C Options History — April 2022

Name: C Options Analytics - April 2022
Creator: Options Analysis Suite

In April 2022, C traded between $48.30 and $53.04. ATM implied volatility averaged 33.4%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 8.2% (HV 20d: 25.2%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.78.

Notable Days

2022-04-01: Highest Volume — 262,161 contracts
2022-04-04: Largest IV drop — 13.6% change
2022-04-29: Highest IV Rank — 60.7%
2022-04-29: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.12	$48.30	$53.04	$52.25	$48.30
Max Pain	$55.88	$55.00	$60.00	$60.00	$55.00
ATM IV	33.4%	28.1%	37.9%	36.3%	37.9%
Expected Move	9.5%	8.0%	10.9%	9.1%	10.9%
HV 20d	25.2%	21.8%	28.4%	27.5%	24.7%
HV 60d	29.5%	28.7%	30.5%	30.5%	29.4%
IV Rank	44.2%	24.7%	60.7%	55.1%	60.7%
IV Percentile	86.2%	56.7%	95.2%	95.2%	95.2%
Term Structure	-1.0%	-11.0%	1.1%	-11.0%	-0.8%
VWIV	32.7%	27.9%	38.0%	30.5%	38.0%
Skew 25d	6.5%	4.7%	9.4%	7.7%	9.4%
Skew 10d	12.9%	8.4%	19.3%	13.4%	19.3%
Call IV 25d	31.2%	26.7%	34.4%	30.8%	34.0%
Put IV 25d	37.8%	31.5%	43.5%	38.5%	43.5%
Bid-Ask Spread %	2.89	1.85	4.81	3.25	2.65
Gamma HHI	0.10	0.09	0.11	0.11	0.09
Net GEX	-49.7M	-59.9M	-33.9M	-59.9M	-49.2M
Net DEX	4.00B	3.20B	4.48B	4.11B	4.38B
Net VEX	-25.2M	-27.7M	-23.6M	-23.9M	-23.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.39	1.00	0.95	0.73
Total Volume	138,836.5	64,262	262,161	262,161	127,122
Total OI	2,874,948.25	2,713,851	3,084,192	2,717,153	2,906,134

Daily Data (20 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 Vol	Put Vol	Call OI	Put OI
2022-04-01	$52.25	$60.00	36.3%	9.1%	27.5%	55.1%	30.5%	7.7%	-11.0%	-59.9M	4.11B	-23.9M	0.95	3.25	134,779	127,382	1,189,307	1,527,846
2022-04-04	$52.72	$57.50	31.4%	8.7%	27.6%	36.9%	29.9%	5.2%	-0.7%	-58.2M	3.89B	-24.3M	0.58	4.81	78,956	45,591	1,200,940	1,524,373
2022-04-05	$51.55	$55.00	33.4%	9.1%	28.4%	44.1%	31.6%	6.7%	-1.1%	-56.3M	4.22B	-24.0M	0.81	3.06	69,543	56,347	1,266,771	1,568,306
2022-04-06	$50.59	$57.50	34.4%	9.8%	26.6%	47.9%	33.0%	7.8%	-0.9%	-58.1M	4.32B	-23.6M	0.80	2.25	126,319	100,809	1,268,521	1,565,272
2022-04-07	$50.22	$57.50	35.4%	9.8%	25.3%	51.8%	34.9%	7.5%	-1.3%	-58.1M	4.38B	-24.2M	0.71	2.29	97,703	69,857	1,314,932	1,590,612
2022-04-08	$50.93	$57.50	34.8%	9.9%	25.9%	49.3%	34.6%	7.1%	-1.1%	-47.2M	4.16B	-25.0M	0.66	1.96	108,069	71,571	1,349,338	1,621,745
2022-04-11	$50.51	$55.00	36.3%	10.3%	26.0%	54.8%	36.3%	7.2%	0.1%	-51.6M	4.27B	-25.1M	0.94	4.10	67,842	63,942	1,341,624	1,641,648
2022-04-12	$50.26	$55.00	36.7%	10.3%	24.6%	56.3%	35.5%	7.1%	-0.7%	-52.0M	4.30B	-25.1M	0.69	2.52	61,987	42,558	1,356,066	1,648,679
2022-04-13	$50.12	$57.50	32.8%	9.2%	21.8%	42.2%	32.7%	5.7%	-0.5%	-56.3M	4.48B	-24.2M	1.00	1.85	69,680	69,353	1,375,325	1,663,475
2022-04-14	$51.07	$55.00	29.7%	8.8%	22.9%	30.8%	29.5%	4.7%	1.1%	-48.4M	4.23B	-25.1M	0.63	2.11	124,266	77,878	1,392,683	1,691,509
2022-04-18	$52.23	$55.00	31.2%	8.9%	24.7%	36.3%	30.5%	5.2%	-0.1%	-40.4M	3.36B	-26.8M	0.39	2.89	152,642	59,978	1,163,512	1,550,339
2022-04-19	$52.97	$55.00	28.6%	8.2%	25.4%	26.7%	29.2%	5.2%	0.1%	-36.5M	3.20B	-27.7M	0.73	2.67	65,112	47,825	1,219,616	1,584,160
2022-04-20	$53.04	$55.00	28.1%	8.0%	24.8%	24.7%	27.9%	4.8%	-0.1%	-33.9M	3.20B	-27.6M	0.82	2.71	65,202	53,244	1,241,014	1,600,882
2022-04-21	$52.72	$55.00	29.3%	8.4%	24.4%	29.4%	29.1%	5.0%	-0.2%	-37.1M	3.30B	-27.2M	0.99	2.65	43,317	42,926	1,252,808	1,617,548
2022-04-22	$51.57	$55.00	31.6%	9.1%	25.2%	37.9%	32.4%	5.7%	0.2%	-47.5M	3.84B	-26.7M	0.92	3.25	57,858	53,341	1,259,320	1,633,023
2022-04-25	$51.13	$55.00	33.3%	9.6%	25.0%	43.8%	34.4%	7.0%	-0.6%	-49.6M	3.88B	-26.0M	0.80	3.58	59,937	47,666	1,203,415	1,595,610
2022-04-26	$50.50	$55.00	36.9%	10.7%	24.9%	57.0%	36.0%	7.6%	-1.2%	-48.7M	3.99B	-25.6M	1.00	3.28	32,141	32,121	1,226,836	1,612,958
2022-04-27	$49.72	$55.00	35.9%	10.6%	24.5%	53.5%	36.5%	7.3%	-0.9%	-52.0M	4.24B	-24.2M	0.69	3.10	38,432	26,583	1,233,834	1,622,769
2022-04-28	$49.96	$55.00	33.6%	9.7%	23.3%	45.1%	32.6%	7.2%	-0.7%	-53.1M	4.23B	-24.4M	0.85	2.78	57,730	49,121	1,245,874	1,630,341
2022-04-29	$48.30	$55.00	37.9%	10.9%	24.7%	60.7%	38.0%	9.4%	-0.8%	-49.2M	4.38B	-23.9M	0.73	2.65	73,293	53,829	1,260,776	1,645,358