AIA Options History — July 2020 In July 2020, AIA traded between $65.62 and $71.17. ATM implied volatility averaged 39.5%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 15.6% (HV 20d: 23.9%). Max pain ranged from $65.00 to $67.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 6.94.
Notable Days 2020-07-06 : Highest Volume — 119 contracts2020-07-07 : Largest IV spike — 115.6% change2020-07-01 : Highest IV Rank — 100.0%2020-07-01 : Largest Expected Move — 28.3%Monthly Statistics Metric Avg Min Max Open Close Price $69.17 $65.62 $71.17 $65.62 $69.39 Max Pain $65.70 $65.00 $67.00 $65.00 $67.00 ATM IV 39.5% 20.9% 107.8% 98.8% 25.6% Expected Move 9.4% 6.0% 28.3% 28.3% 7.3% HV 20d 23.9% 21.5% 27.5% 22.5% 25.1% HV 60d 26.0% 24.7% 27.5% 25.4% 25.3% IV Rank 31.0% 11.2% 100.0% 100.0% 16.0% IV Percentile 58.5% 15.5% 100.0% 100.0% 41.7% Term Structure -8.8% -40.0% 1.8% -40.0% -3.9% VWIV 25.4% 20.1% 30.7% 23.6% 20.1% Skew 25d -4.4% -44.0% 25.0% 25.0% 7.4% Skew 10d 4.5% -26.9% 44.6% 44.6% 4.4% Call IV 25d 33.6% 16.7% 104.0% 104.0% 16.7% Put IV 25d 29.2% 17.5% 129.0% 129.0% 24.2% Bid-Ask Spread % 131.01 113.03 184.89 184.89 120.02 Gamma HHI 0.46 0.32 0.83 0.46 0.33 Net GEX -24.1K -96.9K 2.9K 2.9K -60.7K Net DEX -209.4K -491.0K 143.3K 43.5K -9.8K Net VEX -1.6K -2.1K -691 -2.1K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.94 0.00 13.88 13.88 0.00 Total Volume 15.636 0 119 0 1 Total OI 251.045 219 324 219 324
Daily Data (22 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 2020-07-01 $65.62 $0.00 98.8% 28.3% 22.5% 100.0% 0.0% 25.0% -40.0% 2.9K 43.5K -2.1K 0.00 184.89 N/A N/A 0 0 108 111 2020-07-02 $67.06 $0.00 46.2% 13.2% 22.8% 40.8% 0.0% -15.3% -33.2% -2.6K -143.5K -2.1K 0.00 170.52 N/A N/A 0 0 108 111 2020-07-06 $69.91 $65.00 50.0% 13.6% 25.2% 45.1% 23.6% -15.6% -16.3% -2.0K -221.4K -2.0K 13.88 137.04 N/A N/A 8 111 108 111 2020-07-07 $68.52 $65.00 107.8% 15.0% 26.5% 100.0% 0.0% -44.0% -22.7% -1.4K -206.4K -2.0K 0.00 148.61 N/A N/A 0 0 108 111 2020-07-08 $70.12 $65.00 61.6% 14.9% 27.5% 52.7% 0.0% -40.3% -23.4% -1.4K -292.2K -1.9K 0.00 147.19 N/A N/A 0 0 108 111 2020-07-09 $69.95 $65.00 47.4% 9.8% 27.4% 38.3% 0.0% 7.7% -5.5% -1.4K -350.1K -1.7K 0.00 116.62 N/A N/A 0 0 108 111 2020-07-10 $69.29 $65.00 32.7% 7.4% 22.3% 23.2% 0.0% 2.4% -3.0% -4.2K -325.7K -1.7K 0.00 113.03 N/A N/A 0 0 108 111 2020-07-13 $69.00 $65.00 50.3% 7.4% 22.5% 41.2% 0.0% -3.1% -1.7% -8.1K -304.9K -1.7K 0.00 122.44 N/A N/A 0 0 108 111 2020-07-14 $69.04 $65.00 57.0% 7.2% 21.6% 48.1% 0.0% 0.5% -0.9% -2.7K -312.5K -1.6K 0.00 123.00 N/A N/A 0 0 108 111 2020-07-15 $69.40 $65.00 30.5% 8.7% 21.5% 21.0% 27.4% 2.3% -6.6% -3.8K -308.7K -1.7K 13.88 122.90 N/A N/A 8 111 108 111 2020-07-16 $68.17 $65.00 25.7% 7.4% 22.9% 16.1% 0.0% 1.5% 1.8% -4.6K -215.3K -1.7K 0.00 115.88 N/A N/A 0 0 108 111 2020-07-17 $68.49 $65.00 24.9% 7.1% 22.9% 15.3% 0.0% 0.2% -1.0% -5.1K -290.9K -1.6K 0.00 119.27 N/A N/A 0 0 108 111 2020-07-20 $69.01 $65.00 27.6% 7.9% 22.9% 18.0% 0.0% -8.9% -4.5% -13.0K -491.0K -727 0.00 132.31 N/A N/A 0 0 108 111 2020-07-21 $70.14 $65.00 27.3% 7.8% 22.8% 17.7% 0.0% -2.5% -4.0% -5.8K -444.7K -1.2K 0.00 129.81 N/A N/A 0 0 108 111 2020-07-22 $69.18 $65.00 22.1% 6.3% 23.5% 12.4% 30.7% -4.3% -1.2% -7.5K -346.9K -1.4K 0.00 117.86 N/A N/A 0 100 108 111 2020-07-23 $68.85 $67.00 23.2% 6.7% 23.4% 13.5% 0.0% -1.9% -2.6% -41.7K 143.3K -2.0K 0.00 130.66 N/A N/A 0 0 108 211 2020-07-24 $69.04 $67.00 22.0% 6.3% 23.3% 12.3% 0.0% -5.8% -7.3% -83.1K 35.7K -1.1K 0.00 120.87 N/A N/A 0 0 108 211 2020-07-27 $70.38 $67.00 22.3% 6.4% 23.8% 12.6% 0.0% 2.5% -3.8% -96.9K -143.6K -1.1K 0.00 126.07 N/A N/A 0 0 108 211 2020-07-28 $69.83 $67.00 20.9% 6.0% 24.2% 11.2% 0.0% 0.8% -2.6% -56.8K -22.3K -1.5K 0.00 127.61 N/A N/A 0 0 108 211 2020-07-29 $71.17 $67.00 23.6% 6.8% 24.8% 14.0% 0.0% -8.7% -10.7% -63.4K -270.1K -691 0.00 127.52 N/A N/A 0 0 108 211 2020-07-30 $70.29 $67.00 21.8% 6.2% 25.4% 12.1% 0.0% 4.4% -0.4% -66.7K -129.3K -1.1K 0.00 128.03 N/A N/A 5 0 108 211 2020-07-31 $69.39 $67.00 25.6% 7.3% 25.1% 16.0% 20.1% 7.4% -3.9% -60.7K -9.8K -1.5K 0.00 120.02 N/A N/A 1 0 113 211
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