AIA Options History — July 2024

In July 2024, AIA traded between $64.77 and $71.43. ATM implied volatility averaged 29.3%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 13.3% (HV 20d: 16.0%). Max pain ranged from $52.00 to $68.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-07-11: Highest Volume — 19 contracts
  • 2024-07-24: Largest IV spike — 82.3% change
  • 2024-07-09: Highest IV Rank — 22.2%
  • 2024-07-31: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.03$64.77$71.43$67.14$66.92
Max Pain$54.18$52.00$68.00$68.00$52.00
ATM IV29.3%14.8%42.7%34.9%36.7%
Expected Move7.9%4.2%10.5%10.0%10.5%
HV 20d16.0%9.7%22.9%16.0%22.9%
HV 60d18.0%16.5%18.8%18.5%18.2%
IV Rank12.5%2.1%22.2%16.5%17.8%
IV Percentile28.0%2.4%68.7%46.8%55.6%
Term Structure-9.5%-21.5%-0.4%-12.4%-21.5%
VWIV14.2%14.2%14.2%14.2%14.2%
Skew 25d7.1%-6.7%36.7%0.7%23.9%
Skew 10d24.3%-7.5%88.3%12.1%56.1%
Call IV 25d32.0%16.8%43.0%41.1%40.4%
Put IV 25d39.1%26.2%79.8%41.9%64.3%
Bid-Ask Spread %147.29126.11184.93184.93148.86
Gamma HHI0.600.480.670.630.63
Net GEX141.1K107.5K174.7K140.3K137.8K
Net DEX-3.0M-4.0M-2.1M-2.8M-2.5M
Net VEX-8.2K-9.3K-5.0K-8.9K-9.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.636019013
Total OI707.955687727687718

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$67.14$68.0034.9%10.0%16.0%16.5%0.0%0.7%-12.4%140.3K-2.8M-8.9K0.00184.93N/AN/A0062760
2024-07-02$67.89$68.0026.1%7.5%15.7%10.2%0.0%4.9%-19.8%127.7K-2.7M-9.3K0.00181.11N/AN/A0062760
2024-07-03$68.91$68.0035.5%10.2%16.3%16.9%0.0%6.6%-12.7%124.0K-2.9M-9.0K0.00178.00N/AN/A0062760
2024-07-05$69.43$52.0037.4%6.2%14.5%18.3%0.0%9.6%-5.3%139.1K-3.6M-6.2K0.00126.96N/AN/A0062760
2024-07-08$69.75$52.0029.9%6.6%14.5%13.0%0.0%12.9%-4.0%122.9K-3.2M-7.8K0.00126.46N/AN/A1062760
2024-07-09$69.96$52.0042.7%6.8%12.2%22.2%0.0%13.5%-4.9%117.4K-3.2M-8.0K0.00126.21N/AN/A0162760
2024-07-10$70.75$52.0024.8%7.1%12.4%9.3%0.0%13.7%-6.3%113.9K-3.3M-7.6K0.00126.11N/AN/A0062761
2024-07-11$71.24$52.0025.4%7.3%10.8%9.7%14.2%2.6%-11.2%107.5K-3.7M-5.9K0.00144.04N/AN/A19062761
2024-07-12$71.43$52.0026.3%7.5%9.7%10.4%0.0%5.7%-10.7%111.4K-4.0M-5.0K0.00145.31N/AN/A19064661
2024-07-15$70.19$52.0024.6%7.0%12.3%9.1%0.0%-4.5%-5.5%138.1K-3.8M-6.4K0.00145.00N/AN/A0166561
2024-07-16$70.53$52.0027.4%7.9%12.1%11.2%0.0%-6.4%-13.0%127.1K-3.5M-8.0K0.00145.38N/AN/A0066562
2024-07-17$68.43$52.0028.4%8.1%16.4%11.9%0.0%-4.8%-14.0%146.3K-3.2M-8.7K0.00146.55N/AN/A0066562
2024-07-18$67.35$52.0029.1%8.3%17.2%12.3%0.0%3.2%-10.1%150.6K-2.9M-9.0K0.00144.41N/AN/A0066562
2024-07-19$66.63$52.0024.0%6.9%17.4%8.7%0.0%1.9%-15.7%166.8K-2.7M-9.1K0.00147.03N/AN/A0066562
2024-07-22$67.22$52.0031.5%9.0%17.6%14.1%0.0%27.7%-16.4%172.9K-2.9M-8.7K0.00148.05N/AN/A0065561
2024-07-23$66.98$52.0014.8%4.2%17.6%2.1%0.0%25.8%-0.4%174.7K-2.8M-8.6K0.00148.26N/AN/A0065561
2024-07-24$65.48$52.0026.9%7.7%19.3%10.8%0.0%-6.7%-2.0%165.8K-2.4M-9.1K0.00145.63N/AN/A0065561
2024-07-25$65.00$52.0028.0%8.0%19.4%11.6%0.0%-4.9%-6.3%158.3K-2.2M-9.1K0.00142.56N/AN/A0265561
2024-07-26$65.28$52.0031.1%8.9%19.5%13.8%0.0%-0.3%-5.0%150.6K-2.3M-9.1K0.00146.68N/AN/A0065563
2024-07-29$65.45$52.0030.3%8.7%19.5%13.2%0.0%36.7%-8.4%149.8K-2.2M-9.0K0.00147.52N/AN/A2065563
2024-07-30$64.77$52.0029.1%8.3%19.8%12.4%0.0%-4.9%-4.1%160.8K-2.1M-8.9K0.00145.20N/AN/A0065563
2024-07-31$66.92$52.0036.7%10.5%22.9%17.8%0.0%23.9%-21.5%137.8K-2.5M-9.0K0.00148.86N/AN/A13065563