AIA Options History — January 2019

In January 2019, AIA traded between $53.38 and $60.39. ATM implied volatility averaged 23.1%. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 1.8% (HV 20d: 21.3%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 15 of 21 days.

Notable Days

  • 2019-01-30: Largest IV spike — 139.1% change
  • 2019-01-30: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.28$53.38$60.39$54.61$60.39
Max Pain$58.00$58.00$58.00$58.00$58.00
ATM IV23.1%15.6%49.8%31.5%16.1%
Expected Move6.5%4.5%14.3%9.0%5.4%
HV 20d21.3%17.1%22.9%17.1%22.2%
Term Structure-0.5%-18.2%4.1%-1.9%4.1%
Skew 25d1.5%-17.2%7.5%-0.6%7.5%
Skew 10d6.5%-4.6%34.0%-1.1%9.2%
Call IV 25d21.1%13.6%52.7%32.9%15.9%
Put IV 25d22.6%19.7%35.5%32.2%23.4%
Bid-Ask Spread %116.0899.42143.62143.62109.93
Gamma HHI0.320.280.440.280.32
Net GEX306-453962426115
Net DEX-24.2K-35.6K-11.6K-14.3K-34.8K
Net VEX-74-97-33-97-53
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI8.6198998

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$54.61$58.0031.5%9.0%17.1%0.0%0.0%-0.6%-1.9%426-14.3K-970.00143.62N/AN/A0072
2019-01-03$53.38$58.0026.8%7.5%17.4%0.0%0.0%2.1%-0.4%646-11.6K-930.00114.46N/AN/A0072
2019-01-04$55.08$58.0025.0%6.7%21.5%0.0%0.0%1.9%0.7%478-15.4K-930.00117.26N/AN/A0072
2019-01-07$55.50$58.0025.3%6.8%21.1%0.0%0.0%1.7%0.1%445-16.2K-900.00114.34N/AN/A0072
2019-01-08$55.36$58.0027.3%6.7%21.0%0.0%0.0%2.1%-0.4%360-15.6K-920.00117.30N/AN/A0072
2019-01-09$56.63$58.0022.6%6.5%22.4%0.0%0.0%1.0%-0.0%115-20.6K-870.00114.63N/AN/A0072
2019-01-10$57.18$58.0021.5%6.2%22.6%0.0%0.0%1.0%0.0%72-22.3K-830.00114.33N/AN/A0072
2019-01-11$56.89$58.0021.0%6.0%21.9%0.0%0.0%1.1%0.8%66-21.5K-830.00115.88N/AN/A0072
2019-01-14$56.25$58.0019.9%5.7%22.2%0.0%0.0%3.2%1.6%430-16.8K-820.00108.54N/AN/A0072
2019-01-15$56.78$58.0021.1%6.0%21.4%0.0%0.0%5.7%0.3%54-21.7K-790.00117.00N/AN/A0072
2019-01-16$57.50$58.0020.9%6.0%21.6%0.0%0.0%1.5%0.1%-152-24.5K-730.00111.97N/AN/A0072
2019-01-17$57.77$58.0015.6%4.5%21.2%0.0%0.0%6.1%-6.6%-453-24.1K-730.00120.96N/AN/A0072
2019-01-18$58.38$58.0020.7%5.9%19.8%0.0%0.0%1.6%0.1%306-30.3K-660.00109.89N/AN/A0072
2019-01-22$57.17$58.0021.6%6.2%21.6%0.0%0.0%0.7%0.7%546-27.1K-710.00114.68N/AN/A0071
2019-01-23$57.58$58.0018.3%5.2%21.6%0.0%0.0%4.6%0.9%598-26.3K-720.0099.42N/AN/A0071
2019-01-24$58.35$58.0019.5%5.6%21.6%0.0%0.0%0.8%2.4%384-30.2K-620.00112.86N/AN/A0071
2019-01-25$59.60$58.0018.7%5.4%22.1%0.0%0.0%3.6%2.9%333-34.1K-530.00107.79N/AN/A0071
2019-01-28$59.05$58.0020.8%6.0%22.5%0.0%0.0%1.6%1.0%348-32.4K-570.00115.97N/AN/A0071
2019-01-29$59.20$58.0020.8%6.0%22.4%0.0%0.0%2.1%1.4%357-32.5K-580.00115.83N/AN/A0071
2019-01-30$60.26$58.0049.8%14.3%22.9%0.0%0.0%-17.2%-18.2%962-35.6K-330.00140.98N/AN/A0071
2019-01-31$60.39$0.0016.1%5.4%22.2%0.0%0.0%7.5%4.1%115-34.8K-530.00109.93N/AN/A0071