AA Options History — July 2021 In July 2021, AA traded between $31.39 and $40.10. ATM implied volatility averaged 54.5%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded below realized volatility by 0.6% (HV 20d: 55.1%). Max pain ranged from $32.00 to $37.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.89.
Notable Days 2021-07-16 : Highest Volume — 76,026 contracts2021-07-16 : Largest IV drop — 10.2% change2021-07-14 : Highest IV Rank — 30.8%2021-07-01 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $36.60 $31.39 $40.10 $37.17 $40.10 Max Pain $35.67 $32.00 $37.00 $32.00 $36.00 ATM IV 54.5% 50.4% 57.4% 56.3% 50.8% Expected Move 15.5% 14.1% 17.0% 17.0% 14.3% HV 20d 55.1% 42.4% 67.1% 42.5% 66.6% HV 60d 55.5% 51.4% 58.0% 54.4% 57.2% IV Rank 20.6% 7.8% 30.8% 24.1% 9.4% IV Percentile 17.9% 0.8% 34.1% 26.6% 1.2% Term Structure -0.1% -1.3% 1.1% -0.5% 0.5% VWIV 54.4% 49.6% 59.3% 59.3% 50.1% Skew 25d 0.4% -1.6% 2.7% -1.0% 0.4% Skew 10d -0.4% -17.8% 19.8% 19.8% 2.0% Call IV 25d 55.0% 50.9% 59.2% 57.6% 51.0% Put IV 25d 55.4% 51.1% 59.3% 56.6% 51.4% Bid-Ask Spread % 4.16 3.11 6.08 3.91 4.68 Gamma HHI 0.10 0.07 0.30 0.08 0.20 Net GEX 2.6M -7.5M 9.3M 5.4M 9.3M Net DEX -211.1M -409.9M 31.0M -264.5M -409.9M Net VEX -1.8M -2.1M -1.6M -1.7M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.27 3.11 0.71 0.53 Total Volume 35,511.857 10,665 76,026 10,665 25,933 Total OI 356,110.286 298,146 439,212 349,280 354,307
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 2021-07-01 $37.17 $32.00 56.3% 17.0% 42.5% 24.1% 59.3% -1.0% -0.5% 5.4M -264.5M -1.7M 0.71 3.91 N/A N/A 6,230 4,435 189,423 159,857 2021-07-02 $37.82 $32.00 54.0% 16.9% 43.0% 17.8% 58.5% -1.0% 0.1% 5.2M -302.5M -1.7M 1.15 3.26 N/A N/A 12,204 13,987 190,815 162,007 2021-07-06 $36.51 $36.00 56.9% 15.7% 43.6% 26.4% 55.2% -0.1% -0.1% 2.1M -207.9M -1.7M 1.64 3.23 N/A N/A 9,851 16,149 179,048 162,519 2021-07-07 $36.23 $37.00 56.0% 15.7% 42.4% 23.6% 55.3% 1.1% 0.2% 705.4K -178.9M -1.7M 0.85 3.11 N/A N/A 8,390 7,149 182,134 175,254 2021-07-08 $35.22 $36.00 57.4% 16.0% 43.0% 27.9% 56.2% 0.8% 0.1% 730.0K -133.4M -1.7M 0.34 4.20 N/A N/A 23,077 7,847 186,658 176,397 2021-07-09 $37.51 $36.00 55.8% 15.7% 48.9% 22.9% 55.0% -0.1% 0.1% 1.4M -269.1M -1.8M 0.93 3.93 N/A N/A 15,283 14,223 197,218 179,670 2021-07-12 $37.34 $36.00 56.4% 15.7% 48.9% 24.9% 55.2% 1.6% -0.5% 848.6K -240.8M -1.8M 3.11 3.76 N/A N/A 8,050 25,007 191,975 182,597 2021-07-13 $35.76 $36.00 57.4% 15.9% 51.0% 27.8% 55.8% 1.0% -1.3% -1.3M -149.0M -1.8M 1.70 3.81 N/A N/A 15,774 26,771 196,220 189,890 2021-07-14 $35.00 $36.00 57.3% 16.2% 51.3% 30.8% 56.5% -1.6% 0.3% -2.0M -111.1M -1.7M 0.93 4.03 N/A N/A 13,992 12,954 202,710 195,844 2021-07-15 $34.38 $36.00 57.1% 15.8% 51.1% 30.5% 56.1% 2.7% 0.1% -2.7M -69.5M -1.7M 0.78 4.47 N/A N/A 30,150 23,441 207,735 200,143 2021-07-16 $32.95 $36.00 51.2% 14.5% 49.1% 10.9% 50.9% 0.7% -0.8% -7.5M 30.1M -1.6M 1.18 6.08 N/A N/A 34,806 41,220 231,083 208,129 2021-07-19 $31.39 $36.00 55.6% 15.9% 49.9% 26.0% 55.7% -0.1% -1.3% -100.5K 31.0M -1.6M 0.44 4.13 N/A N/A 31,130 13,671 156,200 141,946 2021-07-20 $35.18 $36.00 52.6% 15.0% 64.2% 15.5% 53.3% 0.4% 1.1% 2.9M -135.7M -1.9M 0.46 3.76 N/A N/A 42,501 19,635 166,231 143,876 2021-07-21 $37.13 $36.00 53.5% 15.3% 66.0% 18.9% 54.1% 0.5% -0.3% 5.3M -250.1M -1.9M 0.85 4.70 N/A N/A 34,043 28,830 178,137 149,696 2021-07-22 $37.26 $36.00 52.1% 14.9% 65.2% 13.7% 52.5% 0.5% 0.5% 3.3M -253.8M -2.0M 0.59 4.11 N/A N/A 12,193 7,148 184,871 162,827 2021-07-23 $36.95 $36.00 51.5% 14.8% 64.0% 12.0% 52.1% 0.2% -0.2% 5.5M -248.0M -2.0M 0.87 3.65 N/A N/A 13,300 11,515 187,945 164,730 2021-07-26 $38.97 $36.00 53.7% 15.3% 66.5% 19.5% 53.7% 0.0% 0.1% 5.5M -317.2M -1.9M 0.27 3.68 N/A N/A 35,330 9,554 174,388 144,028 2021-07-27 $38.11 $36.00 55.8% 15.9% 67.1% 26.8% 55.7% 0.6% -0.2% 5.7M -279.5M -2.0M 0.52 4.12 N/A N/A 10,799 5,646 178,268 148,716 2021-07-28 $38.25 $36.00 52.4% 14.9% 65.9% 14.9% 52.1% 1.5% 0.6% 6.9M -302.3M -2.1M 0.41 5.28 N/A N/A 15,583 6,407 190,997 153,110 2021-07-29 $39.45 $36.00 50.4% 14.1% 66.5% 7.8% 49.6% 0.0% -0.1% 8.2M -371.3M -2.1M 0.41 5.39 N/A N/A 36,644 14,897 195,334 155,383 2021-07-30 $40.10 $36.00 50.8% 14.3% 66.6% 9.4% 50.1% 0.4% 0.5% 9.3M -409.9M -2.1M 0.53 4.68 N/A N/A 16,977 8,956 197,291 157,016
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