AIA Options History — April 2022

In April 2022, AIA traded between $61.51 and $71.24. ATM implied volatility averaged 30.5%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 3.6% (HV 20d: 34.1%). Max pain ranged from $65.00 to $72.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 26.78.

Notable Days

  • 2022-04-07: Highest Volume — 328 contracts
  • 2022-04-11: Largest IV spike — 74.4% change
  • 2022-04-12: Highest IV Rank — 100.0%
  • 2022-04-26: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.85$61.51$71.24$69.39$64.74
Max Pain$66.40$65.00$72.00$72.00$65.00
ATM IV30.5%20.0%53.1%30.7%30.6%
Expected Move7.1%5.7%9.1%5.8%8.8%
HV 20d34.1%22.2%50.5%50.5%25.8%
HV 60d34.7%33.6%35.6%34.8%34.3%
IV Rank41.5%12.4%100.0%43.2%40.4%
IV Percentile74.3%35.3%100.0%84.1%82.1%
Term Structure2.7%-8.0%17.0%-8.0%6.8%
VWIV27.7%17.5%36.0%28.9%31.4%
Skew 25d6.5%-3.3%14.4%0.8%3.2%
Skew 10d13.1%-9.0%31.5%10.4%18.1%
Call IV 25d27.6%18.1%40.9%31.2%40.9%
Put IV 25d34.0%25.4%44.6%32.0%44.2%
Bid-Ask Spread %111.9199.69139.6599.69117.69
Gamma HHI0.330.280.420.290.32
Net GEX-63.8K-79.5K-47.8K-57.9K-67.9K
Net DEX1.3M850.3K1.6M1.0M1.4M
Net VEX-4.7K-5.6K-4.0K-5.4K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio26.780.0031.0031.0031.00
Total Volume306.752328320320
Total OI426.6419437429419

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$69.39$72.0030.7%5.8%50.5%43.2%28.9%0.8%-8.0%-57.9K1.0M-5.4K31.0099.69N/AN/A1031019410
2022-04-04$71.24$72.0035.1%7.1%49.1%55.6%32.3%12.3%0.3%-61.7K850.3K-4.6K28.18139.65N/AN/A1131019410
2022-04-05$69.74$72.0028.8%7.6%49.9%37.9%31.8%8.7%-1.8%-51.9K996.8K-5.4K28.18103.66N/AN/A1131020410
2022-04-06$68.46$72.0044.5%8.0%49.6%82.0%29.6%-0.8%4.8%-47.8K1.1M-5.6K23.85115.33N/AN/A1331020410
2022-04-07$67.90$65.0037.0%7.6%48.6%60.9%28.0%9.4%-2.9%-62.8K1.1M-5.1K24.23106.33N/AN/A1331522410
2022-04-08$67.38$65.0028.0%6.2%47.7%35.7%29.5%9.3%-1.3%-64.9K1.2M-5.0K24.23104.66N/AN/A1331522415
2022-04-11$66.24$65.0048.8%6.6%46.3%94.3%27.2%8.9%5.1%-67.6K1.3M-4.8K24.23102.25N/AN/A1331522415
2022-04-12$66.02$65.0053.1%6.6%46.4%100.0%30.8%2.5%17.0%-61.0K1.3M-5.0K24.23113.89N/AN/A1331522415
2022-04-13$67.43$65.0020.0%5.7%27.1%12.4%28.1%4.8%-0.4%-71.2K1.2M-4.8K24.23119.77N/AN/A1331522415
2022-04-14$66.32$65.0022.1%6.3%27.6%18.0%26.7%-3.3%4.8%-74.8K1.3M-4.5K24.23117.93N/AN/A1331522415
2022-04-18$65.49$65.0026.0%7.4%26.4%28.2%29.6%4.3%1.7%-70.7K1.4M-4.3K31.00106.82N/AN/A1031010410
2022-04-19$65.35$65.0025.0%7.2%24.6%25.6%24.8%10.5%-1.8%-79.5K1.4M-4.0K31.00108.79N/AN/A1031010410
2022-04-20$65.06$65.0022.7%6.5%22.2%19.6%26.6%7.5%-1.0%-67.9K1.4M-4.4K31.00106.44N/AN/A1031010410
2022-04-21$63.39$65.0023.7%6.8%23.5%22.2%23.7%14.4%-2.7%-64.3K1.5M-4.4K31.00118.33N/AN/A1031010410
2022-04-22$63.43$65.0025.3%7.2%23.6%26.3%26.6%5.6%11.1%-64.3K1.5M-4.5K31.00103.17N/AN/A1031010410
2022-04-25$62.83$65.0021.3%6.1%23.5%15.9%18.9%9.9%14.7%-56.8K1.5M-4.6K31.00117.29N/AN/A103109410
2022-04-26$61.51$65.0031.8%9.1%23.7%43.5%17.5%11.1%4.2%-56.2K1.6M-4.0K31.00110.82N/AN/A1031010410
2022-04-27$62.16$65.0031.3%9.0%22.5%42.4%36.0%9.6%2.9%-56.8K1.6M-4.2K0.00117.30N/AN/A2010410
2022-04-28$62.87$65.0025.2%7.2%23.4%26.1%25.2%0.8%1.1%-70.4K1.6M-4.0K31.00108.33N/AN/A103109410
2022-04-29$64.74$65.0030.6%8.8%25.8%40.4%31.4%3.2%6.8%-67.9K1.4M-4.5K31.00117.69N/AN/A103109410