AA Options History — July 2023 In July 2023, AA traded between $32.47 and $36.69. ATM implied volatility averaged 48.0%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 0.9% (HV 20d: 47.1%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.60.
Notable Days 2023-07-25 : Highest Volume — 57,023 contracts2023-07-20 : Largest IV drop — 13.0% change2023-07-14 : Highest IV Rank — 22.0%2023-07-05 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $34.54 $32.47 $36.69 $34.39 $36.25 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 48.0% 42.4% 51.8% 47.8% 44.4% Expected Move 13.8% 12.1% 15.3% 14.4% 12.9% HV 20d 47.1% 37.7% 54.9% 39.6% 54.9% HV 60d 45.4% 43.4% 46.9% 43.4% 46.9% IV Rank 12.7% 0.0% 22.0% 10.6% 5.6% IV Percentile 16.8% 0.0% 34.5% 9.5% 1.6% Term Structure -0.6% -2.0% 0.6% -0.2% -0.4% VWIV 48.7% 43.1% 56.0% 51.4% 45.6% Skew 25d 2.3% 0.7% 3.8% 3.3% 1.0% Skew 10d 5.1% 1.8% 7.7% 6.2% 3.0% Call IV 25d 47.7% 42.5% 51.8% 46.7% 44.9% Put IV 25d 50.0% 43.7% 54.1% 49.9% 46.0% Bid-Ask Spread % 3.21 1.87 5.05 3.77 3.38 Gamma HHI 0.15 0.11 0.36 0.14 0.16 Net GEX 551.3K -4.3M 9.0M -1.1M 3.1M Net DEX 89.2M -12.8M 196.2M 103.1M 17.0M Net VEX -1.4M -1.5M -1.3M -1.4M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.20 1.33 0.71 0.37 Total Volume 26,633.1 8,674 57,023 8,674 33,830 Total OI 306,455.1 268,927 364,387 273,209 293,798
Daily Data (20 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 2023-07-03 $34.39 $35.00 47.8% 14.4% 39.6% 10.6% 51.4% 3.3% -0.2% -1.1M 103.1M -1.4M 0.71 3.77 N/A N/A 5,078 3,596 111,657 161,552 2023-07-05 $33.83 $35.00 48.8% 15.3% 37.7% 13.4% 53.4% 3.0% -0.8% -1.8M 125.7M -1.3M 1.24 2.93 N/A N/A 4,945 6,145 114,243 164,181 2023-07-06 $32.47 $35.00 50.5% 14.7% 39.2% 18.4% 49.3% 3.6% -0.7% -3.9M 172.8M -1.3M 0.61 2.81 N/A N/A 8,359 5,105 115,953 167,991 2023-07-07 $34.11 $35.00 51.2% 14.3% 42.7% 20.4% 50.1% 2.8% -0.8% -1.5M 103.6M -1.4M 0.38 3.21 N/A N/A 25,370 9,687 119,512 170,597 2023-07-10 $34.22 $35.00 51.1% 14.2% 42.6% 20.1% 49.3% 3.7% -1.2% -762.1K 95.8M -1.4M 0.50 2.71 N/A N/A 8,734 4,379 126,302 165,377 2023-07-11 $34.70 $35.00 50.5% 14.3% 42.6% 18.4% 49.3% 3.8% -0.7% 14.7K 77.9M -1.4M 0.73 4.44 N/A N/A 6,310 4,638 130,376 167,487 2023-07-12 $35.25 $35.00 49.6% 14.0% 43.0% 15.7% 48.8% 3.5% -0.8% 926.8K 54.0M -1.4M 1.33 5.05 N/A N/A 10,513 13,941 133,417 169,278 2023-07-13 $36.69 $35.00 51.7% 14.7% 42.8% 21.8% 50.4% 1.6% -0.2% 2.8M -12.8M -1.5M 0.35 1.87 N/A N/A 27,364 9,603 137,873 176,880 2023-07-14 $34.50 $35.00 51.8% 14.5% 47.9% 22.0% 50.1% 2.9% -1.9% 1.4M 88.7M -1.4M 0.33 2.01 N/A N/A 32,592 10,712 146,168 182,264 2023-07-17 $35.61 $35.00 51.6% 14.7% 49.4% 21.7% 51.0% 2.6% -1.9% 1.8M 41.3M -1.5M 0.37 2.55 N/A N/A 13,712 5,074 146,099 178,677 2023-07-18 $35.03 $35.00 51.7% 14.8% 49.6% 21.9% 51.5% 2.5% -2.0% 830.6K 68.3M -1.4M 0.62 2.93 N/A N/A 13,015 8,133 148,370 180,793 2023-07-19 $34.84 $35.00 51.0% 14.6% 48.1% 20.0% 56.0% 2.7% -1.7% 288.3K 78.0M -1.4M 0.94 3.28 N/A N/A 14,163 13,304 151,957 186,696 2023-07-20 $32.72 $35.00 44.4% 12.7% 52.5% 0.8% 45.6% 1.4% 0.1% -4.3M 196.2M -1.3M 0.74 3.09 N/A N/A 26,631 19,773 159,564 195,219 2023-07-21 $33.36 $35.00 42.5% 12.1% 49.8% 0.0% 43.1% 1.1% 0.6% -3.0M 178.5M -1.3M 0.82 2.43 N/A N/A 11,830 9,744 163,563 200,824 2023-07-24 $33.78 $35.00 44.1% 12.6% 49.5% 4.5% 45.3% 2.3% -0.1% -908.7K 116.4M -1.3M 0.32 3.50 N/A N/A 24,681 7,903 107,944 160,983 2023-07-25 $35.70 $35.00 45.3% 13.1% 53.0% 7.8% 46.1% 0.9% -0.4% 3.2M 28.1M -1.5M 0.23 3.09 N/A N/A 46,274 10,749 119,667 166,061 2023-07-26 $34.78 $35.00 44.7% 12.9% 52.1% 6.2% 46.0% 0.7% -0.1% 2.9M 70.1M -1.5M 0.42 3.77 N/A N/A 10,892 4,576 129,177 168,938 2023-07-27 $33.97 $35.00 44.4% 12.8% 52.3% 5.4% 47.1% 1.7% 0.2% 1.9M 104.3M -1.4M 0.20 3.50 N/A N/A 30,625 6,043 132,567 169,688 2023-07-28 $34.60 $35.00 42.4% 12.3% 52.6% 0.0% 44.4% 1.2% 0.3% 9.0M 76.1M -1.5M 0.70 3.78 N/A N/A 14,453 10,186 134,370 173,039 2023-07-31 $36.25 $35.00 44.4% 12.9% 54.9% 5.6% 45.6% 1.0% -0.4% 3.1M 17.0M -1.5M 0.37 3.38 N/A N/A 24,638 9,192 124,993 168,805
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