AA Options History — August 2022 In August 2022, AA traded between $47.92 and $56.84. ATM implied volatility averaged 57.3%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 8.9% (HV 20d: 48.4%). Max pain ranged from $47.00 to $55.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.93.
Notable Days 2022-08-30 : Highest Volume — 48,665 contracts2022-08-22 : Largest IV spike — 6.2% change2022-08-30 : Highest IV Rank — 42.6%2022-08-30 : Largest Expected Move — 18.2%Monthly Statistics Metric Avg Min Max Open Close Price $51.67 $47.92 $56.84 $48.33 $49.62 Max Pain $54.00 $47.00 $55.00 $47.00 $55.00 ATM IV 57.3% 53.1% 62.9% 60.5% 62.5% Expected Move 16.4% 15.2% 18.2% 17.1% 18.1% HV 20d 48.4% 38.1% 61.3% 58.7% 61.3% HV 60d 61.4% 58.3% 68.5% 68.5% 62.2% IV Rank 25.8% 13.2% 42.6% 35.3% 41.5% IV Percentile 27.3% 8.7% 56.7% 43.7% 52.8% Term Structure -0.0% -1.3% 0.9% -1.0% 0.2% VWIV 58.1% 54.3% 64.3% 61.7% 62.7% Skew 25d 4.6% 2.5% 6.5% 6.5% 4.2% Skew 10d 9.0% 4.2% 14.8% 14.8% 8.6% Call IV 25d 55.8% 51.5% 61.6% 58.2% 61.5% Put IV 25d 60.4% 55.2% 65.7% 64.7% 65.6% Bid-Ask Spread % 4.75 2.81 8.12 3.64 3.91 Gamma HHI 0.08 0.07 0.14 0.07 0.07 Net GEX 3.0M 523.7K 7.1M 807.4K 523.7K Net DEX -59.1M -229.2M 45.9M 34.5M 45.9M Net VEX -2.0M -2.2M -1.8M -1.9M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.15 2.05 1.37 0.66 Total Volume 22,604.696 10,226 48,665 20,957 23,082 Total OI 298,484.609 259,977 324,442 282,316 305,359
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 2022-08-01 $48.33 $47.00 60.5% 17.1% 58.7% 35.3% 61.7% 6.5% -1.0% 807.4K 34.5M -1.9M 1.37 3.64 N/A N/A 8,847 12,110 125,055 157,261 2022-08-02 $48.78 $47.50 59.5% 16.9% 52.3% 32.2% 60.2% 6.5% -0.9% 914.6K 25.7M -1.9M 1.08 4.03 N/A N/A 8,542 9,231 127,590 161,415 2022-08-03 $48.51 $47.50 57.8% 16.4% 52.2% 27.3% 60.4% 6.0% -0.7% 963.7K 27.9M -1.9M 1.53 8.12 N/A N/A 7,519 11,539 130,508 162,673 2022-08-04 $47.92 $55.00 57.7% 16.2% 48.0% 27.0% 58.8% 5.8% -0.8% 626.8K 44.4M -1.9M 1.99 3.80 N/A N/A 9,792 19,532 131,982 163,595 2022-08-05 $49.42 $55.00 57.0% 16.2% 48.6% 24.8% 57.4% 4.6% -1.3% 623.9K -2.6M -1.9M 1.33 4.44 N/A N/A 13,124 17,425 137,097 165,021 2022-08-08 $48.65 $55.00 57.0% 16.2% 44.1% 24.8% 58.5% 5.3% -0.2% 684.8K 28.7M -1.9M 2.05 4.99 N/A N/A 6,610 13,575 129,493 158,263 2022-08-09 $49.99 $55.00 56.7% 16.4% 44.2% 23.9% 57.1% 5.2% 0.8% 1.4M -19.6M -1.9M 0.76 4.19 N/A N/A 7,612 5,778 131,942 162,014 2022-08-10 $53.00 $55.00 55.3% 15.8% 47.5% 19.7% 55.9% 3.4% 0.1% 3.6M -119.1M -2.0M 0.67 6.18 N/A N/A 23,347 15,533 134,976 164,557 2022-08-11 $53.42 $55.00 53.9% 15.6% 39.4% 15.3% 55.3% 3.4% 0.9% 5.2M -148.0M -2.1M 0.60 5.56 N/A N/A 12,944 7,763 149,074 172,044 2022-08-12 $52.82 $55.00 53.3% 15.3% 38.1% 13.7% 54.3% 3.6% 0.4% 6.2M -117.3M -2.0M 1.31 6.96 N/A N/A 5,511 7,195 150,462 173,980 2022-08-15 $51.72 $55.00 55.1% 15.9% 39.7% 18.9% 54.5% 4.4% 0.2% 2.9M -64.0M -1.9M 0.47 5.60 N/A N/A 16,648 7,790 145,561 166,951 2022-08-16 $53.12 $55.00 53.1% 15.3% 39.0% 13.2% 54.9% 4.7% 0.6% 4.2M -110.0M -2.0M 0.63 4.34 N/A N/A 6,593 4,130 142,528 168,815 2022-08-17 $51.72 $55.00 55.2% 15.8% 40.9% 19.4% 55.0% 5.1% -0.9% 3.3M -68.6M -1.9M 1.16 6.51 N/A N/A 4,742 5,484 143,709 169,782 2022-08-18 $53.85 $55.00 53.3% 15.2% 42.5% 13.7% 55.3% 5.0% 0.9% 6.0M -138.2M -2.0M 0.66 3.22 N/A N/A 8,944 5,905 145,149 170,930 2022-08-19 $51.05 $55.00 55.9% 16.0% 47.7% 21.4% 55.4% 4.4% 0.0% 2.7M -42.2M -1.8M 0.87 3.29 N/A N/A 8,135 7,099 145,804 171,158 2022-08-22 $50.05 $55.00 59.3% 17.0% 48.3% 31.8% 60.6% 5.6% 0.7% 927.0K 12.1M -1.8M 1.06 4.38 N/A N/A 5,150 5,466 122,473 137,504 2022-08-23 $53.10 $55.00 58.6% 16.8% 52.2% 29.6% 59.2% 4.9% 0.0% 2.5M -74.5M -1.9M 0.54 4.12 N/A N/A 10,482 5,671 124,998 139,191 2022-08-24 $54.32 $55.00 59.1% 16.8% 52.3% 31.1% 58.9% 3.5% 0.3% 3.7M -112.4M -2.0M 0.15 4.52 N/A N/A 42,454 6,189 128,611 141,994 2022-08-25 $56.84 $55.00 56.5% 16.1% 53.7% 23.3% 56.4% 2.5% -0.3% 7.1M -229.2M -2.2M 0.55 5.59 N/A N/A 23,549 12,980 157,658 143,841 2022-08-26 $55.62 $55.00 58.1% 16.5% 53.4% 28.3% 58.4% 3.0% 0.1% 6.9M -177.3M -2.2M 0.47 5.47 N/A N/A 14,660 6,959 160,222 147,368 2022-08-29 $55.79 $55.00 60.5% 17.1% 49.0% 35.3% 60.1% 3.2% 0.4% 4.8M -160.9M -2.1M 1.25 2.81 N/A N/A 6,927 8,675 152,455 141,598 2022-08-30 $50.78 $55.00 62.9% 18.2% 60.7% 42.6% 64.3% 4.1% 0.2% 1.6M 5.0M -2.0M 0.32 3.56 N/A N/A 36,968 11,697 155,481 147,004 2022-08-31 $49.62 $55.00 62.5% 18.1% 61.3% 41.5% 62.7% 4.2% 0.2% 523.7K 45.9M -1.9M 0.66 3.91 N/A N/A 13,910 9,172 151,804 153,555
« Jul 2022 | All History | Sep 2022 » Home AA History August 2022