C Options History — May 2023 In May 2023, C traded between $44.30 and $47.27. ATM implied volatility averaged 29.2%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 1.3% (HV 20d: 27.9%). Max pain ranged from $46.00 to $47.50. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.84.
Notable Days 2023-05-24 : Highest Volume — 133,911 contracts2023-05-04 : Largest IV spike — 17.9% change2023-05-04 : Highest IV Rank — 46.4%2023-05-04 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $45.72 $44.30 $47.27 $47.27 $44.36 Max Pain $47.36 $46.00 $47.50 $47.50 $46.00 ATM IV 29.2% 25.4% 35.0% 25.4% 29.1% Expected Move 8.5% 7.1% 10.2% 7.1% 8.2% HV 20d 27.9% 23.7% 31.5% 27.4% 26.3% HV 60d 34.7% 33.8% 35.6% 33.9% 35.3% IV Rank 26.8% 14.1% 46.4% 14.1% 26.7% IV Percentile 31.4% 13.1% 63.5% 13.1% 32.1% Term Structure 0.2% -0.9% 2.3% 0.3% -0.9% VWIV 30.3% 25.2% 37.6% 25.2% 28.7% Skew 25d 7.2% 5.4% 10.3% 5.4% 6.2% Skew 10d 14.3% 10.4% 20.1% 10.4% 11.9% Call IV 25d 26.2% 22.7% 31.3% 22.7% 26.0% Put IV 25d 33.4% 28.1% 41.6% 28.1% 32.2% Bid-Ask Spread % 2.07 1.59 3.05 2.04 2.27 Gamma HHI 0.08 0.06 0.10 0.07 0.07 Net GEX -12.6M -28.6M 8.9M -3.2M -22.8M Net DEX 1.21B 704.1M 1.64B 851.0M 1.53B Net VEX -21.2M -22.4M -19.8M -22.2M -19.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.39 1.43 0.93 0.81 Total Volume 75,117.727 39,471 133,911 64,877 76,446 Total OI 2,519,953.636 2,439,261 2,598,403 2,439,261 2,576,473
Daily Data (22 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 2023-05-01 $47.27 $47.50 25.4% 7.1% 27.4% 14.1% 25.2% 5.4% 0.3% -3.2M 851.0M -22.2M 0.93 2.04 33,636 31,241 1,158,617 1,280,644 2023-05-02 $46.13 $47.50 29.3% 8.6% 28.8% 27.2% 30.8% 6.7% 0.3% -13.8M 1.24B -22.0M 0.86 2.81 62,043 53,596 1,167,047 1,289,771 2023-05-03 $45.80 $47.50 29.7% 8.7% 28.0% 28.5% 31.4% 7.4% 0.2% -15.7M 1.34B -22.0M 1.17 2.32 33,923 39,780 1,192,243 1,306,002 2023-05-04 $44.80 $47.50 35.0% 10.2% 29.1% 46.4% 37.6% 10.3% -0.1% -23.3M 1.55B -21.3M 0.91 3.05 66,453 60,506 1,198,411 1,298,116 2023-05-05 $46.33 $47.50 30.2% 8.9% 31.5% 30.4% 31.4% 8.1% 0.2% -9.7M 1.01B -22.4M 0.80 2.16 36,557 29,245 1,231,172 1,309,003 2023-05-08 $46.30 $47.50 30.1% 8.9% 31.2% 29.8% 33.7% 8.0% 0.8% -7.8M 1.05B -22.2M 0.75 1.89 23,790 17,915 1,201,479 1,283,184 2023-05-09 $46.59 $47.50 28.8% 8.9% 30.7% 25.5% 31.2% 7.9% 2.3% -3.7M 960.1M -22.3M 1.43 1.72 19,171 27,498 1,211,617 1,292,924 2023-05-10 $46.39 $47.50 29.6% 8.7% 30.6% 28.3% 32.4% 7.6% 0.7% -7.3M 1.01B -21.8M 0.89 2.24 20,909 18,562 1,214,289 1,297,526 2023-05-11 $46.02 $47.50 29.9% 8.7% 30.4% 29.1% 30.4% 7.8% 0.7% -9.6M 1.11B -21.7M 0.55 1.84 63,334 35,031 1,219,097 1,291,387 2023-05-12 $45.31 $47.50 30.8% 9.0% 23.7% 32.4% 31.2% 7.8% 0.9% -20.2M 1.38B -21.0M 0.58 1.85 39,661 22,888 1,237,314 1,309,061 2023-05-15 $46.00 $47.50 28.5% 8.2% 24.7% 24.5% 28.6% 7.1% -0.5% -9.4M 1.12B -21.2M 0.74 1.59 29,464 21,893 1,226,848 1,286,353 2023-05-16 $45.39 $47.50 29.8% 8.6% 23.8% 28.7% 28.8% 7.1% -0.3% -16.4M 1.33B -20.7M 0.67 1.67 29,733 20,012 1,234,057 1,289,320 2023-05-17 $47.02 $47.50 26.1% 7.5% 27.7% 16.6% 26.1% 6.7% 0.3% 8.9M 704.1M -21.7M 0.39 2.00 60,720 23,762 1,247,679 1,295,682 2023-05-18 $46.39 $47.50 27.7% 8.0% 27.4% 21.9% 29.1% 6.2% -0.1% -851.3K 942.3M -21.0M 0.72 1.67 39,148 28,041 1,254,252 1,302,823 2023-05-19 $45.75 $47.50 27.9% 8.0% 27.6% 22.6% 29.3% 7.6% -0.3% -10.6M 1.26B -20.7M 0.80 1.67 35,628 28,424 1,263,783 1,311,042 2023-05-22 $45.77 $47.50 27.6% 8.0% 27.6% 21.3% 27.9% 6.9% 0.3% -10.7M 1.14B -20.6M 1.13 1.81 29,426 33,104 1,195,288 1,244,575 2023-05-23 $46.05 $47.50 28.4% 8.3% 27.0% 24.4% 28.3% 7.3% 0.2% -7.9M 1.05B -21.1M 1.05 2.30 33,488 35,099 1,210,147 1,266,939 2023-05-24 $44.58 $47.50 31.2% 9.4% 27.6% 33.5% 33.3% 7.1% 0.0% -23.3M 1.52B -20.2M 1.04 2.21 65,574 68,337 1,226,468 1,289,837 2023-05-25 $44.30 $47.50 30.6% 8.7% 27.4% 31.5% 29.7% 6.6% 0.3% -28.6M 1.64B -20.0M 0.43 2.37 88,893 37,925 1,255,144 1,318,964 2023-05-26 $44.59 $47.00 28.0% 8.3% 27.6% 22.7% 29.2% 6.1% 0.5% -22.5M 1.55B -20.2M 0.61 2.12 47,468 28,793 1,271,347 1,327,056 2023-05-30 $44.70 $46.50 28.2% 8.4% 27.4% 23.4% 31.4% 6.3% -0.8% -19.0M 1.47B -19.9M 1.13 1.91 26,102 29,371 1,253,702 1,302,297 2023-05-31 $44.36 $46.00 29.1% 8.2% 26.3% 26.7% 28.7% 6.2% -0.9% -22.8M 1.53B -19.8M 0.81 2.27 42,225 34,221 1,265,587 1,310,886
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