AIA Options History — February 2020 In February 2020, AIA traded between $61.48 and $67.29. ATM implied volatility averaged 26.4%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 0.8% (HV 20d: 25.6%). Max pain ranged from $66.00 to $66.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2020-02-03 : Highest Volume — 40 contracts2020-02-10 : Largest IV spike — 73.6% change2020-02-28 : Highest IV Rank — 61.0%2020-02-28 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $64.68 $61.48 $67.29 $63.28 $61.48 Max Pain $66.00 $66.00 $66.00 $66.00 $66.00 ATM IV 26.4% 18.9% 38.0% 29.5% 38.0% Expected Move 7.3% 5.4% 10.9% 8.4% 10.9% HV 20d 25.6% 23.4% 27.6% 23.4% 24.9% HV 60d 20.4% 18.9% 21.6% 18.9% 21.5% IV Rank 35.8% 19.4% 61.0% 42.4% 61.0% IV Percentile 72.7% 41.7% 96.0% 85.7% 96.0% Term Structure -3.6% -11.0% 26.5% -7.4% -11.0% VWIV 29.1% 29.1% 29.1% 29.1% 29.1% Skew 25d 3.6% -6.1% 15.2% -6.1% 2.0% Skew 10d 5.8% -5.9% 18.5% 14.0% -3.2% Call IV 25d 23.6% 11.3% 36.1% 32.1% 36.1% Put IV 25d 27.2% 17.8% 38.1% 26.0% 38.1% Bid-Ask Spread % 158.40 95.42 190.32 153.95 190.32 Gamma HHI 0.45 0.26 0.92 0.31 0.86 Net GEX -16.7K -41.2K -2.8K -6.4K -2.8K Net DEX 106.1K 48.0K 180.0K 124.2K 58.1K Net VEX -431 -718 -185 -507 -185 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 3.158 0 40 40 10 Total OI 81.263 17 107 67 17
Daily Data (19 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 2020-02-03 $63.28 $66.00 29.5% 8.4% 23.4% 42.4% 29.1% -6.1% -7.4% -6.4K 124.2K -507 0.00 153.95 N/A N/A 0 40 23 44 2020-02-04 $65.06 $66.00 29.9% 8.6% 25.7% 43.5% 0.0% 9.0% -7.3% -21.0K 171.1K -718 0.00 156.39 N/A N/A 0 0 23 84 2020-02-05 $65.33 $66.00 18.9% 5.4% 25.7% 19.4% 0.0% 6.5% -0.6% -34.1K 145.1K -585 0.00 122.99 N/A N/A 0 0 23 84 2020-02-06 $65.75 $0.00 26.1% 8.3% 25.7% 35.2% 0.0% 10.7% -8.8% -30.0K 146.6K -636 0.00 138.93 N/A N/A 0 0 23 84 2020-02-07 $64.83 $0.00 20.1% 6.0% 25.9% 22.0% 0.0% 3.8% -2.4% -41.2K 180.0K -576 0.00 95.42 N/A N/A 0 0 23 84 2020-02-10 $65.26 $0.00 34.9% 6.7% 25.8% 54.2% 0.0% 3.3% -3.0% -22.4K 157.9K -607 0.00 167.67 N/A N/A 0 0 23 83 2020-02-11 $66.26 $0.00 29.7% 6.4% 25.6% 43.0% 0.0% 5.8% -0.3% -18.0K 108.1K -560 0.00 162.10 N/A N/A 0 0 23 83 2020-02-12 $67.29 $0.00 21.7% 6.2% 26.2% 25.5% 0.0% 2.7% -4.5% -11.1K 48.0K -496 0.00 172.14 N/A N/A 0 0 23 83 2020-02-13 $66.59 $0.00 20.4% 5.8% 26.2% 22.7% 0.0% -5.5% -5.8% -15.9K 87.1K -528 0.00 166.46 N/A N/A 0 0 23 83 2020-02-14 $66.60 $0.00 22.1% 6.3% 25.9% 26.4% 0.0% 4.6% -3.8% -15.2K 81.7K -494 0.00 169.85 N/A N/A 0 0 23 83 2020-02-18 $65.70 $0.00 23.5% 6.7% 26.2% 29.5% 0.0% 4.7% -6.0% -22.8K 119.6K -429 0.00 173.15 N/A N/A 0 0 23 83 2020-02-19 $66.21 $0.00 23.1% 6.6% 24.6% 28.7% 0.0% 15.2% -4.5% -20.0K 92.1K -365 0.00 163.15 N/A N/A 0 0 23 83 2020-02-20 $64.95 $0.00 24.0% 6.9% 25.2% 30.5% 0.0% 2.5% -6.7% -29.2K 161.9K -364 0.00 171.86 N/A N/A 0 0 23 83 2020-02-21 $64.51 $0.00 24.0% 6.9% 25.2% 30.6% 0.0% 7.2% -2.6% -12.3K 63.6K -278 0.00 171.68 N/A N/A 0 0 23 83 2020-02-24 $62.32 $0.00 28.1% 8.1% 27.6% 39.5% 0.0% 1.8% 26.5% -5.6K 102.2K -285 0.00 161.63 N/A N/A 0 10 2 25 2020-02-25 $62.47 $0.00 27.5% 7.9% 25.2% 38.1% 0.0% 1.1% -6.1% -3.2K 57.4K -190 0.00 149.74 N/A N/A 0 0 2 15 2020-02-26 $62.99 $0.00 28.2% 8.1% 25.3% 39.7% 0.0% 0.6% -5.8% -3.4K 54.1K -198 0.00 162.71 N/A N/A 0 0 2 15 2020-02-27 $62.13 $0.00 32.1% 9.2% 25.5% 48.2% 0.0% -0.7% -7.4% -2.9K 56.6K -188 0.00 159.46 N/A N/A 0 0 2 15 2020-02-28 $61.48 $0.00 38.0% 10.9% 24.9% 61.0% 0.0% 2.0% -11.0% -2.8K 58.1K -185 0.00 190.32 N/A N/A 0 10 2 15
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