AA Options History — February 2023 In February 2023, AA traded between $46.04 and $54.64. ATM implied volatility averaged 49.9%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 0.4% (HV 20d: 49.5%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.76.
Notable Days 2023-02-15 : Highest Volume — 30,235 contracts2023-02-06 : Largest IV spike — 7.5% change2023-02-22 : Highest IV Rank — 17.0%2023-02-22 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $49.73 $46.04 $54.64 $54.64 $49.14 Max Pain $45.26 $45.00 $50.00 $50.00 $45.00 ATM IV 49.9% 46.6% 52.5% 46.9% 50.7% Expected Move 14.4% 13.4% 15.3% 14.2% 14.5% HV 20d 49.5% 42.5% 58.1% 56.1% 45.5% HV 60d 53.0% 50.3% 61.5% 61.5% 50.3% IV Rank 9.5% 0.0% 17.0% 0.0% 11.7% IV Percentile 4.8% 0.0% 9.1% 0.0% 7.5% Term Structure 0.4% -0.6% 1.9% -0.2% -0.3% VWIV 50.8% 47.2% 53.6% 51.6% 51.1% Skew 25d 3.8% 3.0% 4.9% 3.7% 3.7% Skew 10d 7.6% 5.8% 9.4% 7.6% 6.9% Call IV 25d 48.6% 45.5% 51.4% 45.8% 49.2% Put IV 25d 52.4% 48.5% 54.9% 49.5% 52.9% Bid-Ask Spread % 5.26 3.10 9.68 7.44 3.33 Gamma HHI 0.13 0.10 0.16 0.13 0.14 Net GEX 5.6M 1.1M 10.3M 10.1M 9.0M Net DEX -117.0M -333.4M 38.0M -333.4M -121.8M Net VEX -1.9M -2.1M -1.8M -2.1M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.14 1.59 1.59 1.12 Total Volume 19,263 10,350 30,235 10,350 16,055 Total OI 317,397.789 297,239 343,868 302,718 327,382
Daily Data (19 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 2023-02-01 $54.64 $50.00 46.9% 14.2% 56.1% 0.0% 51.6% 3.7% -0.2% 10.1M -333.4M -2.1M 1.59 7.44 N/A N/A 3,999 6,351 155,956 146,762 2023-02-02 $53.22 $45.00 48.0% 13.9% 57.6% 3.2% 49.5% 3.8% -0.0% 9.5M -269.6M -2.0M 1.21 5.61 N/A N/A 9,834 11,863 156,748 149,093 2023-02-03 $52.73 $45.00 46.6% 13.4% 57.9% 0.0% 47.7% 3.0% -0.1% 10.3M -248.1M -2.0M 0.67 5.25 N/A N/A 9,788 6,588 161,990 157,689 2023-02-06 $52.00 $45.00 50.1% 14.8% 58.1% 9.9% 49.2% 4.8% 1.9% 5.8M -196.4M -2.0M 0.32 9.68 N/A N/A 15,613 4,935 156,435 140,804 2023-02-07 $53.17 $45.00 48.9% 14.1% 50.6% 6.6% 49.6% 4.0% 0.3% 7.9M -258.0M -2.0M 0.38 3.10 N/A N/A 11,430 4,338 160,504 143,226 2023-02-08 $50.89 $45.00 49.9% 14.7% 50.8% 9.6% 50.4% 3.8% 1.4% 5.1M -157.1M -2.0M 0.82 3.50 N/A N/A 5,736 4,690 169,136 145,235 2023-02-09 $49.86 $45.00 51.7% 15.1% 50.8% 14.6% 52.4% 4.9% 1.0% 2.8M -101.3M -2.0M 1.31 3.61 N/A N/A 7,258 9,523 170,493 146,601 2023-02-10 $48.56 $45.00 51.6% 14.9% 50.5% 14.3% 51.9% 4.0% 0.5% 1.8M -29.9M -1.9M 0.48 5.53 N/A N/A 13,800 6,671 172,388 151,076 2023-02-13 $48.20 $45.00 50.9% 14.6% 48.8% 12.2% 51.7% 4.3% 1.0% 3.0M -41.4M -1.9M 0.71 4.64 N/A N/A 10,674 7,555 166,434 142,142 2023-02-14 $48.96 $45.00 48.4% 13.9% 49.2% 5.3% 49.4% 3.3% 0.6% 4.1M -71.2M -1.9M 1.15 7.44 N/A N/A 9,260 10,657 170,131 146,012 2023-02-15 $48.45 $45.00 47.2% 13.5% 48.8% 1.8% 47.2% 3.3% 1.6% 3.6M -52.6M -1.9M 0.14 7.89 N/A N/A 26,519 3,716 173,963 152,723 2023-02-16 $48.97 $45.00 48.7% 13.9% 42.5% 6.1% 49.3% 3.6% 1.0% 5.3M -106.6M -2.0M 0.58 4.28 N/A N/A 11,097 6,450 185,908 153,724 2023-02-17 $46.90 $45.00 50.1% 14.4% 44.4% 10.0% 50.2% 3.8% -0.1% 1.1M 8.4M -1.9M 1.09 8.54 N/A N/A 11,256 12,323 188,335 155,533 2023-02-21 $48.36 $45.00 51.4% 15.0% 45.9% 13.8% 53.1% 4.4% 0.1% 5.8M -73.0M -1.9M 0.55 4.47 N/A N/A 14,037 7,730 162,971 138,972 2023-02-22 $48.66 $45.00 52.5% 15.3% 44.5% 17.0% 53.5% 3.2% -0.4% 6.8M -90.0M -1.9M 0.50 5.45 N/A N/A 17,641 8,877 170,225 142,817 2023-02-23 $47.86 $45.00 52.4% 15.1% 44.5% 16.7% 53.6% 3.6% -0.1% 5.9M -54.2M -1.9M 0.77 3.42 N/A N/A 7,544 5,816 176,140 146,839 2023-02-24 $46.04 $45.00 52.0% 14.8% 46.2% 15.4% 52.7% 3.0% -0.6% 2.4M 38.0M -1.8M 0.62 3.37 N/A N/A 17,848 11,109 177,742 149,388 2023-02-27 $48.20 $45.00 50.8% 14.6% 48.6% 11.9% 51.5% 3.6% -0.0% 6.3M -65.1M -1.9M 0.39 3.41 N/A N/A 12,544 4,872 173,402 145,639 2023-02-28 $49.14 $45.00 50.7% 14.5% 45.5% 11.7% 51.1% 3.7% -0.3% 9.0M -121.8M -1.9M 1.12 3.33 N/A N/A 7,589 8,466 179,958 147,424
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