AIA Options History — April 2019 In April 2019, AIA traded between $62.30 and $64.20. ATM implied volatility averaged 15.0%. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 1.5% (HV 20d: 13.5%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-04 : Highest Volume — 2 contracts2019-04-08 : Largest IV spike — 94.6% change2019-04-01 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $63.37 $62.30 $64.20 $62.30 $63.16 Max Pain $51.00 $51.00 $51.00 $51.00 $51.00 ATM IV 15.0% 10.9% 21.3% 18.8% 13.5% Expected Move 4.3% 3.7% 5.2% 5.2% 3.9% HV 20d 13.5% 11.5% 16.4% 16.4% 11.7% HV 60d 14.8% 13.5% 16.9% 16.9% 13.6% Term Structure 1.4% -3.5% 3.8% -0.7% 1.7% VWIV 13.7% 7.1% 19.2% 18.0% 19.2% Skew 25d 1.6% -6.8% 10.4% 3.8% 3.2% Skew 10d 3.0% -3.4% 19.4% -2.5% 0.6% Call IV 25d 13.7% 7.1% 19.2% 18.0% 10.2% Put IV 25d 15.3% 11.2% 21.8% 21.8% 13.4% Bid-Ask Spread % 104.56 90.94 116.29 106.60 100.62 Gamma HHI 0.41 0.28 0.72 0.70 0.42 Net GEX 3.6K 1.0K 5.7K 1.2K 4.8K Net DEX -76.3K -88.8K -60.0K -60.1K -75.0K Net VEX -74 -93 -53 -55 -61 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.905 0 2 0 0 Total OI 15.571 11 18 11 16
Daily Data (21 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 2019-04-01 $62.30 $51.00 18.8% 5.2% 16.4% 0.0% 0.0% 3.8% -0.7% 1.2K -60.1K -55 0.00 106.60 N/A N/A 0 0 11 0 2019-04-02 $62.38 $51.00 14.2% 4.3% 16.0% 0.0% 0.0% -2.1% 1.9% 1.1K -60.0K -56 0.00 98.95 N/A N/A 0 0 11 0 2019-04-03 $63.15 $51.00 13.8% 5.2% 16.2% 0.0% 18.0% -1.2% -0.1% 1.0K -62.0K -53 0.00 101.86 N/A N/A 1 0 11 0 2019-04-04 $63.40 $51.00 11.2% 4.0% 14.8% 0.0% 14.1% 1.8% 2.5% 1.7K -66.0K -57 0.00 94.54 N/A N/A 2 0 12 0 2019-04-05 $63.81 $51.00 10.9% 3.8% 13.8% 0.0% 13.8% 1.4% 2.9% 2.7K -75.2K -68 0.00 99.70 N/A N/A 2 0 14 0 2019-04-08 $63.51 $51.00 21.3% 4.3% 13.0% 0.0% 0.0% 1.6% 2.3% 2.2K -74.8K -71 0.00 111.21 N/A N/A 0 0 14 0 2019-04-09 $63.36 $51.00 17.2% 4.7% 12.9% 0.0% 15.6% -0.7% 1.5% 2.7K -73.7K -69 0.00 111.48 N/A N/A 2 0 14 0 2019-04-10 $63.76 $51.00 16.4% 4.7% 12.9% 0.0% 7.1% 10.4% 2.8% 2.9K -81.2K -86 0.00 108.38 N/A N/A 2 0 16 0 2019-04-11 $63.12 $51.00 14.2% 4.1% 13.3% 0.0% 12.4% 2.4% 2.9% 3.7K -74.9K -84 0.00 90.94 N/A N/A 2 0 16 0 2019-04-12 $63.81 $51.00 16.0% 4.6% 13.3% 0.0% 15.9% 1.2% 1.2% 3.2K -80.6K -83 0.00 113.71 N/A N/A 2 0 16 0 2019-04-15 $63.34 $51.00 14.6% 4.2% 13.5% 0.0% 0.0% 3.5% 2.4% 5.0K -80.7K -93 0.00 101.96 N/A N/A 0 0 18 0 2019-04-16 $64.03 $51.00 13.6% 3.9% 13.9% 0.0% 0.0% 2.9% 3.3% 5.2K -86.8K -88 0.00 107.15 N/A N/A 0 0 18 0 2019-04-17 $64.20 $51.00 17.4% 5.0% 13.9% 0.0% 0.0% -0.1% -3.5% 4.3K -88.8K -91 0.00 114.79 N/A N/A 0 0 18 0 2019-04-18 $64.08 $51.00 15.6% 4.5% 13.9% 0.0% 0.0% 2.1% 1.5% 4.4K -88.6K -88 0.00 116.29 N/A N/A 0 0 18 0 2019-04-22 $63.58 $51.00 13.0% 3.7% 11.6% 0.0% 0.0% 4.9% 3.8% 5.7K -81.5K -81 0.00 95.14 N/A N/A 0 0 18 0 2019-04-23 $63.77 $51.00 16.6% 4.8% 11.5% 0.0% 0.0% 1.5% 1.1% 4.6K -86.8K -84 0.00 108.04 N/A N/A 0 0 18 0 2019-04-24 $62.95 $51.00 13.6% 3.9% 12.7% 0.0% 10.9% 1.9% 1.9% 5.4K -77.6K -81 0.00 101.40 N/A N/A 2 0 18 0 2019-04-25 $62.72 $51.00 12.8% 3.7% 12.8% 0.0% 10.0% 4.0% 1.6% 4.9K -72.4K -70 0.00 99.59 N/A N/A 2 0 17 0 2019-04-26 $62.92 $51.00 17.0% 4.9% 12.8% 0.0% 19.2% -6.8% -2.9% 3.9K -76.2K -72 0.00 109.61 N/A N/A 2 0 17 0 2019-04-29 $63.46 $51.00 13.3% 3.8% 12.7% 0.0% 0.0% -2.1% 2.0% 4.6K -78.5K -61 0.00 103.77 N/A N/A 0 0 16 0 2019-04-30 $63.16 $51.00 13.5% 3.9% 11.7% 0.0% 0.0% 3.2% 1.7% 4.8K -75.0K -61 0.00 100.62 N/A N/A 0 0 16 0
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