AA Options History — April 2019 In April 2019, AA traded between $26.55 and $29.63. ATM implied volatility averaged 42.7%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 6.9% (HV 20d: 35.7%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.14.
Notable Days 2019-04-18 : Highest Volume — 39,632 contracts2019-04-18 : Largest IV drop — 12.6% change2019-04-17 : Highest IV Rank — 37.9%2019-04-15 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $28.18 $26.55 $29.63 $29.35 $26.55 Max Pain $28.24 $28.00 $29.00 $28.00 $28.00 ATM IV 42.7% 35.1% 47.5% 45.1% 37.2% Expected Move 12.1% 10.0% 13.4% 12.5% 11.0% HV 20d 35.7% 31.3% 42.6% 41.1% 32.7% HV 60d 38.6% 36.5% 41.6% 41.6% 36.5% IV Rank 24.2% 14.5% 37.9% 23.7% 20.8% IV Percentile 56.6% 11.5% 82.1% 76.6% 24.6% Term Structure -0.7% -1.8% 0.7% -0.3% 0.0% VWIV 40.5% 32.9% 47.2% 42.8% 38.8% Skew 25d 4.5% 3.3% 6.1% 4.2% 4.5% Skew 10d 9.5% 5.8% 12.6% 9.9% 10.4% Call IV 25d 40.4% 33.2% 46.2% 42.7% 34.9% Put IV 25d 44.9% 37.1% 50.2% 46.9% 39.4% Bid-Ask Spread % 13.07 7.24 24.02 12.14 7.24 Gamma HHI 0.22 0.17 0.29 0.23 0.22 Net GEX 1.4M -1.1M 3.6M 2.6M -681.2K Net DEX 1.6M -42.3M 84.3M -34.1M 32.9M Net VEX -643.7K -734.3K -509.3K -732.7K -509.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.17 4.63 0.55 0.66 Total Volume 9,845.571 3,086 39,632 7,849 5,110 Total OI 165,521.238 142,597 205,820 163,638 144,083
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 2019-04-01 $29.35 $28.00 45.1% 12.5% 41.1% 23.7% 42.8% 4.2% -0.3% 2.6M -34.1M -732.7K 0.55 12.14 N/A N/A 5,051 2,798 90,856 72,782 2019-04-02 $28.45 $28.00 46.2% 12.9% 42.6% 25.4% 43.4% 3.3% -1.1% 2.0M -9.1M -709.8K 1.45 14.95 N/A N/A 2,612 3,788 92,849 74,613 2019-04-03 $28.55 $28.00 46.8% 12.7% 40.8% 26.3% 37.3% 3.4% -1.4% 1.8M -8.8M -703.5K 0.85 15.16 N/A N/A 2,911 2,463 92,712 76,396 2019-04-04 $29.28 $28.00 46.3% 12.8% 39.7% 25.6% 34.6% 5.0% -0.8% 2.8M -32.8M -728.2K 0.45 10.53 N/A N/A 3,897 1,757 94,821 76,962 2019-04-05 $29.48 $28.00 47.5% 13.1% 38.3% 27.5% 36.4% 3.4% -1.0% 3.6M -42.3M -734.3K 0.78 13.10 N/A N/A 4,865 3,784 95,997 77,234 2019-04-08 $29.63 $28.00 47.3% 13.0% 37.5% 27.1% 45.6% 5.0% -1.8% 3.0M -42.0M -721.7K 0.53 17.76 N/A N/A 2,019 1,067 93,712 75,232 2019-04-09 $29.13 $28.00 46.7% 13.1% 36.0% 26.2% 45.8% 5.6% -0.5% 2.7M -26.7M -708.7K 1.98 11.12 N/A N/A 2,288 4,530 94,881 75,957 2019-04-10 $29.12 $29.00 46.6% 13.2% 35.1% 26.0% 45.2% 6.1% -0.8% 2.5M -24.2M -708.3K 1.02 12.16 N/A N/A 1,614 1,653 95,581 78,628 2019-04-11 $28.45 $29.00 46.7% 13.2% 32.6% 26.2% 44.5% 5.9% -1.0% 1.7M -549.9K -678.6K 1.09 12.16 N/A N/A 2,157 2,354 95,860 79,139 2019-04-12 $28.31 $29.00 46.0% 13.1% 32.6% 25.1% 45.8% 4.8% -0.2% 1.5M 3.3M -673.2K 1.56 13.58 N/A N/A 2,683 4,192 96,466 79,783 2019-04-15 $27.72 $29.00 47.0% 13.4% 31.7% 26.7% 47.2% 5.4% -1.7% 1.1M 19.6M -623.1K 1.06 11.41 N/A N/A 4,307 4,558 94,406 77,922 2019-04-16 $27.73 $29.00 46.0% 13.1% 31.7% 25.1% 45.2% 4.2% -1.4% 1.0M 21.0M -617.9K 0.90 9.43 N/A N/A 2,888 2,608 95,914 79,434 2019-04-17 $27.72 $28.00 43.0% 12.3% 31.3% 37.9% 42.8% 3.6% 0.7% 896.9K 24.0M -597.2K 1.15 23.71 N/A N/A 17,698 20,420 96,887 80,835 2019-04-18 $26.71 $28.00 37.6% 10.8% 32.7% 21.9% 36.4% 3.6% 0.3% -1.1M 84.3M -573.6K 1.24 11.31 N/A N/A 17,680 21,952 109,348 96,472 2019-04-22 $28.08 $28.00 36.5% 10.5% 35.1% 18.7% 36.0% 4.9% -0.3% 1.1M 2.3M -607.7K 0.17 24.02 N/A N/A 10,681 1,819 80,106 64,327 2019-04-23 $28.44 $28.00 35.1% 10.0% 35.2% 14.5% 34.9% 3.9% -0.7% 2.1M -12.0M -621.1K 0.77 13.84 N/A N/A 3,858 2,983 84,173 64,775 2019-04-24 $28.20 $28.00 36.3% 10.2% 34.6% 18.1% 32.9% 4.5% -1.2% 1.7M -4.8M -613.0K 0.96 12.05 N/A N/A 2,232 2,146 84,942 65,573 2019-04-25 $27.24 $28.00 37.0% 10.9% 36.3% 20.1% 37.6% 4.8% -0.9% -84.1K 23.9M -575.4K 1.52 10.26 N/A N/A 2,582 3,919 85,367 66,178 2019-04-26 $26.89 $28.00 37.0% 10.8% 36.5% 20.1% 38.3% 3.9% -0.3% -691.2K 30.8M -556.2K 4.63 8.80 N/A N/A 3,098 14,357 85,684 66,462 2019-04-29 $26.72 $28.00 38.3% 11.3% 36.4% 23.9% 40.1% 4.7% -0.3% -341.9K 28.6M -525.4K 0.61 9.75 N/A N/A 2,092 1,286 83,380 59,217 2019-04-30 $26.55 $28.00 37.2% 11.0% 32.7% 20.8% 38.8% 4.5% 0.0% -681.2K 32.9M -509.3K 0.66 7.24 N/A N/A 3,082 2,028 84,389 59,694
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