AIA Options History — October 2024

In October 2024, AIA traded between $71.46 and $77.16. ATM implied volatility averaged 34.7%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 0.2% (HV 20d: 34.5%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-10-04: Highest Volume — 11 contracts
  • 2024-10-09: Largest IV drop — 47.1% change
  • 2024-10-08: Highest IV Rank — 26.1%
  • 2024-10-31: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.80$71.46$77.16$73.30$71.46
Max Pain$65.00$65.00$65.00$65.00$65.00
ATM IV34.7%25.5%48.2%38.1%40.2%
Expected Move9.3%7.3%11.5%10.9%11.5%
HV 20d34.5%25.2%40.7%32.9%25.3%
HV 60d30.0%28.1%31.1%28.8%28.4%
IV Rank16.4%9.8%26.1%18.8%20.4%
IV Percentile52.1%16.3%81.0%63.9%74.2%
Term Structure-5.1%-16.5%3.1%-12.7%-10.8%
VWIV20.9%18.5%23.3%23.3%18.5%
Skew 25d0.9%-2.9%5.9%2.1%-0.3%
Skew 10d-14.7%-28.6%14.0%11.0%-28.6%
Call IV 25d36.6%29.2%44.1%42.4%44.1%
Put IV 25d37.5%32.2%47.7%44.6%43.8%
Bid-Ask Spread %144.35126.39163.22163.22150.19
Gamma HHI0.440.410.520.520.43
Net GEX88.1K67.6K120.1K114.2K120.1K
Net DEX-4.4M-4.7M-3.9M-3.9M-4.1M
Net VEX-2.2K-4.2K-1.1K-4.2K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.73901102
Total OI677.783666681666681

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$73.30$0.0038.1%10.9%32.9%18.8%0.0%2.1%-12.7%114.2K-3.9M-4.2K0.00163.22N/AN/A0065511
2024-10-02$75.54$0.0037.9%10.9%33.9%18.7%0.0%5.9%-12.4%72.1K-4.5M-2.5K0.00157.31N/AN/A0265511
2024-10-03$74.85$65.0039.6%7.6%34.3%19.9%0.0%2.7%3.1%101.7K-4.4M-2.8K0.00130.60N/AN/A0065513
2024-10-04$75.77$65.0040.5%8.7%32.3%20.5%23.3%3.0%-2.5%93.0K-4.7M-1.5K0.00134.73N/AN/A01165513
2024-10-07$77.16$65.0045.0%9.6%32.4%23.8%0.0%5.9%-5.4%68.1K-4.6M-2.4K0.00126.39N/AN/A0065524
2024-10-08$73.61$65.0048.2%8.2%37.8%26.1%0.0%1.3%-4.1%78.1K-4.3M-2.7K0.00132.94N/AN/A0065524
2024-10-09$74.12$65.0025.5%7.3%37.8%9.8%0.0%0.9%0.9%79.0K-4.4M-2.5K0.00134.60N/AN/A1065524
2024-10-10$74.17$65.0025.8%7.4%37.8%10.0%0.0%0.9%0.4%80.3K-4.4M-2.5K0.00139.37N/AN/A0065624
2024-10-11$75.07$65.0030.8%8.8%37.9%13.6%0.0%-2.9%-3.5%67.6K-4.7M-1.1K0.00138.27N/AN/A0065624
2024-10-14$74.59$65.0027.1%7.8%38.1%11.0%0.0%0.8%-3.1%69.3K-4.5M-1.9K0.00139.08N/AN/A0065624
2024-10-15$72.11$65.0031.3%9.0%40.6%13.9%0.0%-0.4%-10.5%107.3K-4.1M-2.7K0.00135.55N/AN/A0065624
2024-10-16$73.03$65.0028.7%8.2%40.7%12.1%0.0%0.6%-5.1%93.4K-4.3M-2.3K0.00139.88N/AN/A0065624
2024-10-17$73.50$65.0029.0%8.3%39.7%12.3%0.0%-0.0%0.6%83.9K-4.4M-2.0K0.00141.03N/AN/A0065624
2024-10-18$74.38$65.0032.3%9.3%39.7%14.6%0.0%-0.6%-6.4%69.4K-4.5M-1.8K0.00147.00N/AN/A0065624
2024-10-21$73.41$65.0031.3%9.0%40.1%14.0%0.0%-0.0%-2.9%79.5K-4.4M-1.7K0.00146.66N/AN/A0065624
2024-10-22$73.41$65.0032.0%9.2%36.8%14.4%0.0%0.6%2.1%83.6K-4.4M-1.8K0.00152.45N/AN/A0065624
2024-10-23$73.18$65.0032.8%9.4%36.4%15.0%0.0%0.2%-4.9%85.8K-4.4M-1.8K0.00150.43N/AN/A0065624
2024-10-24$72.83$65.0033.6%9.6%29.8%15.6%0.0%0.6%-1.6%94.3K-4.3M-1.9K0.00151.61N/AN/A0065624
2024-10-25$73.28$65.0034.2%9.8%29.8%16.0%0.0%0.1%-4.4%84.5K-4.4M-1.7K0.00151.07N/AN/A1065624
2024-10-28$73.22$65.0037.0%10.6%28.0%18.0%0.0%0.1%-7.8%100.3K-4.2M-2.3K0.00152.92N/AN/A0065724
2024-10-29$73.11$65.0038.1%10.9%27.4%18.8%0.0%-0.1%-9.2%101.7K-4.2M-2.2K0.00153.79N/AN/A0065724
2024-10-30$72.23$65.0039.8%11.4%25.2%20.0%0.0%0.4%-16.5%99.5K-4.3M-1.6K0.00150.88N/AN/A0065724
2024-10-31$71.46$65.0040.2%11.5%25.3%20.4%18.5%-0.3%-10.8%120.1K-4.1M-1.8K0.00150.19N/AN/A2065724