AIA Options History — August 2024

In August 2024, AIA traded between $61.50 and $68.34. ATM implied volatility averaged 39.3%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 11.4% (HV 20d: 27.9%). Max pain ranged from $52.00 to $65.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-08-09: Highest Volume — 31 contracts
  • 2024-08-05: Largest IV spike — 85.9% change
  • 2024-08-13: Highest IV Rank — 48.6%
  • 2024-08-28: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.97$61.50$68.34$65.19$67.28
Max Pain$63.47$52.00$65.00$52.00$65.00
ATM IV39.3%28.4%79.5%30.7%34.2%
Expected Move8.6%5.1%11.3%8.8%9.8%
HV 20d27.9%23.8%30.2%23.8%23.8%
HV 60d21.7%19.0%22.8%19.0%21.8%
IV Rank19.7%11.8%48.6%13.5%16.0%
IV Percentile50.6%22.2%97.2%32.1%50.4%
Term Structure-5.0%-15.3%10.1%-3.7%-7.7%
VWIV23.2%21.2%24.8%23.6%21.2%
Skew 25d-2.2%-11.2%24.3%-6.6%-9.3%
Skew 10d10.4%-7.5%28.1%16.8%4.2%
Call IV 25d32.1%15.4%45.5%45.5%35.8%
Put IV 25d29.9%21.1%42.1%38.9%26.5%
Bid-Ask Spread %170.87140.91194.63140.91177.14
Gamma HHI0.610.550.680.650.58
Net GEX144.3K100.3K183.0K153.0K154.6K
Net DEX-2.4M-2.8M-1.7M-2.3M-2.7M
Net VEX-8.1K-8.9K-7.5K-8.9K-7.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.18203120
Total OI713.409688754718691

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$65.19$52.0030.7%8.8%23.8%13.5%0.0%-6.6%-3.7%153.0K-2.3M-8.9K0.00140.91N/AN/A2065563
2024-08-02$63.51$52.0032.8%9.4%24.8%15.0%0.0%5.3%-5.2%183.0K-2.2M-8.5K0.00146.28N/AN/A0365563
2024-08-05$61.50$0.0060.9%9.6%26.4%35.2%0.0%-2.2%1.5%100.3K-1.7M-8.5K0.00175.41N/AN/A0065566
2024-08-06$62.17$0.0058.7%7.9%26.9%33.7%0.0%-6.0%7.3%140.8K-1.9M-8.3K0.00185.25N/AN/A0065566
2024-08-07$62.63$0.0055.5%7.9%26.7%31.3%0.0%0.0%-2.3%119.5K-1.7M-8.3K0.00179.47N/AN/A0065566
2024-08-08$64.44$0.0050.4%7.8%29.0%27.6%0.0%24.3%4.1%139.6K-2.3M-8.5K0.00194.63N/AN/A0065566
2024-08-09$65.00$0.0031.2%6.8%29.3%13.9%23.6%0.0%-6.2%174.6K-2.4M-8.0K0.00170.25N/AN/A03165566
2024-08-12$65.35$65.0056.0%5.1%29.1%31.7%0.0%7.9%10.1%132.3K-2.2M-8.8K0.00180.28N/AN/A0065597
2024-08-13$66.50$65.0079.5%8.1%29.9%48.6%0.0%2.7%-8.2%175.5K-2.6M-8.3K0.00175.70N/AN/A2065597
2024-08-14$65.61$65.0028.7%8.2%28.5%12.1%0.0%-4.6%-15.3%134.8K-2.3M-8.6K0.00176.32N/AN/A0065797
2024-08-15$66.66$65.0028.4%8.1%28.7%11.8%0.0%12.2%-7.2%181.2K-2.7M-8.0K0.00171.87N/AN/A2065797
2024-08-16$67.67$65.0028.4%8.2%28.9%11.9%24.8%-1.4%-9.1%121.8K-2.7M-8.3K0.00152.73N/AN/A5065797
2024-08-19$68.34$65.0029.0%8.3%28.9%12.3%0.0%-4.9%-4.2%125.1K-2.8M-8.0K0.00168.85N/AN/A0065137
2024-08-20$67.57$65.0030.5%8.7%29.2%13.4%0.0%-9.4%-6.2%135.2K-2.7M-8.1K0.00171.76N/AN/A0065137
2024-08-21$67.66$65.0030.7%8.8%27.9%13.5%0.0%-8.8%-9.1%135.5K-2.7M-8.1K0.00175.05N/AN/A0065137
2024-08-22$66.56$65.0030.0%8.6%28.5%13.0%0.0%-10.8%-5.5%137.7K-2.4M-8.1K0.00153.03N/AN/A0065137
2024-08-23$68.20$65.0030.7%8.8%29.6%13.5%0.0%-11.2%-9.0%134.4K-2.8M-7.7K0.00164.78N/AN/A0065137
2024-08-26$67.30$65.0032.4%9.3%30.2%14.7%0.0%-9.5%-5.0%151.3K-2.7M-7.6K0.00176.23N/AN/A0165137
2024-08-27$67.69$65.0033.2%9.5%29.9%15.3%0.0%-8.8%-9.4%135.0K-2.6M-7.9K0.00177.20N/AN/A0065138
2024-08-28$67.27$65.0039.4%11.3%27.7%19.8%21.2%2.1%-12.3%156.5K-2.7M-7.6K0.00168.47N/AN/A0265138
2024-08-29$67.29$65.0033.8%9.7%25.9%15.7%0.0%-9.1%-6.8%153.6K-2.7M-7.5K0.00177.51N/AN/A0065140
2024-08-30$67.28$65.0034.2%9.8%23.8%16.0%0.0%-9.3%-7.7%154.6K-2.7M-7.5K0.00177.14N/AN/A0065140