AA Options History — October 2019 In October 2019, AA traded between $18.45 and $21.57. ATM implied volatility averaged 48.3%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 5.5% (HV 20d: 42.8%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.59.
Notable Days 2019-10-17 : Highest Volume — 18,666 contracts2019-10-17 : Largest IV drop — 13.5% change2019-10-08 : Highest IV Rank — 71.8%2019-10-02 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $20.04 $18.45 $21.57 $19.82 $20.70 Max Pain $20.30 $19.00 $21.00 $21.00 $20.50 ATM IV 48.3% 41.8% 55.6% 53.0% 42.9% Expected Move 13.9% 11.9% 17.2% 16.3% 12.6% HV 20d 42.8% 33.2% 56.4% 56.4% 43.0% HV 60d 50.9% 49.2% 53.2% 49.2% 51.7% IV Rank 47.7% 25.9% 71.8% 63.2% 29.7% IV Percentile 68.3% 33.7% 94.4% 92.5% 40.5% Term Structure -0.9% -2.7% 0.9% -1.4% -0.5% VWIV 48.0% 41.8% 59.0% 54.8% 42.9% Skew 25d 3.1% 1.3% 4.9% 4.0% 2.6% Skew 10d 6.9% 0.8% 13.4% 7.1% 12.8% Call IV 25d 46.9% 41.0% 54.0% 50.9% 41.1% Put IV 25d 49.9% 42.7% 57.4% 54.9% 43.7% Bid-Ask Spread % 13.19 9.58 20.26 12.72 13.39 Gamma HHI 0.25 0.10 0.71 0.19 0.37 Net GEX 1.4M -463.5K 5.8M 1.2M 2.5M Net DEX 6.4M -35.8M 42.0M 13.3M -4.1M Net VEX -390.2K -463.0K -328.6K -418.9K -426.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.06 1.46 0.23 0.98 Total Volume 7,198.391 1,365 18,666 8,710 4,005 Total OI 181,143.739 121,145 216,390 196,797 150,857
Daily Data (23 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 2019-10-01 $19.82 $21.00 53.0% 16.3% 56.4% 63.2% 54.8% 4.0% -1.4% 1.2M 13.3M -418.9K 0.23 12.72 N/A N/A 7,064 1,646 131,013 65,784 2019-10-02 $19.30 $21.00 54.6% 17.2% 56.4% 68.3% 59.0% 4.2% -1.6% 697.0K 23.6M -389.0K 1.18 10.95 N/A N/A 1,882 2,219 134,436 66,022 2019-10-03 $19.05 $19.00 54.8% 14.9% 49.2% 68.9% 51.9% 4.8% -0.6% 449.1K 28.8M -376.6K 1.12 17.14 N/A N/A 972 1,092 135,146 67,101 2019-10-04 $19.36 $19.00 53.2% 14.7% 47.9% 63.7% 50.6% 2.8% -0.5% 605.2K 24.9M -384.6K 0.76 13.35 N/A N/A 775 590 135,751 67,608 2019-10-07 $19.34 $19.00 53.2% 14.6% 42.4% 63.9% 49.9% 4.0% -2.5% 286.4K 26.9M -361.0K 0.60 9.58 N/A N/A 1,856 1,107 134,491 67,095 2019-10-08 $18.61 $19.00 55.6% 15.2% 42.5% 71.8% 51.2% 2.3% -2.3% -163.9K 36.2M -345.6K 0.94 14.32 N/A N/A 3,051 2,875 135,747 68,033 2019-10-09 $18.45 $20.00 53.8% 15.3% 33.8% 65.8% 51.1% 4.9% -0.6% -463.5K 42.0M -328.6K 0.96 12.38 N/A N/A 2,402 2,304 137,817 69,908 2019-10-10 $18.79 $20.00 52.6% 14.8% 33.2% 61.8% 49.6% 4.7% -0.6% -312.2K 36.5M -333.2K 1.46 11.06 N/A N/A 784 1,145 139,229 69,810 2019-10-11 $19.35 $21.00 52.0% 14.7% 35.3% 59.7% 49.7% 3.2% -2.3% 213.5K 24.8M -359.0K 0.35 20.26 N/A N/A 3,568 1,232 139,424 70,484 2019-10-14 $19.20 $21.00 50.4% 14.4% 35.1% 54.4% 49.6% 3.3% -1.0% 89.7K 27.7M -341.7K 0.26 9.73 N/A N/A 3,337 866 132,535 68,598 2019-10-15 $19.52 $21.00 47.9% 13.7% 35.7% 46.3% 47.5% 3.5% 0.9% 496.9K 21.6M -342.5K 0.39 13.13 N/A N/A 7,808 3,023 135,166 69,199 2019-10-16 $19.24 $21.00 48.3% 13.8% 35.5% 47.5% 47.6% 3.0% -0.3% 436.7K 24.5M -339.6K 0.93 12.71 N/A N/A 7,632 7,111 136,704 69,404 2019-10-17 $20.26 $21.00 41.8% 11.9% 40.2% 25.9% 41.8% 1.7% 0.5% 2.0M 4.9M -354.4K 0.40 9.95 N/A N/A 13,357 5,309 140,558 73,604 2019-10-18 $21.48 $20.00 43.1% 12.4% 45.4% 30.2% 43.2% 2.4% 0.4% 5.8M -35.8M -388.1K 0.17 15.56 N/A N/A 14,547 2,543 144,159 72,231 2019-10-21 $20.61 $20.00 44.4% 13.0% 47.7% 34.6% 45.5% 1.3% -0.4% 874.4K 2.3M -380.1K 0.16 12.69 N/A N/A 14,417 2,332 75,274 45,871 2019-10-22 $20.79 $20.00 47.3% 13.7% 45.5% 44.1% 48.2% 2.7% -1.1% 1.5M -9.1M -422.2K 0.06 15.75 N/A N/A 15,074 898 86,637 47,065 2019-10-23 $21.22 $20.50 46.4% 13.8% 43.7% 41.1% 46.8% 3.1% -1.6% 2.7M -26.6M -453.4K 0.27 13.75 N/A N/A 2,617 698 98,352 47,334 2019-10-24 $20.69 $20.50 45.3% 12.9% 44.1% 37.6% 45.4% 2.7% -2.7% 2.2M -11.9M -431.6K 0.29 13.95 N/A N/A 3,699 1,058 99,588 47,740 2019-10-25 $20.95 $20.50 44.4% 12.8% 43.1% 34.7% 46.2% 2.1% -0.7% 2.6M -18.9M -437.8K 0.18 14.45 N/A N/A 4,037 711 99,507 48,173 2019-10-28 $21.55 $20.50 42.4% 12.7% 43.7% 27.8% 44.4% 2.7% 0.3% 3.0M -33.6M -445.3K 0.89 12.78 N/A N/A 4,575 4,066 97,281 46,426 2019-10-29 $21.57 $20.50 42.5% 12.5% 43.0% 28.3% 44.2% 2.6% -0.5% 3.1M -31.6M -463.0K 0.52 13.00 N/A N/A 1,236 648 99,210 50,018 2019-10-30 $21.18 $21.00 42.3% 12.9% 42.3% 27.5% 42.0% 2.2% -0.6% 2.9M -20.1M -451.9K 0.55 10.66 N/A N/A 2,195 1,200 99,567 50,349 2019-10-31 $20.70 $20.50 42.9% 12.6% 43.0% 29.7% 42.9% 2.6% -0.5% 2.5M -4.1M -426.0K 0.98 13.39 N/A N/A 2,020 1,985 99,920 50,937
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