C Options History — July 2024 In July 2024, C traded between $63.34 and $67.48. ATM implied volatility averaged 24.2%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 2.1% (HV 20d: 26.2%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.50.
Notable Days 2024-07-12 : Highest Volume — 294,461 contracts2024-07-12 : Largest IV drop — 15.2% change2024-07-09 : Highest IV Rank — 36.9%2024-07-01 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $65.13 $63.34 $67.48 $63.34 $65.19 Max Pain $61.82 $60.00 $62.50 $60.00 $62.50 ATM IV 24.2% 21.9% 26.1% 25.7% 23.9% Expected Move 7.0% 6.2% 7.9% 7.9% 7.0% HV 20d 26.2% 23.3% 28.9% 24.8% 26.9% HV 60d 22.7% 21.6% 23.3% 22.6% 23.3% IV Rank 24.8% 11.2% 36.9% 34.2% 23.5% IV Percentile 41.2% 12.3% 63.5% 58.7% 40.5% Term Structure -0.2% -1.2% 1.1% 1.1% -0.3% VWIV 24.5% 21.5% 28.1% 28.1% 24.7% Skew 25d 1.6% 1.0% 2.4% 1.6% 1.6% Skew 10d 2.8% 1.3% 4.2% 3.2% 3.0% Call IV 25d 23.3% 20.9% 24.7% 24.7% 23.2% Put IV 25d 24.9% 22.4% 26.6% 26.3% 24.8% Bid-Ask Spread % 2.73 1.93 4.96 2.82 3.86 Gamma HHI 0.17 0.11 0.34 0.11 0.16 Net GEX 102.2M 72.4M 145.7M 89.0M 101.3M Net DEX -3.64B -4.90B -2.75B -3.20B -3.32B Net VEX -23.9M -24.7M -23.1M -24.2M -23.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.16 1.14 0.30 1.12 Total Volume 99,959.318 35,653 294,461 95,484 35,653 Total OI 2,240,400.136 2,169,139 2,396,270 2,172,634 2,207,372
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 2024-07-01 $63.34 $60.00 25.7% 7.9% 24.8% 34.2% 28.1% 1.6% 1.1% 89.0M -3.20B -24.2M 0.30 2.82 73,382 22,102 1,156,823 1,015,811 2024-07-02 $64.63 $60.00 24.9% 7.7% 25.6% 29.7% 27.4% 1.4% 0.8% 102.2M -3.78B -24.0M 0.38 2.55 58,718 22,356 1,185,573 1,022,761 2024-07-03 $64.56 $60.00 24.8% 7.7% 25.2% 29.0% 27.3% 1.3% -0.2% 109.1M -3.73B -24.0M 0.48 2.92 25,963 12,377 1,196,137 1,027,238 2024-07-05 $64.02 $60.00 24.5% 6.8% 25.4% 27.0% 23.9% 1.3% 0.2% 127.7M -3.49B -23.8M 0.66 1.93 34,585 22,960 1,203,381 1,033,805 2024-07-08 $64.73 $60.00 26.0% 7.2% 25.6% 36.0% 25.3% 2.2% -0.8% 85.2M -3.64B -23.6M 0.45 2.11 61,158 27,445 1,163,799 1,012,431 2024-07-09 $66.59 $60.00 26.1% 7.2% 27.2% 36.9% 25.8% 1.9% -1.1% 92.4M -4.41B -23.1M 0.34 2.38 131,954 44,259 1,189,081 1,029,895 2024-07-10 $66.82 $62.50 25.9% 7.1% 26.7% 35.4% 24.4% 1.6% -1.2% 97.3M -4.37B -24.1M 0.39 2.13 64,673 25,183 1,202,178 1,045,187 2024-07-11 $65.69 $62.50 25.9% 7.2% 23.3% 35.3% 24.8% 1.7% -0.5% 95.8M -3.97B -23.7M 0.48 4.96 111,545 53,667 1,219,419 1,056,081 2024-07-12 $64.73 $62.50 21.9% 6.2% 24.0% 11.2% 21.5% 1.4% -0.7% 104.2M -3.54B -23.7M 0.30 2.36 226,341 68,120 1,240,988 1,078,123 2024-07-15 $65.18 $62.50 22.4% 6.4% 24.0% 14.2% 22.2% 1.6% -0.4% 105.6M -3.84B -23.4M 0.29 2.00 95,535 28,177 1,224,287 1,050,279 2024-07-16 $67.28 $62.50 22.7% 6.5% 24.7% 15.9% 23.3% 1.0% -0.1% 128.0M -4.81B -23.1M 0.17 2.25 188,809 31,800 1,248,608 1,056,830 2024-07-17 $67.48 $62.50 22.9% 6.6% 24.7% 17.4% 23.2% 1.0% 0.0% 138.0M -4.90B -23.5M 0.16 2.30 100,181 16,360 1,274,832 1,060,648 2024-07-18 $64.96 $62.50 23.9% 6.9% 28.9% 23.4% 24.1% 2.4% -0.2% 105.4M -3.64B -24.4M 0.57 2.48 82,035 46,869 1,287,724 1,065,335 2024-07-19 $65.09 $62.50 23.6% 6.8% 28.7% 21.4% 24.3% 2.0% -0.2% 145.7M -3.72B -24.7M 0.59 2.16 51,702 30,437 1,312,779 1,083,491 2024-07-22 $64.30 $62.50 22.9% 6.6% 28.6% 17.4% 22.8% 2.0% -0.0% 78.4M -2.98B -24.1M 0.52 2.76 34,032 17,732 1,189,477 985,250 2024-07-23 $64.75 $62.50 22.4% 6.5% 26.7% 14.4% 22.7% 1.4% -0.0% 88.8M -3.13B -24.7M 1.14 2.86 17,060 19,403 1,200,200 991,634 2024-07-24 $63.77 $62.50 23.6% 6.8% 27.3% 21.6% 24.2% 1.4% -0.0% 72.4M -2.75B -24.3M 0.68 2.78 23,644 16,090 1,203,400 993,515 2024-07-25 $64.59 $62.50 24.0% 7.0% 27.5% 23.8% 24.6% 1.8% -0.2% 87.4M -3.10B -24.2M 0.80 3.07 40,853 32,595 1,205,299 997,039 2024-07-26 $65.16 $62.50 24.1% 6.9% 27.6% 24.3% 23.8% 1.4% -0.6% 117.1M -3.29B -24.7M 0.42 4.19 50,308 20,983 1,211,928 1,000,539 2024-07-29 $64.25 $62.50 24.1% 7.1% 26.5% 24.8% 25.0% 2.1% 0.3% 79.0M -2.93B -23.9M 0.43 2.59 35,372 15,166 1,181,349 987,790 2024-07-30 $65.72 $62.50 25.0% 7.6% 27.6% 29.9% 26.5% 1.5% -0.2% 99.4M -3.59B -23.6M 0.30 2.71 62,938 18,583 1,195,431 995,056 2024-07-31 $65.19 $62.50 23.9% 7.0% 26.9% 23.5% 24.7% 1.6% -0.3% 101.3M -3.32B -23.8M 1.12 3.86 16,822 18,831 1,205,984 1,001,388
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