C Options History — May 2022 In May 2022, C traded between $46.35 and $54.12. ATM implied volatility averaged 37.6%, placing in the 59.9% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded below realized volatility by 2.2% (HV 20d: 39.8%). Max pain ranged from $55.00 to $57.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.74.
Notable Days 2022-05-02 : Highest Volume — 244,323 contracts2022-05-05 : Largest IV spike — 14.8% change2022-05-12 : Highest IV Rank — 81.7%2022-05-10 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $50.52 $46.35 $54.12 $48.58 $53.63 Max Pain $56.67 $55.00 $57.50 $55.00 $55.00 ATM IV 37.6% 31.8% 43.6% 38.1% 32.9% Expected Move 11.0% 9.2% 12.4% 11.7% 9.7% HV 20d 39.8% 23.8% 52.0% 23.8% 50.4% HV 60d 34.2% 29.4% 38.5% 29.4% 35.9% IV Rank 59.9% 38.5% 81.7% 61.7% 42.6% IV Percentile 91.4% 76.2% 98.4% 95.2% 81.0% Term Structure -0.0% -2.5% 1.6% -0.0% -0.7% VWIV 38.5% 31.9% 43.3% 41.9% 34.9% Skew 25d 7.4% 5.3% 10.0% 9.4% 5.9% Skew 10d 15.6% 11.5% 21.1% 19.0% 12.1% Call IV 25d 35.1% 29.8% 39.8% 34.6% 31.3% Put IV 25d 42.5% 35.9% 49.8% 44.0% 37.2% Bid-Ask Spread % 2.74 1.68 4.03 4.03 3.18 Gamma HHI 0.09 0.07 0.10 0.09 0.08 Net GEX -27.3M -44.9M 8.5M -44.9M -4.9M Net DEX 2.92B 1.05B 4.24B 3.98B 1.51B Net VEX -27.6M -31.3M -23.4M -24.4M -30.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.36 1.41 0.45 0.69 Total Volume 139,072.143 80,433 244,323 244,323 91,440 Total OI 3,076,401.095 2,853,635 3,323,346 2,853,635 3,082,674
Daily Data (21 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 2022-05-02 $48.58 $55.00 38.1% 11.7% 23.8% 61.7% 41.9% 9.4% -0.0% -44.9M 3.98B -24.4M 0.45 4.03 167,936 76,387 1,260,419 1,593,216 2022-05-03 $50.12 $55.00 36.0% 10.9% 26.5% 54.0% 39.7% 7.7% -0.1% -37.9M 3.45B -26.7M 0.92 2.97 54,673 50,396 1,336,725 1,617,186 2022-05-04 $52.19 $55.00 32.5% 9.6% 29.5% 41.0% 33.2% 6.0% 0.3% -28.6M 2.83B -28.5M 0.70 3.72 50,690 35,636 1,351,679 1,629,789 2022-05-05 $51.12 $57.50 37.3% 11.1% 29.7% 58.6% 36.7% 7.5% -0.1% -30.8M 3.07B -28.5M 0.87 1.97 43,057 37,376 1,369,492 1,640,205 2022-05-06 $51.61 $57.50 35.6% 10.4% 29.7% 52.3% 39.0% 6.4% 0.1% -28.1M 2.85B -29.1M 1.01 2.37 63,056 63,853 1,380,138 1,652,934 2022-05-09 $50.02 $57.50 40.4% 11.7% 31.4% 70.1% 41.1% 8.4% 0.2% -39.5M 3.41B -27.2M 1.10 2.46 51,375 56,722 1,365,187 1,648,579 2022-05-10 $48.50 $57.50 42.4% 12.4% 33.1% 77.5% 40.1% 9.2% 0.7% -43.6M 3.83B -25.4M 0.59 2.62 67,102 39,919 1,371,055 1,649,941 2022-05-11 $47.74 $57.50 41.3% 12.1% 33.4% 73.1% 40.9% 9.7% 0.9% -42.3M 3.97B -24.8M 0.75 1.88 59,585 44,607 1,400,097 1,652,081 2022-05-12 $46.35 $57.50 43.6% 12.2% 34.8% 81.7% 43.3% 10.0% -1.4% -42.0M 4.24B -23.4M 0.87 2.97 75,545 65,788 1,433,757 1,663,903 2022-05-13 $47.74 $57.50 38.6% 11.3% 35.9% 63.4% 40.4% 7.9% 1.5% -44.0M 3.97B -24.8M 0.81 1.68 53,496 43,192 1,464,479 1,674,194 2022-05-16 $47.34 $57.50 38.2% 10.9% 34.6% 61.9% 36.9% 8.1% -0.1% -42.9M 4.10B -23.5M 0.71 2.11 54,080 38,334 1,451,595 1,657,511 2022-05-17 $51.14 $57.50 37.2% 10.7% 44.9% 58.3% 37.3% 5.3% -2.5% -25.7M 2.76B -27.9M 0.55 2.94 144,206 79,876 1,469,706 1,654,758 2022-05-18 $49.17 $57.50 40.5% 11.6% 46.8% 70.4% 41.2% 8.2% -0.1% -38.2M 3.44B -26.1M 0.83 2.90 107,243 89,219 1,499,732 1,674,799 2022-05-19 $49.98 $57.50 39.2% 11.3% 47.4% 65.6% 41.0% 7.6% -0.5% -35.3M 3.20B -27.7M 0.94 2.62 99,868 94,365 1,545,811 1,710,001 2022-05-20 $49.63 $57.50 38.9% 11.2% 46.8% 64.4% 40.3% 7.6% -0.6% -26.2M 3.23B -27.8M 1.41 2.34 62,160 87,701 1,578,373 1,744,973 2022-05-23 $52.84 $57.50 37.6% 11.1% 52.0% 59.6% 38.4% 6.0% 0.0% -12.5M 1.69B -30.6M 0.47 2.48 148,331 69,771 1,375,514 1,616,722 2022-05-24 $52.82 $57.50 37.4% 11.1% 51.8% 59.1% 38.9% 6.7% -0.1% -7.3M 1.66B -30.7M 0.61 3.92 78,717 48,277 1,431,282 1,630,348 2022-05-25 $52.78 $55.00 36.3% 10.8% 51.4% 55.0% 37.8% 6.1% 0.2% -3.4M 1.66B -30.5M 0.47 2.74 80,241 37,801 1,451,623 1,639,205 2022-05-26 $54.12 $55.00 34.4% 10.1% 52.0% 48.0% 34.8% 5.6% 1.6% 8.5M 1.05B -31.3M 0.36 3.13 106,617 38,701 1,471,694 1,646,951 2022-05-27 $53.56 $55.00 31.8% 9.2% 50.4% 38.5% 31.9% 6.1% 0.6% -3.8M 1.40B -30.3M 0.43 2.47 114,243 48,933 1,457,974 1,658,121 2022-05-31 $53.63 $55.00 32.9% 9.7% 50.4% 42.6% 34.9% 5.9% -0.7% -4.9M 1.51B -30.0M 0.69 3.18 54,103 37,337 1,439,140 1,643,534
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