AIA Options History — July 2021

In July 2021, AIA traded between $81.48 and $90.90. ATM implied volatility averaged 21.6%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 3.4% (HV 20d: 18.2%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 4.00.

Notable Days

  • 2021-07-27: Highest Volume — 30 contracts
  • 2021-07-27: Largest IV spike — 105.2% change
  • 2021-07-27: Highest IV Rank — 18.1%
  • 2021-07-27: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.37$81.48$90.90$90.90$83.72
Max Pain$90.00$90.00$90.00$90.00$90.00
ATM IV21.6%16.7%38.1%18.5%20.0%
Expected Move5.7%4.8%10.9%5.3%5.7%
HV 20d18.2%11.6%27.2%12.5%27.2%
HV 60d18.1%16.0%21.3%16.3%21.3%
IV Rank5.8%2.1%18.1%3.4%4.6%
IV Percentile35.0%4.0%92.9%15.1%27.0%
Term Structure-1.1%-22.7%3.5%-1.6%1.0%
VWIV25.0%17.5%37.7%17.5%31.6%
Skew 25d5.2%-2.5%12.6%-0.9%6.1%
Skew 10d6.2%-7.6%28.6%4.4%12.5%
Call IV 25d17.3%11.6%34.7%16.6%19.8%
Put IV 25d22.5%15.7%32.2%15.7%25.9%
Bid-Ask Spread %123.92114.28167.79158.79117.70
Gamma HHI0.440.250.560.490.25
Net GEX-134.2K-174.4K-76.8K-123.3K-92.5K
Net DEX1.7M1.1M2.2M1.1M2.2M
Net VEX-4.2K-5.1K-2.9K-5.1K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.000.0010.0010.009.00
Total Volume3.28603000
Total OI434.429418474419474

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$90.90$90.0018.5%5.3%12.5%3.4%0.0%-0.9%-1.6%-123.3K1.1M-5.1K0.00158.79N/AN/A0047372
2021-07-02$90.35$90.0025.1%7.2%11.6%8.4%0.0%-2.5%-7.1%-133.3K1.2M-5.0K0.00167.79N/AN/A0247372
2021-07-06$89.03$90.0019.9%5.1%12.1%4.5%0.0%3.1%0.4%-136.5K1.4M-4.8K0.00118.38N/AN/A0145373
2021-07-07$88.60$90.0020.0%5.3%12.0%4.6%0.0%2.4%1.5%-146.1K1.5M-4.8K0.00115.81N/AN/A0045374
2021-07-08$86.44$90.0023.5%5.6%14.6%7.2%0.0%10.4%3.1%-116.6K1.8M-4.4K10.00120.15N/AN/A11045374
2021-07-09$88.38$90.0027.2%5.4%16.9%9.9%17.5%1.6%2.0%-147.5K1.6M-4.5K0.00118.08N/AN/A0346384
2021-07-12$88.44$90.0026.3%5.1%16.9%9.3%0.0%4.7%0.5%-156.8K1.6M-4.5K0.00118.55N/AN/A3046385
2021-07-13$89.30$90.0025.8%5.1%17.3%8.9%17.6%1.5%1.0%-160.7K1.4M-4.6K0.00118.94N/AN/A10049385
2021-07-14$89.59$90.0016.7%4.8%17.2%2.1%0.0%9.1%3.5%-153.6K1.3M-4.8K0.00126.12N/AN/A0059385
2021-07-15$89.69$90.0019.0%5.4%17.0%3.8%20.5%7.0%0.5%-135.9K1.2M-4.7K0.00115.76N/AN/A0659385
2021-07-16$88.82$90.0017.5%5.0%17.0%2.7%0.0%0.3%0.3%-174.3K1.3M-4.7K0.00118.99N/AN/A0059381
2021-07-19$86.96$90.0019.4%5.6%18.2%4.1%0.0%6.5%-2.0%-136.3K1.7M-4.2K0.00122.22N/AN/A0049381
2021-07-20$87.86$90.0019.2%5.5%18.7%4.0%0.0%5.4%3.5%-162.4K1.7M-3.9K0.00128.76N/AN/A0049381
2021-07-21$87.67$90.0017.0%4.9%18.6%2.4%0.0%6.2%0.6%-166.7K1.7M-3.8K0.00122.06N/AN/A0049381
2021-07-22$88.26$90.0017.0%4.9%18.1%2.3%0.0%4.3%-0.4%-174.4K1.6M-4.3K0.00122.96N/AN/A0049381
2021-07-23$86.66$90.0022.1%6.3%18.8%6.1%37.7%11.6%-4.3%-140.2K1.7M-4.0K1.00123.73N/AN/A1149381
2021-07-26$83.54$90.0018.6%5.3%21.4%3.5%0.0%4.6%1.7%-90.6K2.2M-2.9K0.00122.07N/AN/A0149381
2021-07-27$81.48$90.0038.1%10.9%22.4%18.1%31.6%5.8%-22.7%-76.8K2.2M-3.2K9.00114.28N/AN/A32750382
2021-07-28$84.44$90.0018.1%5.2%26.9%3.1%0.0%12.6%1.7%-82.2K2.1M-3.1K0.00114.69N/AN/A0063383
2021-07-29$84.69$90.0024.7%7.1%27.0%8.1%0.0%10.5%-6.1%-111.4K2.1M-4.0K0.00116.55N/AN/A0064410
2021-07-30$83.72$90.0020.0%5.7%27.2%4.6%0.0%6.1%1.0%-92.5K2.2M-3.3K0.00117.70N/AN/A0064410