AA Options History — February 2024 In February 2024, AA traded between $25.23 and $29.59. ATM implied volatility averaged 52.9%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 5.4% (HV 20d: 58.3%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.80.
Notable Days 2024-02-29 : Highest Volume — 45,303 contracts2024-02-20 : Largest IV spike — 15.7% change2024-02-20 : Highest IV Rank — 86.4%2024-02-21 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $27.24 $25.23 $29.59 $29.59 $27.02 Max Pain $29.50 $28.00 $30.00 $30.00 $28.00 ATM IV 52.9% 50.1% 62.2% 50.5% 52.5% Expected Move 15.3% 14.3% 16.2% 14.5% 15.6% HV 20d 58.3% 45.3% 66.3% 45.3% 66.3% HV 60d 61.7% 56.9% 65.5% 57.2% 65.4% IV Rank 49.7% 38.7% 86.4% 40.1% 48.2% IV Percentile 68.7% 54.8% 96.8% 56.3% 68.7% Term Structure -0.1% -14.2% 23.2% 4.3% -0.1% VWIV 53.5% 50.7% 57.8% 50.7% 55.1% Skew 25d 1.5% -0.5% 3.7% 1.9% 0.4% Skew 10d 3.1% -0.1% 5.6% 5.0% 1.9% Call IV 25d 52.6% 49.5% 56.9% 49.8% 53.4% Put IV 25d 54.0% 51.0% 58.3% 51.8% 53.8% Bid-Ask Spread % 9.97 6.27 17.89 9.73 10.61 Gamma HHI 0.19 0.14 0.23 0.18 0.17 Net GEX 1.2M -2.0M 3.8M 3.5M 1.6M Net DEX 41.6M -55.7M 130.1M -55.7M 47.9M Net VEX -1.4M -1.7M -1.2M -1.7M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.15 1.59 0.48 0.15 Total Volume 21,065.1 8,103 45,303 10,738 45,303 Total OI 418,272 368,162 437,272 429,977 437,272
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 2024-02-01 $29.59 $30.00 50.5% 14.5% 45.3% 40.1% 50.7% 1.9% 4.3% 3.5M -55.7M -1.7M 0.48 9.73 N/A N/A 7,258 3,480 227,880 202,097 2024-02-02 $29.48 $30.00 50.1% 14.3% 45.3% 38.7% 51.6% 1.5% -0.4% 2.7M -49.6M -1.7M 1.01 6.27 N/A N/A 5,260 5,335 228,648 204,590 2024-02-05 $26.81 $30.00 52.5% 15.6% 54.4% 48.1% 53.2% 3.5% 2.2% 300.1K 75.0M -1.4M 0.88 6.87 N/A N/A 17,737 15,580 214,228 198,493 2024-02-06 $27.61 $30.00 51.3% 14.6% 55.9% 43.2% 51.4% 1.8% -0.3% 1.1M 36.5M -1.5M 0.55 17.89 N/A N/A 10,607 5,847 214,929 203,429 2024-02-07 $27.41 $30.00 51.6% 15.2% 55.8% 44.7% 52.3% 0.9% 1.3% 1.1M 44.7M -1.5M 0.78 9.81 N/A N/A 6,538 5,084 219,605 206,548 2024-02-08 $27.69 $30.00 50.6% 14.6% 56.1% 40.6% 51.3% 1.7% 0.3% 1.7M 26.9M -1.4M 0.92 13.46 N/A N/A 4,228 3,875 220,881 205,801 2024-02-09 $26.86 $30.00 50.8% 14.9% 56.3% 41.4% 52.3% 1.4% 1.7% -3.9K 72.2M -1.4M 1.25 7.16 N/A N/A 7,143 8,906 223,496 206,630 2024-02-12 $28.02 $30.00 51.6% 14.8% 58.6% 44.5% 53.1% 0.3% -0.3% 2.2M 12.9M -1.4M 0.43 8.76 N/A N/A 10,996 4,684 214,063 200,864 2024-02-13 $25.76 $30.00 55.6% 16.0% 59.2% 60.2% 55.4% 2.5% -13.7% -1.1M 110.5M -1.3M 0.58 6.84 N/A N/A 14,515 8,377 220,011 203,043 2024-02-14 $26.80 $30.00 53.7% 15.4% 60.9% 52.6% 53.3% 2.7% -1.3% 760.0K 52.0M -1.3M 0.87 9.65 N/A N/A 6,816 5,945 223,794 203,328 2024-02-15 $27.23 $30.00 53.7% 15.5% 60.8% 52.9% 54.1% 1.0% -1.9% 1.5M 25.7M -1.4M 0.77 7.82 N/A N/A 6,566 5,032 223,087 202,696 2024-02-16 $27.41 $30.00 53.8% 15.7% 60.5% 53.1% 53.7% 0.1% -5.8% 1.8M 17.2M -1.4M 0.50 7.06 N/A N/A 12,041 6,059 225,979 205,580 2024-02-20 $26.66 $30.00 62.2% 16.0% 61.1% 86.4% 55.9% 1.8% -0.9% 736.0K 61.7M -1.3M 0.74 8.56 N/A N/A 12,743 9,367 185,683 182,479 2024-02-21 $27.91 $30.00 54.9% 16.2% 58.6% 57.5% 57.8% 1.5% -14.2% 3.5M 66.0K -1.4M 0.24 10.33 N/A N/A 27,063 6,563 193,992 191,072 2024-02-22 $27.70 $30.00 52.8% 15.2% 58.5% 49.1% 53.2% 1.6% -0.2% 3.8M 14.1M -1.4M 0.73 10.37 N/A N/A 14,342 10,534 204,163 194,151 2024-02-23 $26.54 $28.00 52.9% 15.4% 60.0% 49.8% 54.6% -0.5% -0.0% 514.3K 64.6M -1.3M 1.21 12.03 N/A N/A 15,436 18,669 212,790 201,376 2024-02-26 $25.23 $28.00 53.9% 15.4% 61.0% 53.6% 54.0% 3.7% 23.2% -2.0M 130.1M -1.2M 1.47 9.36 N/A N/A 14,222 20,876 199,730 206,244 2024-02-27 $26.77 $28.00 51.2% 15.4% 65.5% 42.8% 53.6% 1.1% 0.2% 736.9K 61.0M -1.4M 1.59 14.25 N/A N/A 11,098 17,639 205,710 219,174 2024-02-28 $26.29 $28.00 51.9% 15.3% 65.6% 45.5% 53.6% 0.7% 2.9% -171.2K 83.4M -1.4M 0.92 12.68 N/A N/A 4,961 4,577 209,028 222,876 2024-02-29 $27.02 $28.00 52.5% 15.6% 66.3% 48.2% 55.1% 0.4% -0.1% 1.6M 47.9M -1.4M 0.15 10.61 N/A N/A 39,297 6,006 211,734 225,538
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