AIA Options History — December 2019 In December 2019, AIA traded between $60.77 and $66.28. ATM implied volatility averaged 26.0%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 9.7% (HV 20d: 16.3%). Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-12-12 : Highest Volume — 5 contracts2019-12-26 : Largest IV spike — 142.7% change2019-12-10 : Highest IV Rank — 58.2%2019-12-04 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $64.07 $60.77 $66.28 $61.38 $65.92 ATM IV 26.0% 10.0% 37.0% 30.1% 27.1% Expected Move 6.8% 2.9% 9.2% 8.6% 7.8% HV 20d 16.3% 13.8% 18.4% 15.4% 15.1% HV 60d 14.5% 13.5% 15.3% 13.6% 14.7% IV Rank 34.2% 0.0% 58.2% 43.2% 37.2% IV Percentile 73.6% 0.0% 96.4% 88.9% 82.9% Term Structure -4.6% -12.2% 2.8% -7.6% -7.6% Skew 25d 6.1% -4.4% 19.1% 3.1% 5.0% Skew 10d 6.5% -14.3% 19.2% 2.3% 11.9% Call IV 25d 20.0% 7.6% 32.8% 31.5% 26.5% Put IV 25d 26.1% 8.8% 35.3% 34.6% 31.6% Bid-Ask Spread % 176.94 130.26 191.49 183.04 178.07 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 825 0 2.5K 1.1K 0 Net DEX -15.7K -29.9K 0 -17.1K 0 Net VEX -33 -57 0 -57 0 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 0.238 0 5 0 0 Total OI 3.571 0 5 5 0
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 2019-12-02 $61.38 $0.00 30.1% 8.6% 15.4% 43.2% 0.0% 3.1% -7.6% 1.1K -17.1K -57 0.00 183.04 N/A N/A 0 0 5 0 2019-12-03 $60.77 $0.00 31.7% 9.1% 14.4% 46.6% 0.0% 2.4% -8.2% 1.2K -15.8K -57 0.00 178.46 N/A N/A 0 0 5 0 2019-12-04 $61.27 $0.00 32.2% 9.2% 14.5% 47.6% 0.0% -4.4% -12.2% 1.1K -16.8K -56 0.00 179.64 N/A N/A 0 0 5 0 2019-12-05 $61.57 $0.00 32.7% 6.5% 14.7% 48.8% 0.0% 15.2% -3.2% 1.0K -17.4K -56 0.00 186.76 N/A N/A 0 0 5 0 2019-12-06 $62.15 $0.00 33.2% 6.2% 14.9% 50.0% 0.0% 17.4% -2.5% 1.0K -18.5K -55 0.00 191.01 N/A N/A 0 0 5 0 2019-12-09 $61.95 $0.00 36.7% 6.3% 14.3% 57.6% 0.0% 16.8% -2.7% 1.1K -18.3K -54 0.00 190.18 N/A N/A 0 0 5 0 2019-12-10 $61.99 $0.00 37.0% 6.5% 13.8% 58.2% 0.0% 17.5% -2.9% 1.1K -18.3K -54 0.00 190.28 N/A N/A 0 0 5 0 2019-12-11 $63.05 $0.00 22.5% 6.4% 15.1% 26.3% 0.0% 19.1% -2.5% 1.1K -20.5K -51 0.00 191.49 N/A N/A 0 0 5 0 2019-12-12 $64.92 $0.00 22.4% 6.4% 17.7% 26.2% 0.0% 9.3% -3.1% 928 -23.8K -47 0.00 178.39 N/A N/A 5 0 5 0 2019-12-13 $65.05 $0.00 22.6% 6.5% 17.6% 26.6% 0.0% 0.3% -5.7% 2.5K -29.9K -14 0.00 130.26 N/A N/A 0 0 5 0 2019-12-16 $64.61 $0.00 21.9% 6.3% 17.8% 24.9% 0.0% 3.4% -4.5% 1.1K -25.0K -42 0.00 184.34 N/A N/A 0 0 5 0 2019-12-17 $65.65 $0.00 22.2% 6.4% 18.4% 25.6% 0.0% 3.9% -5.0% 991 -27.1K -36 0.00 176.21 N/A N/A 0 0 5 0 2019-12-18 $65.79 $0.00 21.9% 6.3% 18.4% 24.9% 0.0% 3.9% -4.2% 971 -27.3K -36 0.00 178.72 N/A N/A 0 0 5 0 2019-12-19 $65.44 $0.00 22.1% 6.3% 18.1% 25.4% 0.0% 2.4% -3.8% 1.0K -26.6K -36 0.00 180.56 N/A N/A 0 0 5 0 2019-12-20 $65.62 $0.00 22.0% 6.3% 17.6% 25.1% 0.0% 3.7% -4.0% 997 -27.0K -36 0.00 171.72 N/A N/A 0 0 5 0 2019-12-23 $65.43 $0.00 22.5% 6.5% 17.7% 26.3% 0.0% 2.5% -4.6% 0 0 0 0.00 178.82 N/A N/A 0 0 0 0 2019-12-24 $65.22 $0.00 10.0% 2.9% 17.2% 0.0% 0.0% 0.2% 2.8% 0 0 0 0.00 149.15 N/A N/A 0 0 0 0 2019-12-26 $65.67 $0.00 24.2% 6.9% 17.2% 31.0% 0.0% 4.0% -5.8% 0 0 0 0.00 179.14 N/A N/A 0 0 0 0 2019-12-27 $66.28 $0.00 24.4% 7.0% 17.3% 31.5% 0.0% 3.9% -4.5% 0 0 0 0.00 162.19 N/A N/A 0 0 0 0 2019-12-30 $65.83 $0.00 25.9% 7.4% 15.3% 34.7% 0.0% -0.9% -4.1% 0 0 0 0.00 177.22 N/A N/A 0 0 0 0 2019-12-31 $65.92 $0.00 27.1% 7.8% 15.1% 37.2% 0.0% 5.0% -7.6% 0 0 0 0.00 178.07 N/A N/A 0 0 0 0
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