C Options History — May 2024 In May 2024, C traded between $61.47 and $64.56. ATM implied volatility averaged 22.3%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 1.3% (HV 20d: 21.0%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.40.
Notable Days 2024-05-02 : Highest Volume — 586,712 contracts2024-05-14 : Largest IV spike — 9.6% change2024-05-31 : Highest IV Rank — 27.2%2024-05-31 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $62.97 $61.47 $64.56 $61.69 $62.02 Max Pain $55.45 $55.00 $60.00 $57.50 $55.00 ATM IV 22.3% 20.1% 24.6% 23.6% 24.6% Expected Move 6.5% 5.8% 7.2% 7.0% 7.2% HV 20d 21.0% 16.1% 27.1% 26.6% 17.1% HV 60d 21.1% 20.2% 22.4% 21.9% 20.8% IV Rank 13.5% 0.2% 27.2% 21.4% 27.2% IV Percentile 17.2% 0.4% 48.4% 28.6% 48.4% Term Structure 0.6% -1.3% 6.6% -0.3% -1.3% VWIV 22.6% 16.6% 25.3% 25.1% 24.8% Skew 25d 1.3% 0.4% 2.0% 0.4% 1.7% Skew 10d 3.2% 0.3% 5.8% 0.3% 4.2% Call IV 25d 22.0% 20.1% 24.3% 23.7% 24.3% Put IV 25d 23.3% 21.0% 26.0% 24.1% 26.0% Bid-Ask Spread % 2.29 1.69 2.92 2.92 2.74 Gamma HHI 0.20 0.12 0.59 0.12 0.43 Net GEX 193.3M 108.4M 558.7M 176.7M 313.9M Net DEX -4.22B -5.08B -3.29B -4.37B -3.34B Net VEX -24.5M -25.4M -22.8M -25.2M -25.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.05 0.95 0.75 0.27 Total Volume 152,280.909 69,052 586,712 142,144 110,061 Total OI 2,729,048.636 2,517,692 2,944,094 2,900,387 2,666,860
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 2024-05-01 $61.69 $57.50 23.6% 7.0% 26.6% 21.4% 25.1% 0.4% -0.3% 176.7M -4.37B -25.2M 0.75 2.92 81,053 61,091 1,583,248 1,317,139 2024-05-02 $61.50 $57.50 23.8% 7.0% 26.2% 23.0% 16.6% 0.9% 0.5% 159.4M -4.19B -25.2M 0.05 2.85 559,806 26,906 1,587,561 1,356,533 2024-05-03 $61.47 $60.00 23.3% 6.6% 25.9% 19.6% 22.8% 1.2% 3.1% 144.1M -3.45B -25.2M 0.20 2.60 147,722 29,179 1,445,522 1,368,073 2024-05-06 $62.72 $55.00 22.8% 6.8% 26.8% 16.4% 23.9% 1.4% 0.5% 178.0M -4.32B -25.1M 0.35 1.72 144,503 50,726 1,410,516 1,330,880 2024-05-07 $62.05 $55.00 22.4% 6.7% 27.1% 13.8% 23.2% 1.5% 0.4% 163.2M -3.83B -25.4M 0.92 1.89 70,487 64,689 1,413,887 1,367,186 2024-05-08 $62.86 $55.00 21.9% 6.6% 26.2% 10.8% 22.8% 0.9% 0.2% 203.8M -4.42B -24.6M 0.15 2.07 123,960 18,271 1,421,166 1,394,174 2024-05-09 $63.30 $55.00 21.7% 6.4% 26.1% 10.0% 22.4% 1.1% 0.8% 256.2M -4.68B -24.2M 0.29 2.04 111,842 31,885 1,447,263 1,400,894 2024-05-10 $63.55 $55.00 21.3% 6.4% 24.9% 7.2% 22.3% 0.9% 0.4% 150.5M -4.76B -24.2M 0.19 1.98 111,128 21,129 1,449,189 1,413,212 2024-05-13 $63.47 $55.00 20.1% 6.5% 23.1% 0.2% 22.7% 2.0% 6.6% 147.1M -4.46B -24.3M 0.25 2.43 84,882 20,908 1,359,971 1,338,615 2024-05-14 $63.55 $55.00 22.0% 6.6% 20.1% 11.9% 22.7% 1.9% 1.2% 179.9M -4.60B -24.0M 0.27 1.70 109,521 29,286 1,399,511 1,349,937 2024-05-15 $64.06 $55.00 21.0% 6.0% 18.8% 5.4% 21.8% 1.7% -0.0% 234.0M -4.96B -23.8M 0.29 1.69 88,633 25,630 1,431,274 1,353,097 2024-05-16 $64.30 $55.00 21.3% 6.1% 18.7% 7.3% 22.9% 0.9% -0.1% 251.2M -5.08B -23.5M 0.32 1.90 125,357 39,817 1,427,877 1,358,132 2024-05-17 $63.95 $55.00 20.3% 5.8% 19.0% 1.5% 20.8% 0.9% 0.0% 558.7M -4.74B -23.6M 0.21 1.77 92,765 19,595 1,448,288 1,365,004 2024-05-20 $63.16 $55.00 21.0% 6.0% 17.3% 5.8% 21.6% 1.4% 0.9% 137.9M -4.06B -23.2M 0.46 2.30 86,272 40,047 1,303,150 1,214,542 2024-05-21 $64.56 $55.00 21.5% 6.2% 16.1% 8.7% 22.0% 0.9% 0.6% 178.5M -4.90B -22.8M 0.25 2.85 90,793 23,004 1,342,324 1,231,130 2024-05-22 $63.89 $55.00 21.5% 6.2% 16.7% 8.8% 21.6% 1.1% 1.0% 174.5M -4.41B -23.8M 0.74 2.44 88,323 65,744 1,358,232 1,239,674 2024-05-23 $63.05 $55.00 22.9% 6.5% 16.8% 17.1% 22.7% 1.5% 0.6% 129.2M -3.75B -25.2M 0.95 2.87 89,450 85,018 1,366,250 1,285,666 2024-05-24 $63.61 $55.00 21.8% 6.2% 16.5% 10.3% 22.3% 1.4% 0.4% 176.3M -4.22B -25.2M 0.39 2.51 77,234 30,059 1,403,805 1,291,972 2024-05-28 $62.52 $55.00 23.4% 6.7% 17.2% 19.9% 23.5% 1.9% -1.1% 120.1M -3.59B -25.0M 0.51 2.66 47,566 24,183 1,344,946 1,231,238 2024-05-29 $62.08 $55.00 24.2% 6.9% 17.2% 24.9% 24.2% 1.5% -0.9% 111.7M -3.37B -24.8M 0.56 2.21 44,210 24,842 1,357,242 1,244,683 2024-05-30 $61.95 $55.00 24.4% 7.1% 17.2% 26.5% 25.3% 2.0% -1.1% 108.4M -3.29B -24.9M 0.40 2.37 94,540 38,063 1,363,083 1,256,124 2024-05-31 $62.02 $55.00 24.6% 7.2% 17.1% 27.2% 24.8% 1.7% -1.3% 313.9M -3.34B -25.1M 0.27 2.74 86,623 23,438 1,392,365 1,274,495
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