AA Options History — July 2024 In July 2024, AA traded between $31.39 and $42.54. ATM implied volatility averaged 49.4%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 8.4% (HV 20d: 41.0%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2024-07-18 : Highest Volume — 36,755 contracts2024-07-19 : Largest IV drop — 10.1% change2024-07-17 : Highest IV Rank — 63.9%2024-07-01 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $37.06 $31.39 $42.54 $39.56 $33.25 Max Pain $37.30 $35.00 $40.00 $35.00 $35.00 ATM IV 49.4% 44.8% 54.3% 52.4% 45.4% Expected Move 14.3% 13.3% 15.9% 15.9% 13.3% HV 20d 41.0% 37.9% 46.1% 39.1% 46.1% HV 60d 43.5% 41.5% 45.2% 41.5% 44.7% IV Rank 41.4% 20.6% 63.9% 55.3% 23.2% IV Percentile 48.1% 15.9% 82.5% 72.2% 19.4% Term Structure -1.5% -8.3% 0.5% -1.0% 0.2% VWIV 51.0% 47.0% 55.8% 55.8% 47.0% Skew 25d 0.9% -4.2% 4.9% 4.9% 4.2% Skew 10d 1.9% -2.2% 4.7% -1.8% 1.4% Call IV 25d 50.0% 44.0% 54.3% 49.0% 44.0% Put IV 25d 50.9% 48.0% 55.6% 53.8% 48.1% Bid-Ask Spread % 26.59 16.23 51.04 21.62 51.04 Gamma HHI 0.13 0.07 0.29 0.15 0.12 Net GEX 2.3M -2.8M 9.2M 3.7M 4.0M Net DEX -65.4M -244.5M 51.0M -125.1M -11.5M Net VEX -1.3M -1.4M -1.0M -1.4M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.25 2.91 1.29 0.31 Total Volume 22,045.182 9,254 36,755 17,480 22,171 Total OI 274,618.409 243,987 303,858 254,959 295,981
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 2024-07-01 $39.56 $35.00 52.4% 15.9% 39.1% 55.3% 55.8% 4.9% -1.0% 3.7M -125.1M -1.4M 1.29 21.62 N/A N/A 7,627 9,853 133,426 121,533 2024-07-02 $40.75 $35.00 50.5% 15.3% 41.0% 46.4% 54.6% -2.0% -2.9% 5.3M -169.1M -1.4M 0.25 26.99 N/A N/A 27,502 6,936 139,120 124,052 2024-07-03 $42.30 $35.50 51.2% 15.7% 39.9% 49.7% 55.6% -4.2% -0.2% 9.2M -242.3M -1.4M 0.39 25.46 N/A N/A 22,744 8,838 146,638 127,447 2024-07-05 $42.54 $40.00 51.4% 14.4% 39.9% 50.5% 50.7% 0.0% -1.3% 6.9M -244.5M -1.4M 0.54 18.11 N/A N/A 9,286 5,004 146,363 132,464 2024-07-08 $41.75 $40.00 52.1% 14.7% 40.1% 54.0% 53.2% 0.6% -1.1% 4.0M -180.3M -1.4M 1.63 16.35 N/A N/A 4,627 7,560 135,897 124,352 2024-07-09 $40.62 $40.00 51.5% 14.5% 37.9% 50.9% 51.0% 0.1% -0.8% 2.5M -137.4M -1.4M 2.91 20.25 N/A N/A 3,441 10,025 138,606 129,855 2024-07-10 $38.59 $40.00 52.3% 14.8% 41.7% 54.7% 52.2% -0.7% -0.5% -266.5K -55.4M -1.3M 0.63 24.96 N/A N/A 13,746 8,645 140,145 135,589 2024-07-11 $39.47 $40.00 50.4% 14.4% 41.7% 45.9% 50.7% 1.3% 0.1% 672.8K -99.1M -1.3M 0.61 28.70 N/A N/A 9,815 6,007 147,831 139,016 2024-07-12 $39.02 $40.00 49.6% 14.3% 41.8% 42.1% 50.0% 0.7% 0.0% -2.8M -72.2M -1.3M 0.28 46.59 N/A N/A 17,588 4,947 150,734 139,644 2024-07-15 $39.31 $40.00 50.5% 14.5% 40.0% 46.4% 51.3% 0.4% -1.3% 2.8M -110.4M -1.3M 0.27 18.74 N/A N/A 7,309 1,945 143,308 124,038 2024-07-16 $38.67 $40.00 51.5% 14.8% 40.2% 50.9% 51.7% 0.1% -2.7% 2.2M -86.0M -1.3M 0.30 19.15 N/A N/A 23,756 7,068 145,564 124,842 2024-07-17 $37.30 $40.00 54.3% 15.6% 42.1% 63.9% 53.7% 1.3% 0.5% 1.5M -49.5M -1.3M 0.64 31.24 N/A N/A 16,382 10,430 152,761 128,565 2024-07-18 $35.54 $40.00 49.9% 14.4% 45.4% 43.5% 52.5% 2.8% -2.2% -27.6K 14.3M -1.2M 1.05 32.94 N/A N/A 17,942 18,813 161,531 134,313 2024-07-19 $34.73 $35.00 44.8% 13.7% 43.8% 20.6% 50.4% -1.5% -8.3% -333.5K 36.5M -1.2M 0.56 44.23 N/A N/A 19,874 11,131 164,652 139,206 2024-07-22 $34.50 $35.00 48.2% 13.8% 40.8% 35.9% 50.0% 0.9% -7.7% 1.2M 678.1K -1.2M 0.43 22.88 N/A N/A 11,691 5,043 132,726 111,261 2024-07-23 $33.83 $35.00 46.9% 13.5% 39.6% 30.0% 48.0% 0.6% -0.1% 879.2K 14.1M -1.1M 0.30 24.31 N/A N/A 15,393 4,659 138,148 113,881 2024-07-24 $32.72 $35.00 47.1% 13.4% 39.7% 30.8% 48.8% 1.8% 0.0% 452.4K 31.9M -1.1M 0.50 27.42 N/A N/A 18,117 9,128 147,663 115,807 2024-07-25 $33.00 $35.00 46.8% 13.4% 40.1% 29.7% 48.2% 1.0% -0.1% 2.5M 6.2M -1.1M 0.45 21.67 N/A N/A 11,303 5,095 158,322 120,161 2024-07-26 $33.52 $35.00 44.9% 13.3% 41.0% 20.7% 48.7% 1.3% -0.1% 3.8M -14.3M -1.2M 0.49 28.68 N/A N/A 13,387 6,551 161,447 121,914 2024-07-29 $32.95 $35.00 47.1% 14.0% 39.3% 30.9% 49.3% 0.6% -1.5% 2.7M 2.7M -1.1M 0.28 16.23 N/A N/A 11,031 3,066 157,226 116,650 2024-07-30 $31.39 $35.00 48.1% 13.8% 41.5% 35.6% 48.8% 4.7% -2.2% 748.8K 51.0M -1.0M 0.47 17.39 N/A N/A 20,142 9,376 160,022 118,904 2024-07-31 $33.25 $35.00 45.4% 13.3% 46.1% 23.2% 47.0% 4.2% 0.2% 4.0M -11.5M -1.2M 0.31 51.04 N/A N/A 16,980 5,191 169,657 126,324
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