AIA Options History — February 2023 In February 2023, AIA traded between $58.22 and $66.53. ATM implied volatility averaged 42.3%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 18.8% (HV 20d: 23.5%). Max pain ranged from $59.00 to $69.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-03 : Highest Volume — 63 contracts2023-02-27 : Largest IV spike — 36.9% change2023-02-06 : Highest IV Rank — 43.3%2023-02-28 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $62.39 $58.22 $66.53 $66.53 $58.43 Max Pain $68.23 $59.00 $69.00 $59.00 $69.00 ATM IV 42.3% 31.6% 59.4% 40.1% 54.5% Expected Move 11.1% 7.9% 15.6% 11.5% 15.6% HV 20d 23.5% 20.8% 25.3% 25.3% 23.7% HV 60d 28.9% 26.5% 32.1% 32.1% 26.5% IV Rank 25.6% 14.5% 43.3% 23.3% 38.3% IV Percentile 59.3% 25.0% 92.1% 60.3% 85.3% Term Structure -9.2% -21.4% 9.0% -0.4% -9.8% VWIV 32.9% 32.9% 32.9% 32.9% 32.9% Skew 25d 16.6% -9.8% 34.2% 23.7% 34.2% Skew 10d 26.2% -3.9% 47.8% 23.1% 38.4% Call IV 25d 35.3% 23.1% 51.0% 33.0% 37.5% Put IV 25d 51.8% 38.3% 71.7% 56.7% 71.7% Bid-Ask Spread % 138.28 123.46 152.52 126.89 135.59 Gamma HHI 0.32 0.26 0.41 0.36 0.37 Net GEX 41.8K -1.8K 88.2K 88.2K 61.1K Net DEX -1.7M -2.7M -988.8K -2.7M -988.8K Net VEX -13.1K -14.8K -11.2K -12.4K -11.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 7.263 0 63 24 0 Total OI 1,291.842 953 1,480 1,347 965
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $66.53 $59.00 40.1% 11.5% 25.3% 23.3% 0.0% 23.7% -0.4% 88.2K -2.7M -12.4K 0.00 126.89 N/A N/A 0 24 700 647 2023-02-02 $65.72 $0.00 47.4% 9.0% 20.8% 30.9% 0.0% -2.0% -8.0% 44.6K -2.3M -13.9K 0.00 149.07 N/A N/A 0 2 700 671 2023-02-03 $64.55 $0.00 43.4% 7.9% 22.1% 26.8% 0.0% 21.1% -3.5% 42.1K -2.1M -13.9K 0.00 152.52 N/A N/A 0 63 700 673 2023-02-06 $63.36 $0.00 59.4% 12.2% 22.5% 43.3% 0.0% 11.9% -13.2% -1.4K -1.6M -14.5K 0.00 135.50 N/A N/A 15 0 700 736 2023-02-07 $63.90 $0.00 54.4% 9.9% 22.3% 38.2% 0.0% 10.7% -15.2% 9.6K -1.6M -14.8K 0.00 142.04 N/A N/A 14 0 715 736 2023-02-08 $63.62 $0.00 40.1% 11.5% 22.2% 23.4% 0.0% 7.2% -4.1% -1.8K -1.8M -14.5K 0.00 130.17 N/A N/A 4 0 729 736 2023-02-09 $64.42 $0.00 34.2% 9.8% 22.6% 17.2% 0.0% 14.3% -7.3% 39.3K -2.2M -14.2K 0.00 141.38 N/A N/A 0 0 733 736 2023-02-10 $63.31 $69.00 34.6% 9.9% 23.5% 17.7% 32.9% -9.8% -14.2% 12.2K -1.8M -14.4K 0.00 138.26 N/A N/A 2 0 741 736 2023-02-13 $64.06 $69.00 35.2% 10.1% 23.5% 18.3% 0.0% 23.1% -6.9% 41.8K -2.1M -13.7K 0.00 123.46 N/A N/A 0 0 743 736 2023-02-14 $63.81 $69.00 32.6% 9.4% 23.4% 15.6% 0.0% 26.8% -5.9% 12.5K -1.7M -13.9K 0.00 127.33 N/A N/A 1 0 743 736 2023-02-15 $62.33 $69.00 31.6% 9.1% 24.7% 14.5% 0.0% 17.1% -19.8% 10.4K -1.3M -13.3K 0.00 150.59 N/A N/A 1 0 744 736 2023-02-16 $62.69 $69.00 37.7% 10.8% 24.4% 20.9% 0.0% 11.9% -21.3% 10.7K -1.4M -13.5K 0.00 138.54 N/A N/A 0 0 744 736 2023-02-17 $61.53 $69.00 45.2% 12.9% 23.9% 28.6% 0.0% 13.7% -21.4% 72.1K -1.6M -12.5K 0.00 140.32 N/A N/A 0 0 744 736 2023-02-21 $60.33 $69.00 39.5% 11.3% 23.8% 22.7% 0.0% 17.9% -4.8% 74.1K -1.3M -12.2K 0.00 132.21 N/A N/A 7 0 735 218 2023-02-22 $59.75 $69.00 39.3% 11.3% 23.8% 22.5% 0.0% 23.9% -11.8% 71.8K -1.2M -11.4K 0.00 147.98 N/A N/A 0 0 742 218 2023-02-23 $60.03 $69.00 40.4% 11.6% 23.9% 23.7% 0.0% 17.1% -3.5% 74.8K -1.3M -11.6K 0.00 145.47 N/A N/A 0 0 742 218 2023-02-24 $58.22 $69.00 39.4% 11.3% 24.4% 22.6% 0.0% 33.1% 9.0% 69.2K -1.2M -11.8K 0.00 134.18 N/A N/A 0 0 742 218 2023-02-27 $58.77 $69.00 53.9% 15.5% 24.9% 37.7% 0.0% 19.1% -12.1% 62.1K -1.1M -11.6K 0.00 135.84 N/A N/A 5 0 742 218 2023-02-28 $58.43 $69.00 54.5% 15.6% 23.7% 38.3% 0.0% 34.2% -9.8% 61.1K -988.8K -11.2K 0.00 135.59 N/A N/A 0 0 747 218
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