AA Options History — April 2024 In April 2024, AA traded between $34.02 and $37.64. ATM implied volatility averaged 52.4%, placing in the 55.2% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 7.0% (HV 20d: 45.4%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2024-04-18 : Highest Volume — 58,922 contracts2024-04-18 : Largest IV drop — 13.7% change2024-04-02 : Highest IV Rank — 96.7%2024-04-03 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $36.11 $34.02 $37.64 $34.02 $35.30 Max Pain $32.05 $30.00 $35.00 $30.00 $35.00 ATM IV 52.4% 46.2% 61.5% 54.2% 48.3% Expected Move 15.1% 13.5% 16.8% 16.0% 14.4% HV 20d 45.4% 36.6% 53.1% 51.3% 41.4% HV 60d 54.7% 53.0% 57.0% 55.3% 54.9% IV Rank 55.2% 27.0% 96.7% 63.4% 36.4% IV Percentile 64.2% 19.0% 99.6% 79.8% 35.7% Term Structure -1.5% -9.3% 1.1% -1.1% -0.4% VWIV 53.2% 48.9% 59.1% 56.0% 50.7% Skew 25d 0.2% -3.9% 4.1% -0.3% -3.9% Skew 10d -0.6% -18.9% 4.7% 0.3% 1.2% Call IV 25d 52.7% 46.7% 58.1% 54.6% 48.1% Put IV 25d 52.9% 44.3% 57.8% 54.3% 44.3% Bid-Ask Spread % 18.00 5.91 35.84 5.91 31.80 Gamma HHI 0.14 0.10 0.16 0.13 0.11 Net GEX 4.4M 1.4M 6.3M 4.1M 1.4M Net DEX -214.5M -306.6M -100.9M -176.8M -100.9M Net VEX -1.7M -1.8M -1.6M -1.6M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.25 1.15 0.41 0.71 Total Volume 24,932.636 6,298 58,922 17,922 22,310 Total OI 368,903.136 320,525 415,952 339,219 367,369
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 2024-04-01 $34.02 $30.00 54.2% 16.0% 51.3% 63.4% 56.0% -0.3% -1.1% 4.1M -176.8M -1.6M 0.41 5.91 N/A N/A 12,714 5,208 159,729 179,490 2024-04-02 $35.63 $30.00 61.5% 16.7% 52.4% 96.7% 58.3% -0.3% -9.3% 4.9M -240.5M -1.7M 0.49 19.07 N/A N/A 16,977 8,401 164,682 183,317 2024-04-03 $37.30 $30.00 54.8% 16.8% 51.8% 66.1% 59.1% -0.2% -0.3% 5.2M -306.6M -1.7M 0.47 16.00 N/A N/A 29,994 14,228 168,526 187,058 2024-04-04 $36.05 $30.00 55.9% 15.8% 53.1% 71.2% 55.5% 0.7% -0.4% 5.1M -260.7M -1.8M 1.08 31.73 N/A N/A 9,962 10,724 181,672 194,698 2024-04-05 $36.59 $30.00 53.7% 15.5% 49.8% 61.0% 54.0% -1.0% 0.1% 6.3M -285.8M -1.8M 0.64 24.83 N/A N/A 10,211 6,485 183,260 198,027 2024-04-08 $36.44 $30.00 56.6% 15.7% 49.6% 74.5% 54.8% -0.3% -5.3% 5.0M -265.4M -1.7M 1.07 14.77 N/A N/A 6,259 6,705 178,361 186,549 2024-04-09 $37.09 $30.00 53.9% 15.8% 49.3% 62.1% 55.2% -0.2% 1.1% 5.6M -295.1M -1.7M 0.60 13.84 N/A N/A 6,120 3,661 180,853 188,364 2024-04-10 $36.20 $30.00 53.4% 15.2% 49.1% 59.8% 53.6% -3.5% -0.1% 5.0M -253.2M -1.7M 1.11 27.14 N/A N/A 2,980 3,318 182,060 190,755 2024-04-11 $36.34 $30.00 52.7% 15.3% 48.5% 56.7% 53.4% 0.1% 0.3% 4.9M -258.6M -1.7M 0.76 16.87 N/A N/A 6,354 4,816 182,494 192,298 2024-04-12 $35.34 $30.00 53.9% 15.5% 48.8% 61.8% 54.2% 4.1% 0.8% 3.3M -206.1M -1.7M 0.25 35.84 N/A N/A 38,658 9,511 183,555 194,839 2024-04-15 $36.56 $30.00 56.5% 16.1% 49.3% 73.9% 56.5% 0.9% -3.9% 4.9M -259.4M -1.7M 0.59 9.25 N/A N/A 13,620 8,035 186,943 188,452 2024-04-16 $36.08 $30.00 54.1% 15.5% 49.9% 63.1% 54.8% 0.2% -1.3% 4.9M -238.5M -1.7M 0.57 18.29 N/A N/A 13,284 7,628 191,206 192,779 2024-04-17 $35.50 $30.00 56.2% 16.1% 45.1% 72.4% 56.8% 0.5% -1.0% 5.3M -215.2M -1.7M 0.82 25.76 N/A N/A 28,210 23,176 201,381 196,842 2024-04-18 $35.52 $35.00 48.5% 13.9% 39.4% 37.2% 48.9% 1.6% 0.6% 5.4M -203.4M -1.6M 0.44 16.85 N/A N/A 40,903 18,019 210,710 202,710 2024-04-19 $35.45 $35.00 49.6% 14.2% 39.5% 42.2% 50.5% -0.2% 0.3% 4.7M -210.7M -1.6M 0.57 8.16 N/A N/A 21,724 12,279 210,361 205,591 2024-04-22 $36.44 $35.00 48.3% 13.9% 40.1% 36.2% 49.7% 0.9% -0.7% 3.4M -154.7M -1.7M 0.38 16.90 N/A N/A 16,784 6,295 158,498 162,027 2024-04-23 $36.07 $35.00 48.7% 13.9% 40.3% 38.3% 49.6% 0.0% -1.0% 3.4M -139.2M -1.7M 1.15 15.98 N/A N/A 17,796 20,385 162,931 165,338 2024-04-24 $36.06 $35.00 48.6% 14.0% 39.3% 37.7% 51.7% 0.2% -1.2% 2.5M -136.1M -1.7M 0.28 10.31 N/A N/A 11,176 3,119 176,870 182,288 2024-04-25 $35.91 $35.00 47.6% 13.8% 36.7% 33.3% 49.1% 0.6% -1.2% 3.2M -129.8M -1.7M 0.30 14.75 N/A N/A 11,627 3,532 182,939 183,413 2024-04-26 $36.84 $35.00 46.2% 13.5% 36.6% 27.0% 49.2% 0.5% -0.6% 4.2M -177.7M -1.7M 0.25 10.87 N/A N/A 14,576 3,592 184,119 184,237 2024-04-29 $37.64 $35.00 49.9% 14.0% 37.2% 43.8% 49.8% 4.0% -7.7% 4.8M -205.5M -1.8M 0.32 11.00 N/A N/A 13,038 4,124 179,468 178,810 2024-04-30 $35.30 $35.00 48.3% 14.4% 41.4% 36.4% 50.7% -3.9% -0.4% 1.4M -100.9M -1.7M 0.71 31.80 N/A N/A 13,052 9,258 186,486 180,883
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