AA Options History — May 2019 In May 2019, AA traded between $21.10 and $26.62. ATM implied volatility averaged 38.9%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 7.1% (HV 20d: 31.8%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.51.
Notable Days 2019-05-14 : Highest Volume — 22,666 contracts2019-05-07 : Largest IV spike — 12.2% change2019-05-31 : Highest IV Rank — 39.9%2019-05-31 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.33 $21.10 $26.62 $26.20 $21.10 Max Pain $26.27 $25.00 $28.00 $28.00 $25.00 ATM IV 38.9% 34.4% 43.7% 35.2% 43.7% Expected Move 11.2% 10.0% 12.8% 10.3% 12.8% HV 20d 31.8% 26.5% 34.7% 31.4% 32.9% HV 60d 35.4% 34.6% 36.7% 36.4% 35.3% IV Rank 25.8% 12.4% 39.9% 15.0% 39.9% IV Percentile 36.6% 7.9% 68.7% 13.9% 68.7% Term Structure 0.2% -1.1% 1.7% 1.7% -0.9% VWIV 38.3% 34.3% 43.6% 36.1% 43.6% Skew 25d 4.8% 3.5% 7.4% 3.9% 4.5% Skew 10d 9.1% 3.1% 17.8% 6.1% 9.4% Call IV 25d 36.6% 31.7% 42.0% 33.2% 42.0% Put IV 25d 41.4% 36.3% 46.5% 37.0% 46.5% Bid-Ask Spread % 11.35 8.00 15.26 12.98 11.11 Gamma HHI 0.19 0.11 0.42 0.27 0.13 Net GEX -1.2M -2.2M -645.6K -1.3M -645.6K Net DEX 57.3M 25.3M 71.5M 39.8M 65.5M Net VEX -446.1K -505.7K -329.9K -498.5K -329.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.51 0.33 4.90 2.37 0.93 Total Volume 7,669.818 3,410 22,666 10,745 8,282 Total OI 140,429.091 117,212 169,019 146,495 119,615
Daily Data (22 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 2019-05-01 $26.20 $28.00 35.2% 10.3% 31.4% 15.0% 36.1% 3.9% 1.7% -1.3M 39.8M -498.5K 2.37 12.98 N/A N/A 3,185 7,560 86,089 60,406 2019-05-02 $25.89 $28.00 35.0% 10.0% 31.4% 14.4% 35.0% 3.8% 0.1% -1.6M 41.9M -481.6K 1.09 10.36 N/A N/A 2,967 3,227 87,849 58,250 2019-05-03 $26.62 $28.00 34.4% 10.0% 31.7% 12.4% 34.5% 4.6% -0.1% -861.8K 25.3M -505.7K 0.83 11.65 N/A N/A 4,419 3,659 88,487 58,262 2019-05-06 $25.93 $27.00 37.4% 10.7% 32.3% 21.4% 40.1% 6.9% 0.1% -1.4M 41.1M -472.9K 2.39 15.26 N/A N/A 2,365 5,653 87,261 57,614 2019-05-07 $25.14 $27.00 42.0% 11.9% 33.1% 34.8% 40.6% 4.6% -1.1% -1.4M 54.2M -470.9K 2.33 12.71 N/A N/A 2,607 6,082 88,572 60,586 2019-05-08 $24.74 $27.00 42.4% 11.9% 33.0% 35.9% 41.5% 3.9% 0.3% -1.7M 66.0M -456.0K 1.28 12.46 N/A N/A 2,539 3,257 89,844 64,168 2019-05-09 $24.86 $27.00 41.1% 11.7% 33.3% 32.2% 40.6% 7.2% 0.4% -1.8M 64.7M -465.8K 0.95 9.27 N/A N/A 3,722 3,543 90,560 65,063 2019-05-10 $25.05 $27.00 39.1% 11.5% 33.2% 26.2% 39.6% 4.2% 1.4% -1.1M 59.1M -472.9K 1.05 9.02 N/A N/A 1,661 1,749 92,473 65,978 2019-05-13 $24.46 $27.00 42.8% 12.5% 33.7% 37.3% 41.0% 5.9% 0.7% -1.5M 69.4M -435.5K 0.33 9.14 N/A N/A 5,376 1,797 89,004 63,010 2019-05-14 $24.97 $25.00 39.5% 11.4% 34.7% 27.5% 38.5% 3.5% 0.0% -1.8M 57.6M -465.8K 2.81 14.23 N/A N/A 5,956 16,710 93,406 63,303 2019-05-15 $25.01 $26.00 38.4% 10.8% 34.7% 24.3% 37.9% 5.0% -0.9% -2.2M 71.5M -502.8K 1.26 11.70 N/A N/A 1,749 2,207 96,805 72,214 2019-05-16 $24.98 $26.00 35.2% 10.3% 34.7% 15.0% 35.7% 3.8% 0.4% -875.8K 62.3M -497.4K 4.90 9.94 N/A N/A 1,614 7,907 97,162 67,738 2019-05-17 $24.56 $26.00 35.4% 10.2% 33.0% 15.6% 34.3% 4.8% 0.4% -969.8K 65.9M -472.4K 1.43 9.99 N/A N/A 3,688 5,278 97,370 67,091 2019-05-20 $24.04 $26.00 37.8% 10.8% 26.5% 22.6% 36.3% 4.1% 0.7% -1.0M 54.9M -446.6K 1.20 9.48 N/A N/A 3,073 3,694 58,971 58,241 2019-05-21 $24.70 $26.00 36.5% 10.5% 28.4% 18.6% 34.8% 6.3% 0.2% -971.0K 47.1M -474.7K 0.81 11.67 N/A N/A 3,406 2,744 60,420 60,451 2019-05-22 $24.26 $26.00 36.6% 10.5% 28.7% 19.1% 35.8% 4.2% 0.9% -1.2M 52.2M -463.0K 1.35 11.21 N/A N/A 2,112 2,861 61,998 60,544 2019-05-23 $23.20 $26.00 40.3% 11.5% 30.1% 29.8% 40.4% 5.1% -0.1% -1.3M 65.2M -410.5K 1.53 8.00 N/A N/A 3,175 4,853 62,647 59,603 2019-05-24 $23.05 $25.00 39.6% 11.2% 30.1% 27.9% 37.6% 4.5% 0.6% -788.0K 65.6M -411.0K 1.59 12.40 N/A N/A 2,907 4,633 63,966 60,003 2019-05-28 $22.51 $25.00 40.5% 11.4% 30.6% 30.5% 38.8% 5.0% 0.2% -940.4K 63.6M -371.7K 0.71 12.42 N/A N/A 2,191 1,564 61,626 56,048 2019-05-29 $22.47 $25.00 40.8% 11.8% 30.7% 31.4% 40.4% 7.4% -0.8% -861.5K 60.7M -372.2K 1.05 11.91 N/A N/A 2,881 3,022 62,650 55,390 2019-05-30 $21.62 $25.00 42.0% 12.2% 32.5% 35.0% 40.5% 3.8% -0.6% -767.0K 66.0M -336.0K 0.97 12.81 N/A N/A 3,482 3,379 63,733 54,969 2019-05-31 $21.10 $25.00 43.7% 12.8% 32.9% 39.9% 43.6% 4.5% -0.9% -645.6K 65.5M -329.9K 0.93 11.11 N/A N/A 4,292 3,990 65,080 54,535
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