AIA Options History — December 2021

In December 2021, AIA traded between $74.22 and $79.20. ATM implied volatility averaged 26.2%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 6.1% (HV 20d: 20.1%). Max pain ranged from $76.00 to $80.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 4.38.

Notable Days

  • 2021-12-22: Highest Volume — 336 contracts
  • 2021-12-09: Largest IV spike — 64.4% change
  • 2021-12-09: Highest IV Rank — 21.9%
  • 2021-12-01: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.00$74.22$79.20$77.65$76.76
Max Pain$76.55$76.00$80.00$80.00$76.00
ATM IV26.2%18.1%43.3%34.1%31.9%
Expected Move6.3%5.2%9.8%9.8%9.2%
HV 20d20.1%16.1%22.7%16.1%20.4%
HV 60d19.7%18.9%21.0%19.7%19.2%
IV Rank8.5%2.1%21.9%15.1%12.5%
IV Percentile55.2%13.5%94.4%91.7%87.3%
Term Structure-3.1%-16.9%5.7%-13.6%-10.2%
VWIV21.2%13.4%32.5%27.2%30.1%
Skew 25d2.0%-13.8%8.2%4.0%4.8%
Skew 10d4.2%-2.4%13.5%-2.4%0.7%
Call IV 25d19.8%14.2%30.1%29.8%16.0%
Put IV 25d21.8%15.2%35.1%33.9%20.7%
Bid-Ask Spread %158.53149.06167.94163.38167.94
Gamma HHI0.330.270.390.270.33
Net GEX-79.0K-107.2K-55.3K-69.9K-84.8K
Net DEX1.5M1.3M1.8M1.3M1.6M
Net VEX-2.7K-3.5K-1.9K-3.5K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.383.635.593.685.37
Total Volume330.5310336332325
Total OI332.136306339338331

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$77.65$80.0034.1%9.8%16.1%15.1%27.2%4.0%-13.6%-69.9K1.3M-3.5K3.68163.38N/AN/A7126174264
2021-12-02$78.43$80.0030.0%8.6%16.5%12.0%32.5%7.8%-15.9%-87.3K1.4M-3.3K3.68162.32N/AN/A7126174264
2021-12-03$76.48$80.0030.8%8.8%18.6%12.6%28.6%6.3%-16.9%-66.5K1.4M-3.3K3.68157.84N/AN/A7126174264
2021-12-06$77.88$76.0030.2%5.2%19.8%12.2%18.0%0.4%0.0%-88.9K1.5M-2.7K3.68154.15N/AN/A7126174264
2021-12-07$79.08$76.0025.2%5.7%20.3%8.5%18.9%5.5%2.5%-90.0K1.3M-3.4K3.68158.09N/AN/A7126174264
2021-12-08$79.20$76.0026.3%6.1%20.3%9.3%17.8%5.6%2.9%-107.2K1.3M-3.1K3.68153.69N/AN/A7126174264
2021-12-09$78.68$76.0043.3%6.6%20.4%21.9%19.6%1.6%-3.8%-80.3K1.3M-3.4K3.68161.04N/AN/A7126174264
2021-12-10$78.54$76.0041.6%5.5%19.3%20.7%19.3%4.3%1.6%-85.4K1.3M-3.2K3.68161.21N/AN/A7126174264
2021-12-13$76.88$76.0029.9%5.5%20.3%11.0%20.3%1.8%-0.7%-76.1K1.4M-3.0K3.63149.06N/AN/A7226174264
2021-12-14$76.76$76.0039.0%5.5%20.2%17.8%18.0%1.9%-0.4%-77.7K1.5M-2.5K3.63159.26N/AN/A7226175264
2021-12-15$76.33$76.0019.0%5.5%20.0%2.8%19.4%0.4%-1.6%-79.2K1.6M-2.4K3.63160.35N/AN/A7226175264
2021-12-16$75.99$76.0019.1%5.5%20.0%2.8%21.7%6.2%-3.2%-75.8K1.4M-2.7K3.63158.18N/AN/A7226175264
2021-12-17$75.74$76.0023.1%6.6%19.7%5.8%28.0%-0.8%-7.3%-67.4K1.5M-2.5K3.63162.72N/AN/A7226175264
2021-12-20$74.22$76.0019.0%5.4%20.6%2.8%19.9%-2.4%-2.1%-55.3K1.6M-1.9K5.08154.79N/AN/A5125944262
2021-12-21$75.90$76.0018.8%5.4%22.5%2.6%17.3%1.6%-0.2%-68.6K1.6M-1.9K5.08157.91N/AN/A5125944262
2021-12-22$76.16$76.0018.5%5.3%22.3%2.4%18.0%-0.9%-0.8%-69.5K1.5M-2.4K5.59155.36N/AN/A5128544262
2021-12-23$76.81$76.0018.1%5.2%22.7%2.1%17.4%-13.8%5.7%-81.8K1.7M-2.3K5.59157.75N/AN/A5128544288
2021-12-27$76.80$76.0018.8%5.4%20.2%2.6%20.1%6.3%-2.0%-83.2K1.7M-2.4K5.59161.00N/AN/A5128544288
2021-12-28$76.45$76.0019.1%5.5%20.2%2.8%21.0%-1.9%-3.5%-77.1K1.6M-2.5K5.59160.86N/AN/A5128544288
2021-12-29$75.93$76.0019.0%5.4%20.2%2.8%19.6%-2.7%-1.9%-76.1K1.8M-2.1K5.59160.02N/AN/A5128544288
2021-12-30$77.25$76.0021.2%6.1%20.7%4.4%13.4%8.2%2.2%-90.5K1.8M-2.1K5.37150.77N/AN/A5127444288
2021-12-31$76.76$76.0031.9%9.2%20.4%12.5%30.1%4.8%-10.2%-84.8K1.6M-2.4K5.37167.94N/AN/A5127444287