IT Options History — June 2024 In June 2024, IT traded between $422.19 and $450.92. ATM implied volatility averaged 20.2%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 2.4% (HV 20d: 22.6%). Max pain ranged from $430.00 to $450.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 1.24.
Notable Days 2024-06-14 : Highest Volume — 502 contracts2024-06-12 : Largest IV drop — 6.3% change2024-06-04 : Highest IV Rank — 17.5%2024-06-04 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $439.74 $422.19 $450.92 $422.19 $446.83 Max Pain $439.47 $430.00 $450.00 $430.00 $440.00 ATM IV 20.2% 19.2% 21.4% 21.3% 19.7% Expected Move 5.8% 5.5% 6.1% 6.1% 5.6% HV 20d 22.6% 17.0% 24.3% 21.6% 17.0% HV 60d 26.9% 26.5% 27.3% 26.5% 26.9% IV Rank 13.8% 10.6% 17.5% 17.0% 12.1% IV Percentile 40.6% 26.6% 59.1% 56.0% 32.9% Term Structure 6.1% -0.6% 9.9% 0.3% 9.9% VWIV 21.1% 19.5% 27.1% 22.9% 19.7% Skew 25d 1.1% -0.0% 2.1% 1.0% 1.1% Skew 10d 2.2% -1.7% 6.0% 5.6% -1.1% Call IV 25d 20.4% 19.6% 21.9% 21.9% 19.6% Put IV 25d 21.6% 20.6% 23.0% 22.9% 20.7% Bid-Ask Spread % 87.25 81.60 93.13 91.48 93.02 Gamma HHI 0.32 0.18 0.91 0.18 0.39 Net GEX 644.6K -739.0K 8.4M -225.9K 724.2K Net DEX -4.4M -24.7M 7.0M 7.0M -5.5M Net VEX -60.7K -66.7K -53.1K -62.2K -63.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 0.00 7.00 1.75 0.57 Total Volume 77.947 1 502 11 55 Total OI 1,673.632 1,020 2,213 1,793 1,154
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 $422.19 $430.00 21.3% 6.1% 21.6% 17.0% 22.9% 1.0% 0.3% -225.9K 7.0M -62.2K 1.75 91.48 4 7 978 815 2024-06-04 $428.51 $430.00 21.4% 6.1% 21.9% 17.5% 23.8% 1.4% -0.6% -104.9K 3.4M -65.1K 6.00 93.13 2 12 982 813 2024-06-05 $436.96 $430.00 20.7% 5.9% 22.9% 15.2% 21.1% 1.2% -0.3% 143.3K -1.8M -66.7K 0.41 92.74 54 22 984 820 2024-06-06 $432.25 $450.00 20.5% 5.9% 23.1% 14.6% 27.1% 0.8% 5.3% -58.2K 799.4K -64.3K 0.03 81.60 35 1 1,024 840 2024-06-07 $433.86 $450.00 20.3% 5.8% 23.1% 13.8% 0.0% 1.2% 5.6% -47.2K 108.1K -64.3K 3.00 83.02 1 3 1,005 836 2024-06-10 $437.34 $440.00 20.0% 5.7% 23.1% 12.9% 19.8% 2.1% 5.7% -25.5K -1.6M -60.0K 0.00 81.68 1 0 1,006 838 2024-06-11 $433.74 $440.00 21.0% 5.9% 23.3% 16.1% 0.0% -0.0% 5.4% -185.2K 624.7K -58.3K 3.00 83.70 2 6 1,007 838 2024-06-12 $436.53 $440.00 19.7% 5.6% 23.2% 12.0% 20.0% 0.4% 6.0% -182.0K -1.0M -57.5K 0.47 83.97 19 9 1,008 842 2024-06-13 $433.08 $440.00 20.1% 5.8% 21.4% 13.4% 20.1% 1.1% 6.0% -641.0K 1.7M -54.0K 7.00 84.81 1 7 1,019 849 2024-06-14 $431.23 $440.00 20.3% 5.8% 21.4% 13.9% 19.8% 1.5% 6.4% -739.0K 3.0M -53.1K 0.01 85.36 498 4 1,020 853 2024-06-17 $445.10 $440.00 20.1% 5.8% 24.3% 13.3% 20.7% 2.0% 6.6% 560.8K -11.7M -62.9K 0.14 84.95 14 2 1,060 855 2024-06-18 $446.36 $440.00 19.9% 5.7% 24.2% 12.7% 20.9% 0.5% 6.8% 549.4K -12.5M -63.7K 0.70 88.81 33 23 1,075 855 2024-06-20 $450.92 $440.00 21.1% 6.0% 24.1% 16.3% 21.3% 1.1% 7.7% 1.1M -16.9M -59.9K 0.06 85.51 342 22 1,080 871 2024-06-21 $450.83 $440.00 20.1% 5.8% 24.0% 13.4% 20.1% 1.3% 9.3% 8.4M -24.7M -58.5K 0.10 87.99 201 21 1,361 852 2024-06-24 $450.90 $440.00 20.0% 5.7% 23.6% 13.1% 20.0% 1.7% 8.5% 671.2K -7.6M -58.1K 0.00 88.21 8 0 585 435 2024-06-25 $448.67 $440.00 19.7% 5.6% 23.3% 12.0% 19.5% 0.9% 9.0% 767.4K -7.0M -58.7K 0.06 89.71 34 2 598 435 2024-06-26 $445.43 $440.00 19.5% 5.6% 22.7% 11.6% 21.1% 1.1% 9.3% 758.4K -5.7M -59.4K 0.20 87.89 15 3 632 437 2024-06-27 $444.33 $440.00 19.2% 5.5% 22.3% 10.6% 19.7% 1.4% 9.0% 751.3K -4.2M -63.7K 0.00 90.17 18 0 647 490 2024-06-28 $446.83 $440.00 19.7% 5.6% 17.0% 12.1% 0.0% 1.1% 9.9% 724.2K -5.5M -63.7K 0.57 93.02 35 20 664 490
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