AN Options History — December 2024

In December 2024, AN traded between $166.70 and $181.94. ATM implied volatility averaged 29.9%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 6.6% (HV 20d: 23.3%). Max pain ranged from $165.00 to $165.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 2.70.

Notable Days

  • 2024-12-23: Highest Volume — 342 contracts
  • 2024-12-20: Largest IV drop — 13.2% change
  • 2024-12-19: Highest IV Rank — 32.4%
  • 2024-12-19: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$174.04$166.70$181.94$180.34$169.47
Max Pain$165.00$165.00$165.00$165.00$165.00
ATM IV29.9%26.6%35.1%28.6%29.1%
Expected Move8.5%7.6%10.1%8.2%8.4%
HV 20d23.3%18.4%30.5%30.5%19.1%
HV 60d30.2%28.8%31.7%31.7%28.8%
IV Rank17.4%7.9%32.4%13.8%15.1%
IV Percentile24.4%6.0%60.3%16.7%20.2%
Term Structure3.1%-0.6%6.3%-0.1%5.0%
VWIV30.0%26.8%36.0%29.5%28.5%
Skew 25d3.2%1.9%6.9%3.0%2.9%
Skew 10d9.3%-10.3%20.4%7.0%6.9%
Call IV 25d28.4%25.7%32.7%27.4%28.3%
Put IV 25d31.6%28.9%36.4%30.3%31.1%
Bid-Ask Spread %75.0564.8782.0668.6378.70
Gamma HHI0.120.090.250.120.10
Net GEX384.5K115.4K709.5K681.7K115.4K
Net DEX-10.1M-19.4M-1.3M-17.6M-4.9M
Net VEX-55.9K-65.7K-45.7K-65.7K-46.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.700.0014.671.660.67
Total Volume95.286234277100
Total OI5,787.2384,7496,2085,9525,020

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$180.34$165.0028.6%8.2%30.5%13.8%29.5%3.0%-0.1%681.7K-17.6M-65.7K1.6668.63N/AN/A29482,5993,353
2024-12-03$180.67$165.0028.4%8.2%29.9%13.1%28.0%2.6%0.2%700.4K-18.8M-62.8K1.2864.87N/AN/A18232,5993,361
2024-12-04$181.94$165.0029.6%8.5%29.9%16.4%29.4%6.9%-0.6%709.5K-19.4M-65.4K1.7769.37N/AN/A831472,5963,377
2024-12-05$178.02$165.0029.8%8.4%25.2%17.0%31.0%2.2%2.7%502.2K-15.0M-65.6K1.6073.13N/AN/A20322,6593,499
2024-12-06$177.94$165.0028.7%8.2%23.9%14.0%27.7%2.5%3.6%489.7K-14.6M-62.7K1.5773.34N/AN/A14222,6583,505
2024-12-09$177.39$165.0032.3%8.6%23.6%24.1%30.7%3.2%3.1%448.5K-13.5M-63.2K0.1671.58N/AN/A5792,6683,509
2024-12-10$175.66$165.0031.7%8.6%23.1%22.5%29.8%3.1%2.6%460.0K-12.9M-60.5K0.1371.08N/AN/A7192,7033,505
2024-12-11$176.13$165.0029.8%8.5%21.7%17.0%0.0%3.4%2.5%415.8K-12.1M-60.9K0.0078.22N/AN/A202,6583,510
2024-12-12$175.06$165.0028.4%8.2%21.8%13.2%28.5%2.7%3.0%405.3K-12.0M-59.0K3.0074.43N/AN/A9272,6563,510
2024-12-13$171.81$165.0029.7%8.5%23.0%16.9%28.6%3.3%4.2%302.2K-7.6M-58.5K0.1377.45N/AN/A206272,6633,524
2024-12-16$172.51$165.0030.3%8.7%22.6%18.4%33.3%3.6%2.6%313.0K-8.3M-53.2K14.6772.35N/AN/A6882,6083,532
2024-12-17$171.30$165.0031.4%9.0%22.8%21.8%32.4%2.2%3.3%292.6K-6.6M-53.3K6.4377.92N/AN/A7452,6113,549
2024-12-18$166.70$165.0033.3%9.6%25.0%27.3%33.5%5.0%1.5%164.1K-1.3M-52.5K4.5080.52N/AN/A281262,6093,562
2024-12-19$170.42$165.0035.1%10.1%26.2%32.4%36.0%3.7%0.1%302.8K-5.7M-52.1K4.4774.24N/AN/A15672,6063,530
2024-12-20$170.63$165.0030.5%8.7%23.4%19.0%29.9%3.5%4.8%593.8K-7.3M-49.5K4.0575.06N/AN/A19772,6093,511
2024-12-23$170.75$165.0029.6%8.5%22.9%16.4%29.9%3.9%5.3%178.2K-5.1M-45.7K0.8275.95N/AN/A1881541,9882,761
2024-12-24$173.44$165.0027.2%7.8%18.4%9.6%27.4%3.4%5.9%295.3K-8.8M-51.4K1.2582.06N/AN/A8102,1522,815
2024-12-26$173.83$165.0026.6%7.6%18.4%7.9%26.8%2.3%6.3%336.6K-9.6M-48.5K6.0081.47N/AN/A6362,1542,818
2024-12-27$171.54$165.0028.4%8.2%18.8%13.1%27.5%3.2%5.5%241.7K-6.9M-49.8K0.4774.90N/AN/A36172,1572,850
2024-12-30$169.22$165.0029.7%8.5%19.2%16.7%30.8%1.9%4.6%125.3K-4.9M-46.2K2.0380.81N/AN/A38772,1252,853
2024-12-31$169.47$165.0029.1%8.4%19.1%15.1%28.5%2.9%5.0%115.4K-4.9M-46.8K0.6778.70N/AN/A60402,1152,905