AA Options History — August 2023 In August 2023, AA traded between $28.30 and $35.23. ATM implied volatility averaged 46.4%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 0.8% (HV 20d: 45.6%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.73.
Notable Days 2023-08-14 : Highest Volume — 54,657 contracts2023-08-14 : Largest IV spike — 6.6% change2023-08-17 : Highest IV Rank — 21.3%2023-08-17 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.00 $28.30 $35.23 $35.23 $30.04 Max Pain $31.30 $30.00 $35.00 $35.00 $30.00 ATM IV 46.4% 43.1% 50.1% 44.3% 43.4% Expected Move 13.2% 11.7% 14.4% 12.7% 12.0% HV 20d 45.6% 30.7% 57.4% 55.9% 32.4% HV 60d 46.3% 43.3% 47.6% 47.1% 43.3% IV Rank 11.2% 2.0% 21.3% 5.4% 2.9% IV Percentile 12.1% 0.8% 34.5% 1.6% 1.2% Term Structure 0.3% -1.6% 2.1% -0.4% 0.6% VWIV 47.2% 40.9% 53.1% 45.6% 42.5% Skew 25d 1.6% 0.8% 2.4% 0.9% 1.6% Skew 10d 2.7% 1.5% 4.4% 1.9% 1.8% Call IV 25d 46.6% 42.5% 51.7% 44.8% 43.0% Put IV 25d 48.2% 44.5% 53.3% 45.8% 44.6% Bid-Ask Spread % 3.70 2.53 6.55 2.85 3.69 Gamma HHI 0.15 0.08 0.29 0.15 0.14 Net GEX -1.2M -7.7M 3.5M 2.2M 3.5M Net DEX 149.8M 57.5M 232.3M 57.5M 92.5M Net VEX -1.4M -1.5M -1.2M -1.5M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.15 2.33 0.73 0.40 Total Volume 23,418.783 12,131 54,657 13,658 26,352 Total OI 346,286.478 307,201 395,617 307,201 368,791
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 2023-08-01 $35.23 $35.00 44.3% 12.7% 55.9% 5.4% 45.6% 0.9% -0.4% 2.2M 57.5M -1.5M 0.73 2.85 N/A N/A 7,911 5,747 134,248 172,953 2023-08-02 $33.89 $35.00 46.8% 13.4% 57.4% 12.2% 48.5% 1.2% -0.8% -150.3K 113.2M -1.5M 0.15 3.51 N/A N/A 39,517 5,816 137,885 175,373 2023-08-03 $34.63 $35.00 46.7% 13.5% 55.7% 11.9% 47.9% 1.2% -0.7% 1.6M 74.4M -1.5M 0.63 4.84 N/A N/A 8,788 5,508 145,857 176,927 2023-08-04 $33.89 $35.00 46.4% 13.5% 53.6% 11.2% 47.5% 1.2% -0.9% -882.4K 110.8M -1.5M 1.18 6.55 N/A N/A 7,525 8,854 149,743 180,045 2023-08-07 $33.94 $35.00 44.5% 13.3% 53.6% 5.8% 46.6% 1.0% 2.1% 66.3K 105.8M -1.5M 0.39 2.59 N/A N/A 8,749 3,436 140,892 175,081 2023-08-08 $33.19 $35.00 45.2% 13.3% 53.9% 7.8% 51.9% 0.9% 1.3% -1.5M 138.3M -1.4M 0.78 2.53 N/A N/A 14,722 11,417 142,678 176,973 2023-08-09 $33.75 $30.00 45.1% 13.3% 53.9% 7.5% 47.5% 0.8% 1.3% -359.1K 96.8M -1.5M 0.38 5.18 N/A N/A 11,555 4,343 147,994 185,313 2023-08-10 $32.69 $30.00 45.1% 13.2% 52.5% 7.6% 47.0% 1.3% 1.2% -3.2M 146.5M -1.4M 0.94 2.77 N/A N/A 9,079 8,514 153,582 187,243 2023-08-11 $31.98 $30.00 45.0% 13.3% 48.6% 7.3% 46.8% 1.2% 1.7% -7.7M 179.5M -1.4M 0.44 3.23 N/A N/A 30,491 13,450 155,182 192,005 2023-08-14 $31.84 $30.00 48.0% 14.0% 46.8% 15.5% 48.3% 2.4% -1.6% -2.9M 161.3M -1.4M 0.19 3.15 N/A N/A 46,065 8,592 156,472 188,231 2023-08-15 $30.31 $30.00 49.3% 14.2% 49.2% 19.0% 50.2% 2.2% -0.7% -3.7M 195.6M -1.3M 0.36 3.66 N/A N/A 10,855 3,871 171,826 190,474 2023-08-16 $29.14 $30.00 49.1% 14.1% 50.5% 18.4% 49.3% 1.7% -0.4% -4.4M 232.3M -1.2M 0.61 3.53 N/A N/A 19,771 11,994 177,572 191,339 2023-08-17 $28.98 $30.00 50.1% 14.4% 46.3% 21.3% 53.1% 1.6% 0.2% -3.3M 216.1M -1.3M 0.83 3.12 N/A N/A 13,189 10,944 196,625 194,205 2023-08-18 $28.87 $30.00 50.0% 14.3% 45.3% 21.0% 50.3% 2.1% 0.5% -2.2M 223.2M -1.3M 1.17 2.74 N/A N/A 13,241 15,494 198,317 197,300 2023-08-21 $28.54 $30.00 48.8% 13.9% 44.7% 17.7% 49.8% 2.3% 0.0% -1.8M 183.7M -1.3M 0.41 3.39 N/A N/A 19,614 8,018 156,813 174,955 2023-08-22 $28.79 $30.00 47.9% 13.5% 38.6% 15.3% 47.3% 2.0% 0.0% -1.2M 169.4M -1.3M 0.33 3.44 N/A N/A 9,108 3,023 168,709 176,956 2023-08-23 $28.77 $30.00 47.1% 13.2% 38.3% 12.9% 47.7% 2.0% 0.2% -1.1M 169.1M -1.3M 1.36 3.82 N/A N/A 6,191 8,438 174,109 177,954 2023-08-24 $28.70 $30.00 47.0% 13.3% 38.0% 12.7% 46.8% 1.1% 0.5% -1.0M 165.6M -1.3M 1.37 3.70 N/A N/A 6,034 8,263 175,213 177,759 2023-08-25 $28.30 $30.00 45.8% 12.6% 36.7% 9.4% 44.5% 1.8% 1.1% -1.3M 189.6M -1.3M 0.63 4.08 N/A N/A 12,804 8,129 176,151 181,662 2023-08-28 $28.49 $30.00 45.5% 12.4% 30.7% 8.5% 44.0% 1.9% 0.4% -1.1M 167.6M -1.3M 0.76 3.58 N/A N/A 10,944 8,359 166,186 175,982 2023-08-29 $29.54 $30.00 43.1% 11.7% 34.5% 2.0% 40.9% 2.1% 0.8% 963.9K 128.2M -1.4M 0.34 3.38 N/A N/A 17,730 5,984 173,852 181,657 2023-08-30 $29.48 $30.00 43.9% 11.8% 32.7% 4.3% 41.3% 2.0% 1.3% 1.8M 127.6M -1.4M 2.33 5.66 N/A N/A 6,062 14,141 181,457 184,048 2023-08-31 $30.04 $30.00 43.4% 12.0% 32.4% 2.9% 42.5% 1.6% 0.6% 3.5M 92.5M -1.4M 0.40 3.69 N/A N/A 18,830 7,522 184,408 184,383
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