AIA Options History — December 2024

In December 2024, AIA traded between $67.48 and $72.32. ATM implied volatility averaged 34.1%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 15.6% (HV 20d: 18.5%). Max pain ranged from $72.00 to $72.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2024-12-02: Highest Volume — 5 contracts
2024-12-11: Largest IV drop — 44.9% change
2024-12-31: Highest IV Rank — 34.5%
2024-12-03: Largest Expected Move — 11.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.67	$67.48	$72.32	$69.90	$67.94
Max Pain	$72.00	$72.00	$72.00	$72.00	$72.00
ATM IV	34.1%	26.8%	48.6%	36.8%	35.5%
Expected Move	8.7%	7.1%	11.4%	10.5%	10.2%
HV 20d	18.5%	15.0%	23.9%	23.9%	18.5%
HV 60d	26.5%	22.3%	28.7%	28.1%	22.3%
IV Rank	24.3%	10.7%	34.5%	17.9%	34.5%
IV Percentile	51.0%	16.7%	90.5%	68.7%	69.4%
Term Structure	-10.4%	-15.9%	-7.2%	-11.4%	-12.9%
VWIV	26.0%	26.0%	26.0%	26.0%	26.0%
Skew 25d	3.4%	-12.2%	24.5%	13.8%	-2.5%
Skew 10d	0.3%	-16.6%	26.2%	8.5%	-10.9%
Call IV 25d	34.7%	15.3%	58.8%	35.3%	43.3%
Put IV 25d	38.1%	23.9%	57.8%	49.0%	40.9%
Bid-Ask Spread %	191.42	181.49	199.27	188.31	186.44
Gamma HHI	0.65	0.62	0.70	0.64	0.68
Net GEX	28.0K	20.9K	31.9K	28.4K	28.1K
Net DEX	-478.0K	-645.7K	-376.7K	-461.4K	-415.6K
Net VEX	-2.3K	-2.5K	-2.1K	-2.4K	-2.1K
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	0.238	0	5	5	0
Total OI	145.333	142	147	142	142

Daily Data (21 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
2024-12-02	$69.90	$0.00	36.8%	10.5%	23.9%	17.9%	26.0%	13.8%	-11.4%	28.4K	-461.4K	-2.4K	188.31	N/A	N/A	5	138	4
2024-12-03	$70.19	$72.00	39.9%	11.4%	23.8%	20.1%	0.0%	-2.3%	-15.9%	20.9K	-527.7K	-2.5K	188.63	N/A	N/A	0	143	4
2024-12-04	$70.06	$72.00	39.4%	11.3%	23.0%	19.8%	0.0%	9.9%	-13.6%	28.5K	-484.3K	-2.4K	190.01	N/A	N/A	0	143	4
2024-12-05	$70.56	$0.00	39.3%	7.1%	22.6%	19.7%	0.0%	8.1%	-7.2%	29.5K	-499.5K	-2.4K	199.26	N/A	N/A	0	143	4
2024-12-06	$70.69	$0.00	40.6%	7.2%	18.1%	20.7%	0.0%	9.0%	-7.3%	30.1K	-504.3K	-2.4K	199.27	N/A	N/A	0	143	4
2024-12-09	$72.32	$0.00	48.1%	7.3%	16.3%	26.0%	0.0%	9.7%	-7.4%	26.1K	-645.7K	-2.4K	196.82	N/A	N/A	0	143	4
2024-12-10	$70.59	$0.00	48.6%	7.6%	17.5%	26.4%	0.0%	23.4%	-8.2%	28.6K	-506.8K	-2.4K	195.23	N/A	N/A	0	143	4
2024-12-11	$70.78	$0.00	26.8%	7.7%	15.5%	10.7%	0.0%	5.4%	-8.3%	29.5K	-511.3K	-2.4K	194.73	N/A	N/A	0	143	4
2024-12-12	$70.71	$0.00	27.1%	7.8%	15.1%	18.7%	0.0%	24.5%	-8.6%	29.1K	-516.3K	-2.4K	195.86	N/A	N/A	0	143	4
2024-12-13	$71.01	$0.00	27.5%	7.9%	15.0%	22.8%	0.0%	24.5%	-8.6%	31.9K	-513.4K	-2.3K	197.64	N/A	N/A	0	143	4
2024-12-16	$70.66	$0.00	28.5%	8.2%	15.0%	24.2%	0.0%	6.7%	-9.2%	28.8K	-513.7K	-2.3K	196.99	N/A	N/A	0	143	4
2024-12-17	$69.11	$0.00	29.1%	8.4%	16.0%	25.2%	0.0%	-6.5%	-10.8%	29.6K	-475.2K	-2.3K	188.51	N/A	N/A	0	143	4
2024-12-18	$67.48	$0.00	28.5%	8.2%	18.0%	24.3%	0.0%	-12.2%	-7.3%	24.2K	-376.7K	-2.2K	181.49	N/A	N/A	0	143	4
2024-12-19	$68.03	$0.00	29.9%	8.6%	18.2%	26.3%	0.0%	-9.9%	-11.9%	27.2K	-432.5K	-2.2K	186.30	N/A	N/A	0	143	4
2024-12-20	$68.51	$0.00	28.6%	8.2%	18.4%	24.4%	0.0%	-4.3%	-8.7%	27.0K	-411.5K	-2.2K	186.13	N/A	N/A	0	143	4
2024-12-23	$69.19	$0.00	29.9%	8.6%	18.8%	26.4%	0.0%	-5.6%	-9.9%	29.8K	-448.7K	-2.2K	188.46	N/A	N/A	0	138	4
2024-12-24	$69.30	$0.00	31.5%	9.0%	18.8%	28.7%	0.0%	-6.0%	-13.0%	26.7K	-473.2K	-2.2K	191.64	N/A	N/A	0	138	4
2024-12-26	$69.13	$0.00	32.3%	9.3%	18.6%	29.8%	0.0%	-6.5%	-13.1%	27.8K	-460.5K	-2.2K	191.24	N/A	N/A	0	138	4
2024-12-27	$68.68	$0.00	32.2%	9.2%	18.7%	29.6%	0.0%	-6.7%	-11.3%	27.4K	-441.3K	-2.1K	189.13	N/A	N/A	0	138	4
2024-12-30	$68.30	$0.00	35.2%	10.1%	18.5%	34.0%	0.0%	-1.0%	-13.1%	28.9K	-419.2K	-2.2K	187.74	N/A	N/A	0	138	4
2024-12-31	$67.94	$0.00	35.5%	10.2%	18.5%	34.5%	0.0%	-2.5%	-12.9%	28.1K	-415.6K	-2.1K	186.44	N/A	N/A	0	138	4