AIA Options History — December 2018 In December 2018, AIA traded between $54.22 and $59.47. ATM implied volatility averaged 26.7%. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 5.6% (HV 20d: 21.2%). Max pain ranged from $56.00 to $58.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.07.
Notable Days 2018-12-14 : Highest Volume — 14 contracts2018-12-12 : Largest IV drop — 27.5% change2018-12-26 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $56.16 $54.22 $59.47 $59.47 $55.20 Max Pain $57.68 $56.00 $58.00 $56.00 $58.00 ATM IV 26.7% 20.1% 32.7% 24.4% 26.2% Expected Move 7.4% 5.8% 9.1% 7.0% 7.5% HV 20d 21.2% 20.6% 22.2% 22.2% 20.6% Term Structure 0.0% -4.9% 3.9% 0.5% -0.8% VWIV 22.6% 19.6% 28.0% 23.5% 28.0% Skew 25d 3.0% -0.7% 10.2% 6.4% 2.1% Skew 10d 2.7% -3.7% 12.8% 12.8% -1.2% Call IV 25d 23.0% 14.2% 32.6% 20.1% 24.9% Put IV 25d 25.9% 20.0% 32.0% 26.5% 27.0% Bid-Ask Spread % 132.27 107.32 168.13 111.97 146.90 Gamma HHI 0.44 0.28 1.00 0.59 0.28 Net GEX 275 -340 598 320 456 Net DEX -10.1K -17.3K -101 -9.9K -15.8K Net VEX -63 -104 -12 -12 -96 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.00 0.10 0.00 0.08 Total Volume 3 0 14 0 0 Total OI 5.85 1 9 2 9
Daily Data (20 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-12-03 $59.47 $56.00 24.4% 7.0% 0.0% 0.0% 0.0% 6.4% 0.5% 320 -9.9K -12 0.00 111.97 N/A N/A 0 0 2 0 2018-12-04 $58.27 $56.00 24.6% 7.0% 0.0% 0.0% 0.0% 3.0% -0.2% 434 -9.1K -14 0.00 110.23 N/A N/A 0 0 2 0 2018-12-05 $58.21 $56.00 25.0% 7.2% 0.0% 0.0% 0.0% 1.2% -1.8% 470 -9.1K -14 0.00 109.85 N/A N/A 0 0 2 0 2018-12-06 $57.19 $0.00 25.8% 6.8% 0.0% 0.0% 23.5% 7.4% -0.5% 138 -4.2K -12 0.00 108.51 N/A N/A 0 1 1 0 2018-12-07 $56.83 $58.00 26.7% 6.8% 0.0% 0.0% 23.1% 3.1% 0.6% 276 -4.1K -24 0.00 119.96 N/A N/A 0 1 2 1 2018-12-10 $56.28 $58.00 30.7% 6.9% 0.0% 0.0% 0.0% 5.0% 1.2% -145 -101 -19 0.00 128.64 N/A N/A 0 0 1 1 2018-12-11 $56.56 $58.00 32.7% 6.6% 0.0% 0.0% 19.6% 5.8% 1.2% -164 -182 -18 0.00 123.68 N/A N/A 8 0 1 1 2018-12-12 $57.48 $58.00 23.7% 6.8% 0.0% 0.0% 21.5% 0.5% -0.1% -209 -995 -18 0.10 129.83 N/A N/A 10 1 1 1 2018-12-13 $57.33 $58.00 20.1% 5.8% 0.0% 0.0% 22.4% 4.0% 2.8% -340 -3.6K -55 0.10 107.32 N/A N/A 10 1 3 2 2018-12-14 $56.25 $58.00 24.3% 7.0% 0.0% 0.0% 20.3% 1.0% 1.3% 44 -6.4K -68 0.08 134.47 N/A N/A 13 1 4 2 2018-12-17 $55.77 $58.00 24.7% 7.1% 0.0% 0.0% 0.0% 4.4% 1.1% 431 -17.3K -102 0.00 124.69 N/A N/A 0 0 7 2 2018-12-18 $55.27 $58.00 26.5% 7.6% 0.0% 0.0% 0.0% 3.5% -0.5% 416 -16.0K -104 0.00 128.72 N/A N/A 0 0 7 2 2018-12-19 $54.22 $58.00 31.5% 9.0% 0.0% 0.0% 0.0% -0.6% -4.9% 598 -13.9K -103 0.00 168.13 N/A N/A 0 0 7 2 2018-12-20 $54.66 $58.00 27.6% 7.9% 22.2% 0.0% 0.0% 0.0% -1.9% 440 -14.8K -103 0.00 155.80 N/A N/A 0 0 7 2 2018-12-21 $54.57 $58.00 25.4% 7.3% 21.5% 0.0% 0.0% 1.0% 1.0% 431 -15.1K -102 0.00 149.54 N/A N/A 0 0 7 2 2018-12-24 $54.23 $58.00 27.8% 8.0% 20.8% 0.0% 28.0% 1.6% 3.9% 471 -13.9K -101 0.08 146.15 N/A N/A 13 1 7 2 2018-12-26 $55.12 $58.00 31.7% 9.1% 21.6% 0.0% 0.0% 10.2% -0.0% 502 -15.8K -100 0.00 145.49 N/A N/A 0 0 7 2 2018-12-27 $54.98 $58.00 26.8% 7.7% 21.0% 0.0% 0.0% 0.5% -0.2% 512 -14.5K -98 0.00 135.83 N/A N/A 0 0 7 2 2018-12-28 $55.28 $58.00 28.9% 8.3% 20.6% 0.0% 0.0% -0.7% -2.1% 422 -16.9K -97 0.00 159.71 N/A N/A 0 0 7 2 2018-12-31 $55.20 $58.00 26.2% 7.5% 20.6% 0.0% 0.0% 2.1% -0.8% 456 -15.8K -96 0.00 146.90 N/A N/A 0 0 7 2
« Nov 2018 | All History | Jan 2019 » Home AIA History December 2018