$160.0036.8%9.0%39.1%37.4%29.2%3.7%-0.9%29.8K-6.9M-83.6K0.2458.64N/AN/A205492,9534,927
2024-11-12$165.39$160.0037.9%9.2%39.7%40.4%34.6%3.6%-1.1%-147.1K-3.6M-81.6K3.2954.51N/AN/A17563,1394,948
2024-11-13$166.90$160.0031.2%9.0%39.1%21.2%30.9%3.3%-0.7%-52.4K-5.5M-80.2K2.9058.19N/AN/A10293,1404,991
2024-11-14$167.01$160.0031.3%9.0%38.9%21.4%31.3%4.7%-0.9%-32.0K-5.5M-78.6K1.1263.82N/AN/A69773,1384,993
2024-11-15$165.25$160.0032.0%9.2%39.1%23.4%30.9%4.0%-1.1%-213.6K-4.0M-79.7K2.2959.88N/AN/A31713,1715,006
2024-11-18$165.08$160.0031.0%8.9%38.3%20.6%29.5%3.6%-0.6%76.6K-3.4M-76.6K0.1460.91N/AN/A119172,3143,221
2024-11-19$164.92$160.0031.4%9.0%37.9%21.7%30.6%3.7%-0.7%120.1K-3.4M-79.2K1.3961.11N/AN/A56782,4213,236
2024-11-20$164.67$160.0032.1%9.2%37.9%23.8%31.4%3.8%-0.9%116.3K-3.2M-77.0K0.2558.02N/AN/A3282,4333,237
2024-11-21$170.19$160.0031.0%8.9%39.4%20.4%32.9%3.2%-0.5%306.0K-8.3M-75.5K0.3963.58N/AN/A122482,4463,237
2024-11-22$172.38$160.0030.2%8.6%33.1%18.1%30.6%3.1%0.1%408.1K-10.4M-77.3K0.6258.02N/AN/A136842,5383,268
2024-11-25$179.45$160.0028.8%8.3%34.5%14.1%29.0%3.0%0.4%624.7K-17.1M-73.0K0.9264.33N/AN/A89822,5483,293
2024-11-26$178.97$165.0028.4%8.1%33.6%13.0%28.2%1.6%0.6%596.3K-16.8M-71.5K0.6564.06N/AN/A23152,5683,350
2024-11-27$179.28$165.0027.6%7.9%33.0%10.6%28.2%2.4%0.7%636.7K-17.2M-71.7K0.2665.41N/AN/A43112,6033,347
2024-11-29$179.56$165.0027.9%8.0%30.5%11.6%28.7%2.7%0.7%651.7K-17.7M-69.1K2.0070.92N/AN/A5102,5983,344