AIA Options History — December 2022

In December 2022, AIA traded between $56.45 and $58.84. ATM implied volatility averaged 56.7%, placing in the 49.0% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 25.0% (HV 20d: 31.7%). Max pain ranged from $50.00 to $53.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 9.01.

Notable Days

  • 2022-12-27: Highest Volume — 128 contracts
  • 2022-12-14: Largest IV drop — 71.3% change
  • 2022-12-12: Highest IV Rank — 100.0%
  • 2022-12-30: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.64$56.45$58.84$58.11$56.82
Max Pain$52.71$50.00$53.00$50.00$53.00
ATM IV56.7%31.0%113.9%51.2%56.2%
Expected Move12.4%8.7%16.1%14.7%16.1%
HV 20d31.7%25.4%38.9%38.9%28.7%
HV 60d35.4%34.6%36.3%35.8%36.0%
IV Rank49.0%13.9%100.0%52.3%40.0%
IV Percentile80.8%34.1%100.0%87.7%89.3%
Term Structure-10.3%-35.0%-1.5%-20.1%-9.7%
VWIV40.7%28.0%57.0%37.2%28.0%
Skew 25d17.7%-7.8%46.6%41.4%46.6%
Skew 10d13.6%-9.4%41.9%18.0%2.6%
Call IV 25d33.5%18.8%58.1%36.7%18.8%
Put IV 25d51.1%24.5%81.9%78.1%65.4%
Bid-Ask Spread %149.18133.03166.39148.89144.19
Gamma HHI0.270.230.300.260.23
Net GEX-30.4K-45.6K-11.1K-35.8K-28.9K
Net DEX762.1K315.2K1.1M1.0M397.9K
Net VEX-2.4K-2.8K-1.8K-2.5K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.010.0059.004.000.00
Total Volume13.714012860
Total OI315.857241343337328

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$58.11$50.0051.2%14.7%38.9%52.3%37.2%41.4%-20.1%-35.8K1.0M-2.5K0.00148.89N/AN/A0616321
2022-12-02$58.56$50.0055.1%15.8%38.9%58.2%57.0%23.9%-18.6%-40.1K1.1M-2.2K4.00150.59N/AN/A1416324
2022-12-05$58.11$53.0065.3%10.7%37.0%74.1%0.0%21.6%-3.3%-39.5K1.0M-2.3K0.00139.21N/AN/A1017324
2022-12-06$58.04$53.0062.8%9.8%37.2%70.2%0.0%5.6%-6.2%-33.3K968.7K-2.7K0.00152.28N/AN/A0018324
2022-12-07$57.53$53.0064.6%10.1%37.6%73.1%0.0%8.0%-4.4%-31.7K1.0M-2.5K0.00147.77N/AN/A0018324
2022-12-08$58.70$53.0072.4%10.8%36.5%85.2%0.0%10.8%-16.9%-38.5K1.0M-2.4K0.00150.31N/AN/A0018324
2022-12-09$58.84$53.0067.5%8.7%33.0%77.6%0.0%18.4%-7.5%-32.1K924.3K-2.5K0.00165.10N/AN/A0018324
2022-12-12$58.42$53.0099.3%11.6%29.6%100.0%0.0%-2.4%-5.6%-35.0K1.0M-2.3K0.00148.21N/AN/A0018324
2022-12-13$58.33$53.00113.9%13.2%29.6%100.0%0.0%11.8%-13.7%-34.6K949.6K-2.4K0.00133.03N/AN/A1018324
2022-12-14$58.16$53.0032.7%9.4%25.4%15.6%0.0%0.6%-8.8%-32.2K960.2K-2.4K0.00166.39N/AN/A0019324
2022-12-15$56.53$53.0040.7%11.7%26.6%24.0%0.0%5.3%-9.4%-31.1K1.1M-1.8K0.00151.38N/AN/A2019324
2022-12-16$56.69$53.0051.9%14.9%26.5%35.6%0.0%34.5%-10.2%-11.1K792.1K-2.1K59.00139.34N/AN/A15921285
2022-12-19$58.50$53.0035.6%10.2%28.4%18.7%0.0%0.0%-10.0%-45.6K960.5K-2.3K0.04161.16N/AN/A45212287
2022-12-20$56.46$53.0054.1%15.5%30.2%37.9%28.0%25.8%-7.5%-21.0K466.7K-2.5K0.00135.59N/AN/A36035206
2022-12-21$57.08$53.0031.0%8.9%30.4%13.9%0.0%4.8%-9.8%-22.3K433.0K-2.3K0.00154.46N/AN/A0056206
2022-12-22$56.58$53.0045.2%12.9%30.4%28.6%0.0%-7.8%-1.5%-19.2K357.3K-2.6K0.00146.05N/AN/A0056206
2022-12-23$56.61$53.0049.8%14.3%30.0%33.4%0.0%35.1%-7.9%-19.3K357.5K-2.6K0.00140.90N/AN/A0056206
2022-12-27$58.08$53.0033.2%9.5%30.8%16.2%0.0%17.0%-1.8%-29.2K331.2K-2.4K0.00150.90N/AN/A012856206
2022-12-28$56.45$53.0052.0%14.9%30.9%35.7%0.0%7.8%-35.0%-30.1K434.8K-2.8K0.00159.94N/AN/A0256271
2022-12-29$57.79$53.0055.3%15.8%28.1%39.1%0.0%44.2%-9.5%-28.3K315.2K-2.4K0.00146.99N/AN/A0056272
2022-12-30$56.82$53.0056.2%16.1%28.7%40.0%0.0%46.6%-9.7%-28.9K397.9K-2.8K0.00144.19N/AN/A0056272