C Options History — October 2022

In October 2022, C traded between $40.55 and $46.10. ATM implied volatility averaged 40.2%, placing in the 65.7% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 6.2% (HV 20d: 34.0%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.88.

Notable Days

2022-10-13: Highest Volume — 237,722 contracts
2022-10-14: Largest IV drop — 13.1% change
2022-10-11: Highest IV Rank — 100.0%
2022-10-12: Largest Expected Move — 14.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.65	$40.55	$46.10	$42.60	$46.03
Max Pain	$46.19	$45.00	$50.00	$50.00	$45.00
ATM IV	40.2%	30.9%	51.0%	43.8%	30.9%
Expected Move	11.6%	9.3%	14.4%	13.0%	9.3%
HV 20d	34.0%	29.4%	36.8%	30.7%	32.1%
HV 60d	31.1%	26.5%	39.1%	38.2%	29.4%
IV Rank	65.7%	30.3%	100.0%	82.4%	30.3%
IV Percentile	78.9%	41.3%	100.0%	96.4%	41.3%
Term Structure	-0.8%	-2.7%	0.6%	-0.7%	0.6%
VWIV	40.9%	33.0%	49.6%	46.5%	34.5%
Skew 25d	7.2%	4.5%	9.5%	8.5%	4.5%
Skew 10d	12.9%	8.8%	16.9%	15.1%	8.9%
Call IV 25d	37.3%	29.5%	47.4%	40.4%	29.5%
Put IV 25d	44.4%	34.1%	55.6%	48.9%	34.1%
Bid-Ask Spread %	3.08	1.84	5.95	3.55	4.63
Gamma HHI	0.08	0.06	0.13	0.08	0.09
Net GEX	-17.0M	-39.5M	16.7M	-30.8M	2.6M
Net DEX	3.10B	2.12B	3.89B	3.58B	2.24B
Net VEX	-22.5M	-23.8M	-19.9M	-21.1M	-23.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.88	0.33	1.65	0.91	1.65
Total Volume	110,248.333	52,135	237,722	114,261	52,135
Total OI	3,272,508.238	3,073,799	3,489,980	3,126,345	3,098,471

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
2022-10-03	$42.60	$50.00	43.8%	13.0%	30.7%	82.4%	46.5%	8.5%	-0.7%	-30.8M	3.58B	-21.1M	0.91	3.55	59,790	54,471	1,471,418	1,654,927
2022-10-04	$44.25	$50.00	42.3%	12.3%	34.5%	77.0%	43.8%	8.1%	-1.5%	-23.5M	3.18B	-23.2M	0.78	2.25	68,621	53,342	1,492,301	1,675,601
2022-10-05	$43.95	$50.00	43.4%	13.0%	34.1%	80.9%	49.6%	8.1%	-1.4%	-24.8M	3.28B	-23.0M	0.95	2.90	57,546	54,719	1,507,828	1,697,273
2022-10-06	$43.01	$47.50	45.4%	12.4%	33.2%	88.4%	44.9%	9.5%	-2.1%	-28.9M	3.46B	-22.3M	1.04	2.95	58,122	60,267	1,537,046	1,715,433
2022-10-07	$42.14	$47.50	45.8%	12.4%	31.5%	89.7%	45.1%	8.3%	-1.5%	-39.5M	3.68B	-21.3M	1.12	2.75	59,784	66,729	1,558,886	1,737,422
2022-10-10	$41.72	$47.50	46.5%	12.7%	31.3%	92.3%	45.9%	8.8%	-1.2%	-29.1M	3.69B	-21.2M	1.64	2.82	42,823	70,072	1,555,949	1,721,534
2022-10-11	$40.55	$47.50	48.7%	13.6%	29.4%	100.0%	44.1%	8.1%	-0.4%	-31.1M	3.89B	-19.9M	0.33	3.17	110,393	36,447	1,569,255	1,750,199
2022-10-12	$41.03	$45.00	51.0%	14.4%	30.3%	100.0%	46.1%	8.2%	-0.5%	-25.9M	3.67B	-21.3M	0.36	2.41	112,514	40,948	1,598,586	1,763,378
2022-10-13	$43.05	$45.00	48.7%	13.6%	36.3%	92.3%	46.3%	7.4%	-1.7%	-19.1M	3.15B	-23.6M	0.67	5.95	142,225	95,497	1,623,230	1,773,948
2022-10-14	$43.23	$45.00	42.3%	12.1%	36.4%	70.8%	43.0%	6.6%	-0.4%	-17.3M	3.25B	-22.8M	0.75	2.35	103,192	76,951	1,668,460	1,821,520
2022-10-17	$43.68	$45.00	39.4%	11.3%	36.7%	60.9%	39.5%	7.3%	-2.7%	-22.8M	3.21B	-23.0M	0.92	1.96	47,661	43,693	1,609,405	1,769,167
2022-10-18	$44.12	$45.00	37.1%	10.6%	36.8%	53.4%	39.4%	7.6%	0.1%	-19.9M	3.11B	-22.9M	0.97	3.01	47,625	46,159	1,623,949	1,784,785
2022-10-19	$43.21	$45.00	39.8%	11.4%	36.8%	62.1%	39.4%	7.1%	-2.4%	-26.5M	3.41B	-22.1M	1.01	3.72	28,703	28,932	1,633,964	1,802,967
2022-10-20	$42.91	$45.00	37.6%	10.9%	36.7%	55.0%	38.2%	7.1%	-2.0%	-29.4M	3.47B	-21.5M	1.11	2.24	43,400	48,362	1,642,328	1,801,765
2022-10-21	$44.28	$45.00	36.0%	10.4%	36.3%	49.6%	37.0%	7.1%	-0.2%	-5.7M	3.09B	-22.9M	0.55	1.84	73,375	40,550	1,649,034	1,819,641
2022-10-24	$44.44	$45.00	35.6%	10.5%	35.2%	48.3%	36.3%	6.3%	-0.0%	-8.5M	2.62B	-22.7M	0.42	3.15	53,886	22,862	1,461,212	1,612,587
2022-10-25	$45.37	$45.00	33.6%	10.0%	35.4%	41.4%	35.6%	6.1%	0.3%	35.8K	2.36B	-23.6M	0.49	2.47	51,636	25,339	1,482,234	1,622,544
2022-10-26	$45.55	$45.00	32.3%	9.9%	34.6%	37.2%	35.1%	5.6%	0.1%	3.0M	2.32B	-23.5M	1.31	3.57	36,003	47,212	1,492,524	1,627,950
2022-10-27	$45.46	$45.00	32.8%	9.7%	33.1%	37.8%	34.8%	5.1%	0.3%	2.8M	2.36B	-23.4M	0.92	3.41	32,932	30,280	1,499,401	1,638,529
2022-10-28	$46.10	$45.00	31.0%	9.4%	32.5%	30.7%	33.0%	4.7%	0.2%	16.7M	2.12B	-23.8M	0.67	3.63	53,974	36,043	1,504,095	1,651,927
2022-10-31	$46.03	$45.00	30.9%	9.3%	32.1%	30.3%	34.5%	4.5%	0.6%	2.6M	2.24B	-23.3M	1.65	4.63	19,670	32,465	1,481,943	1,616,528