AIA Options History — June 2020

In June 2020, AIA traded between $60.70 and $65.63. ATM implied volatility averaged 31.8%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 3.0% (HV 20d: 28.9%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.74.

Notable Days

  • 2020-06-04: Highest Volume — 26 contracts
  • 2020-06-24: Largest IV spike — 65.2% change
  • 2020-06-26: Highest IV Rank — 65.0%
  • 2020-06-26: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.95$60.70$65.63$60.70$64.97
Max Pain$58.00$58.00$58.00$58.00$58.00
ATM IV31.8%19.0%49.6%24.4%26.6%
Expected Move9.5%6.5%14.2%7.0%7.6%
HV 20d28.9%24.7%34.2%26.0%24.7%
HV 60d36.9%26.8%50.2%50.2%26.8%
IV Rank35.9%14.9%65.0%23.7%27.3%
IV Percentile67.0%22.6%94.8%48.4%51.2%
Term Structure-7.2%-26.3%4.2%0.8%-1.8%
VWIV27.2%22.8%31.7%22.8%31.7%
Skew 25d10.3%-11.7%36.9%6.0%26.7%
Skew 10d15.1%-0.7%33.5%6.7%20.7%
Call IV 25d24.5%15.0%40.3%20.8%15.0%
Put IV 25d34.8%18.0%60.2%26.8%41.7%
Bid-Ask Spread %163.87138.66185.31140.42162.93
Gamma HHI0.360.240.470.270.46
Net GEX-407-3.0K916-519-66
Net DEX9.3K-19.8K85.3K11.9K83.7K
Net VEX-623-2.2K-101-206-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.001.891.890.00
Total Volume2.22702603
Total OI64.0451621719217

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$60.70$58.0024.4%7.0%26.0%23.7%0.0%6.0%0.8%-51911.9K-2060.00140.42N/AN/A00712
2020-06-02$61.77$58.0025.9%7.4%26.4%26.1%0.0%1.0%-1.5%-1503.0K-2040.00144.12N/AN/A00712
2020-06-03$63.72$58.0024.1%6.9%28.2%23.1%0.0%-9.7%-2.4%-875-10.1K-1770.00138.66N/AN/A00712
2020-06-04$62.82$0.0019.0%7.4%28.9%14.9%22.8%9.8%-7.5%-311-850-1961.89146.31N/AN/A917712
2020-06-05$64.57$0.0027.0%10.0%30.2%28.0%0.0%3.4%-10.3%-186-14.6K-1930.00181.48N/AN/A00812
2020-06-08$64.46$0.0029.6%10.1%30.1%32.1%0.0%24.1%-10.6%-1.2K-19.1K-1580.00181.67N/AN/A00812
2020-06-09$64.95$0.0027.7%9.8%30.1%29.1%0.0%3.1%-11.6%-412-19.5K-1740.00170.41N/AN/A10812
2020-06-10$65.63$0.0033.7%9.7%29.8%38.9%0.0%3.5%-8.7%66-16.3K-2020.00168.76N/AN/A00812
2020-06-11$62.95$0.0037.7%10.8%34.1%45.4%0.0%24.6%-10.1%34-10.6K-1870.00167.07N/AN/A00812
2020-06-12$63.48$0.0041.8%12.0%34.2%52.2%0.0%18.9%-12.3%-1.3K-11.6K-1750.00182.61N/AN/A00812
2020-06-15$62.63$0.0032.6%9.3%33.7%37.1%0.0%-11.7%-8.6%-3.0K-19.8K-1010.00176.69N/AN/A00812
2020-06-16$63.26$0.0047.2%13.5%31.0%61.0%0.0%25.1%-19.3%-79-6.6K-1970.00180.44N/AN/A00812
2020-06-17$63.61$0.0035.7%10.2%30.9%42.2%0.0%20.8%-11.6%-457-8.9K-1910.00157.84N/AN/A00812
2020-06-18$63.79$0.0022.6%6.5%30.8%20.7%0.0%-5.3%-3.5%-234-11.2K-1890.00149.54N/AN/A00812
2020-06-19$63.66$0.0029.8%8.5%29.6%32.5%0.0%8.2%4.2%-364-9.2K-1950.00163.53N/AN/A00812
2020-06-22$64.74$0.0029.5%8.5%26.7%32.1%0.0%0.9%-3.8%-4903.3K-1780.00161.71N/AN/A00511
2020-06-23$65.49$0.0023.6%6.8%25.9%22.3%31.7%5.0%-2.7%-385-804-1651.83156.48N/AN/A611511
2020-06-24$65.06$0.0039.0%11.2%26.0%47.5%0.0%36.9%0.8%43962.5K-2.2K0.00151.90N/AN/A00105111
2020-06-25$64.95$0.0041.0%11.8%26.0%50.9%0.0%1.6%-12.9%-64656.8K-2.1K0.00168.93N/AN/A00105111
2020-06-26$64.67$0.0049.6%14.2%26.1%65.0%0.0%15.4%-26.3%32685.3K-2.1K0.00185.31N/AN/A00105111
2020-06-29$64.91$0.0032.4%9.3%25.2%36.8%0.0%18.6%2.3%91657.6K-2.1K0.00168.31N/AN/A20105111
2020-06-30$64.97$0.0026.6%7.6%24.7%27.3%0.0%26.7%-1.8%-6683.7K-2.1K0.00162.93N/AN/A30106111