AIA Options History — July 2019

In July 2019, AIA traded between $59.83 and $62.04. ATM implied volatility averaged 16.3%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.5% (HV 20d: 13.7%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-07-22: Highest Volume — 10 contracts
  • 2019-07-31: Largest IV spike — 55.7% change
  • 2019-07-31: Highest IV Rank — 34.8%
  • 2019-07-31: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.11$59.83$62.04$62.04$59.83
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV16.3%14.8%24.4%18.2%24.4%
Expected Move4.6%4.1%7.0%5.2%7.0%
HV 20d13.7%8.2%18.0%16.9%9.3%
HV 60d17.2%16.4%17.6%17.5%16.4%
IV Rank13.7%9.9%34.8%18.7%34.8%
IV Percentile23.4%13.0%80.8%35.6%80.8%
Term Structure1.4%-6.2%8.2%-0.7%-6.2%
VWIV14.7%14.3%15.0%15.0%14.3%
Skew 25d3.1%0.1%6.5%2.9%1.9%
Skew 10d2.5%-3.0%11.6%6.6%11.6%
Call IV 25d14.0%10.0%26.9%17.3%26.9%
Put IV 25d17.1%13.1%28.7%20.2%28.7%
Bid-Ask Spread %120.7695.98155.35146.77155.35
Gamma HHI0.680.440.810.810.44
Net GEX6.4K3.8K11.9K3.9K7.6K
Net DEX-67.2K-94.7K-50.3K-65.4K-68.1K
Net VEX-173-203-147-163-193
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.27301000
Total OI19.18216261626

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$62.04$0.0018.2%5.2%16.9%18.7%0.0%2.9%-0.7%3.9K-65.4K-1630.00146.77N/AN/A00151
2019-07-02$61.78$0.0015.0%4.3%17.1%10.5%0.0%3.3%0.3%3.8K-62.8K-1690.00132.97N/AN/A00151
2019-07-03$61.45$0.0017.9%5.1%17.1%17.9%0.0%0.9%-2.4%4.2K-61.7K-1690.00150.91N/AN/A00151
2019-07-05$60.92$55.0017.6%4.1%17.6%17.1%0.0%6.5%0.1%4.0K-56.8K-1750.00122.51N/AN/A00151
2019-07-08$60.28$55.0016.9%4.9%18.0%15.3%0.0%5.5%1.3%4.3K-51.7K-1770.0095.98N/AN/A00151
2019-07-09$60.23$55.0016.9%4.7%17.7%15.5%0.0%2.2%1.9%4.8K-50.3K-1730.0097.53N/AN/A00151
2019-07-10$60.76$55.0015.4%4.4%17.8%11.5%0.0%2.1%4.2%4.1K-57.2K-1710.00136.80N/AN/A00151
2019-07-11$60.79$55.0015.8%4.5%16.6%12.5%0.0%1.2%3.2%4.2K-57.2K-1690.00136.93N/AN/A00151
2019-07-12$60.99$55.0015.8%4.5%16.5%12.4%0.0%6.0%2.6%4.8K-58.4K-1610.00101.03N/AN/A00151
2019-07-15$61.21$55.0015.6%4.5%16.1%12.0%0.0%2.1%2.6%4.8K-60.6K-1570.00103.53N/AN/A00151
2019-07-16$61.19$55.0015.4%4.4%16.1%11.6%0.0%2.0%2.7%4.6K-60.9K-1570.00101.52N/AN/A00151
2019-07-17$60.92$55.0015.0%4.3%13.0%10.6%0.0%5.4%2.7%4.5K-59.0K-1610.00107.30N/AN/A00151
2019-07-18$61.26$55.0015.8%4.5%12.3%12.5%0.0%1.3%1.5%4.5K-62.3K-1540.00138.08N/AN/A00151
2019-07-19$61.52$55.0015.4%4.4%11.1%11.6%0.0%3.4%1.2%4.2K-64.8K-1490.00122.34N/AN/A00151
2019-07-22$61.47$55.0015.4%4.4%11.1%11.4%15.0%4.8%8.2%4.6K-64.1K-1470.00113.20N/AN/A100151
2019-07-23$61.69$55.0014.8%4.2%11.1%9.9%14.9%1.8%1.4%11.0K-92.0K-2010.00112.86N/AN/A100251
2019-07-24$61.66$55.0014.8%4.3%10.1%10.1%14.5%4.4%1.4%11.9K-94.7K-1910.00127.97N/AN/A100251
2019-07-25$61.31$55.0015.6%4.5%9.7%12.0%14.8%5.0%1.6%11.0K-91.3K-2030.00115.09N/AN/A100251
2019-07-26$61.44$55.0014.8%4.3%9.1%10.1%14.3%4.2%1.9%11.7K-89.0K-1970.00112.86N/AN/A100251
2019-07-29$60.99$55.0015.5%4.5%9.5%11.9%0.0%0.1%1.2%11.9K-78.5K-1850.00109.66N/AN/A00251
2019-07-30$60.65$55.0015.7%4.5%8.2%12.3%0.0%1.7%1.1%11.3K-72.5K-1860.00115.64N/AN/A00251
2019-07-31$59.83$55.0024.4%7.0%9.3%34.8%0.0%1.9%-6.2%7.6K-68.1K-1930.00155.35N/AN/A00251