AA Options History — January 2024 In January 2024, AA traded between $26.82 and $33.06. ATM implied volatility averaged 53.3%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded below realized volatility by 8.8% (HV 20d: 62.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.84.
Notable Days 2024-01-18 : Highest Volume — 75,151 contracts2024-01-18 : Largest IV drop — 13.9% change2024-01-17 : Highest IV Rank — 76.5%2024-01-03 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $30.10 $26.82 $33.06 $33.06 $29.86 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 53.3% 48.3% 59.7% 54.8% 50.8% Expected Move 15.4% 13.9% 18.4% 16.2% 14.8% HV 20d 62.1% 48.0% 79.9% 79.0% 48.0% HV 60d 59.5% 57.3% 61.7% 59.9% 57.3% IV Rank 51.1% 31.6% 76.5% 56.9% 41.2% IV Percentile 67.5% 37.3% 93.7% 75.0% 59.9% Term Structure -0.6% -3.7% 0.7% -1.4% 0.1% VWIV 53.7% 48.9% 64.3% 57.2% 52.2% Skew 25d 1.4% -0.5% 2.7% -0.5% 2.1% Skew 10d 3.6% 0.6% 6.8% 0.6% 3.7% Call IV 25d 53.2% 48.4% 59.4% 56.7% 50.5% Put IV 25d 54.6% 49.5% 60.8% 56.2% 52.6% Bid-Ask Spread % 11.56 3.82 34.69 12.59 22.24 Gamma HHI 0.18 0.14 0.22 0.16 0.16 Net GEX 3.6M -239.8K 6.2M 4.4M 4.3M Net DEX -91.6M -270.4M 137.4M -270.4M -76.9M Net VEX -1.8M -2.1M -1.5M -2.0M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.25 2.84 0.69 0.90 Total Volume 25,731.762 8,274 75,151 30,366 19,550 Total OI 477,671.238 381,555 545,017 491,871 420,678
Daily Data (21 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 2024-01-02 $33.06 $30.00 54.8% 16.2% 79.0% 56.9% 57.2% -0.5% -1.4% 4.4M -270.4M -2.0M 0.69 12.59 N/A N/A 17,966 12,400 257,374 234,497 2024-01-03 $31.52 $30.00 58.8% 18.4% 79.9% 73.0% 64.3% 1.4% 0.0% 2.9M -167.7M -2.1M 0.55 7.71 N/A N/A 19,853 10,953 265,724 239,823 2024-01-04 $31.37 $30.00 58.2% 16.2% 75.8% 70.5% 57.1% 1.2% -0.9% 3.6M -166.9M -2.1M 1.01 4.90 N/A N/A 13,061 13,241 276,148 245,119 2024-01-05 $32.22 $30.00 56.9% 16.1% 75.8% 65.3% 56.2% 1.1% -0.9% 6.2M -237.7M -2.1M 0.68 34.69 N/A N/A 12,897 8,802 280,831 249,619 2024-01-08 $31.63 $30.00 55.3% 15.7% 76.1% 59.2% 55.6% 1.3% 0.4% 4.5M -191.1M -2.0M 0.95 30.83 N/A N/A 8,444 7,993 268,485 239,676 2024-01-09 $31.80 $30.00 56.9% 15.8% 76.1% 65.4% 55.3% 0.4% -1.5% 4.9M -199.3M -2.0M 0.67 21.89 N/A N/A 8,500 5,728 271,803 244,360 2024-01-10 $31.66 $30.00 55.4% 15.6% 76.1% 59.5% 54.5% 0.8% -0.9% 4.9M -190.3M -2.0M 2.84 16.79 N/A N/A 7,796 22,111 274,726 248,278 2024-01-11 $30.86 $30.00 54.2% 15.3% 75.8% 54.8% 53.6% 1.6% -1.5% 4.0M -131.9M -1.9M 1.72 16.79 N/A N/A 6,544 11,223 279,550 248,645 2024-01-12 $30.16 $30.00 53.6% 15.2% 73.4% 52.5% 53.3% 1.3% -0.6% 2.5M -80.0M -1.9M 0.47 17.11 N/A N/A 12,467 5,812 280,901 250,481 2024-01-16 $27.82 $30.00 58.1% 16.6% 59.0% 70.3% 58.8% 2.7% -1.5% 1.6M 66.7M -1.6M 0.79 5.24 N/A N/A 18,789 14,903 272,696 240,224 2024-01-17 $27.39 $30.00 59.7% 17.1% 57.0% 76.5% 57.6% 1.7% -3.7% 995.4K 85.8M -1.6M 1.13 5.79 N/A N/A 21,085 23,844 276,273 242,801 2024-01-18 $26.82 $30.00 51.4% 14.8% 57.2% 43.8% 51.1% 1.9% -1.2% -239.8K 137.4M -1.5M 0.55 3.82 N/A N/A 48,466 26,685 287,668 252,563 2024-01-19 $27.31 $30.00 49.8% 14.4% 52.5% 37.2% 49.2% 1.5% -0.8% 411.9K 101.5M -1.6M 1.03 4.14 N/A N/A 16,758 17,267 291,334 253,683 2024-01-22 $27.63 $30.00 48.3% 14.0% 48.8% 31.6% 49.5% 1.1% 0.4% 1.6M 22.2M -1.6M 0.86 8.79 N/A N/A 8,283 7,114 198,463 183,092 2024-01-23 $29.49 $30.00 49.8% 14.5% 52.5% 37.3% 50.6% 0.6% 0.7% 3.6M -70.5M -1.7M 0.25 4.07 N/A N/A 29,597 7,493 203,366 186,662 2024-01-24 $29.71 $30.00 49.4% 14.4% 48.1% 35.8% 50.2% 1.6% 0.2% 4.7M -88.9M -1.7M 0.59 3.90 N/A N/A 9,861 5,813 218,177 190,950 2024-01-25 $29.84 $30.00 49.1% 14.2% 48.0% 34.6% 50.3% 1.8% 0.7% 5.0M -88.2M -1.8M 0.53 4.24 N/A N/A 7,040 3,705 219,476 194,330 2024-01-26 $30.54 $30.00 48.4% 13.9% 48.1% 31.7% 48.9% 1.4% -0.5% 5.7M -127.7M -1.8M 0.49 7.34 N/A N/A 14,652 7,111 222,474 196,803 2024-01-29 $30.82 $30.00 49.8% 14.5% 48.4% 37.4% 50.8% 2.1% 0.0% 4.8M -128.0M -1.7M 0.50 5.81 N/A N/A 12,205 6,081 214,505 191,222 2024-01-30 $30.64 $30.00 50.2% 14.7% 48.4% 39.1% 51.5% 2.2% -0.3% 5.3M -121.0M -1.7M 0.51 4.17 N/A N/A 5,483 2,791 222,455 195,161 2024-01-31 $29.86 $30.00 50.8% 14.8% 48.0% 41.2% 52.2% 2.1% 0.1% 4.3M -76.9M -1.7M 0.90 22.24 N/A N/A 10,315 9,235 224,706 195,972
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