C Options History — October 2024 In October 2024, C traded between $61.11 and $66.16. ATM implied volatility averaged 31.1%, placing in the 61.7% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 0.2% (HV 20d: 31.3%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.35.
Notable Days 2024-10-15 : Highest Volume — 262,471 contracts2024-10-07 : Largest IV spike — 13.2% change2024-10-07 : Highest IV Rank — 90.6%2024-10-31 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $63.37 $61.11 $66.16 $61.75 $64.50 Max Pain $60.22 $60.00 $62.50 $62.50 $60.00 ATM IV 31.1% 27.2% 36.3% 31.0% 32.4% Expected Move 9.3% 7.8% 11.0% 9.7% 11.0% HV 20d 31.3% 24.8% 36.2% 28.6% 35.4% HV 60d 31.9% 28.6% 34.0% 32.0% 28.6% IV Rank 61.7% 39.4% 90.6% 60.9% 68.8% IV Percentile 91.3% 71.0% 99.6% 94.8% 97.2% Term Structure -0.4% -3.1% 3.8% 3.8% -1.4% VWIV 32.4% 27.5% 38.3% 33.7% 38.3% Skew 25d 3.2% 2.2% 4.8% 4.7% 2.6% Skew 10d 5.9% 3.2% 8.7% 6.3% 6.2% Call IV 25d 29.6% 26.6% 33.5% 28.6% 31.7% Put IV 25d 32.8% 29.0% 38.3% 33.3% 34.3% Bid-Ask Spread % 3.83 1.94 34.06 2.99 2.79 Gamma HHI 0.12 0.08 0.17 0.09 0.12 Net GEX 83.2M 45.6M 120.9M 60.4M 111.8M Net DEX -2.42B -3.63B -1.60B -1.80B -2.81B Net VEX -23.3M -24.3M -22.3M -24.3M -23.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.11 0.65 0.48 0.16 Total Volume 112,638.043 36,575 262,471 57,532 105,634 Total OI 2,254,356.261 2,148,397 2,421,591 2,148,397 2,295,810
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 2024-10-01 $61.75 $62.50 31.0% 9.7% 28.6% 60.9% 33.7% 4.7% 3.8% 60.4M -1.80B -24.3M 0.48 2.99 38,816 18,716 1,131,019 1,017,378 2024-10-02 $61.86 $62.50 30.4% 9.8% 28.4% 57.4% 33.8% 3.9% 3.2% 63.5M -1.88B -23.6M 0.62 2.55 41,594 25,768 1,135,734 1,028,770 2024-10-03 $61.11 $60.00 33.2% 10.1% 28.8% 73.4% 34.6% 4.5% 3.1% 53.7M -1.60B -23.8M 0.65 2.11 22,130 14,445 1,155,267 1,043,480 2024-10-04 $62.55 $60.00 32.0% 9.5% 28.1% 66.8% 33.0% 3.8% 3.0% 100.0M -2.16B -24.2M 0.31 2.64 63,411 19,592 1,159,682 1,050,766 2024-10-07 $62.47 $60.00 36.3% 10.0% 28.0% 90.6% 33.8% 4.8% -3.1% 59.1M -2.12B -23.4M 0.59 2.08 38,628 22,697 1,124,372 1,038,870 2024-10-08 $63.28 $60.00 35.6% 10.0% 25.5% 86.7% 33.7% 4.7% -1.0% 70.1M -2.41B -23.9M 0.31 3.12 33,415 10,259 1,140,624 1,052,252 2024-10-09 $64.06 $60.00 35.4% 9.5% 24.8% 85.7% 33.0% 4.1% -2.3% 80.1M -2.72B -23.8M 0.24 2.28 75,851 17,876 1,144,137 1,056,051 2024-10-10 $63.33 $60.00 34.9% 9.7% 25.6% 82.6% 34.1% 3.7% -1.0% 75.4M -2.50B -23.2M 0.50 2.87 44,824 22,278 1,164,365 1,064,185 2024-10-11 $65.88 $60.00 32.5% 9.2% 28.4% 69.5% 32.0% 4.1% -0.3% 92.8M -3.58B -23.6M 0.32 2.09 160,872 51,063 1,178,600 1,070,587 2024-10-14 $66.16 $60.00 32.4% 9.2% 28.3% 68.7% 32.0% 3.0% -2.1% 92.8M -3.63B -22.3M 0.37 34.06 177,753 65,264 1,160,739 1,051,440 2024-10-15 $62.66 $60.00 29.5% 8.5% 35.4% 52.8% 29.2% 2.2% -1.4% 66.7M -2.01B -22.9M 0.24 2.12 212,481 49,990 1,234,732 1,077,838 2024-10-16 $64.34 $60.00 28.1% 8.1% 36.2% 45.0% 28.6% 2.6% -0.2% 105.1M -2.95B -22.7M 0.46 1.94 76,482 35,419 1,273,648 1,087,057 2024-10-17 $64.06 $60.00 27.2% 7.8% 32.4% 39.4% 27.5% 2.4% 0.0% 97.8M -2.80B -22.4M 0.49 2.07 88,756 43,387 1,276,777 1,091,247 2024-10-18 $62.77 $60.00 27.8% 8.1% 33.0% 42.8% 28.7% 2.4% -1.0% 104.1M -2.08B -23.2M 0.53 1.97 88,742 46,934 1,303,264 1,118,327 2024-10-21 $61.77 $60.00 28.2% 8.4% 33.4% 45.5% 29.1% 2.7% -1.1% 45.6M -1.62B -22.9M 0.40 2.29 45,279 18,220 1,176,589 1,031,951 2024-10-22 $63.41 $60.00 29.1% 8.8% 33.6% 50.5% 30.3% 2.6% -1.2% 82.3M -2.31B -23.6M 0.23 2.53 103,068 23,773 1,194,321 1,036,789 2024-10-23 $63.03 $60.00 30.0% 9.1% 33.3% 55.5% 31.5% 3.0% -1.5% 81.6M -2.24B -23.3M 0.15 2.42 86,099 13,222 1,234,356 1,043,110 2024-10-24 $63.13 $60.00 29.4% 9.0% 32.6% 52.0% 32.0% 2.6% -1.3% 90.5M -2.30B -23.3M 0.21 2.93 48,785 10,159 1,266,924 1,048,028 2024-10-25 $61.86 $60.00 30.0% 9.2% 33.5% 55.5% 32.4% 2.5% -1.7% 50.7M -1.68B -23.4M 0.29 2.33 60,773 17,466 1,281,708 1,049,794 2024-10-28 $64.31 $60.00 30.1% 9.7% 36.1% 56.1% 33.9% 2.7% -0.3% 96.0M -2.75B -23.1M 0.31 2.39 110,495 34,346 1,193,341 1,027,101 2024-10-29 $64.60 $60.00 30.2% 9.8% 35.7% 56.7% 34.7% 2.3% -0.5% 111.7M -2.93B -23.1M 0.11 2.56 151,771 16,194 1,216,289 1,040,143 2024-10-30 $64.59 $60.00 30.0% 10.0% 35.7% 55.4% 34.7% 2.3% -0.7% 120.9M -2.82B -23.5M 0.17 2.89 118,041 19,907 1,234,980 1,047,752 2024-10-31 $64.50 $60.00 32.4% 11.0% 35.4% 68.8% 38.3% 2.6% -1.4% 111.8M -2.81B -23.0M 0.16 2.79 91,096 14,538 1,238,152 1,057,658
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