AA Options History — October 2023 In October 2023, AA traded between $23.41 and $28.82. ATM implied volatility averaged 54.7%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 2.5% (HV 20d: 57.1%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2023-10-10 : Highest Volume — 47,690 contracts2023-10-19 : Largest IV drop — 13.0% change2023-10-18 : Highest IV Rank — 48.5%2023-10-03 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.02 $23.41 $28.82 $28.82 $25.66 Max Pain $28.77 $25.00 $30.00 $30.00 $25.00 ATM IV 54.7% 49.8% 58.8% 55.4% 50.6% Expected Move 16.0% 14.7% 17.8% 16.8% 15.4% HV 20d 57.1% 46.7% 61.9% 60.1% 55.4% HV 60d 49.2% 47.0% 51.0% 49.9% 51.0% IV Rank 41.2% 28.4% 48.5% 39.0% 39.0% IV Percentile 59.1% 40.9% 72.2% 59.9% 45.6% Term Structure -0.7% -4.3% 0.8% -1.3% 0.3% VWIV 55.4% 51.3% 61.5% 59.0% 53.6% Skew 25d 2.8% 1.1% 3.8% 2.2% 3.3% Skew 10d 5.4% 2.9% 8.5% 5.1% 6.8% Call IV 25d 54.0% 48.7% 57.3% 54.9% 50.3% Put IV 25d 56.8% 51.5% 60.5% 57.1% 53.6% Bid-Ask Spread % 4.38 2.58 7.89 4.05 3.88 Gamma HHI 0.13 0.09 0.22 0.09 0.15 Net GEX -1.5M -4.0M 2.0M -968.6K 2.0M Net DEX 154.1M 57.6M 274.3M 96.5M 57.6M Net VEX -1.5M -1.7M -1.3M -1.7M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.13 1.41 1.06 0.81 Total Volume 22,541.409 7,821 47,690 14,112 12,022 Total OI 420,076.045 366,594 480,559 386,285 419,928
Daily Data (22 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 2023-10-02 $28.82 $30.00 55.4% 16.8% 60.1% 39.0% 59.0% 2.2% -1.3% -968.6K 96.5M -1.7M 1.06 4.05 N/A N/A 6,845 7,267 169,448 216,837 2023-10-03 $27.74 $30.00 57.8% 17.8% 60.8% 45.3% 61.5% 2.7% -1.2% -1.9M 140.1M -1.6M 1.25 4.20 N/A N/A 4,546 5,679 172,477 220,529 2023-10-04 $27.16 $30.00 57.9% 17.6% 61.1% 46.2% 60.7% 3.0% -2.3% -2.6M 169.2M -1.5M 0.63 3.79 N/A N/A 10,079 6,345 173,217 223,738 2023-10-05 $26.59 $30.00 57.6% 16.3% 57.8% 45.5% 55.9% 3.1% -1.2% -2.9M 189.9M -1.5M 0.79 4.45 N/A N/A 5,651 4,472 174,082 224,564 2023-10-06 $27.27 $30.00 56.4% 16.0% 58.6% 42.3% 54.1% 2.3% -0.9% -2.8M 162.9M -1.5M 1.15 6.04 N/A N/A 12,465 14,276 176,451 226,236 2023-10-09 $27.20 $30.00 57.6% 16.4% 58.2% 45.4% 56.3% 2.4% -0.0% -1.9M 153.8M -1.5M 0.71 4.88 N/A N/A 6,107 4,311 173,895 224,311 2023-10-10 $28.23 $30.00 56.0% 15.7% 59.7% 41.1% 55.9% 2.3% -1.0% -889.9K 110.4M -1.6M 0.75 3.06 N/A N/A 27,175 20,515 177,528 226,415 2023-10-11 $28.06 $30.00 55.4% 15.6% 59.5% 39.7% 54.5% 2.6% -1.0% 7.4K 99.5M -1.7M 0.99 3.65 N/A N/A 6,518 6,438 199,811 244,039 2023-10-12 $26.84 $30.00 56.2% 16.2% 57.0% 41.6% 56.4% 3.3% 0.7% -1.6M 157.7M -1.6M 1.17 5.27 N/A N/A 13,194 15,477 202,320 246,058 2023-10-13 $26.64 $30.00 57.8% 16.6% 54.7% 46.0% 57.7% 3.3% 0.2% -2.3M 161.5M -1.7M 0.76 5.36 N/A N/A 6,014 4,557 207,369 250,583 2023-10-16 $26.84 $30.00 55.4% 15.9% 54.8% 39.5% 54.0% 2.3% -3.3% -2.2M 152.2M -1.6M 0.75 7.89 N/A N/A 8,546 6,375 198,219 244,851 2023-10-17 $27.69 $30.00 55.3% 15.8% 55.9% 39.3% 55.4% 1.1% -2.1% -1.4M 106.9M -1.7M 0.39 2.58 N/A N/A 11,856 4,636 201,536 244,988 2023-10-18 $26.63 $30.00 58.8% 16.9% 55.4% 48.5% 57.9% 2.4% -4.3% -2.2M 155.9M -1.6M 1.41 4.43 N/A N/A 12,290 17,330 206,077 246,103 2023-10-19 $24.26 $30.00 51.1% 14.7% 61.9% 28.4% 51.9% 2.9% -0.0% -4.0M 270.8M -1.3M 0.97 4.50 N/A N/A 23,243 22,621 213,519 253,917 2023-10-20 $23.91 $30.00 52.6% 15.2% 61.5% 32.4% 53.8% 2.4% -1.0% -3.2M 274.3M -1.4M 0.61 3.22 N/A N/A 19,248 11,833 221,772 258,787 2023-10-23 $23.45 $30.00 52.1% 15.2% 57.7% 40.0% 52.5% 3.4% 0.5% -1.8M 182.5M -1.3M 0.26 2.77 N/A N/A 24,387 6,380 162,269 204,325 2023-10-24 $23.41 $26.00 49.8% 14.7% 57.1% 32.1% 51.3% 2.8% 0.7% -1.3M 178.2M -1.3M 0.58 2.84 N/A N/A 9,883 5,761 181,438 207,626 2023-10-25 $23.81 $26.00 51.6% 15.3% 57.3% 38.4% 53.8% 3.2% 0.8% -267.3K 160.1M -1.4M 0.13 4.52 N/A N/A 41,775 5,320 188,985 208,883 2023-10-26 $23.61 $26.00 51.8% 15.5% 49.8% 42.7% 54.1% 3.8% 0.5% 308.6K 158.3M -1.5M 0.84 4.53 N/A N/A 4,253 3,568 203,821 214,315 2023-10-27 $23.41 $25.00 52.9% 15.6% 46.7% 47.6% 53.9% 3.5% 0.5% -1.0M 166.8M -1.4M 0.61 6.71 N/A N/A 14,304 8,737 205,672 215,779 2023-10-30 $25.29 $25.00 52.4% 15.8% 56.2% 45.9% 54.8% 3.4% 0.1% 731.2K 86.0M -1.6M 0.18 3.74 N/A N/A 28,581 5,031 194,575 214,380 2023-10-31 $25.66 $25.00 50.6% 15.4% 55.4% 39.0% 53.6% 3.3% 0.3% 2.0M 57.6M -1.7M 0.81 3.88 N/A N/A 6,646 5,376 205,264 214,664
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