AIA Options History — April 2023 In April 2023, AIA traded between $57.02 and $61.72. ATM implied volatility averaged 39.8%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 20.0% (HV 20d: 19.8%). Max pain ranged from $46.00 to $66.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-24 : Highest Volume — 2 contracts2023-04-27 : Largest IV spike — 79.1% change2023-04-10 : Highest IV Rank — 37.9%2023-04-05 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $60.07 $57.02 $61.72 $61.72 $58.72 Max Pain $60.84 $46.00 $66.00 $60.00 $46.00 ATM IV 39.8% 20.1% 56.6% 42.2% 43.0% Expected Move 10.9% 5.8% 13.4% 12.1% 12.3% HV 20d 19.8% 18.2% 23.0% 23.0% 18.7% HV 60d 22.7% 22.1% 23.2% 22.9% 22.1% IV Rank 21.6% 2.4% 37.9% 23.9% 24.7% IV Percentile 48.2% 0.4% 87.3% 59.1% 59.5% Term Structure -11.3% -24.3% 12.1% -11.9% -23.5% VWIV 22.9% 22.9% 22.9% 22.9% 22.9% Skew 25d 14.4% -4.3% 39.0% 30.3% -2.5% Skew 10d 17.5% -13.2% 54.5% 36.9% 35.3% Call IV 25d 27.8% 19.4% 36.7% 27.0% 25.2% Put IV 25d 42.2% 18.5% 67.1% 57.3% 22.7% Bid-Ask Spread % 128.53 113.03 145.99 130.86 127.89 Gamma HHI 0.42 0.35 0.45 0.44 0.41 Net GEX 83.1K 67.3K 104.7K 78.6K 95.7K Net DEX -1.2M -1.6M -329.0K -1.6M -1.4M Net VEX -8.4K -10.2K -4.7K -10.2K -6.8K 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 0.158 0 2 0 0 Total OI 944.474 846 971 970 846
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 2023-04-03 $61.72 $60.00 42.2% 12.1% 23.0% 23.9% 0.0% 30.3% -11.9% 78.6K -1.6M -10.2K 0.00 130.86 N/A N/A 0 0 739 231 2023-04-04 $61.50 $60.00 43.7% 12.5% 21.9% 25.3% 0.0% 36.0% -4.7% 92.5K -1.6M -10.1K 0.00 142.09 N/A N/A 0 0 739 231 2023-04-05 $60.91 $60.00 46.7% 13.4% 22.2% 28.3% 0.0% 39.0% -14.9% 72.1K -1.4M -9.8K 0.00 145.99 N/A N/A 0 1 739 231 2023-04-06 $61.39 $66.00 43.5% 10.3% 19.2% 25.2% 0.0% 19.0% -9.9% 67.3K -1.5M -9.8K 0.00 113.03 N/A N/A 0 0 739 232 2023-04-10 $61.41 $66.00 56.6% 12.0% 19.0% 37.9% 0.0% 1.7% -18.3% 73.5K -1.3M -9.8K 0.00 117.81 N/A N/A 0 0 739 232 2023-04-11 $61.40 $66.00 51.2% 11.3% 18.7% 32.7% 0.0% 15.2% -15.7% 77.3K -1.4M -9.7K 0.00 116.08 N/A N/A 0 0 739 232 2023-04-12 $60.06 $66.00 38.6% 11.1% 20.6% 20.5% 0.0% 7.3% -24.3% 86.3K -1.2M -9.4K 0.00 123.64 N/A N/A 0 0 739 232 2023-04-13 $61.30 $66.00 34.9% 10.0% 20.0% 16.9% 0.0% 5.0% -10.7% 99.1K -1.5M -9.9K 0.00 134.63 N/A N/A 0 0 739 232 2023-04-14 $60.63 $66.00 30.9% 8.9% 19.8% 12.9% 0.0% 12.2% -8.9% 82.2K -1.2M -8.7K 0.00 121.49 N/A N/A 0 0 739 232 2023-04-17 $60.96 $66.00 41.0% 11.8% 19.7% 22.8% 0.0% -4.3% -15.1% 97.7K -1.4M -9.5K 0.00 126.96 N/A N/A 0 0 739 232 2023-04-18 $60.79 $66.00 29.3% 8.4% 19.8% 11.4% 0.0% 16.8% -2.7% 88.7K -1.3M -9.2K 0.00 126.23 N/A N/A 0 0 739 232 2023-04-19 $60.04 $66.00 43.0% 12.3% 20.0% 24.7% 0.0% 7.0% -24.1% 104.7K -1.1M -8.5K 0.00 129.17 N/A N/A 0 0 739 232 2023-04-20 $59.74 $66.00 39.0% 11.2% 19.3% 20.8% 0.0% -2.1% -7.3% 80.6K -958.6K -8.3K 0.00 123.61 N/A N/A 0 0 739 232 2023-04-21 $59.05 $66.00 36.5% 10.5% 18.6% 18.4% 0.0% 10.2% -8.0% 80.8K -739.7K -7.3K 0.00 136.06 N/A N/A 0 0 739 232 2023-04-24 $58.61 $66.00 37.1% 10.6% 18.8% 18.9% 22.9% 24.4% -6.2% 71.7K -329.0K -5.6K 0.00 132.27 N/A N/A 2 0 738 232 2023-04-25 $57.02 $46.00 43.0% 12.3% 20.4% 24.7% 0.0% 19.6% -15.6% 81.9K -1.2M -6.8K 0.00 132.09 N/A N/A 0 0 739 107 2023-04-26 $57.60 $46.00 20.1% 5.8% 18.2% 2.4% 0.0% 26.1% 12.1% 78.4K -1.0M -5.6K 0.00 135.63 N/A N/A 0 0 739 107 2023-04-27 $58.57 $46.00 36.0% 10.3% 19.3% 17.9% 0.0% 12.2% -4.2% 68.8K -930.2K -4.7K 0.00 126.50 N/A N/A 0 0 739 107 2023-04-28 $58.72 $46.00 43.0% 12.3% 18.7% 24.7% 0.0% -2.5% -23.5% 95.7K -1.4M -6.8K 0.00 127.89 N/A N/A 0 0 739 107
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