AA Options History — October 2021 In October 2021, AA traded between $46.02 and $57.24. ATM implied volatility averaged 55.4%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded below realized volatility by 4.7% (HV 20d: 60.1%). Max pain ranged from $40.00 to $49.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.58.
Notable Days 2021-10-15 : Highest Volume — 179,378 contracts2021-10-15 : Largest IV drop — 9.3% change2021-10-04 : Highest IV Rank — 57.0%2021-10-01 : Largest Expected Move — 19.2%Monthly Statistics Metric Avg Min Max Open Close Price $49.46 $46.02 $57.24 $49.68 $46.06 Max Pain $46.38 $40.00 $49.00 $40.00 $49.00 ATM IV 55.4% 48.8% 64.5% 61.3% 51.9% Expected Move 15.9% 14.0% 19.2% 19.2% 15.5% HV 20d 60.1% 41.2% 72.5% 53.8% 71.7% HV 60d 62.5% 55.3% 66.3% 63.4% 65.8% IV Rank 25.5% 2.3% 57.0% 46.0% 13.2% IV Percentile 33.1% 0.4% 78.6% 63.1% 12.7% Term Structure -0.9% -2.5% 1.0% -1.4% 1.0% VWIV 55.9% 49.5% 67.4% 67.4% 54.1% Skew 25d 0.9% -1.1% 4.5% 2.0% 0.7% Skew 10d 0.4% -3.1% 4.2% 4.2% 0.9% Call IV 25d 55.8% 48.5% 63.0% 61.6% 52.0% Put IV 25d 56.7% 49.6% 67.5% 63.6% 52.7% Bid-Ask Spread % 5.30 2.97 11.97 2.97 3.09 Gamma HHI 0.11 0.07 0.17 0.15 0.11 Net GEX 6.7M 1.9M 12.5M 7.6M 3.7M Net DEX -448.5M -1.04B -101.3M -535.9M -101.3M Net VEX -2.6M -2.9M -2.2M -2.5M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.27 1.63 0.49 0.63 Total Volume 50,009.952 11,127 179,378 28,578 47,296 Total OI 459,701.238 385,386 519,369 447,957 519,369
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 2021-10-01 $49.68 $40.00 61.3% 19.2% 53.8% 46.0% 67.4% 2.0% -1.4% 7.6M -535.9M -2.5M 0.49 2.97 N/A N/A 19,210 9,368 227,298 220,659 2021-10-04 $49.35 $45.00 64.5% 17.5% 53.9% 57.0% 61.2% 4.5% -1.5% 5.9M -504.9M -2.5M 0.65 8.97 N/A N/A 10,556 6,811 218,126 210,711 2021-10-05 $49.25 $45.00 60.6% 16.8% 53.8% 43.5% 58.4% 1.9% -1.6% 6.5M -513.1M -2.5M 0.63 3.91 N/A N/A 6,842 4,285 225,253 213,151 2021-10-06 $47.03 $45.00 62.1% 17.1% 56.0% 48.8% 60.6% 1.9% -2.0% 4.2M -388.2M -2.5M 0.63 8.53 N/A N/A 17,891 11,288 229,324 216,270 2021-10-07 $47.12 $45.00 58.8% 16.4% 53.7% 37.3% 57.4% 2.3% -2.1% 4.5M -395.0M -2.5M 0.34 8.02 N/A N/A 17,039 5,749 233,844 217,379 2021-10-08 $46.20 $45.00 59.5% 16.4% 52.2% 39.6% 57.5% 1.1% -2.5% 3.6M -341.3M -2.4M 0.55 11.97 N/A N/A 24,610 13,573 234,006 219,926 2021-10-11 $47.33 $45.00 59.4% 16.8% 53.1% 39.3% 59.4% 1.4% -0.1% 6.9M -446.2M -2.5M 0.27 4.59 N/A N/A 30,932 8,481 235,874 207,434 2021-10-12 $47.63 $45.00 60.1% 16.9% 52.5% 41.7% 59.6% 1.3% -1.3% 8.0M -469.8M -2.5M 0.34 6.45 N/A N/A 26,208 8,978 242,321 212,405 2021-10-13 $48.22 $45.00 59.7% 16.7% 44.3% 40.3% 59.4% -1.1% -1.4% 8.8M -504.9M -2.5M 0.53 9.92 N/A N/A 15,015 7,958 248,555 216,126 2021-10-14 $48.58 $45.00 55.6% 15.7% 41.2% 26.0% 55.1% -0.4% -1.3% 10.6M -542.8M -2.5M 0.41 4.66 N/A N/A 54,058 22,055 257,173 219,878 2021-10-15 $56.03 $45.00 50.4% 14.4% 65.3% 7.9% 50.7% -0.1% 0.2% 12.5M -1.04B -2.3M 0.47 5.84 N/A N/A 121,949 57,429 264,447 224,313 2021-10-18 $57.24 $45.00 48.8% 14.0% 64.7% 2.3% 49.5% 1.1% -0.9% 10.0M -820.2M -2.2M 1.63 3.77 N/A N/A 20,411 33,357 207,789 177,597 2021-10-19 $54.08 $48.00 50.2% 14.4% 66.1% 7.2% 50.2% 0.6% -0.5% 9.5M -644.4M -2.5M 0.59 3.86 N/A N/A 40,985 24,073 218,269 191,265 2021-10-20 $52.48 $48.00 49.3% 14.1% 65.6% 4.3% 50.1% -0.0% -0.4% 6.4M -509.8M -2.7M 0.53 3.31 N/A N/A 37,347 19,785 235,641 221,283 2021-10-21 $50.02 $49.00 50.9% 14.7% 68.1% 9.6% 51.6% 0.3% -1.6% 5.3M -344.4M -2.8M 0.60 3.24 N/A N/A 36,141 21,619 243,900 228,615 2021-10-22 $49.27 $49.00 50.9% 14.7% 68.3% 9.8% 51.8% -0.3% -1.2% 4.8M -296.0M -2.9M 0.55 4.33 N/A N/A 31,022 17,037 257,735 235,119 2021-10-25 $51.13 $49.00 52.7% 15.4% 66.7% 16.1% 54.1% -0.7% 0.2% 8.8M -447.6M -2.9M 0.75 3.51 N/A N/A 23,896 17,829 247,148 222,690 2021-10-26 $49.70 $49.00 50.9% 15.0% 67.4% 9.8% 52.8% 0.2% 0.3% 7.4M -346.6M -2.8M 0.63 3.68 N/A N/A 16,070 10,183 254,254 223,822 2021-10-27 $46.02 $49.00 53.6% 15.8% 72.5% 19.0% 56.3% 1.5% -0.5% 1.9M -120.4M -2.8M 0.31 3.58 N/A N/A 65,589 20,451 258,332 225,896 2021-10-28 $46.24 $49.00 53.2% 15.8% 71.8% 17.6% 55.7% 0.7% -0.3% 3.2M -103.5M -2.8M 0.57 3.10 N/A N/A 42,690 24,143 258,649 231,880 2021-10-29 $46.06 $49.00 51.9% 15.5% 71.7% 13.2% 54.1% 0.7% 1.0% 3.7M -101.3M -2.9M 0.63 3.09 N/A N/A 29,055 18,241 278,300 241,069
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