AA Options History — April 2021 In April 2021, AA traded between $31.30 and $37.15. ATM implied volatility averaged 58.3%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 4.6% (HV 20d: 62.9%). Max pain ranged from $21.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2021-04-16 : Highest Volume — 75,312 contracts2021-04-16 : Largest IV drop — 14.1% change2021-04-12 : Highest IV Rank — 30.8%2021-04-01 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $33.78 $31.30 $37.15 $32.03 $36.61 Max Pain $28.19 $21.00 $30.00 $21.00 $30.00 ATM IV 58.3% 50.9% 68.1% 64.6% 52.2% Expected Move 16.1% 14.4% 19.6% 19.6% 14.6% HV 20d 62.9% 54.9% 72.0% 70.6% 54.9% HV 60d 72.3% 68.1% 75.7% 75.7% 69.6% IV Rank 12.2% 0.0% 30.8% 18.9% 3.9% IV Percentile 24.5% 0.0% 68.3% 49.2% 2.0% Term Structure -2.1% -12.4% 2.2% -0.4% 0.5% VWIV 56.5% 50.4% 69.9% 69.9% 51.3% Skew 25d 0.1% -13.4% 20.9% -4.0% -0.1% Skew 10d 0.3% -8.4% 19.3% -7.2% -1.7% Call IV 25d 58.7% 50.9% 70.4% 68.5% 52.4% Put IV 25d 58.8% 51.7% 74.6% 64.5% 52.3% Bid-Ask Spread % 10.05 4.89 21.93 6.56 9.99 Gamma HHI 0.17 0.12 0.27 0.21 0.12 Net GEX 5.6M 3.7M 9.4M 7.7M 4.4M Net DEX -339.0M -564.0M -212.9M -383.2M -322.8M Net VEX -999.8K -1.0M -961.1K -1.0M -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.21 0.97 0.23 0.77 Total Volume 21,685.429 8,036 75,312 13,761 13,723 Total OI 265,431.619 207,029 324,072 295,450 240,847
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 2021-04-01 $32.03 $21.00 64.6% 19.6% 70.6% 18.9% 69.9% -4.0% -0.4% 7.7M -383.2M -1.0M 0.23 6.56 N/A N/A 11,215 2,546 207,113 88,337 2021-04-05 $31.59 $27.00 67.3% 18.1% 70.9% 22.9% 63.7% -0.4% -1.1% 5.7M -355.5M -988.7K 0.73 19.99 N/A N/A 4,658 3,378 198,388 82,265 2021-04-06 $31.48 $27.00 65.7% 18.0% 70.8% 20.6% 62.8% -1.4% -4.1% 5.6M -348.3M -970.9K 0.36 8.88 N/A N/A 8,884 3,184 199,916 85,120 2021-04-07 $31.35 $27.00 66.7% 17.0% 69.4% 28.1% 59.7% -1.1% -11.6% 5.7M -343.1M -961.1K 0.74 8.95 N/A N/A 5,631 4,167 202,712 87,091 2021-04-08 $31.30 $27.00 65.3% 17.0% 64.3% 25.5% 59.7% -1.7% -3.2% 5.5M -339.1M -979.8K 0.38 5.94 N/A N/A 17,614 6,693 205,699 90,478 2021-04-09 $31.33 $28.00 60.4% 16.5% 64.2% 15.9% 59.7% 0.9% -0.4% 5.7M -345.4M -994.8K 0.85 7.20 N/A N/A 7,260 6,139 215,033 94,548 2021-04-12 $31.65 $28.00 68.1% 16.6% 63.6% 30.8% 58.3% 0.7% -12.4% 6.4M -354.9M -973.4K 0.96 6.88 N/A N/A 6,928 6,637 209,188 92,611 2021-04-13 $31.45 $28.00 62.5% 16.3% 63.4% 20.0% 57.3% -13.4% -1.6% 6.1M -334.3M -981.7K 0.77 11.57 N/A N/A 11,369 8,701 207,878 97,630 2021-04-14 $33.35 $28.00 60.8% 16.7% 63.2% 16.8% 58.2% -0.7% -2.7% 8.5M -431.6M -988.3K 0.21 6.09 N/A N/A 40,233 8,558 211,094 99,764 2021-04-15 $32.89 $28.00 63.0% 16.5% 59.4% 21.0% 58.6% -0.4% -2.9% 7.4M -399.6M -1.0M 0.32 21.93 N/A N/A 30,978 9,857 211,005 102,244 2021-04-16 $35.55 $28.00 54.1% 15.0% 65.0% 3.9% 52.7% 20.9% -3.1% 9.4M -564.0M -976.5K 0.25 18.62 N/A N/A 60,186 15,126 215,989 108,083 2021-04-19 $36.00 $28.00 51.6% 14.6% 65.0% 0.0% 52.0% -0.4% 1.3% 4.5M -304.4M -962.2K 0.85 14.24 N/A N/A 13,548 11,541 132,099 74,930 2021-04-20 $33.14 $29.00 55.4% 15.9% 72.0% 8.0% 55.4% 1.0% -0.4% 3.7M -212.9M -1.0M 0.41 15.97 N/A N/A 15,441 6,287 136,969 81,384 2021-04-21 $34.23 $29.00 53.3% 15.3% 60.8% 3.7% 53.4% 0.8% -0.1% 4.8M -255.3M -1.0M 0.43 10.59 N/A N/A 10,562 4,523 139,943 83,350 2021-04-22 $33.43 $29.00 54.1% 15.5% 60.7% 5.6% 54.0% 0.9% 0.3% 4.5M -225.7M -1.0M 0.36 5.45 N/A N/A 9,019 3,243 142,036 85,538 2021-04-23 $34.68 $30.00 51.6% 14.6% 61.1% 0.0% 51.7% -0.2% 2.2% 4.8M -274.4M -1.0M 0.33 6.37 N/A N/A 13,200 4,323 143,521 86,855 2021-04-26 $36.70 $30.00 53.4% 15.5% 56.2% 4.6% 54.2% 0.7% -2.7% 4.4M -327.5M -976.0K 0.75 5.41 N/A N/A 18,116 13,592 135,268 79,840 2021-04-27 $36.80 $30.00 53.3% 15.0% 55.7% 5.0% 52.5% -2.0% -1.4% 4.1M -328.2M -1.0M 0.66 4.89 N/A N/A 9,734 6,390 139,813 89,528 2021-04-28 $36.69 $30.00 51.0% 14.5% 55.4% 0.0% 50.7% 1.1% -1.0% 4.5M -328.3M -1.0M 0.42 9.32 N/A N/A 5,914 2,476 144,214 90,927 2021-04-29 $37.15 $30.00 50.9% 14.4% 55.2% 0.0% 50.4% 1.0% 0.2% 4.8M -340.5M -995.3K 0.97 6.11 N/A N/A 7,002 6,818 143,426 91,390 2021-04-30 $36.61 $30.00 52.2% 14.6% 54.9% 3.9% 51.3% -0.1% 0.5% 4.4M -322.8M -1.0M 0.77 9.99 N/A N/A 7,752 5,971 146,128 94,719
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