AA Options History — August 2024 In August 2024, AA traded between $28.20 and $34.58. ATM implied volatility averaged 47.8%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 6.4% (HV 20d: 54.2%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.00.
Notable Days 2024-08-01 : Highest Volume — 29,458 contracts2024-08-28 : Largest IV spike — 9.4% change2024-08-06 : Highest IV Rank — 73.6%2024-08-05 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $31.83 $28.20 $34.58 $31.39 $32.00 Max Pain $34.95 $34.00 $35.00 $35.00 $35.00 ATM IV 47.8% 43.2% 56.4% 52.5% 46.4% Expected Move 13.8% 12.4% 16.6% 15.2% 12.8% HV 20d 54.2% 45.5% 59.5% 45.5% 49.0% HV 60d 46.9% 45.7% 48.6% 45.9% 47.8% IV Rank 34.3% 13.2% 73.6% 55.7% 27.7% IV Percentile 35.4% 6.3% 91.3% 72.6% 25.8% Term Structure 1.5% -4.6% 11.2% -4.6% 1.8% VWIV 48.5% 44.0% 59.1% 52.9% 47.1% Skew 25d 3.3% -3.9% 16.7% 16.7% 3.0% Skew 10d 6.8% -4.0% 22.3% 9.3% 6.6% Call IV 25d 47.3% 42.5% 59.0% 42.5% 44.3% Put IV 25d 50.5% 44.5% 63.2% 59.3% 47.3% Bid-Ask Spread % 17.55 5.32 31.78 21.50 5.32 Gamma HHI 0.12 0.09 0.19 0.10 0.14 Net GEX 428.2K -2.2M 3.3M 590.7K -1.6M Net DEX 31.5M -34.4M 113.9M 47.4M 36.7M Net VEX -1.1M -1.2M -1.0M -1.1M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.11 3.44 0.71 0.61 Total Volume 14,973.273 6,336 29,458 29,458 16,983 Total OI 279,777.818 242,705 314,652 300,964 287,827
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 2024-08-01 $31.39 $35.00 52.5% 15.2% 45.5% 55.7% 52.9% 16.7% -4.6% 590.7K 47.4M -1.1M 0.71 21.50 N/A N/A 17,245 12,213 171,377 129,587 2024-08-02 $29.37 $34.00 54.1% 15.8% 48.3% 62.8% 56.0% 3.4% 1.7% -2.2M 108.9M -1.1M 0.83 12.90 N/A N/A 13,598 11,311 177,057 137,595 2024-08-05 $28.20 $35.00 55.2% 16.6% 48.9% 68.0% 59.1% 4.3% 9.3% -1.0M 113.9M -1.0M 0.88 23.35 N/A N/A 10,788 9,481 161,017 130,718 2024-08-06 $29.40 $35.00 56.4% 15.5% 53.4% 73.6% 54.1% 4.9% 11.2% -401.6K 87.2M -1.0M 0.65 17.87 N/A N/A 9,909 6,408 163,599 128,342 2024-08-07 $29.52 $35.00 53.3% 15.3% 52.2% 59.2% 55.0% 5.2% -1.7% 14.3K 78.7M -1.0M 0.82 31.78 N/A N/A 8,064 6,577 167,929 130,691 2024-08-08 $30.52 $35.00 51.4% 14.7% 53.3% 50.5% 51.2% 3.3% 2.1% 815.4K 58.8M -1.1M 0.97 15.90 N/A N/A 4,459 4,308 168,463 131,680 2024-08-09 $30.70 $35.00 48.7% 14.4% 53.7% 38.2% 49.6% 4.2% 0.7% 921.7K 54.2M -1.1M 0.99 14.37 N/A N/A 5,962 5,928 170,216 134,044 2024-08-12 $31.04 $35.00 49.5% 14.3% 53.9% 41.9% 49.0% -3.9% -0.1% -168.5K 53.2M -1.1M 0.64 19.87 N/A N/A 8,458 5,412 154,551 127,275 2024-08-13 $31.66 $35.00 47.4% 13.9% 55.0% 32.3% 47.0% 4.7% 1.8% 63.2K 31.6M -1.1M 2.38 18.25 N/A N/A 2,188 5,208 157,557 128,856 2024-08-14 $31.02 $35.00 44.0% 13.4% 54.3% 16.6% 44.6% 6.0% 6.5% -926.9K 50.8M -1.0M 1.61 22.55 N/A N/A 4,070 6,563 158,299 133,093 2024-08-15 $32.20 $35.00 45.2% 13.4% 54.6% 22.2% 45.9% 3.3% 1.7% 445.8K 17.8M -1.1M 0.11 14.83 N/A N/A 23,762 2,623 159,606 138,347 2024-08-16 $32.14 $35.00 44.1% 13.1% 54.2% 17.1% 44.0% 2.9% 2.6% 317.4K 11.3M -1.1M 1.25 13.05 N/A N/A 7,269 9,062 173,760 138,436 2024-08-19 $33.89 $35.00 44.2% 12.7% 57.8% 17.9% 44.7% 0.9% 0.2% 1.9M -25.4M -1.2M 0.32 12.95 N/A N/A 11,091 3,498 121,254 121,451 2024-08-20 $33.92 $35.00 44.3% 12.7% 57.4% 17.9% 44.2% 2.0% -1.2% 2.0M -26.9M -1.2M 1.11 8.82 N/A N/A 5,035 5,565 124,728 123,641 2024-08-21 $33.41 $35.00 43.8% 12.5% 56.3% 15.7% 44.7% 1.9% 0.0% 1.6M -8.5M -1.1M 1.50 20.43 N/A N/A 3,740 5,620 125,444 128,843 2024-08-22 $32.41 $35.00 44.9% 12.9% 57.3% 21.1% 45.5% 1.4% -0.4% 620.4K 21.0M -1.1M 0.73 16.41 N/A N/A 3,656 2,680 127,610 131,495 2024-08-23 $33.95 $35.00 43.2% 12.4% 59.5% 13.2% 44.5% 1.1% 0.3% 3.3M -25.1M -1.1M 0.41 28.96 N/A N/A 7,631 3,099 128,591 132,711 2024-08-26 $34.58 $35.00 43.4% 12.8% 59.4% 14.0% 45.2% 2.8% 2.5% 2.0M -34.4M -1.2M 0.68 10.75 N/A N/A 5,325 3,603 124,160 124,217 2024-08-27 $34.31 $35.00 44.7% 12.5% 56.5% 20.0% 44.1% 1.8% -0.6% 2.0M -26.6M -1.1M 0.97 7.34 N/A N/A 3,420 3,310 126,405 126,677 2024-08-28 $32.05 $35.00 48.9% 14.1% 58.4% 39.2% 50.7% -0.4% -0.1% -19.2K 35.2M -1.1M 3.44 18.14 N/A N/A 5,088 17,480 127,439 128,549 2024-08-29 $32.50 $35.00 46.8% 13.6% 54.7% 29.3% 47.8% 2.5% -0.3% -677.2K 33.4M -1.1M 0.49 30.85 N/A N/A 14,577 7,145 129,544 142,431 2024-08-30 $32.00 $35.00 46.4% 12.8% 49.0% 27.7% 47.1% 3.0% 1.8% -1.6M 36.7M -1.1M 0.61 5.32 N/A N/A 10,528 6,455 140,616 147,211
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