AIA Options History — August 2022

In August 2022, AIA traded between $58.15 and $60.92. ATM implied volatility averaged 35.9%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 17.5% (HV 20d: 18.5%). Max pain ranged from $61.00 to $75.72. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.07.

Notable Days

  • 2022-08-31: Highest Volume — 371 contracts
  • 2022-08-18: Largest IV spike — 102.4% change
  • 2022-08-08: Highest IV Rank — 83.1%
  • 2022-08-02: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.71$58.15$60.92$59.38$59.23
Max Pain$65.88$61.00$75.72$75.72$65.00
ATM IV35.9%17.6%65.8%31.8%32.3%
Expected Move9.3%5.1%12.2%9.1%9.3%
HV 20d18.5%14.7%23.0%22.6%19.6%
HV 60d26.7%24.9%30.5%30.5%25.2%
IV Rank33.9%3.8%83.1%27.1%28.0%
IV Percentile68.6%2.0%99.6%69.0%65.9%
Term Structure-7.3%-23.4%12.0%1.0%-7.7%
VWIV31.2%15.0%58.7%40.0%35.3%
Skew 25d8.7%-15.6%39.6%10.2%-0.4%
Skew 10d15.5%-4.7%39.6%6.7%-0.0%
Call IV 25d28.8%11.2%57.8%31.4%23.7%
Put IV 25d37.6%16.6%71.7%41.6%23.3%
Bid-Ask Spread %147.64118.16174.96118.16140.22
Gamma HHI0.330.210.510.500.21
Net GEX-56.4K-227.4K6.9K-39.5K-9.1K
Net DEX1.3M484.1K2.4M1.3M985.4K
Net VEX-5.7K-7.4K-3.9K-4.0K-4.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.002.500.202.50
Total Volume107.870371121371
Total OI770.304608938706635

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$59.38$75.7231.8%9.1%22.6%27.1%40.0%10.2%1.0%-39.5K1.3M-4.0K0.20118.16N/AN/A10120316390
2022-08-02$59.42$75.7242.4%12.2%22.5%44.6%58.7%13.9%1.8%-33.6K1.3M-3.9K2.18130.46N/AN/A101220316390
2022-08-03$60.15$75.7235.2%10.1%23.0%32.7%42.1%8.6%-7.7%-64.6K1.3M-4.8K1.68125.79N/AN/A131220316423
2022-08-04$60.69$61.0046.0%9.1%21.6%50.5%24.8%21.5%-5.0%-22.5K947.9K-5.8K1.68118.27N/AN/A131220346423
2022-08-05$60.35$61.0056.4%10.1%21.6%67.6%21.0%12.8%-8.8%-21.9K914.9K-6.3K2.12142.85N/AN/A104220346423
2022-08-08$59.86$61.0065.8%10.8%17.6%83.1%17.3%39.6%-2.7%-30.5K1.0M-5.8K2.45146.88N/AN/A104255349423
2022-08-09$59.35$65.0050.8%9.5%17.8%58.5%0.0%1.5%-2.0%-56.1K1.3M-5.6K0.00161.01N/AN/A0209349458
2022-08-10$59.84$65.0024.6%7.1%17.9%15.3%15.2%5.4%-5.3%-152.2K1.8M-7.4K0.00145.33N/AN/A30349589
2022-08-11$60.39$65.0031.8%9.1%17.8%27.2%0.0%0.8%-6.1%-63.3K1.9M-6.8K0.00150.98N/AN/A00346589
2022-08-12$60.92$65.0036.4%10.5%18.0%34.8%40.8%26.9%-10.4%-92.3K1.7M-6.9K0.00140.06N/AN/A120346589
2022-08-15$60.66$65.0038.4%11.0%17.7%38.1%0.0%26.6%-23.4%-98.3K1.6M-7.3K0.00138.38N/AN/A20348589
2022-08-16$60.48$65.0036.2%10.4%16.6%34.4%37.3%17.0%-11.7%-98.3K1.8M-6.7K0.00148.73N/AN/A70349589
2022-08-17$60.12$65.0017.6%5.1%16.7%3.8%0.0%2.4%-0.7%-113.4K2.0M-5.5K0.00169.16N/AN/A00348589
2022-08-18$59.79$65.0035.7%10.2%16.4%33.5%0.0%5.1%-12.1%-227.4K1.9M-6.2K0.00172.19N/AN/A020348589
2022-08-19$58.91$65.0033.6%9.6%16.1%30.1%0.0%0.4%-3.8%-176.6K2.4M-4.6K0.00152.55N/AN/A00348589
2022-08-22$58.45$65.0030.5%8.8%16.1%25.0%26.6%15.6%-14.5%2.2K824.8K-5.1K0.00146.16N/AN/A03342266
2022-08-23$58.62$65.0026.2%7.5%16.2%17.8%0.0%14.5%-11.2%1.5K862.7K-5.2K0.00139.09N/AN/A00342269
2022-08-24$58.86$65.0026.9%7.7%14.7%19.1%0.0%-8.0%-12.8%629962.1K-4.7K0.00152.76N/AN/A00342269
2022-08-25$60.74$65.0028.5%8.2%19.0%21.7%0.0%20.7%12.0%670605.6K-6.2K0.00174.96N/AN/A10342269
2022-08-26$59.67$65.0038.1%10.9%18.5%37.4%0.0%-11.6%-20.7%6.9K484.1K-6.3K0.00164.54N/AN/A020343269
2022-08-29$59.22$65.0033.4%9.6%17.8%29.8%15.0%-15.6%-7.5%-2.8K831.4K-5.7K0.00152.98N/AN/A06343289
2022-08-30$58.15$65.0027.7%7.9%18.9%20.4%0.0%-7.1%-8.8%-6.7K998.6K-4.8K0.00164.28N/AN/A00343292
2022-08-31$59.23$65.0032.3%9.3%19.6%28.0%35.3%-0.4%-7.7%-9.1K985.4K-4.8K2.50140.22N/AN/A106265343292