C Options History — August 2023 In August 2023, C traded between $41.02 and $47.00. ATM implied volatility averaged 24.2%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 7.1% (HV 20d: 17.1%). Max pain ranged from $42.50 to $48.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 1.45.
Notable Days 2023-08-23 : Highest Volume — 255,723 contracts2023-08-15 : Largest IV spike — 13.8% change2023-08-22 : Highest IV Rank — 24.7%2023-08-22 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.31 $41.02 $47.00 $47.00 $41.25 Max Pain $45.70 $42.50 $48.00 $48.00 $42.50 ATM IV 24.2% 20.3% 27.7% 20.3% 22.4% Expected Move 6.9% 5.6% 7.9% 5.6% 6.2% HV 20d 17.1% 12.8% 24.7% 24.2% 14.7% HV 60d 21.0% 18.6% 22.9% 22.9% 18.6% IV Rank 13.4% 0.6% 24.7% 0.6% 7.4% IV Percentile 19.1% 0.8% 42.5% 0.8% 6.0% Term Structure 0.1% -0.7% 0.9% -0.1% 0.5% VWIV 23.4% 19.9% 26.3% 19.9% 23.1% Skew 25d 3.9% 1.3% 5.0% 1.3% 3.4% Skew 10d 7.6% 2.5% 9.9% 2.5% 5.6% Call IV 25d 22.8% 20.3% 25.8% 20.3% 20.9% Put IV 25d 26.7% 21.6% 30.6% 21.6% 24.3% Bid-Ask Spread % 2.08 1.52 4.69 2.45 1.99 Gamma HHI 0.08 0.07 0.12 0.08 0.08 Net GEX -24.4M -42.6M -11.3M -16.2M -25.2M Net DEX 1.54B 1.17B 1.80B 1.19B 1.60B Net VEX -18.8M -21.0M -17.0M -20.7M -17.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.45 0.27 4.93 0.88 1.68 Total Volume 143,437.826 75,166 255,723 75,166 148,712 Total OI 2,632,107.826 2,492,272 2,750,086 2,529,747 2,750,086
Daily Data (23 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 2023-08-01 $47.00 $48.00 20.3% 5.6% 24.2% 0.6% 19.9% 1.3% -0.1% -16.2M 1.19B -20.7M 0.88 2.45 39,900 35,266 1,233,158 1,296,589 2023-08-02 $46.34 $48.00 22.8% 6.2% 24.7% 8.6% 22.2% 2.7% -0.3% -30.4M 1.51B -20.4M 0.47 2.38 74,295 35,101 1,253,314 1,319,231 2023-08-03 $46.22 $47.50 22.8% 6.6% 22.2% 8.9% 22.6% 2.9% -0.2% -42.6M 1.50B -20.6M 0.27 1.52 79,082 21,026 1,260,928 1,328,354 2023-08-04 $45.61 $47.50 23.3% 6.8% 22.4% 10.2% 23.1% 3.7% -0.3% -27.9M 1.58B -21.0M 0.69 1.61 53,296 36,640 1,273,695 1,337,249 2023-08-07 $45.78 $47.50 22.1% 6.5% 22.4% 6.6% 21.8% 3.3% 0.6% -18.6M 1.17B -20.1M 0.89 1.93 52,018 46,354 1,255,904 1,236,368 2023-08-08 $45.11 $47.50 23.5% 6.9% 22.0% 11.0% 24.0% 4.1% 0.5% -22.4M 1.35B -19.8M 1.08 1.77 80,869 87,565 1,285,294 1,245,164 2023-08-09 $44.59 $47.50 23.4% 6.8% 21.1% 10.7% 22.9% 4.1% 0.5% -26.7M 1.51B -19.6M 2.72 1.93 62,406 169,603 1,314,374 1,266,901 2023-08-10 $44.27 $47.50 24.2% 7.0% 20.7% 13.3% 23.7% 4.0% 0.4% -24.5M 1.44B -20.0M 1.23 1.72 67,256 82,896 1,355,131 1,246,818 2023-08-11 $44.55 $47.50 22.0% 6.4% 15.6% 6.2% 21.9% 4.0% 0.4% -11.3M 1.33B -19.6M 2.33 1.67 40,204 93,548 1,378,765 1,251,397 2023-08-14 $44.06 $47.50 23.3% 6.7% 15.4% 10.4% 22.8% 4.2% 0.2% -23.5M 1.41B -19.8M 1.56 1.68 51,085 79,792 1,372,168 1,242,461 2023-08-15 $43.22 $46.00 26.5% 7.7% 15.2% 20.9% 24.3% 4.7% -0.7% -27.7M 1.64B -19.1M 1.12 1.82 78,943 88,396 1,391,934 1,248,927 2023-08-16 $42.66 $46.00 26.5% 7.6% 13.9% 20.8% 25.7% 4.7% -0.6% -29.0M 1.70B -18.6M 2.70 1.70 43,426 117,158 1,421,088 1,248,928 2023-08-17 $42.30 $45.00 26.8% 7.6% 13.9% 21.6% 26.3% 4.5% 0.9% -28.6M 1.72B -18.5M 0.69 2.47 77,127 52,875 1,442,421 1,235,886 2023-08-18 $42.33 $45.00 25.8% 7.3% 14.1% 18.6% 24.9% 4.1% 0.7% -24.9M 1.71B -18.6M 1.11 1.64 47,612 52,781 1,466,549 1,243,761 2023-08-21 $42.09 $45.00 25.8% 7.4% 12.8% 18.6% 24.7% 4.6% -0.2% -23.2M 1.66B -18.0M 0.79 2.23 62,445 49,346 1,395,416 1,203,892 2023-08-22 $41.02 $45.00 27.7% 7.9% 14.4% 24.7% 25.0% 4.8% -0.2% -26.2M 1.80B -17.1M 1.05 2.12 95,088 100,229 1,415,725 1,182,769 2023-08-23 $41.13 $44.00 26.0% 7.4% 14.1% 19.2% 24.1% 5.0% -0.0% -26.5M 1.71B -17.0M 1.85 2.11 89,772 165,951 1,448,259 1,188,927 2023-08-24 $41.11 $44.00 26.5% 7.5% 13.1% 20.7% 25.2% 4.7% 0.0% -22.8M 1.61B -17.5M 1.06 2.06 77,832 82,372 1,477,569 1,203,563 2023-08-25 $41.30 $44.00 25.3% 6.9% 13.8% 16.9% 23.7% 4.3% 0.2% -13.9M 1.61B -17.3M 1.77 1.96 51,346 90,884 1,479,294 1,215,948 2023-08-28 $41.22 $43.50 24.7% 6.8% 13.6% 14.9% 23.3% 4.1% 0.2% -26.9M 1.59B -17.2M 1.27 2.16 55,938 71,047 1,463,996 1,217,361 2023-08-29 $41.67 $42.50 23.0% 6.5% 15.0% 9.4% 22.8% 3.6% 0.2% -19.8M 1.44B -17.5M 1.21 2.14 54,128 65,318 1,488,655 1,223,765 2023-08-30 $41.39 $42.50 22.8% 6.1% 14.7% 8.9% 21.3% 3.3% 0.5% -22.8M 1.54B -17.3M 4.93 4.69 32,408 159,734 1,497,806 1,232,692 2023-08-31 $41.25 $42.50 22.4% 6.2% 14.7% 7.4% 23.1% 3.4% 0.5% -25.2M 1.60B -17.1M 1.68 1.99 55,506 93,206 1,510,556 1,239,530
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