C Options History — June 2024 In June 2024, C traded between $59.05 and $63.11. ATM implied volatility averaged 26.7%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 6.8% (HV 20d: 19.9%). Max pain ranged from $55.00 to $62.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.49.
Notable Days 2024-06-28 : Highest Volume — 163,148 contracts2024-06-10 : Largest IV spike — 7.8% change2024-06-17 : Highest IV Rank — 56.7%2024-06-26 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $60.97 $59.05 $63.11 $61.80 $63.11 Max Pain $59.74 $55.00 $62.50 $55.00 $60.00 ATM IV 26.7% 23.7% 29.4% 24.5% 26.8% Expected Move 7.8% 7.1% 8.4% 7.4% 8.1% HV 20d 19.9% 14.9% 24.8% 17.2% 24.8% HV 60d 21.7% 20.8% 22.8% 20.8% 22.8% IV Rank 40.4% 21.9% 56.7% 27.1% 40.8% IV Percentile 69.3% 36.5% 89.7% 48.4% 69.8% Term Structure 0.0% -1.3% 2.8% 2.5% -0.6% VWIV 27.5% 25.1% 30.5% 25.9% 28.4% Skew 25d 1.9% 1.1% 2.9% 1.8% 1.7% Skew 10d 4.6% 3.1% 7.4% 4.8% 4.1% Call IV 25d 25.9% 23.1% 28.6% 23.7% 26.1% Put IV 25d 27.8% 24.7% 30.5% 25.6% 27.8% Bid-Ask Spread % 4.25 1.87 34.13 2.59 2.77 Gamma HHI 0.14 0.10 0.24 0.14 0.24 Net GEX 101.3M 63.1M 152.1M 112.6M 132.2M Net DEX -2.68B -3.39B -1.87B -3.26B -3.24B Net VEX -24.8M -25.7M -24.3M -24.8M -24.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.19 0.92 0.43 0.20 Total Volume 101,956.947 45,892 163,148 94,445 163,148 Total OI 2,543,765.158 2,102,164 2,781,208 2,552,601 2,229,880
Daily Data (19 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 2024-06-03 $61.80 $55.00 24.5% 7.4% 17.2% 27.1% 25.9% 1.8% 2.5% 112.6M -3.26B -24.8M 0.43 2.59 65,905 28,540 1,323,114 1,229,487 2024-06-04 $61.14 $55.00 24.3% 7.5% 15.9% 25.6% 27.8% 1.5% 2.1% 103.7M -2.96B -24.9M 0.55 2.83 63,785 34,961 1,350,288 1,243,335 2024-06-05 $61.69 $55.00 23.7% 7.1% 15.9% 21.9% 25.1% 1.5% 2.5% 125.7M -3.25B -24.8M 0.37 2.16 33,606 12,286 1,365,530 1,260,897 2024-06-06 $61.91 $62.50 24.4% 7.5% 15.2% 26.4% 26.5% 1.5% 2.8% 136.8M -3.39B -24.9M 0.39 2.11 69,320 26,963 1,378,845 1,267,160 2024-06-07 $61.89 $62.50 25.1% 7.4% 14.9% 30.5% 25.6% 1.1% 2.6% 152.1M -3.36B -24.9M 0.19 34.13 69,700 13,462 1,405,625 1,277,796 2024-06-10 $61.28 $62.50 27.0% 7.5% 15.1% 42.4% 26.8% 1.5% -1.3% 109.3M -3.04B -24.6M 0.49 1.87 44,811 21,834 1,355,783 1,260,542 2024-06-11 $59.05 $62.50 28.6% 7.9% 19.6% 52.3% 27.7% 1.9% -1.3% 68.0M -1.87B -25.3M 0.53 2.11 94,509 50,483 1,368,047 1,274,679 2024-06-12 $60.03 $60.00 27.7% 7.6% 20.8% 46.4% 26.5% 1.8% -1.3% 100.3M -2.43B -25.0M 0.55 2.37 56,080 31,023 1,400,827 1,294,709 2024-06-13 $60.30 $60.00 28.4% 7.9% 20.6% 51.0% 27.3% 1.5% -1.1% 108.6M -2.54B -25.7M 0.32 2.51 70,217 22,173 1,414,855 1,304,786 2024-06-14 $59.36 $60.00 28.9% 8.1% 20.9% 53.7% 28.3% 1.6% -1.2% 79.6M -2.10B -25.0M 0.67 2.32 69,396 46,300 1,424,854 1,309,425 2024-06-17 $59.91 $60.00 29.4% 8.3% 21.4% 56.7% 29.1% 2.1% -1.0% 88.9M -2.38B -24.8M 0.54 4.09 89,441 48,214 1,397,956 1,299,407 2024-06-18 $60.92 $60.00 27.3% 7.8% 22.2% 44.1% 27.2% 1.9% -0.9% 131.5M -2.91B -24.9M 0.45 2.70 85,722 38,984 1,428,522 1,320,640 2024-06-20 $60.61 $60.00 27.0% 7.8% 20.4% 42.3% 27.1% 2.5% -1.0% 108.3M -2.73B -24.6M 0.44 2.28 73,616 32,599 1,435,596 1,319,576 2024-06-21 $59.78 $60.00 26.7% 7.7% 20.6% 40.3% 27.1% 2.9% -0.7% 94.2M -2.08B -24.8M 0.66 2.10 61,348 40,186 1,453,332 1,327,876 2024-06-24 $61.69 $60.00 26.5% 7.8% 23.6% 39.2% 27.8% 1.9% -0.4% 69.6M -2.46B -24.3M 0.30 2.68 87,300 26,071 1,114,683 987,481 2024-06-25 $61.41 $60.00 27.0% 8.1% 23.4% 42.5% 30.1% 2.1% -0.3% 70.5M -2.32B -25.0M 0.62 2.63 49,111 30,458 1,133,718 999,802 2024-06-26 $61.16 $60.00 27.7% 8.4% 22.7% 46.6% 30.5% 2.6% -0.4% 63.1M -2.28B -24.4M 0.70 3.22 52,633 36,887 1,147,854 1,013,909 2024-06-27 $61.36 $60.00 26.3% 7.9% 22.6% 37.7% 28.4% 2.3% -0.6% 70.0M -2.37B -24.6M 0.92 3.24 50,128 45,982 1,169,401 1,041,321 2024-06-28 $63.11 $60.00 26.8% 8.1% 24.8% 40.8% 28.4% 1.7% -0.6% 132.2M -3.24B -24.4M 0.20 2.77 136,009 27,139 1,182,685 1,047,195
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