AIA Options History — September 2023 In September 2023, AIA traded between $54.85 and $59.04. ATM implied volatility averaged 45.8%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 28.1% (HV 20d: 17.7%). Max pain ranged from $58.00 to $60.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.01.
Notable Days 2023-09-01 : Highest Volume — 26 contracts2023-09-13 : Largest IV drop — 64.3% change2023-09-12 : Highest IV Rank — 79.8%2023-09-01 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $56.88 $54.85 $59.04 $59.04 $55.39 Max Pain $59.90 $58.00 $60.00 $58.00 $60.00 ATM IV 45.8% 21.2% 99.0% 54.5% 21.2% Expected Move 10.9% 6.1% 15.6% 15.6% 6.1% HV 20d 17.7% 16.2% 19.0% 18.9% 17.4% HV 60d 20.8% 20.1% 21.4% 21.2% 20.1% IV Rank 29.6% 6.3% 79.8% 37.8% 6.3% IV Percentile 49.2% 3.2% 98.8% 83.3% 3.2% Term Structure -6.7% -18.5% 7.0% -17.1% -4.0% Skew 25d 23.2% 5.6% 35.8% 18.1% 13.1% Skew 10d 27.4% 6.1% 40.2% 20.9% 38.7% Call IV 25d 26.5% 13.8% 55.3% 55.3% 18.9% Put IV 25d 49.6% 31.9% 73.5% 73.5% 31.9% Bid-Ask Spread % 155.28 132.88 173.97 162.68 153.69 Gamma HHI 0.42 0.36 0.59 0.59 0.42 Net GEX -6.7K -9.2K -3.5K -9.2K -6.8K Net DEX 103.6K 36.2K 159.2K 102.8K 134.8K Net VEX -1.5K -1.5K -1.1K -1.1K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.04 0.04 0.00 Total Volume 1.45 0 26 26 0 Total OI 112.95 89 115 89 115
Daily Data (20 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 2023-09-01 $59.04 $58.00 54.5% 15.6% 18.9% 37.8% 0.0% 18.1% -17.1% -9.2K 102.8K -1.1K 0.04 162.68 N/A N/A 25 1 10 79 2023-09-05 $58.63 $60.00 50.2% 12.1% 19.0% 33.8% 0.0% 5.6% -9.1% -4.5K 36.2K -1.5K 0.00 141.34 N/A N/A 0 0 35 79 2023-09-06 $58.20 $60.00 53.2% 10.0% 18.3% 36.6% 0.0% 8.3% -3.0% -3.5K 63.0K -1.5K 0.00 132.88 N/A N/A 0 0 35 79 2023-09-07 $57.14 $60.00 52.6% 10.2% 19.0% 36.0% 0.0% 25.6% 7.0% -6.1K 81.4K -1.5K 0.00 139.98 N/A N/A 0 0 35 79 2023-09-08 $57.02 $60.00 71.8% 12.1% 18.9% 54.1% 0.0% 31.6% -11.4% -6.0K 85.1K -1.5K 0.00 145.30 N/A N/A 0 0 35 79 2023-09-11 $57.60 $60.00 66.1% 12.0% 18.1% 48.8% 0.0% 31.8% -14.3% -6.4K 80.9K -1.5K 0.00 152.22 N/A N/A 0 0 35 79 2023-09-12 $57.73 $60.00 99.0% 12.4% 18.0% 79.8% 0.0% 33.0% -5.2% -7.3K 78.5K -1.5K 0.00 147.05 N/A N/A 0 0 35 79 2023-09-13 $57.56 $60.00 35.4% 10.1% 17.2% 19.8% 0.0% 34.5% -2.6% -6.0K 72.0K -1.5K 0.00 136.27 N/A N/A 0 0 35 79 2023-09-14 $58.01 $60.00 33.1% 9.5% 16.5% 17.6% 0.0% 13.4% -8.3% -6.7K 59.4K -1.5K 0.00 173.97 N/A N/A 1 0 35 79 2023-09-15 $57.61 $60.00 42.1% 12.1% 16.6% 26.1% 0.0% 34.0% -12.6% -5.8K 78.5K -1.5K 0.00 150.64 N/A N/A 0 0 36 79 2023-09-18 $57.40 $60.00 35.9% 10.3% 16.2% 20.2% 0.0% 35.8% -14.7% -6.5K 95.2K -1.5K 0.00 165.28 N/A N/A 0 0 35 79 2023-09-19 $57.00 $60.00 33.9% 9.7% 16.4% 18.4% 0.0% 28.3% 4.6% -6.4K 109.2K -1.5K 0.00 159.24 N/A N/A 0 0 35 79 2023-09-20 $56.64 $60.00 36.2% 10.4% 16.5% 20.5% 0.0% 32.5% -6.1% -6.5K 101.2K -1.4K 0.00 162.32 N/A N/A 0 0 35 79 2023-09-21 $55.31 $60.00 33.8% 9.7% 16.8% 18.3% 0.0% 21.4% -1.3% -7.9K 154.1K -1.5K 0.00 158.50 N/A N/A 0 0 35 79 2023-09-22 $56.33 $60.00 38.7% 11.1% 18.2% 22.9% 0.0% 12.7% 0.1% -7.1K 127.5K -1.5K 0.00 171.21 N/A N/A 0 0 35 79 2023-09-25 $55.91 $60.00 37.9% 10.9% 18.4% 22.2% 0.0% 22.1% -5.6% -8.5K 144.0K -1.4K 0.00 151.39 N/A N/A 0 0 35 79 2023-09-26 $54.85 $60.00 41.0% 11.8% 18.5% 25.1% 0.0% 12.0% -18.5% -6.8K 154.0K -1.4K 0.00 166.65 N/A N/A 2 0 35 79 2023-09-27 $55.00 $60.00 37.1% 10.7% 17.4% 21.4% 0.0% 25.9% -1.7% -7.6K 159.2K -1.4K 0.00 164.33 N/A N/A 0 0 36 79 2023-09-28 $55.20 $60.00 42.6% 12.2% 17.5% 26.6% 0.0% 23.3% -9.4% -8.1K 154.1K -1.4K 0.00 170.69 N/A N/A 0 0 36 79 2023-09-29 $55.39 $60.00 21.2% 6.1% 17.4% 6.3% 0.0% 13.1% -4.0% -6.8K 134.8K -1.4K 0.00 153.69 N/A N/A 0 0 36 79
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