C Options History — August 2024

In August 2024, C traded between $55.86 and $62.95. ATM implied volatility averaged 25.8%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 13.6% (HV 20d: 39.3%). Max pain ranged from $55.00 to $62.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.79.

Notable Days

2024-08-02: Highest Volume — 201,738 contracts
2024-08-02: Largest IV spike — 22.3% change
2024-08-05: Highest IV Rank — 100.0%
2024-08-05: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.95	$55.86	$62.95	$62.95	$62.41
Max Pain	$57.16	$55.00	$62.50	$62.50	$57.50
ATM IV	25.8%	21.0%	38.0%	26.1%	22.7%
Expected Move	7.4%	6.0%	11.1%	7.8%	6.5%
HV 20d	39.3%	27.3%	42.1%	29.7%	27.3%
HV 60d	30.2%	24.1%	31.1%	24.1%	31.0%
IV Rank	32.0%	4.9%	100.0%	36.4%	14.2%
IV Percentile	47.4%	2.4%	100.0%	65.1%	15.9%
Term Structure	-0.2%	-2.1%	0.4%	-1.7%	0.0%
VWIV	26.2%	22.1%	37.5%	27.3%	22.9%
Skew 25d	4.3%	1.9%	9.8%	1.9%	3.3%
Skew 10d	9.0%	3.6%	18.5%	3.6%	7.3%
Call IV 25d	24.0%	20.0%	34.2%	25.5%	20.8%
Put IV 25d	28.2%	23.2%	44.0%	27.4%	24.0%
Bid-Ask Spread %	3.20	1.74	12.32	2.96	2.63
Gamma HHI	0.10	0.08	0.18	0.14	0.11
Net GEX	44.3M	1.9M	109.2M	57.9M	72.1M
Net DEX	-1.56B	-2.46B	-164.5M	-2.36B	-2.46B
Net VEX	-24.7M	-25.3M	-24.2M	-24.3M	-25.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.35	1.93	0.60	0.35
Total Volume	75,391.545	27,026	201,738	81,188	56,616
Total OI	2,291,486.273	2,211,383	2,361,322	2,219,383	2,342,972

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
2024-08-01	$62.95	$62.50	26.1%	7.8%	29.7%	36.4%	27.3%	1.9%	-1.7%	57.9M	-2.36B	-24.3M	0.60	2.96	50,694	30,494	1,209,729	1,009,654
2024-08-02	$58.59	$62.50	31.9%	9.5%	38.9%	72.0%	33.1%	5.3%	-2.1%	19.7M	-799.5M	-24.4M	0.94	3.93	104,010	97,728	1,219,997	1,015,996
2024-08-05	$55.86	$57.50	38.0%	11.1%	41.3%	100.0%	37.5%	9.8%	-0.5%	9.3M	-164.5M	-24.7M	0.66	12.32	78,058	51,629	1,191,295	1,043,873
2024-08-06	$56.95	$57.50	30.6%	8.7%	40.4%	58.8%	30.7%	6.2%	0.3%	12.6M	-432.8M	-24.5M	1.21	3.78	58,162	70,290	1,208,972	1,056,266
2024-08-07	$56.44	$55.00	31.8%	8.8%	40.1%	65.5%	31.3%	6.2%	-0.9%	1.9M	-367.0M	-24.4M	1.11	2.40	41,561	46,182	1,222,717	1,091,882
2024-08-08	$58.09	$55.00	28.8%	8.4%	42.1%	48.5%	28.6%	4.6%	0.1%	25.5M	-912.8M	-24.9M	0.80	2.47	46,157	36,939	1,230,546	1,094,284
2024-08-09	$58.00	$55.00	27.0%	7.9%	42.0%	38.8%	27.0%	4.9%	0.2%	39.9M	-907.9M	-24.8M	0.66	7.37	37,799	24,923	1,253,693	1,107,629
2024-08-12	$57.77	$55.00	27.7%	8.0%	41.7%	42.2%	29.7%	5.0%	0.3%	22.3M	-809.3M	-24.8M	0.76	2.23	34,632	26,242	1,192,583	1,076,862
2024-08-13	$58.06	$55.00	26.1%	7.7%	39.6%	33.7%	25.9%	4.5%	0.4%	25.2M	-897.4M	-25.0M	0.48	1.74	18,230	8,796	1,210,092	1,086,392
2024-08-14	$59.39	$55.00	24.7%	6.9%	40.8%	25.9%	25.8%	3.9%	-0.5%	39.1M	-1.46B	-24.4M	1.93	2.64	30,112	58,044	1,217,011	1,090,214
2024-08-15	$60.48	$55.00	23.0%	6.6%	39.9%	16.0%	22.3%	3.7%	0.1%	52.7M	-1.83B	-25.3M	0.80	2.31	44,311	35,265	1,225,771	1,107,514
2024-08-16	$61.34	$57.50	21.9%	6.1%	40.4%	9.9%	23.1%	3.2%	-0.7%	56.7M	-2.23B	-24.6M	0.64	2.76	38,844	24,949	1,229,831	1,114,803
2024-08-19	$61.89	$57.50	21.0%	6.0%	40.4%	4.9%	23.1%	3.3%	0.3%	62.6M	-2.35B	-24.2M	0.88	2.13	28,493	25,042	1,145,423	1,065,960
2024-08-20	$61.11	$57.50	22.7%	6.5%	40.5%	14.7%	22.8%	3.8%	-0.1%	51.1M	-1.93B	-25.1M	0.87	2.33	21,740	18,971	1,152,341	1,075,719
2024-08-21	$60.46	$57.50	23.7%	6.8%	40.3%	20.1%	23.6%	3.6%	-0.2%	42.3M	-1.69B	-25.0M	0.83	2.21	56,216	46,476	1,163,079	1,082,495
2024-08-22	$60.44	$57.50	24.2%	6.9%	39.9%	22.8%	23.3%	3.3%	-0.1%	40.7M	-1.67B	-25.3M	0.60	2.08	29,225	17,487	1,194,829	1,113,017
2024-08-23	$62.03	$57.50	22.6%	6.5%	41.1%	13.8%	22.3%	2.4%	-0.2%	109.2M	-2.45B	-24.5M	0.46	2.74	73,066	33,615	1,201,705	1,116,931
2024-08-26	$61.86	$57.50	23.0%	6.7%	40.8%	16.2%	24.9%	3.8%	-0.0%	60.7M	-2.24B	-25.1M	0.71	2.32	29,746	21,258	1,181,354	1,111,743
2024-08-27	$61.53	$57.50	22.7%	6.6%	39.8%	14.4%	23.2%	3.5%	0.0%	54.9M	-2.06B	-25.1M	1.09	2.28	13,584	14,837	1,188,542	1,125,326
2024-08-28	$61.53	$57.50	23.5%	6.8%	39.8%	18.9%	25.6%	3.6%	0.1%	54.5M	-2.12B	-24.6M	0.56	2.16	18,179	10,204	1,191,280	1,129,144
2024-08-29	$61.80	$57.50	23.0%	6.7%	38.0%	16.4%	22.1%	3.7%	-0.0%	62.6M	-2.25B	-24.4M	0.49	2.65	33,484	16,324	1,191,686	1,131,546
2024-08-30	$62.41	$57.50	22.7%	6.5%	27.3%	14.2%	22.9%	3.3%	0.0%	72.1M	-2.46B	-25.0M	0.35	2.63	41,897	14,719	1,205,729	1,137,243