AA Options History — March 2022 In March 2022, AA traded between $72.86 and $95.02. ATM implied volatility averaged 72.5%, placing in the 74.2% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded below realized volatility by 0.1% (HV 20d: 72.6%). Max pain ranged from $65.00 to $80.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.82.
Notable Days 2022-03-04 : Highest Volume — 71,852 contracts2022-03-21 : Largest IV spike — 8.1% change2022-03-04 : Highest IV Rank — 100.0%2022-03-08 : Largest Expected Move — 25.5%Monthly Statistics Metric Avg Min Max Open Close Price $85.13 $72.86 $95.02 $79.77 $90.30 Max Pain $75.35 $65.00 $80.00 $65.00 $80.00 ATM IV 72.5% 66.6% 81.9% 72.9% 66.6% Expected Move 20.7% 18.2% 25.5% 21.8% 18.2% HV 20d 72.6% 55.9% 83.7% 55.9% 78.8% HV 60d 59.9% 52.2% 64.8% 52.4% 64.1% IV Rank 74.2% 54.6% 100.0% 86.2% 54.6% IV Percentile 95.7% 89.3% 100.0% 99.2% 89.3% Term Structure -0.4% -3.3% 3.4% -0.9% -1.2% VWIV 72.6% 64.2% 89.8% 76.8% 65.2% Skew 25d 1.1% -2.0% 2.8% 2.6% 1.2% Skew 10d 2.1% -4.0% 5.4% 3.5% 1.4% Call IV 25d 72.7% 65.0% 81.7% 71.9% 66.5% Put IV 25d 73.8% 67.4% 83.4% 74.4% 67.7% Bid-Ask Spread % 7.30 3.63 21.64 5.79 4.53 Gamma HHI 0.10 0.07 0.13 0.11 0.10 Net GEX 9.4M 3.3M 15.7M 8.4M 9.5M Net DEX -780.9M -1.15B -345.2M -756.5M -814.8M Net VEX -2.2M -2.3M -2.0M -2.2M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.41 1.46 0.61 1.27 Total Volume 38,519.217 17,284 71,852 63,314 17,284 Total OI 336,642.217 292,951 372,555 319,668 329,464
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 2022-03-01 $79.77 $65.00 72.9% 21.8% 55.9% 86.2% 76.8% 2.6% -0.9% 8.4M -756.5M -2.2M 0.61 5.79 N/A N/A 39,324 23,990 156,657 163,011 2022-03-02 $83.11 $69.00 67.8% 19.9% 56.4% 68.5% 70.7% 2.3% 0.3% 10.8M -884.5M -2.2M 1.07 5.18 N/A N/A 14,726 15,696 167,264 169,639 2022-03-03 $82.78 $69.00 72.3% 21.3% 56.9% 84.3% 74.6% 1.7% -0.6% 10.8M -874.0M -2.2M 1.03 6.01 N/A N/A 17,487 18,009 169,593 172,133 2022-03-04 $90.72 $70.00 77.5% 23.0% 60.7% 100.0% 81.3% -2.0% -0.9% 8.3M -1.15B -2.1M 0.71 5.91 N/A N/A 42,013 29,839 170,348 177,173 2022-03-07 $85.20 $75.00 81.6% 24.9% 67.2% 100.0% 87.4% 1.6% -1.3% 7.5M -787.4M -2.2M 0.75 7.99 N/A N/A 26,284 19,616 152,704 173,565 2022-03-08 $83.12 $75.00 81.9% 25.5% 68.2% 100.0% 89.8% 2.1% -3.3% 7.1M -727.4M -2.3M 0.52 10.53 N/A N/A 36,570 19,053 159,919 178,351 2022-03-09 $79.33 $75.00 78.3% 24.6% 65.5% 89.3% 85.7% 1.2% -2.1% 7.2M -590.7M -2.3M 0.76 21.64 N/A N/A 22,392 16,976 166,036 179,896 2022-03-10 $82.72 $75.00 76.5% 22.9% 66.1% 84.1% 79.4% 0.5% -1.3% 10.7M -735.2M -2.3M 0.67 11.49 N/A N/A 25,048 16,852 172,811 184,857 2022-03-11 $78.80 $75.00 75.9% 22.7% 68.5% 82.1% 79.6% 0.4% -0.5% 6.0M -554.9M -2.3M 1.27 8.36 N/A N/A 15,240 19,398 174,779 188,853 2022-03-14 $72.86 $75.00 78.0% 21.5% 73.6% 88.4% 75.3% 2.8% -0.8% 3.3M -345.2M -2.3M 0.41 4.79 N/A N/A 26,191 10,660 165,425 180,846 2022-03-15 $73.52 $75.00 74.6% 20.7% 73.6% 78.3% 72.0% 2.4% 2.3% 5.0M -380.3M -2.3M 0.47 4.39 N/A N/A 23,419 10,891 175,303 182,554 2022-03-16 $75.32 $75.00 70.3% 19.8% 74.1% 65.7% 69.0% 1.5% 1.8% 7.5M -460.3M -2.3M 0.50 7.00 N/A N/A 19,218 9,574 177,735 187,091 2022-03-17 $81.45 $75.00 70.4% 19.3% 77.6% 65.8% 68.5% 1.8% 1.9% 12.9M -761.7M -2.2M 0.56 8.83 N/A N/A 24,335 13,639 181,376 189,040 2022-03-18 $82.70 $75.00 67.3% 18.4% 77.5% 56.7% 64.4% 2.6% 3.4% 15.7M -820.2M -2.1M 0.96 7.15 N/A N/A 16,465 15,874 182,116 190,439 2022-03-21 $90.77 $75.00 72.7% 19.4% 83.7% 72.8% 68.1% 0.5% -0.2% 10.1M -892.3M -2.1M 0.63 9.61 N/A N/A 37,250 23,422 144,116 148,835 2022-03-22 $90.06 $75.00 68.2% 18.7% 81.5% 59.5% 65.8% 0.0% 0.9% 11.1M -876.2M -2.1M 1.14 7.79 N/A N/A 9,727 11,125 153,279 156,230 2022-03-23 $94.74 $80.00 71.3% 19.0% 82.8% 68.5% 67.0% 0.8% -2.0% 11.5M -1.03B -2.0M 0.60 5.84 N/A N/A 30,950 18,460 154,015 158,530 2022-03-24 $95.02 $80.00 72.0% 19.0% 81.8% 70.5% 67.3% 1.3% -2.2% 13.0M -1.04B -2.1M 0.81 5.76 N/A N/A 15,251 12,296 161,114 163,689 2022-03-25 $91.65 $80.00 69.3% 18.9% 81.4% 62.7% 66.1% 0.1% -0.9% 11.7M -925.2M -2.1M 0.49 5.75 N/A N/A 24,362 11,826 165,392 167,314 2022-03-28 $92.61 $80.00 68.2% 18.8% 79.9% 59.3% 66.5% -0.3% -1.2% 9.5M -896.1M -2.0M 1.46 5.29 N/A N/A 11,788 17,208 150,055 161,207 2022-03-29 $89.57 $80.00 66.6% 18.4% 79.2% 54.7% 64.6% -0.2% -0.5% 8.9M -785.8M -2.1M 1.24 4.56 N/A N/A 15,145 18,795 151,657 164,239 2022-03-30 $91.86 $80.00 66.7% 18.3% 78.4% 54.9% 64.2% 0.5% -0.5% 10.1M -870.4M -2.1M 0.88 3.63 N/A N/A 11,877 10,397 153,907 170,214 2022-03-31 $90.30 $80.00 66.6% 18.2% 78.8% 54.6% 65.2% 1.2% -1.2% 9.5M -814.8M -2.1M 1.27 4.53 N/A N/A 7,620 9,664 157,657 171,807
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