AIA Options History — June 2019 In June 2019, AIA traded between $57.32 and $61.25. ATM implied volatility averaged 18.7%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.2% (HV 20d: 16.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-06-21 : Highest Volume — 4 contracts2019-06-10 : Largest IV drop — 26.8% change2019-06-03 : Highest IV Rank — 30.2%2019-06-03 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $59.12 $57.32 $61.25 $57.70 $61.22 ATM IV 18.7% 15.7% 22.7% 22.7% 20.0% Expected Move 5.3% 4.7% 6.5% 6.5% 5.7% HV 20d 16.5% 12.5% 20.7% 20.7% 16.7% HV 60d 16.8% 16.1% 17.6% 16.7% 17.3% IV Rank 20.0% 12.3% 30.2% 30.2% 23.4% IV Percentile 41.4% 20.6% 70.6% 70.6% 54.5% Term Structure -0.3% -4.6% 1.5% -0.2% -1.5% Skew 25d 3.0% -0.4% 9.4% 2.8% 1.0% Skew 10d 2.9% -3.1% 10.1% -2.2% -1.5% Call IV 25d 16.8% 9.3% 21.4% 21.3% 20.1% Put IV 25d 19.8% 17.4% 24.1% 24.1% 21.1% Bid-Ask Spread % 122.10 72.76 152.44 137.58 147.56 Gamma HHI 0.57 0.51 0.63 0.56 0.63 Net GEX 2.6K 1.8K 3.5K 1.8K 3.2K Net DEX -36.9K -56.9K -20.7K -24.8K -56.9K Net VEX -212 -228 -189 -225 -190 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 0.55 0 4 0 0 Total OI 18.4 18 19 18 18
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 2019-06-03 $57.70 $0.00 22.7% 6.5% 20.7% 30.2% 0.0% 2.8% -0.2% 1.8K -24.8K -225 0.00 137.58 N/A N/A 0 0 14 4 2019-06-04 $57.64 $0.00 21.0% 6.0% 19.6% 25.9% 0.0% 1.0% -3.6% 1.8K -23.9K -223 0.00 133.53 N/A N/A 0 0 14 4 2019-06-05 $57.32 $0.00 18.9% 5.4% 18.7% 20.4% 0.0% 5.6% 1.3% 1.9K -20.7K -218 0.00 116.12 N/A N/A 0 0 14 4 2019-06-06 $57.60 $0.00 18.6% 5.0% 18.7% 19.7% 0.0% 6.0% 0.6% 1.8K -22.2K -218 0.00 116.41 N/A N/A 0 0 14 4 2019-06-07 $58.13 $0.00 21.4% 5.2% 18.1% 27.1% 0.0% 0.6% 0.1% 2.0K -26.3K -220 0.00 147.04 N/A N/A 0 0 14 4 2019-06-10 $58.78 $0.00 15.7% 4.9% 18.6% 12.3% 0.0% 9.4% 0.5% 2.3K -30.4K -216 0.00 85.10 N/A N/A 1 0 14 4 2019-06-11 $59.11 $0.00 17.9% 5.0% 13.7% 17.9% 0.0% 3.2% 0.7% 2.6K -36.2K -228 0.00 72.76 N/A N/A 1 0 15 4 2019-06-12 $58.18 $0.00 17.2% 4.9% 13.9% 16.1% 0.0% 0.6% 1.5% 2.3K -27.9K -222 0.00 152.44 N/A N/A 1 0 15 4 2019-06-13 $57.98 $0.00 18.3% 5.2% 13.9% 18.9% 0.0% 3.0% 0.2% 2.3K -26.8K -222 0.00 80.45 N/A N/A 1 0 15 4 2019-06-14 $57.58 $0.00 17.6% 5.0% 14.0% 17.2% 0.0% 7.9% 0.6% 2.2K -22.6K -215 0.00 73.56 N/A N/A 1 0 15 4 2019-06-17 $57.50 $0.00 20.9% 6.0% 12.5% 25.6% 0.0% 3.4% -1.0% 2.3K -23.3K -212 0.00 134.74 N/A N/A 0 0 15 4 2019-06-18 $59.20 $0.00 17.4% 5.0% 16.0% 16.8% 0.0% 3.4% 1.4% 2.7K -37.0K -218 0.00 132.51 N/A N/A 0 0 15 4 2019-06-19 $60.01 $0.00 18.3% 5.2% 16.4% 18.9% 0.0% 1.4% -0.4% 2.9K -45.5K -217 0.00 152.18 N/A N/A 0 0 15 4 2019-06-20 $60.96 $0.00 19.3% 5.5% 17.1% 21.6% 0.0% -0.4% -1.0% 3.0K -53.8K -204 0.00 143.06 N/A N/A 0 2 15 4 2019-06-21 $60.83 $0.00 16.5% 4.7% 15.5% 14.4% 0.0% 1.7% 0.7% 3.5K -52.3K -200 0.00 95.30 N/A N/A 0 4 15 3 2019-06-24 $60.74 $0.00 16.8% 4.8% 15.6% 15.1% 0.0% 1.6% 0.4% 3.3K -51.7K -200 0.00 99.06 N/A N/A 0 0 15 3 2019-06-25 $60.02 $0.00 19.3% 5.5% 16.4% 21.6% 0.0% 0.9% -1.2% 3.1K -46.7K -206 0.00 148.01 N/A N/A 0 0 15 3 2019-06-26 $60.66 $0.00 18.6% 5.3% 16.6% 19.8% 0.0% 5.1% -4.6% 3.3K -52.6K -195 0.00 148.21 N/A N/A 0 0 15 3 2019-06-27 $61.25 $0.00 17.4% 5.0% 16.7% 16.6% 0.0% 1.4% 0.4% 3.4K -56.1K -189 0.00 126.43 N/A N/A 0 0 15 3 2019-06-28 $61.22 $0.00 20.0% 5.7% 16.7% 23.4% 0.0% 1.0% -1.5% 3.2K -56.9K -190 0.00 147.56 N/A N/A 0 0 15 3
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