AIA Options History — October 2023

In October 2023, AIA traded between $53.83 and $57.08. ATM implied volatility averaged 47.4%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 29.7% (HV 20d: 17.8%). Max pain ranged from $54.68 to $60.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-09: Highest Volume — 1 contracts
  • 2023-10-24: Largest IV spike — 251.8% change
  • 2023-10-31: Highest IV Rank — 65.1%
  • 2023-10-31: Largest Expected Move — 23.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.23$53.83$57.08$55.13$53.94
Max Pain$55.41$54.68$60.00$60.00$54.68
ATM IV47.4%17.7%83.4%52.6%83.4%
Expected Move12.9%5.1%23.9%15.1%23.9%
HV 20d17.8%15.8%19.6%15.9%18.9%
HV 60d18.8%17.6%19.9%19.7%18.0%
IV Rank31.1%3.1%65.1%36.1%65.1%
IV Percentile59.9%0.8%98.4%79.0%98.4%
Term Structure-4.6%-33.8%23.0%-29.8%-3.2%
Skew 25d21.0%-25.6%51.4%21.7%35.3%
Skew 10d16.8%-40.4%50.6%15.2%28.1%
Call IV 25d26.8%16.1%47.5%43.6%30.3%
Put IV 25d47.8%8.9%84.5%65.3%65.5%
Bid-Ask Spread %149.77133.06166.78166.78152.21
Gamma HHI0.470.420.510.430.47
Net GEX-9.1K-13.6K-6.3K-7.5K-6.5K
Net DEX168.6K114.9K214.4K131.5K204.5K
Net VEX-1.3K-1.4K-1.1K-1.4K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1360100
Total OI115.273114116115115

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$55.13$60.0052.6%15.1%15.9%36.1%0.0%21.7%-29.8%-7.5K131.5K-1.4K0.00166.78N/AN/A003679
2023-10-03$54.33$60.0043.1%12.4%16.4%27.1%0.0%35.2%-13.7%-7.3K198.3K-1.3K0.00152.16N/AN/A003679
2023-10-04$54.51$60.0046.3%13.3%16.5%30.0%0.0%36.9%-19.8%-6.3K135.3K-1.4K0.00160.75N/AN/A003679
2023-10-05$54.83$54.6848.8%6.2%15.8%32.4%0.0%31.1%-1.0%-8.7K171.8K-1.4K0.00133.06N/AN/A003679
2023-10-06$55.91$54.6873.9%6.3%17.6%56.1%0.0%51.4%12.9%-8.5K165.3K-1.3K0.00140.74N/AN/A003679
2023-10-09$55.67$54.6842.9%16.2%17.1%26.8%0.0%27.6%-1.9%-9.3K154.3K-1.3K0.00142.84N/AN/A103679
2023-10-10$56.58$54.6850.0%17.6%18.2%33.5%0.0%-25.6%-32.3%-9.1K124.7K-1.3K0.00155.74N/AN/A003779
2023-10-11$57.08$54.6856.3%16.1%18.5%39.5%0.0%-2.0%-21.7%-9.1K114.9K-1.3K0.00147.03N/AN/A003779
2023-10-12$56.47$54.6851.6%14.8%18.6%35.1%0.0%21.7%-1.3%-9.9K137.8K-1.3K0.00153.19N/AN/A003779
2023-10-13$56.06$54.6824.4%7.0%18.6%9.4%0.0%11.8%-0.2%-9.7K143.6K-1.3K0.00146.30N/AN/A003779
2023-10-16$56.52$54.6855.4%15.9%18.9%38.6%0.0%10.3%-10.5%-10.7K137.1K-1.3K0.00142.93N/AN/A003779
2023-10-17$56.32$54.6863.6%18.2%18.8%46.4%0.0%12.4%-33.8%-10.4K143.0K-1.3K0.00148.58N/AN/A003779
2023-10-18$55.34$54.6866.0%18.9%19.6%48.7%0.0%37.0%-32.1%-7.3K189.5K-1.1K0.00154.34N/AN/A003779
2023-10-19$55.03$54.6821.2%6.1%17.8%6.4%0.0%39.4%2.4%-7.0K168.7K-1.3K0.00153.75N/AN/A003779
2023-10-20$54.44$54.6820.8%6.0%16.8%6.0%0.0%21.7%20.8%-10.2K202.9K-1.2K0.00147.44N/AN/A003779
2023-10-23$54.64$54.6817.7%5.1%16.7%3.1%0.0%21.6%11.4%-12.2K214.2K-1.1K0.00145.51N/AN/A003579
2023-10-24$55.54$54.6862.4%17.9%16.4%45.2%0.0%33.1%0.6%-13.6K188.2K-1.2K0.00144.16N/AN/A003579
2023-10-25$54.31$54.6817.8%5.1%18.3%3.1%0.0%8.3%23.0%-9.9K198.6K-1.2K0.00151.66N/AN/A103579
2023-10-26$53.98$54.6839.8%11.4%18.3%23.9%0.0%22.9%2.8%-6.9K170.3K-1.2K0.00153.12N/AN/A003679
2023-10-27$53.83$54.6866.9%19.2%18.2%49.6%0.0%35.9%19.7%-8.3K214.4K-1.1K0.00149.44N/AN/A003679
2023-10-30$54.62$54.6838.8%11.1%19.1%23.0%0.0%-25.0%7.2%-11.3K201.0K-1.1K0.00153.20N/AN/A103679
2023-10-31$53.94$54.6883.4%23.9%18.9%65.1%0.0%35.3%-3.2%-6.5K204.5K-1.1K0.00152.21N/AN/A003679