AIA Options History — March 2022

In March 2022, AIA traded between $62.21 and $71.72. ATM implied volatility averaged 37.3%, placing in the 63.9% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 0.1% (HV 20d: 37.2%). Max pain ranged from $72.00 to $72.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 19.43.

Notable Days

  • 2022-03-29: Highest Volume — 320 contracts
  • 2022-03-04: Largest IV spike — 57.2% change
  • 2022-03-01: Highest IV Rank — 100.0%
  • 2022-03-11: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.37$62.21$71.72$71.72$68.84
Max Pain$72.00$72.00$72.00$72.00$72.00
ATM IV37.3%23.7%50.9%45.6%33.2%
Expected Move10.2%6.5%15.2%13.1%6.5%
HV 20d37.2%18.4%51.3%18.7%51.3%
HV 60d29.2%21.7%35.0%22.5%35.0%
IV Rank63.9%23.6%100.0%100.0%50.4%
IV Percentile92.7%63.9%100.0%100.0%88.1%
Term Structure-3.5%-23.1%14.9%-16.0%-10.9%
VWIV27.2%23.5%30.6%29.8%26.1%
Skew 25d11.5%-1.0%29.8%29.8%-1.0%
Skew 10d18.2%4.7%28.8%9.4%11.4%
Call IV 25d31.1%24.0%38.8%24.0%33.2%
Put IV 25d42.6%30.8%53.8%53.8%32.2%
Bid-Ask Spread %113.3687.35142.47120.0596.55
Gamma HHI0.470.280.610.540.28
Net GEX-39.3K-59.2K-15.9K-29.1K-58.5K
Net DEX876.9K597.4K1.1M642.7K1.1M
Net VEX-4.0K-5.6K-1.9K-3.4K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio19.436.7339.1412.3331.00
Total Volume201.3048032080320
Total OI294.174180429180429

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$71.72$0.0045.6%13.1%18.7%100.0%0.0%29.8%-16.0%-29.1K642.7K-3.4K12.33120.05N/AN/A6746174
2022-03-02$71.66$0.0038.7%11.1%18.4%77.2%0.0%1.8%2.8%-24.0K597.4K-3.4K12.33142.47N/AN/A6746174
2022-03-03$70.60$0.0028.9%8.3%18.6%45.0%0.0%2.2%-2.7%-30.2K671.7K-3.3K6.73127.61N/AN/A11746174
2022-03-04$68.70$0.0045.5%13.0%20.1%99.5%0.0%20.9%2.3%-24.4K707.4K-3.1K7.40112.29N/AN/A107411174
2022-03-07$66.14$0.0050.9%14.6%22.7%100.0%0.0%6.1%14.9%-24.9K805.5K-2.6K7.40126.48N/AN/A10749174
2022-03-08$66.15$0.0039.6%15.2%22.9%68.3%0.0%13.7%14.8%-24.3K813.9K-2.6K7.40131.58N/AN/A10749174
2022-03-09$67.93$0.0026.4%12.9%25.6%31.2%0.0%7.4%7.7%-26.0K797.4K-2.8K10.57128.26N/AN/A7749174
2022-03-10$66.04$0.0033.6%13.9%24.8%51.4%0.0%13.2%-5.5%-23.5K831.0K-2.5K10.57122.89N/AN/A77410174
2022-03-11$64.37$0.0037.3%15.2%25.5%61.9%0.0%8.0%7.9%-19.2K812.7K-2.4K10.57127.67N/AN/A77410174
2022-03-14$62.21$72.0038.1%11.1%26.9%64.1%29.8%7.8%6.9%-15.9K868.6K-1.9K10.57112.92N/AN/A77410174
2022-03-15$62.33$72.0044.4%11.1%27.2%81.8%29.8%15.0%-2.6%-16.7K859.2K-2.0K39.14113.59N/AN/A727410174
2022-03-16$69.30$72.0036.1%9.6%49.1%58.4%29.6%21.6%-11.3%-55.2K1.0M-5.3K24.91119.78N/AN/A1127410374
2022-03-17$68.89$72.0037.1%8.6%48.7%61.3%29.5%3.9%-6.0%-51.8K1.0M-5.3K24.91110.81N/AN/A1127415374
2022-03-18$70.38$72.0042.7%9.3%49.7%76.9%26.1%22.9%-11.4%-49.7K951.5K-5.4K22.83113.19N/AN/A1227415374
2022-03-21$68.35$72.0037.0%8.4%50.2%61.1%24.5%8.1%-15.6%-45.5K1.1M-5.6K22.83115.97N/AN/A1227416374
2022-03-22$70.18$72.0040.1%8.8%51.0%69.7%26.1%14.4%-3.2%-56.8K877.1K-4.7K22.8390.06N/AN/A1227416374
2022-03-23$70.05$72.0033.6%8.3%50.9%51.5%26.2%12.5%-4.1%-57.1K882.9K-5.0K22.83105.59N/AN/A1227416374
2022-03-24$69.68$72.0036.0%8.1%50.5%58.2%24.4%5.9%-3.4%-59.2K907.3K-4.5K22.8387.35N/AN/A1227416374
2022-03-25$68.78$72.0038.6%7.4%50.5%65.7%23.5%16.2%-15.9%-48.2K1.0M-5.3K27.40107.27N/AN/A1027416374
2022-03-28$69.31$72.0043.3%6.9%50.5%78.7%24.7%20.0%-23.1%-53.4K1.0M-5.0K27.40102.82N/AN/A1027419374
2022-03-29$70.71$72.0023.7%6.5%51.1%23.6%30.6%6.9%-2.0%-54.4K890.0K-4.8K31.0092.58N/AN/A1031019374
2022-03-30$70.23$72.0027.8%7.4%51.1%35.0%30.1%6.5%-4.1%-57.1K993.8K-5.3K31.0099.54N/AN/A1031019410
2022-03-31$68.84$72.0033.2%6.5%51.3%50.4%26.1%-1.0%-10.9%-58.5K1.1M-5.4K31.0096.55N/AN/A1031019410