AIA Options History — April 2024

In April 2024, AIA traded between $58.08 and $62.24. ATM implied volatility averaged 35.9%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 19.4% (HV 20d: 16.6%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-04-03: Highest Volume — 1 contracts
2024-04-10: Largest IV drop — 36.8% change
2024-04-09: Highest IV Rank — 23.8%
2024-04-03: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.68	$58.08	$62.24	$61.31	$61.55
Max Pain	$45.00	$45.00	$45.00	$45.00	$45.00
ATM IV	35.9%	29.6%	46.9%	37.8%	38.5%
Expected Move	9.5%	8.0%	11.2%	10.8%	11.0%
HV 20d	16.6%	12.1%	20.5%	16.7%	20.5%
HV 60d	18.6%	17.8%	19.4%	19.4%	18.6%
IV Rank	15.7%	11.1%	23.8%	17.1%	17.6%
IV Percentile	39.7%	17.1%	72.2%	44.4%	49.2%
Term Structure	-6.7%	-12.8%	-0.4%	-12.8%	-10.6%
Skew 25d	8.2%	-17.9%	28.1%	4.8%	24.2%
Skew 10d	6.2%	-8.1%	18.0%	17.1%	-6.5%
Call IV 25d	25.2%	14.3%	43.7%	41.0%	22.0%
Put IV 25d	33.3%	16.0%	48.3%	45.9%	46.2%
Bid-Ask Spread %	155.78	146.29	184.63	184.63	150.06
Gamma HHI	0.57	0.46	0.76	0.52	0.73
Net GEX	-4.7K	-8.7K	-818	-4.1K	-5.7K
Net DEX	-118.6K	-170.9K	-78.3K	-114.7K	-156.4K
Net VEX	-420	-631	-32	-511	-175
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	0.091	0	1	0	0
Total OI	92.636	92	93	92	93

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2024-04-01	$61.31	$0.00	37.8%	10.8%	16.7%	17.1%	0.0%	4.8%	-12.8%	-4.1K	-114.7K	-511	184.63	N/A	N/A	0	30	62
2024-04-02	$61.78	$0.00	39.0%	11.2%	16.8%	17.9%	0.0%	5.1%	-11.6%	-6.8K	-146.5K	-255	182.81	N/A	N/A	0	30	62
2024-04-03	$61.67	$0.00	39.2%	11.2%	15.1%	18.1%	0.0%	4.5%	-11.3%	-4.6K	-124.2K	-455	184.63	N/A	N/A	1	30	62
2024-04-04	$61.33	$45.00	39.4%	8.0%	12.9%	18.2%	0.0%	9.4%	-3.3%	-6.6K	-136.1K	-320	146.29	N/A	N/A	0	30	62
2024-04-05	$61.30	$45.00	41.8%	8.0%	12.5%	20.0%	0.0%	10.2%	-3.1%	-4.5K	-118.0K	-479	148.44	N/A	N/A	0	30	62
2024-04-08	$61.64	$45.00	46.1%	8.5%	12.5%	23.2%	0.0%	12.3%	-5.6%	-5.0K	-126.4K	-417	148.79	N/A	N/A	0	30	62
2024-04-09	$62.14	$45.00	46.9%	8.4%	12.7%	23.8%	0.0%	9.5%	-1.3%	-818	-170.9K	-32	147.04	N/A	N/A	0	30	62
2024-04-10	$61.17	$45.00	29.6%	8.5%	12.1%	11.1%	0.0%	10.5%	-2.3%	-5.8K	-158.4K	-95	148.53	N/A	N/A	1	30	62
2024-04-11	$62.11	$45.00	29.6%	8.5%	13.3%	11.1%	0.0%	13.9%	-5.5%	-2.8K	-140.1K	-386	147.01	N/A	N/A	0	31	62
2024-04-12	$60.21	$45.00	30.3%	8.7%	16.7%	11.6%	0.0%	6.3%	-6.8%	-5.5K	-109.6K	-498	148.63	N/A	N/A	0	31	62
2024-04-15	$59.58	$45.00	31.1%	8.9%	16.8%	12.2%	0.0%	4.8%	-3.5%	-5.4K	-89.7K	-555	153.03	N/A	N/A	0	31	62
2024-04-16	$58.81	$45.00	33.3%	9.5%	17.4%	13.8%	0.0%	-3.4%	-7.5%	-3.9K	-80.4K	-629	156.18	N/A	N/A	0	31	62
2024-04-17	$58.71	$45.00	32.7%	9.4%	17.4%	13.4%	0.0%	-3.9%	-7.2%	-3.8K	-78.3K	-631	155.81	N/A	N/A	0	31	62
2024-04-18	$58.97	$45.00	32.8%	9.4%	16.6%	13.4%	0.0%	-11.0%	-7.5%	-6.5K	-87.1K	-518	155.72	N/A	N/A	0	31	62
2024-04-19	$58.08	$45.00	33.9%	9.7%	17.0%	14.3%	0.0%	-17.9%	-8.7%	-8.7K	-94.5K	-463	157.47	N/A	N/A	0	31	62
2024-04-22	$59.06	$45.00	34.5%	9.9%	18.2%	14.7%	0.0%	-8.3%	-6.7%	-3.2K	-81.7K	-614	155.49	N/A	N/A	0	31	62
2024-04-23	$59.96	$45.00	35.1%	10.1%	19.1%	15.1%	0.0%	19.4%	-7.2%	-3.2K	-95.5K	-563	154.54	N/A	N/A	0	31	62
2024-04-24	$60.68	$45.00	34.9%	10.0%	19.6%	14.9%	0.0%	25.8%	-8.1%	-6.8K	-129.3K	-311	151.75	N/A	N/A	0	31	62
2024-04-25	$60.93	$45.00	34.4%	9.8%	19.6%	14.6%	0.0%	28.1%	-5.7%	-3.1K	-110.0K	-509	150.51	N/A	N/A	0	31	62
2024-04-26	$61.82	$45.00	32.1%	9.2%	20.3%	12.9%	0.0%	17.5%	-0.4%	-3.5K	-127.6K	-430	151.50	N/A	N/A	0	31	62
2024-04-29	$62.24	$45.00	37.7%	10.8%	20.2%	17.0%	0.0%	17.5%	-11.1%	-3.3K	-132.8K	-388	148.27	N/A	N/A	0	31	62
2024-04-30	$61.55	$45.00	38.5%	11.0%	20.5%	17.6%	0.0%	24.2%	-10.6%	-5.7K	-156.4K	-175	150.06	N/A	N/A	0	31	62