AA Options History — April 2018 In April 2018, AA traded between $44.40 and $60.23. ATM implied volatility averaged 44.1%, placing in the 45.7% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 5.6% (HV 20d: 49.7%). Max pain ranged from $46.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.72.
Notable Days 2018-04-19 : Highest Volume — 64,581 contracts2018-04-17 : Largest IV spike — 126.3% change2018-04-17 : Highest IV Rank — 100.0%2018-04-17 : Largest Expected Move — 28.1%Monthly Statistics Metric Avg Min Max Open Close Price $52.51 $44.40 $60.23 $44.40 $51.31 Max Pain $50.14 $46.00 $55.00 $47.00 $55.00 ATM IV 44.1% 38.5% 93.3% 43.2% 40.5% Expected Move 14.0% 11.1% 28.1% 14.2% 12.1% HV 20d 49.7% 36.3% 68.6% 37.1% 68.3% HV 60d 41.7% 36.3% 49.6% 36.3% 49.6% IV Rank 45.7% 13.7% 100.0% 66.3% 16.8% IV Percentile 83.1% 66.7% 100.0% 87.3% 79.8% Term Structure -1.2% -22.7% 8.3% -0.7% -0.3% VWIV 43.4% 39.2% 48.7% 48.7% 47.5% Skew 25d 12.9% -0.2% 97.2% 4.7% 0.5% Skew 10d 13.3% 2.9% 115.4% 10.6% 4.5% Call IV 25d 41.5% 38.3% 45.3% 41.4% 40.9% Put IV 25d 54.4% 41.0% 138.5% 46.1% 41.4% Bid-Ask Spread % 27.42 15.94 45.58 20.36 21.28 Gamma HHI 0.17 0.08 0.71 0.08 0.13 Net GEX 5.2M 380.1K 20.8M 753.1K 2.5M Net DEX -137.4M -400.0M 17.0M 2.1M -11.5M Net VEX -704.2K -890.6K -558.7K -558.7K -868.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.29 1.53 0.84 0.34 Total Volume 25,597.762 6,045 64,581 6,045 24,138 Total OI 127,392.857 89,632 182,284 89,632 142,951
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-04-02 $44.40 $47.00 43.2% 14.2% 37.1% 66.3% 48.7% 4.7% -0.7% 753.1K 2.1M -558.7K 0.84 20.36 N/A N/A 3,291 2,754 50,099 39,533 2018-04-03 $45.32 $47.00 42.7% 13.8% 37.9% 64.2% 48.4% 3.9% -1.4% 1.4M -13.4M -579.0K 0.69 21.63 N/A N/A 4,509 3,097 51,260 40,028 2018-04-04 $47.02 $47.00 41.0% 13.0% 38.9% 55.4% 47.3% 3.8% -1.4% 2.5M -42.9M -588.7K 0.81 17.56 N/A N/A 3,893 3,155 51,421 40,251 2018-04-05 $47.67 $46.00 40.0% 11.1% 38.7% 50.5% 40.8% 3.2% -1.0% 3.0M -56.8M -583.2K 0.69 19.86 N/A N/A 5,385 3,694 52,160 40,417 2018-04-06 $48.25 $46.00 42.4% 11.8% 38.7% 62.8% 42.8% 3.9% -1.1% 2.8M -69.3M -604.2K 0.29 37.56 N/A N/A 13,777 4,001 52,538 40,815 2018-04-09 $50.81 $46.00 45.4% 14.9% 42.6% 77.4% 44.6% 4.1% -22.7% 4.8M -146.0M -605.5K 0.47 24.56 N/A N/A 12,977 6,130 60,551 39,924 2018-04-10 $54.31 $47.00 45.6% 23.3% 48.2% 78.4% 45.3% 2.9% 4.2% 4.4M -225.9M -587.3K 0.72 26.44 N/A N/A 13,433 9,621 65,956 42,127 2018-04-11 $54.16 $47.00 45.1% 23.7% 48.3% 75.9% 42.2% 2.4% 8.3% 3.8M -221.0M -606.6K 0.53 45.58 N/A N/A 10,043 5,347 68,211 45,008 2018-04-12 $54.57 $48.00 42.8% 11.8% 44.7% 64.7% 44.2% 3.3% 1.3% 6.5M -249.9M -610.6K 0.53 36.83 N/A N/A 11,207 5,937 73,830 46,223 2018-04-13 $54.89 $48.00 41.7% 11.7% 44.7% 59.0% 41.7% 3.2% 2.6% 20.8M -265.3M -664.1K 1.14 38.03 N/A N/A 5,115 5,849 79,610 47,515 2018-04-16 $54.98 $49.00 41.2% 11.7% 44.8% 56.7% 41.7% -0.2% -3.8% 3.6M -180.3M -644.5K 0.57 32.10 N/A N/A 20,840 11,881 60,806 44,739 2018-04-17 $57.24 $50.00 93.3% 28.1% 45.2% 100.0% 41.1% 97.2% 1.9% 6.7M -262.9M -691.3K 0.44 32.57 N/A N/A 21,231 9,388 76,353 49,665 2018-04-18 $59.42 $50.00 43.1% 12.3% 46.0% 20.9% 45.3% 32.8% -2.9% 9.2M -358.6M -758.6K 0.53 35.98 N/A N/A 34,952 18,587 91,478 54,603 2018-04-19 $60.23 $50.00 38.7% 11.1% 45.4% 14.0% 39.2% 85.5% -1.3% 16.3M -400.0M -759.9K 0.94 33.68 N/A N/A 33,228 31,353 101,585 60,536 2018-04-20 $59.69 $55.00 40.4% 11.6% 36.3% 16.6% 42.0% 4.6% -3.1% 14.5M -323.7M -872.8K 0.42 33.88 N/A N/A 34,452 14,311 107,533 74,751 2018-04-23 $51.56 $55.00 42.5% 12.2% 67.5% 20.1% 43.8% 3.7% -0.9% 1.8M -7.5M -799.7K 1.22 15.94 N/A N/A 17,247 20,978 89,745 46,246 2018-04-24 $50.75 $55.00 39.9% 11.5% 67.7% 15.8% 40.4% 3.1% -0.6% 380.1K 17.0M -789.4K 1.53 18.31 N/A N/A 10,633 16,247 95,225 56,846 2018-04-25 $51.65 $55.00 38.5% 11.1% 67.1% 13.7% 39.8% 2.7% -0.9% 1.1M -11.3M -848.5K 0.95 19.17 N/A N/A 8,857 8,422 99,626 61,989 2018-04-26 $53.04 $55.00 40.1% 11.4% 67.2% 16.2% 42.6% 2.5% -1.2% 2.4M -51.0M -890.6K 0.30 18.62 N/A N/A 34,095 10,147 100,605 63,967 2018-04-27 $51.48 $55.00 39.2% 11.5% 68.6% 14.8% 43.1% 2.7% -1.1% 727.4K -7.5M -876.2K 1.07 25.84 N/A N/A 11,269 12,082 102,010 66,514 2018-04-30 $51.31 $55.00 40.5% 12.1% 68.3% 16.8% 47.5% 0.5% -0.3% 2.5M -11.5M -868.6K 0.34 21.28 N/A N/A 17,960 6,178 83,296 59,655
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