AIA Options History — November 2023

In November 2023, AIA traded between $54.44 and $59.28. ATM implied volatility averaged 49.4%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 28.1% (HV 20d: 21.3%). Max pain ranged from $54.68 to $54.68. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-11-14: Highest Volume — 25 contracts
  • 2023-11-02: Largest IV spike — 325.3% change
  • 2023-11-28: Highest IV Rank — 57.8%
  • 2023-11-28: Largest Expected Move — 21.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.61$54.44$59.28$54.44$57.45
Max Pain$54.68$54.68$54.68$54.68$54.68
ATM IV49.4%17.2%75.6%17.2%29.8%
Expected Move13.9%4.9%21.7%4.9%8.6%
HV 20d21.3%19.1%22.9%19.1%20.2%
HV 60d18.9%17.8%19.5%17.8%18.8%
IV Rank33.0%2.6%57.8%2.6%14.5%
IV Percentile64.6%0.8%97.6%0.8%7.1%
Term Structure-14.3%-34.2%16.3%16.3%5.9%
Skew 25d14.2%-19.8%45.6%27.8%28.3%
Skew 10d16.8%-22.7%57.8%27.1%43.0%
Call IV 25d33.9%19.1%49.3%35.5%45.1%
Put IV 25d48.1%10.9%76.5%63.3%73.4%
Bid-Ask Spread %157.06140.14184.09157.27168.27
Gamma HHI0.490.370.910.530.45
Net GEX-14.0K-34.7K3.2K-12.4K-11.7K
Net DEX95.6K-67.6K216.7K216.7K158.2K
Net VEX-886-1.2K-53-1.1K-835
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.1902500
Total OI111.19105115115105

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$54.44$54.6817.2%4.9%19.1%2.6%0.0%27.8%16.3%-12.4K216.7K-1.1K0.00157.27N/AN/A003679
2023-11-02$55.61$0.0073.2%16.1%20.5%55.5%0.0%-2.1%-20.2%-9.3K165.1K-1.2K0.00145.99N/AN/A003679
2023-11-03$57.11$0.0038.7%16.0%21.5%22.9%0.0%18.1%-13.1%-12.5K123.6K-1.1K0.00140.14N/AN/A003679
2023-11-06$57.65$0.0055.8%14.9%21.6%39.0%0.0%5.0%-16.6%-33.4K21.5K-7450.00184.09N/AN/A003679
2023-11-07$57.45$0.0043.1%8.3%21.0%27.0%0.0%22.1%-2.3%-12.4K92.9K-1.1K0.00160.11N/AN/A003679
2023-11-08$56.88$0.0054.1%15.5%21.1%37.4%0.0%16.5%-18.4%-5.4K138.2K-1.1K0.00148.24N/AN/A003679
2023-11-09$56.28$0.0048.0%13.8%21.1%31.7%0.0%15.4%-4.5%-4.9K147.7K-1.1K0.00158.49N/AN/A003679
2023-11-10$56.86$0.0053.0%15.2%21.2%36.4%0.0%23.4%-18.3%-7.6K156.0K-1.1K0.00148.90N/AN/A003679
2023-11-13$57.09$0.0052.3%15.0%21.0%35.8%0.0%-19.8%-17.7%-6.1K149.1K-1.1K0.00158.95N/AN/A003679
2023-11-14$58.50$0.0053.7%15.4%22.6%37.0%0.0%45.6%0.1%-7.2K108.5K-1.0K0.00151.68N/AN/A2503679
2023-11-15$59.28$0.0056.6%16.2%21.7%39.8%0.0%12.0%-23.9%-24.9K-67.6K-5570.00152.99N/AN/A003679
2023-11-16$58.28$0.0055.5%15.9%22.7%38.8%0.0%14.2%-25.4%-34.7K-346-4900.00147.51N/AN/A003679
2023-11-17$58.22$0.0058.9%16.9%22.2%42.0%0.0%16.2%-24.8%-20.5K85.5K-8080.00143.37N/AN/A003679
2023-11-20$59.27$0.0043.5%12.5%22.8%27.4%0.0%11.5%-11.6%-16.6K57.5K-8300.00153.20N/AN/A002778
2023-11-21$58.58$0.0050.7%14.5%22.9%34.2%0.0%1.5%-18.7%-32.5K22.6K-5100.00170.60N/AN/A002778
2023-11-22$58.58$0.0031.2%8.9%21.0%15.8%0.0%-6.9%-20.5%-7.4K109.6K-1.0K0.00154.48N/AN/A002778
2023-11-24$58.38$0.0038.9%11.2%20.9%23.1%0.0%42.1%-14.0%-4.2K127.1K-1.0K0.00173.25N/AN/A002778
2023-11-27$58.08$0.0064.6%18.5%21.0%47.3%0.0%14.8%-4.1%-27.1K76.6K-7250.00147.30N/AN/A002778
2023-11-28$58.06$0.0075.6%21.7%20.6%57.8%0.0%19.3%-34.2%-6.8K133.9K-9720.00157.68N/AN/A002778
2023-11-29$57.67$0.0043.2%12.4%20.1%27.1%0.0%-7.4%-33.8%3.2K-14.1K-530.00175.73N/AN/A002778
2023-11-30$57.45$0.0029.8%8.6%20.2%14.5%0.0%28.3%5.9%-11.7K158.2K-8350.00168.27N/AN/A002778