AIA Options History — September 2021

In September 2021, AIA traded between $77.40 and $85.35. ATM implied volatility averaged 23.5%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 0.1% (HV 20d: 23.4%). Max pain ranged from $78.00 to $79.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.83.

Notable Days

  • 2021-09-01: Highest Volume — 140 contracts
  • 2021-09-20: Largest IV spike — 40.4% change
  • 2021-09-01: Highest IV Rank — 13.0%
  • 2021-09-01: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.09$77.40$85.35$84.75$78.42
Max Pain$78.95$78.00$79.00$78.00$79.00
ATM IV23.5%17.6%31.4%31.4%21.7%
Expected Move6.6%5.0%9.0%9.0%6.2%
HV 20d23.4%20.5%25.2%24.2%21.1%
HV 60d23.0%22.0%24.2%22.0%24.2%
IV Rank7.2%2.8%13.0%13.0%5.9%
IV Percentile50.6%8.7%87.7%87.7%37.7%
Term Structure-2.9%-14.2%1.9%-8.8%-1.8%
VWIV23.2%18.8%26.3%25.4%18.8%
Skew 25d1.9%-3.7%7.2%3.4%1.6%
Skew 10d1.6%-8.3%9.7%3.7%1.1%
Call IV 25d22.5%16.8%35.3%35.3%18.7%
Put IV 25d24.4%18.7%38.7%38.7%20.2%
Bid-Ask Spread %136.45117.74155.83155.83141.96
Gamma HHI0.190.170.220.200.20
Net GEX-79.5K-121.3K-21.1K-67.8K-91.5K
Net DEX1.2M324.4K2.1M324.4K2.1M
Net VEX-6.4K-7.6K-5.6K-5.7K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.830.003.673.670.00
Total Volume7.1901401400
Total OI479.19414535414434

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$84.75$78.0031.4%9.0%24.2%13.0%0.0%3.4%-8.8%-67.8K324.4K-5.7K3.67155.83N/AN/A30110115299
2021-09-02$83.91$79.0024.6%6.4%24.3%8.0%0.0%0.2%-1.4%-55.0K417.3K-5.7K0.00125.73N/AN/A00115299
2021-09-03$84.28$79.0025.2%5.9%24.2%8.5%25.4%0.1%-0.2%-91.7K479.0K-7.0K0.00120.88N/AN/A10145389
2021-09-07$85.35$79.0028.5%6.5%24.3%10.9%0.0%1.8%-4.7%-121.3K356.8K-7.1K0.00117.74N/AN/A00145389
2021-09-08$83.99$79.0024.3%7.0%25.0%7.8%0.0%-0.9%-1.5%-80.8K513.5K-7.6K0.00136.08N/AN/A00146389
2021-09-09$83.12$79.0020.7%5.9%25.2%5.1%0.0%4.4%-1.2%-76.2K679.2K-7.2K0.00132.74N/AN/A00146389
2021-09-10$83.03$79.0020.3%5.8%24.8%4.8%0.0%-0.1%1.9%-77.5K643.2K-7.5K0.00131.32N/AN/A00146389
2021-09-13$82.83$79.0022.4%6.4%24.7%6.4%0.0%4.3%-1.4%-72.1K681.2K-7.0K0.00129.71N/AN/A00146389
2021-09-14$81.77$79.0022.3%6.4%24.7%6.3%0.0%1.3%-1.9%-48.9K896.8K-7.3K0.00126.83N/AN/A00146389
2021-09-15$81.27$79.0021.6%6.2%22.8%5.8%0.0%4.1%-2.4%-50.3K947.4K-6.6K0.00131.69N/AN/A00146389
2021-09-16$80.35$79.0017.6%5.0%22.9%2.8%0.0%0.7%-2.8%-21.1K1.1M-6.8K0.00151.82N/AN/A00146389
2021-09-17$80.45$79.0019.8%5.7%20.5%4.4%0.0%5.0%1.5%-103.0K995.8K-6.5K0.00139.63N/AN/A02146389
2021-09-20$77.40$79.0027.8%8.0%24.9%10.4%0.0%-3.1%-14.2%-82.3K2.0M-5.9K0.00147.38N/AN/A0444386
2021-09-21$78.28$79.0027.2%7.8%24.3%9.9%22.3%0.6%-7.4%-86.4K1.9M-6.2K0.00151.99N/AN/A0144387
2021-09-22$79.33$79.0023.8%6.8%21.7%7.4%0.0%7.2%-2.0%-87.7K1.9M-6.2K0.00135.31N/AN/A0044386
2021-09-23$79.68$79.0023.6%6.8%21.8%7.3%26.3%-3.7%-3.5%-96.3K1.9M-6.1K0.00137.43N/AN/A0144387
2021-09-24$78.46$79.0020.7%5.9%22.2%5.1%18.8%3.4%-1.7%-89.0K2.0M-5.8K0.00129.64N/AN/A0244387
2021-09-27$79.74$79.0023.1%6.6%23.0%6.9%0.0%6.8%-3.8%-101.7K1.9M-5.7K0.00138.00N/AN/A0044388
2021-09-28$78.57$79.0023.9%6.9%23.5%7.5%0.0%-1.8%-2.6%-86.7K2.0M-5.8K0.00142.18N/AN/A0044390
2021-09-29$77.88$79.0023.4%6.7%22.4%7.1%0.0%5.0%-0.4%-82.0K2.0M-5.7K0.00141.62N/AN/A0044390
2021-09-30$78.42$79.0021.7%6.2%21.1%5.9%0.0%1.6%-1.8%-91.5K2.1M-5.6K0.00141.96N/AN/A0044390