AA Options History — March 2023 In March 2023, AA traded between $39.34 and $55.45. ATM implied volatility averaged 58.3%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded below realized volatility by 5.8% (HV 20d: 64.1%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.00.
Notable Days 2023-03-15 : Highest Volume — 67,680 contracts2023-03-15 : Largest IV spike — 11.6% change2023-03-17 : Highest IV Rank — 59.2%2023-03-17 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $44.60 $39.34 $55.45 $51.78 $42.36 Max Pain $47.39 $45.00 $50.00 $45.00 $45.00 ATM IV 58.3% 49.7% 65.7% 51.7% 57.0% Expected Move 17.2% 14.5% 19.3% 15.3% 16.6% HV 20d 64.1% 46.1% 76.0% 48.2% 66.4% HV 60d 56.1% 49.9% 60.1% 51.2% 58.4% IV Rank 36.1% 8.8% 59.2% 14.6% 32.3% IV Percentile 29.8% 5.6% 59.1% 9.5% 19.8% Term Structure 0.3% -1.2% 3.3% 0.0% 0.5% VWIV 60.1% 50.7% 68.0% 54.2% 58.6% Skew 25d 5.2% 2.9% 7.1% 3.3% 4.9% Skew 10d 10.2% 5.4% 14.2% 6.9% 9.4% Call IV 25d 56.3% 48.4% 62.9% 50.5% 54.8% Put IV 25d 61.4% 51.7% 70.0% 53.8% 59.6% Bid-Ask Spread % 5.64 2.99 13.67 4.29 3.21 Gamma HHI 0.13 0.08 0.20 0.15 0.16 Net GEX 2.0M -3.6M 12.9M 12.1M 2.4M Net DEX 40.9M -475.8M 254.4M -267.4M 107.5M Net VEX -1.7M -2.0M -1.4M -2.0M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.39 2.47 1.22 0.70 Total Volume 20,366.261 7,883 67,680 30,327 10,979 Total OI 310,215.348 255,357 363,012 331,737 297,808
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 2023-03-01 $51.78 $45.00 51.7% 15.3% 48.2% 14.6% 54.2% 3.3% 0.0% 12.1M -267.4M -2.0M 1.22 4.29 N/A N/A 13,633 16,694 180,600 151,137 2023-03-02 $53.59 $45.00 50.7% 14.8% 46.1% 11.9% 52.4% 3.3% 0.1% 12.9M -367.5M -2.0M 0.59 4.81 N/A N/A 11,158 6,624 182,412 154,550 2023-03-03 $55.45 $45.00 49.7% 14.5% 46.7% 8.8% 50.7% 2.9% -0.1% 12.3M -475.8M -2.0M 0.57 3.63 N/A N/A 19,083 10,866 182,442 156,629 2023-03-06 $53.69 $50.00 49.7% 15.2% 48.1% 9.0% 54.2% 3.7% 0.3% 12.1M -291.6M -2.0M 0.86 13.67 N/A N/A 7,366 6,338 164,659 147,052 2023-03-07 $50.17 $50.00 51.2% 15.6% 53.8% 13.2% 55.4% 3.6% 0.1% 8.0M -104.8M -1.9M 0.87 9.95 N/A N/A 8,301 7,230 167,392 150,354 2023-03-08 $51.02 $50.00 50.4% 15.5% 53.5% 11.0% 53.3% 3.4% -0.2% 9.8M -147.1M -1.9M 0.54 5.56 N/A N/A 6,750 3,621 170,114 151,758 2023-03-09 $47.72 $50.00 53.2% 16.1% 56.4% 18.7% 56.9% 4.0% -0.7% 4.1M 10.5M -1.8M 0.85 5.95 N/A N/A 18,222 15,548 172,783 153,586 2023-03-10 $44.86 $50.00 56.0% 17.0% 59.9% 29.2% 59.5% 3.6% -1.2% -509.6K 131.1M -1.7M 0.86 10.39 N/A N/A 17,415 14,922 176,094 160,310 2023-03-13 $44.85 $50.00 60.8% 18.2% 59.4% 44.3% 62.5% 5.0% 2.8% 875.9K 105.2M -1.7M 0.62 8.55 N/A N/A 10,598 6,550 167,953 157,310 2023-03-14 $44.34 $50.00 57.9% 17.4% 59.4% 35.1% 60.3% 4.8% 3.1% -173.2K 133.7M -1.7M 0.71 7.00 N/A N/A 5,643 3,991 170,426 160,195 2023-03-15 $39.36 $50.00 64.6% 18.9% 71.5% 55.8% 65.4% 7.1% 1.6% -3.2M 254.4M -1.4M 0.61 6.25 N/A N/A 41,914 25,766 172,974 161,745 2023-03-16 $40.84 $50.00 62.7% 18.8% 73.5% 50.0% 65.2% 6.6% 3.3% -3.0M 210.6M -1.6M 1.17 7.75 N/A N/A 8,978 10,475 182,199 170,893 2023-03-17 $39.34 $50.00 65.7% 19.3% 73.8% 59.2% 68.0% 7.0% 2.4% -3.6M 252.8M -1.5M 2.01 3.25 N/A N/A 7,942 15,950 185,954 177,058 2023-03-20 $40.09 $50.00 65.1% 19.0% 73.5% 57.5% 64.7% 7.1% -0.9% -2.1M 162.9M -1.6M 0.95 3.79 N/A N/A 9,405 8,957 105,852 149,505 2023-03-21 $42.19 $45.00 62.2% 18.0% 75.3% 48.4% 62.9% 6.5% -0.5% -1.1M 117.1M -1.7M 0.91 4.91 N/A N/A 10,827 9,868 111,464 155,036 2023-03-22 $40.52 $45.00 62.8% 18.0% 76.0% 50.5% 63.0% 5.9% -1.0% -1.9M 157.8M -1.6M 2.47 4.53 N/A N/A 4,990 12,314 114,411 160,498 2023-03-23 $40.29 $45.00 64.4% 18.5% 76.0% 55.2% 64.0% 6.9% -0.9% -2.3M 167.7M -1.7M 1.14 4.68 N/A N/A 5,946 6,792 116,972 165,664 2023-03-24 $40.05 $45.00 64.3% 18.5% 75.1% 55.0% 63.9% 6.2% -1.0% -3.5M 177.6M -1.7M 1.32 3.28 N/A N/A 8,653 11,444 119,133 168,125 2023-03-27 $40.09 $45.00 62.6% 18.2% 72.6% 49.8% 63.8% 6.6% -0.4% -2.3M 170.8M -1.7M 0.39 3.31 N/A N/A 10,175 4,017 110,683 163,518 2023-03-28 $40.30 $45.00 61.9% 18.0% 72.0% 47.4% 62.6% 6.0% -0.8% -1.9M 162.0M -1.7M 2.37 3.25 N/A N/A 3,951 9,368 116,435 165,153 2023-03-29 $40.94 $45.00 59.0% 17.3% 68.9% 38.7% 60.5% 5.6% -0.7% -1.5M 151.4M -1.7M 0.50 2.99 N/A N/A 5,246 2,637 118,363 173,052 2023-03-30 $41.86 $45.00 58.0% 17.1% 68.0% 35.4% 60.2% 5.3% -0.0% -391.9K 122.6M -1.7M 0.67 4.83 N/A N/A 6,772 4,505 121,224 173,478 2023-03-31 $42.36 $45.00 57.0% 16.6% 66.4% 32.3% 58.6% 4.9% 0.5% 2.4M 107.5M -1.8M 0.70 3.21 N/A N/A 6,457 4,522 122,973 174,835
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