AA Options History — August 2021 In August 2021, AA traded between $37.06 and $45.17. ATM implied volatility averaged 51.8%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded below realized volatility by 14.1% (HV 20d: 65.9%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.82.
Notable Days 2021-08-10 : Highest Volume — 54,953 contracts2021-08-19 : Largest IV spike — 10.6% change2021-08-19 : Highest IV Rank — 34.4%2021-08-19 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $41.72 $37.06 $45.17 $39.59 $44.25 Max Pain $37.14 $36.00 $38.00 $36.00 $38.00 ATM IV 51.8% 49.1% 58.0% 50.6% 51.5% Expected Move 14.7% 13.9% 16.6% 14.4% 14.5% HV 20d 65.9% 49.9% 73.2% 66.7% 72.8% HV 60d 58.5% 54.0% 61.3% 57.1% 61.0% IV Rank 13.0% 3.3% 34.4% 8.8% 11.7% IV Percentile 9.4% 0.4% 46.0% 1.2% 7.9% Term Structure 0.1% -1.9% 2.0% 0.3% 0.1% VWIV 51.8% 48.5% 58.2% 51.2% 50.8% Skew 25d 1.3% 0.1% 2.7% 0.7% 1.7% Skew 10d 2.8% 0.4% 5.7% 1.0% 5.3% Call IV 25d 52.1% 49.1% 57.4% 51.8% 51.3% Put IV 25d 53.4% 50.4% 60.0% 52.5% 53.0% Bid-Ask Spread % 4.81 3.09 10.08 5.75 6.69 Gamma HHI 0.11 0.06 0.19 0.10 0.13 Net GEX 7.2M 745.0K 11.1M 6.8M 9.0M Net DEX -381.3M -590.1M -104.1M -327.1M -444.1M Net VEX -2.1M -2.2M -2.0M -2.1M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.27 2.15 1.08 2.15 Total Volume 24,638.773 7,780 54,953 24,026 22,488 Total OI 364,164.273 341,154 395,940 341,154 362,407
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 2021-08-02 $39.59 $36.00 50.6% 14.4% 66.7% 8.8% 51.2% 0.7% 0.3% 6.8M -327.1M -2.1M 1.08 5.75 N/A N/A 11,544 12,482 189,128 152,026 2021-08-03 $40.22 $36.00 52.9% 14.5% 65.3% 16.6% 51.8% 1.2% -1.1% 7.3M -357.7M -2.1M 0.75 6.09 N/A N/A 9,218 6,899 192,792 156,777 2021-08-04 $38.73 $36.00 52.1% 14.5% 66.9% 13.8% 51.1% 0.9% -1.9% 6.0M -275.5M -2.1M 0.95 3.74 N/A N/A 6,395 6,044 194,436 163,895 2021-08-05 $38.83 $36.00 50.8% 14.2% 65.9% 9.4% 50.3% 1.0% -1.0% 6.4M -279.8M -2.1M 0.56 5.70 N/A N/A 4,973 2,807 196,565 167,434 2021-08-06 $40.81 $36.00 49.7% 14.0% 64.5% 5.5% 49.4% 1.1% -1.0% 9.0M -395.8M -2.1M 0.46 3.90 N/A N/A 15,204 6,920 197,542 169,304 2021-08-09 $40.57 $36.00 50.2% 14.3% 64.5% 7.4% 51.0% 0.7% -0.2% 7.6M -359.8M -2.0M 1.85 3.74 N/A N/A 6,763 12,514 188,470 161,388 2021-08-10 $43.86 $37.00 52.4% 14.9% 67.0% 15.1% 53.5% 0.8% -0.3% 6.9M -516.6M -2.0M 0.33 3.65 N/A N/A 41,261 13,692 189,971 163,728 2021-08-11 $44.66 $37.00 50.9% 14.5% 66.0% 9.7% 51.8% 0.1% -0.3% 6.6M -552.7M -2.0M 0.29 3.62 N/A N/A 22,600 6,531 190,896 170,564 2021-08-12 $45.07 $37.00 50.2% 14.3% 65.0% 7.2% 50.4% 0.5% -0.3% 7.7M -570.9M -2.0M 0.31 3.92 N/A N/A 20,156 6,219 197,830 174,826 2021-08-13 $45.17 $37.00 49.1% 13.9% 61.8% 3.3% 49.6% 1.3% -1.1% 10.8M -590.1M -2.0M 0.91 7.36 N/A N/A 10,507 9,582 205,704 175,713 2021-08-16 $43.38 $37.00 50.7% 14.5% 60.7% 9.2% 52.0% 0.2% 1.6% 8.6M -480.1M -2.0M 1.79 3.92 N/A N/A 6,219 11,126 202,264 168,054 2021-08-17 $41.38 $37.00 52.4% 15.0% 52.7% 14.9% 54.0% 1.4% 2.0% 7.8M -363.9M -2.1M 0.72 3.56 N/A N/A 15,535 11,176 202,275 170,067 2021-08-18 $41.65 $37.00 52.4% 15.0% 49.9% 15.1% 52.7% 1.3% 1.9% 7.1M -372.9M -2.1M 0.51 10.08 N/A N/A 14,138 7,180 203,345 175,935 2021-08-19 $37.06 $38.00 58.0% 16.6% 66.2% 34.4% 58.2% 2.6% 0.6% 1.8M -104.1M -2.0M 0.65 8.23 N/A N/A 28,578 18,621 208,239 180,733 2021-08-20 $37.68 $38.00 54.3% 15.5% 66.4% 21.4% 54.4% 2.1% 0.4% 745.0K -123.4M -2.0M 0.47 3.09 N/A N/A 16,454 7,726 212,086 183,854 2021-08-23 $41.09 $38.00 53.4% 15.4% 70.8% 18.4% 54.1% 1.8% 0.3% 5.6M -298.8M -2.1M 0.52 3.37 N/A N/A 24,956 12,981 192,958 150,729 2021-08-24 $42.16 $38.00 52.8% 14.8% 70.6% 16.4% 52.1% 1.3% -0.5% 6.7M -361.7M -2.1M 0.49 3.39 N/A N/A 14,508 7,147 197,711 153,271 2021-08-25 $42.07 $38.00 52.3% 14.8% 70.6% 14.5% 51.5% 1.6% 1.1% 8.0M -369.9M -2.2M 0.58 3.86 N/A N/A 6,840 3,992 205,959 157,161 2021-08-26 $41.47 $38.00 52.5% 14.8% 70.2% 15.1% 51.9% 2.7% 0.6% 7.8M -332.4M -2.1M 1.50 3.66 N/A N/A 6,129 9,189 207,649 158,584 2021-08-27 $44.11 $38.00 50.1% 13.9% 73.2% 7.0% 48.5% 1.7% 0.5% 11.1M -479.8M -2.1M 0.27 4.24 N/A N/A 32,826 8,957 208,278 159,415 2021-08-30 $44.12 $38.00 51.1% 14.2% 72.9% 10.4% 49.8% 2.6% 0.4% 8.1M -431.7M -2.1M 0.81 4.36 N/A N/A 12,712 10,264 195,909 155,742 2021-08-31 $44.25 $38.00 51.5% 14.5% 72.8% 11.7% 50.8% 1.7% 0.1% 9.0M -444.1M -2.1M 2.15 6.69 N/A N/A 7,143 15,345 204,048 158,359
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