AA Options History — October 2022 In October 2022, AA traded between $37.33 and $42.78. ATM implied volatility averaged 73.0%, placing in the 71.8% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded below realized volatility by 5.5% (HV 20d: 78.6%). Max pain ranged from $43.00 to $45.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.17.
Notable Days 2022-10-20 : Highest Volume — 132,830 contracts2022-10-20 : Largest IV drop — 11.9% change2022-10-19 : Highest IV Rank — 89.2%2022-10-03 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $39.67 $37.33 $42.78 $37.33 $39.11 Max Pain $44.62 $43.00 $45.00 $43.00 $44.00 ATM IV 73.0% 64.3% 78.4% 78.2% 64.8% Expected Move 21.1% 19.0% 23.3% 23.3% 19.5% HV 20d 78.6% 67.3% 90.6% 84.7% 67.3% HV 60d 68.9% 66.1% 72.0% 66.8% 71.7% IV Rank 71.8% 41.4% 89.2% 88.7% 42.9% IV Percentile 81.4% 50.0% 98.8% 98.4% 52.4% Term Structure -1.3% -4.7% 0.5% -1.2% 0.5% VWIV 73.6% 66.3% 83.0% 81.5% 68.2% Skew 25d 5.2% 3.1% 7.3% 5.7% 3.1% Skew 10d 10.8% 7.4% 13.5% 10.9% 7.4% Call IV 25d 71.3% 62.2% 78.3% 75.8% 64.0% Put IV 25d 76.5% 67.1% 81.7% 81.5% 67.1% Bid-Ask Spread % 5.93 2.79 16.02 2.79 3.92 Gamma HHI 0.06 0.05 0.09 0.05 0.09 Net GEX 543.2K -2.9M 4.6M -800.6K 2.3M Net DEX 74.7M -58.7M 168.1M 147.0M 51.0M Net VEX -1.8M -1.9M -1.6M -1.7M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.31 2.20 1.21 0.43 Total Volume 47,337.952 26,299 132,830 47,616 32,994 Total OI 396,978.714 345,408 468,503 354,830 358,240
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 2022-10-03 $37.33 $43.00 78.2% 23.3% 84.7% 88.7% 81.5% 5.7% -1.2% -800.6K 147.0M -1.7M 1.21 2.79 N/A N/A 21,578 26,038 169,552 185,278 2022-10-04 $40.35 $43.00 75.3% 22.8% 90.5% 80.0% 79.2% 6.9% -0.1% 627.3K 56.5M -1.8M 1.15 3.79 N/A N/A 22,203 25,534 178,052 197,240 2022-10-05 $40.33 $43.00 75.3% 22.9% 90.6% 79.9% 83.0% 6.3% -0.2% 1.1M 56.6M -1.8M 1.88 3.22 N/A N/A 14,888 27,968 182,354 201,641 2022-10-06 $39.80 $45.00 76.3% 21.3% 89.8% 83.1% 71.6% 6.3% -2.0% 877.6K 70.0M -1.8M 1.39 16.02 N/A N/A 25,944 36,188 186,000 207,622 2022-10-07 $38.83 $45.00 76.5% 21.0% 83.6% 83.8% 72.0% 7.2% -1.9% -1.4M 114.8M -1.8M 2.20 3.31 N/A N/A 15,792 34,719 194,822 223,165 2022-10-10 $38.89 $45.00 76.6% 21.3% 83.8% 84.0% 73.8% 7.2% -2.1% -2.1M 133.9M -1.8M 1.95 5.51 N/A N/A 8,923 17,376 185,310 221,362 2022-10-11 $37.84 $45.00 77.0% 21.4% 83.3% 85.1% 75.1% 7.3% -2.3% -2.9M 168.1M -1.8M 1.87 6.40 N/A N/A 9,508 17,734 189,395 224,093 2022-10-12 $40.33 $45.00 78.2% 22.0% 78.9% 88.9% 76.0% 3.3% -1.6% -418.9K 68.4M -1.9M 0.52 9.77 N/A N/A 39,226 20,399 192,425 226,746 2022-10-13 $40.80 $45.00 77.7% 22.0% 78.3% 87.4% 76.2% 6.2% -1.6% 2.2M 37.2M -1.9M 0.82 9.05 N/A N/A 23,257 18,956 204,556 232,043 2022-10-14 $38.33 $45.00 76.8% 21.7% 80.6% 84.7% 76.3% 5.1% -1.1% -2.1M 141.6M -1.8M 1.76 8.42 N/A N/A 15,601 27,415 207,930 233,293 2022-10-17 $39.49 $45.00 77.9% 22.2% 77.5% 87.9% 77.6% 4.8% -2.2% 125.7K 93.0M -1.8M 1.15 4.43 N/A N/A 13,927 16,000 191,142 208,062 2022-10-18 $39.60 $45.00 75.2% 21.5% 77.4% 79.9% 75.8% 4.5% -2.3% 496.2K 86.3M -1.8M 1.86 11.19 N/A N/A 10,400 19,308 196,948 211,650 2022-10-19 $37.33 $45.00 78.4% 22.5% 71.9% 89.2% 76.6% 5.2% -4.7% -868.1K 160.6M -1.6M 1.49 3.91 N/A N/A 19,678 29,258 198,782 215,255 2022-10-20 $39.13 $45.00 69.0% 19.9% 72.0% 60.5% 70.3% 3.8% -1.6% 952.9K 110.4M -1.7M 1.14 8.54 N/A N/A 61,958 70,872 210,744 224,771 2022-10-21 $41.09 $45.00 69.4% 20.2% 69.7% 59.7% 70.0% 3.8% -3.7% 957.8K 13.0M -1.9M 0.87 4.32 N/A N/A 42,230 36,556 223,534 244,969 2022-10-24 $39.23 $45.00 69.8% 20.6% 71.4% 60.9% 71.6% 4.7% -0.8% 127.7K 71.0M -1.8M 0.59 3.50 N/A N/A 21,177 12,550 161,726 183,682 2022-10-25 $41.56 $45.00 67.3% 20.0% 73.6% 52.8% 70.2% 5.2% -0.1% 3.3M -19.8M -1.9M 0.66 4.20 N/A N/A 23,533 15,598 171,292 187,000 2022-10-26 $42.78 $45.00 64.6% 19.4% 73.9% 44.1% 67.1% 4.6% 0.3% 4.6M -58.7M -1.9M 0.68 3.87 N/A N/A 16,721 11,351 172,012 188,261 2022-10-27 $41.30 $45.00 64.3% 19.0% 75.6% 41.4% 66.3% 4.9% -0.0% 4.0M -4.3M -1.9M 0.76 4.00 N/A N/A 16,391 12,465 177,488 190,666 2022-10-28 $39.53 $44.00 65.0% 19.3% 75.4% 43.8% 67.3% 3.6% 0.5% 410.8K 72.7M -1.8M 0.31 4.45 N/A N/A 47,219 14,664 182,282 195,168 2022-10-31 $39.11 $44.00 64.8% 19.5% 67.3% 42.9% 68.2% 3.1% 0.5% 2.3M 51.0M -1.8M 0.43 3.92 N/A N/A 23,046 9,948 185,303 172,937
« Sep 2022 | All History | Nov 2022 » Home AA History October 2022