AA Options History — July 2019 In July 2019, AA traded between $22.19 and $23.55. ATM implied volatility averaged 40.6%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 10.8% (HV 20d: 29.7%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2019-07-19 : Highest Volume — 28,356 contracts2019-07-18 : Largest IV drop — 12.3% change2019-07-09 : Highest IV Rank — 44.0%2019-07-03 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.94 $22.19 $23.55 $22.87 $22.68 Max Pain $22.70 $22.00 $24.00 $24.00 $23.00 ATM IV 40.6% 34.0% 46.8% 45.5% 36.2% Expected Move 11.7% 9.5% 14.5% 14.3% 10.2% HV 20d 29.7% 27.9% 33.3% 31.2% 28.5% HV 60d 32.4% 30.9% 34.1% 32.2% 31.2% IV Rank 23.8% 2.5% 44.0% 39.6% 9.8% IV Percentile 40.5% 2.0% 77.4% 69.8% 12.7% Term Structure -0.6% -2.1% 1.3% -0.5% -1.6% VWIV 40.3% 32.9% 51.3% 51.3% 35.3% Skew 25d 3.6% 1.3% 6.9% 2.8% 1.3% Skew 10d 8.4% -0.7% 17.5% 3.6% -0.7% Call IV 25d 38.8% 32.2% 45.0% 45.0% 34.9% Put IV 25d 42.4% 34.7% 50.1% 47.8% 36.2% Bid-Ask Spread % 10.99 7.99 16.95 8.99 11.61 Gamma HHI 0.37 0.27 0.48 0.27 0.43 Net GEX 2.9M 1.7M 6.3M 1.7M 2.5M Net DEX -23.9M -47.5M 1.4M -8.7M -11.5M Net VEX -699.9K -743.2K -629.8K -634.2K -681.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.10 1.34 0.49 0.47 Total Volume 10,292.364 2,509 28,356 6,122 4,555 Total OI 196,194.409 173,786 228,155 179,842 181,950
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 2019-07-01 $22.87 $24.00 45.5% 14.3% 31.2% 39.6% 51.3% 2.8% -0.5% 1.7M -8.7M -634.2K 0.49 8.99 N/A N/A 4,095 2,027 114,291 65,551 2019-07-02 $23.29 $24.00 45.1% 14.0% 30.6% 38.3% 49.3% 2.9% -0.8% 2.0M -21.0M -652.1K 0.10 8.56 N/A N/A 11,028 1,128 116,360 65,693 2019-07-03 $22.68 $24.00 45.7% 14.5% 29.7% 40.3% 48.1% 3.1% -2.1% 2.0M -9.3M -655.2K 0.12 8.57 N/A N/A 8,838 1,060 124,019 65,996 2019-07-05 $23.16 $23.00 46.4% 12.8% 30.1% 42.8% 43.9% 6.9% -1.3% 2.4M -30.1M -684.1K 0.31 16.95 N/A N/A 4,366 1,336 129,093 66,455 2019-07-08 $22.34 $23.00 46.7% 13.1% 33.1% 43.5% 44.3% 3.0% -0.7% 2.0M -1.3M -629.8K 0.66 13.08 N/A N/A 5,045 3,328 126,535 65,495 2019-07-09 $22.19 $23.00 46.8% 13.1% 32.7% 44.0% 44.1% 4.7% -0.6% 2.0M 1.4M -652.5K 0.33 11.74 N/A N/A 14,682 4,903 130,261 67,472 2019-07-10 $22.62 $22.00 44.5% 12.5% 33.3% 36.4% 42.9% 3.8% -1.6% 2.9M -23.2M -739.9K 0.39 12.02 N/A N/A 8,396 3,293 144,875 70,378 2019-07-11 $22.53 $22.00 44.3% 12.4% 30.1% 35.9% 43.7% 4.4% -1.5% 2.8M -16.2M -713.3K 0.56 9.54 N/A N/A 6,693 3,748 142,099 70,662 2019-07-12 $22.60 $22.00 43.6% 12.2% 28.7% 33.8% 42.5% 3.5% -1.0% 2.7M -21.7M -716.9K 1.05 11.48 N/A N/A 2,761 2,893 143,948 70,693 2019-07-15 $23.18 $22.00 43.9% 12.4% 29.7% 34.6% 42.3% 5.0% -0.3% 3.2M -39.9M -729.5K 0.94 8.22 N/A N/A 3,013 2,835 142,294 69,628 2019-07-16 $23.38 $22.00 43.6% 12.5% 29.7% 33.8% 42.3% 4.4% -1.6% 3.5M -47.5M -732.0K 0.51 10.72 N/A N/A 11,457 5,813 143,782 70,726 2019-07-17 $23.12 $22.00 43.1% 12.3% 27.9% 31.9% 42.9% 3.6% -0.4% 3.3M -33.6M -730.2K 0.56 12.12 N/A N/A 13,660 7,586 151,362 74,112 2019-07-18 $23.36 $22.00 37.8% 10.8% 27.9% 14.8% 37.8% 2.4% -0.5% 6.3M -46.0M -724.2K 0.56 12.69 N/A N/A 15,344 8,549 148,957 74,590 2019-07-19 $23.20 $22.00 36.0% 10.2% 28.1% 9.1% 34.9% 3.9% 1.0% 5.4M -38.3M -720.3K 1.34 13.50 N/A N/A 12,117 16,239 150,302 77,853 2019-07-22 $22.98 $22.00 35.1% 10.2% 28.3% 6.2% 35.2% 2.8% -0.1% 2.6M -21.6M -712.7K 0.30 10.31 N/A N/A 4,245 1,287 114,540 59,246 2019-07-23 $22.94 $22.50 35.5% 10.2% 28.1% 7.6% 34.4% 4.0% -0.4% 2.7M -22.7M -712.7K 0.48 7.99 N/A N/A 5,251 2,505 115,647 59,683 2019-07-24 $23.55 $23.00 34.3% 9.9% 29.2% 3.7% 33.9% 3.3% 1.3% 3.1M -42.3M -743.2K 0.70 12.10 N/A N/A 2,908 2,049 117,389 60,952 2019-07-25 $22.80 $23.00 34.0% 9.7% 29.4% 2.5% 34.1% 3.1% 0.6% 2.7M -17.2M -703.2K 1.20 11.01 N/A N/A 2,828 3,396 118,770 61,465 2019-07-26 $23.16 $23.00 34.2% 9.5% 29.7% 3.3% 32.9% 2.5% -0.1% 2.9M -28.7M -725.5K 1.03 10.04 N/A N/A 2,864 2,960 119,643 63,070 2019-07-29 $23.11 $23.00 35.0% 10.1% 29.5% 5.9% 34.8% 3.5% -1.1% 2.8M -26.2M -710.6K 0.33 9.53 N/A N/A 1,892 617 117,314 62,125 2019-07-30 $22.97 $23.00 35.1% 10.0% 29.0% 6.2% 34.3% 4.4% -0.7% 2.8M -20.9M -695.5K 0.76 10.95 N/A N/A 1,615 1,227 118,416 62,585 2019-07-31 $22.68 $23.00 36.2% 10.2% 28.5% 9.8% 35.3% 1.3% -1.6% 2.5M -11.5M -681.2K 0.47 11.61 N/A N/A 3,100 1,455 118,908 63,042
« Jun 2019 | All History | Aug 2019 » Home AA History July 2019