AA Options History — May 2024 In May 2024, AA traded between $34.36 and $44.57. ATM implied volatility averaged 45.5%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 0.4% (HV 20d: 45.1%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2024-05-21 : Highest Volume — 37,676 contracts2024-05-13 : Largest IV spike — 13.3% change2024-05-13 : Highest IV Rank — 41.3%2024-05-02 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $40.08 $34.36 $44.57 $34.36 $44.11 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 45.5% 42.7% 49.4% 48.7% 45.4% Expected Move 13.0% 12.2% 14.2% 13.9% 12.9% HV 20d 45.1% 38.5% 53.1% 38.5% 43.3% HV 60d 48.7% 45.9% 51.8% 51.4% 45.9% IV Rank 23.6% 11.0% 41.3% 38.2% 23.1% IV Percentile 17.6% 4.0% 47.6% 38.9% 17.9% Term Structure -0.6% -1.8% 1.8% -1.2% -1.3% VWIV 46.2% 43.5% 50.6% 49.2% 46.4% Skew 25d -0.3% -6.5% 1.1% 0.5% 0.7% Skew 10d 0.8% -2.1% 5.6% 0.8% 3.3% Call IV 25d 46.2% 42.9% 54.5% 47.8% 46.4% Put IV 25d 45.9% 42.7% 48.3% 48.3% 47.1% Bid-Ask Spread % 19.78 6.35 39.47 39.47 28.21 Gamma HHI 0.16 0.11 0.28 0.11 0.25 Net GEX 6.9M -1.4M 12.4M -1.4M 10.9M Net DEX -274.5M -395.5M -46.1M -46.1M -362.1M 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 0.64 0.29 1.47 0.63 1.47 Total Volume 19,817.727 7,137 37,676 16,713 17,113 Total OI 361,154.955 320,095 388,603 373,034 350,429
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 2024-05-01 $34.36 $35.00 48.7% 13.9% 38.5% 38.2% 49.2% 0.5% -1.2% -1.4M -46.1M -1.6M 0.63 39.47 N/A N/A 10,251 6,462 186,086 186,948 2024-05-02 $35.75 $35.00 47.4% 14.2% 39.8% 32.2% 50.6% 1.1% -1.5% 2.5M -118.5M -1.7M 1.12 17.94 N/A N/A 8,197 9,214 190,081 189,856 2024-05-03 $36.64 $35.00 45.6% 13.6% 40.4% 24.1% 48.2% 0.1% -1.6% 12.4M -186.6M -1.7M 0.47 37.50 N/A N/A 10,102 4,704 197,387 191,216 2024-05-06 $37.30 $35.00 46.2% 13.4% 40.9% 26.9% 47.4% 0.4% 0.4% 6.2M -203.3M -1.7M 0.40 12.27 N/A N/A 14,983 5,991 184,725 177,479 2024-05-07 $37.67 $35.00 44.8% 12.7% 40.6% 20.6% 45.5% 0.9% -1.8% 6.8M -214.7M -1.7M 1.06 6.35 N/A N/A 3,460 3,677 185,945 180,242 2024-05-08 $36.58 $35.00 44.5% 12.9% 41.0% 19.2% 46.9% 0.5% 0.1% 4.6M -155.9M -1.6M 0.53 12.15 N/A N/A 11,120 5,888 186,216 182,249 2024-05-09 $37.41 $35.00 44.4% 12.7% 41.7% 18.5% 43.5% 0.1% -0.6% 7.8M -200.5M -1.7M 0.38 19.21 N/A N/A 10,612 3,993 191,556 185,047 2024-05-10 $37.25 $35.00 43.6% 12.7% 40.4% 14.8% 43.5% 1.1% 0.1% 6.1M -196.4M -1.7M 0.59 31.78 N/A N/A 13,017 7,734 196,886 187,569 2024-05-13 $40.22 $35.00 49.4% 13.4% 47.1% 41.3% 47.4% -1.2% 0.7% 8.1M -342.1M -1.7M 0.42 28.99 N/A N/A 24,640 10,331 185,702 184,016 2024-05-14 $39.75 $35.00 46.5% 13.2% 47.0% 28.3% 47.2% -6.5% -0.4% 7.7M -308.4M -1.7M 0.77 14.11 N/A N/A 11,992 9,194 184,936 189,086 2024-05-15 $40.00 $35.00 44.9% 12.7% 46.3% 20.8% 45.5% 0.6% -0.8% 9.1M -320.2M -1.7M 1.04 21.95 N/A N/A 3,508 3,661 190,269 191,257 2024-05-16 $40.47 $35.00 44.4% 12.4% 46.3% 18.4% 44.6% 0.2% -1.2% 9.5M -349.2M -1.7M 0.40 27.48 N/A N/A 6,515 2,592 191,022 192,281 2024-05-17 $41.14 $35.00 43.5% 12.4% 46.3% 14.4% 44.3% -0.4% -0.3% 8.5M -388.9M -1.7M 0.41 13.56 N/A N/A 19,786 8,186 193,095 193,232 2024-05-20 $42.77 $35.00 44.7% 12.7% 47.1% 19.8% 44.7% -0.5% 0.5% 6.3M -342.3M -1.7M 0.32 7.91 N/A N/A 12,728 4,120 162,158 157,937 2024-05-21 $44.06 $35.00 45.8% 13.1% 47.2% 25.0% 46.2% -1.3% -0.8% 7.4M -395.5M -1.7M 0.44 9.99 N/A N/A 26,186 11,490 167,506 159,295 2024-05-22 $42.08 $35.00 44.7% 12.8% 51.2% 20.1% 45.3% -0.8% 1.8% 6.0M -295.8M -1.8M 0.89 19.18 N/A N/A 11,321 10,119 170,421 165,289 2024-05-23 $40.93 $35.00 45.1% 12.9% 52.6% 21.6% 45.2% 1.0% -0.6% 4.6M -248.7M -1.8M 0.40 17.28 N/A N/A 22,448 9,078 175,634 170,622 2024-05-24 $41.69 $35.00 42.7% 12.2% 52.3% 11.0% 43.5% 0.3% 0.8% 5.3M -275.7M -1.7M 0.81 11.15 N/A N/A 8,024 6,492 173,032 174,859 2024-05-28 $43.22 $35.00 45.5% 13.0% 53.1% 23.7% 45.8% -3.1% -1.4% 6.7M -333.8M -1.7M 0.53 18.62 N/A N/A 11,187 5,899 167,397 167,340 2024-05-29 $43.83 $35.00 46.4% 13.2% 46.0% 27.8% 47.0% 0.4% -1.8% 7.6M -362.7M -1.7M 0.64 19.59 N/A N/A 11,564 7,346 170,700 170,724 2024-05-30 $44.57 $35.00 46.8% 13.5% 43.8% 29.7% 47.4% -0.1% -1.6% 9.0M -392.3M -1.7M 0.29 20.38 N/A N/A 24,076 6,989 173,536 174,146 2024-05-31 $44.11 $35.00 45.4% 12.9% 43.3% 23.1% 46.4% 0.7% -1.3% 10.9M -362.1M -1.7M 1.47 28.21 N/A N/A 6,925 10,188 172,207 178,222
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