AA Options History — October 2024 In October 2024, AA traded between $37.84 and $42.16. ATM implied volatility averaged 51.5%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 0.2% (HV 20d: 51.6%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.92.
Notable Days 2024-10-17 : Highest Volume — 45,927 contracts2024-10-29 : Largest IV spike — 12.3% change2024-10-09 : Highest IV Rank — 77.3%2024-10-02 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $40.42 $37.84 $42.16 $39.20 $40.19 Max Pain $37.39 $35.00 $40.00 $35.00 $40.00 ATM IV 51.5% 43.4% 57.7% 54.9% 50.6% Expected Move 15.0% 13.6% 16.7% 16.6% 16.4% HV 20d 51.6% 35.0% 65.3% 64.2% 35.0% HV 60d 56.3% 51.1% 58.5% 58.5% 51.1% IV Rank 46.0% 5.5% 77.3% 63.2% 41.8% IV Percentile 58.3% 3.2% 95.6% 83.3% 55.6% Term Structure -0.6% -6.5% 11.4% 0.8% -0.4% VWIV 53.2% 47.3% 58.8% 57.9% 57.3% Skew 25d 2.1% -0.4% 4.2% 1.5% 1.9% Skew 10d 6.8% 1.6% 28.1% 3.5% 4.3% Call IV 25d 51.2% 46.6% 58.1% 53.9% 50.5% Put IV 25d 53.3% 48.3% 59.1% 55.4% 52.4% Bid-Ask Spread % 21.28 4.24 46.38 36.58 12.62 Gamma HHI 0.17 0.13 0.59 0.13 0.14 Net GEX 5.3M 387.7K 26.8M 3.7M 387.7K Net DEX -186.1M -272.8M -110.6M -170.4M -123.8M Net VEX -1.5M -1.6M -1.4M -1.4M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.11 4.14 0.97 4.14 Total Volume 16,082.826 7,515 45,927 17,695 15,866 Total OI 290,282.609 265,186 332,326 274,432 301,560
Daily Data (23 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 2024-10-01 $39.20 $35.00 54.9% 16.6% 64.2% 63.2% 57.9% 1.5% 0.8% 3.7M -170.4M -1.4M 0.97 36.58 N/A N/A 8,997 8,698 143,202 131,230 2024-10-02 $39.02 $35.00 53.4% 16.7% 64.5% 55.9% 58.8% 1.0% -0.0% 3.5M -162.0M -1.5M 0.60 18.61 N/A N/A 6,425 3,833 148,638 138,597 2024-10-03 $38.08 $35.00 54.3% 15.3% 65.3% 60.4% 56.1% 4.2% 0.8% 2.8M -126.9M -1.5M 1.04 43.25 N/A N/A 6,001 6,264 151,318 140,829 2024-10-04 $38.86 $35.00 53.2% 15.0% 59.8% 54.7% 53.1% 3.2% 0.1% 5.1M -160.4M -1.5M 0.57 19.55 N/A N/A 7,608 4,363 154,265 144,361 2024-10-07 $39.34 $35.00 56.0% 15.5% 59.8% 68.7% 54.7% 3.1% -1.3% 4.1M -169.0M -1.5M 0.70 18.92 N/A N/A 7,713 5,364 149,971 131,206 2024-10-08 $37.84 $35.00 54.0% 15.0% 60.4% 58.7% 53.6% 1.9% -1.3% 3.2M -110.6M -1.5M 0.97 28.05 N/A N/A 10,883 10,514 154,291 134,892 2024-10-09 $38.34 $35.00 57.7% 15.8% 58.2% 77.3% 55.6% 2.2% -3.0% 3.6M -131.0M -1.5M 0.47 26.50 N/A N/A 6,757 3,158 157,135 138,201 2024-10-10 $39.33 $35.00 57.5% 15.9% 56.8% 76.4% 55.5% 1.9% -2.5% 5.1M -174.8M -1.5M 0.58 13.41 N/A N/A 7,114 4,158 159,455 139,734 2024-10-11 $41.03 $35.00 56.4% 15.7% 56.8% 70.5% 55.1% -0.4% -2.9% 26.8M -255.6M -1.5M 0.51 46.38 N/A N/A 14,706 7,561 162,025 141,847 2024-10-14 $41.95 $35.00 53.3% 15.2% 54.0% 55.1% 53.8% 2.7% 0.1% 5.5M -266.4M -1.5M 0.73 4.24 N/A N/A 5,940 4,318 158,570 135,666 2024-10-15 $41.34 $35.00 51.9% 14.9% 53.9% 48.1% 51.7% 3.1% -1.3% 5.6M -245.2M -1.5M 1.04 9.19 N/A N/A 5,762 5,987 160,592 136,964 2024-10-16 $41.89 $35.00 52.3% 15.0% 53.9% 50.1% 52.0% 2.2% -1.8% 6.0M -267.3M -1.5M 0.61 22.49 N/A N/A 14,816 9,086 161,868 138,080 2024-10-17 $40.22 $40.00 48.4% 13.9% 56.8% 31.0% 49.0% 2.6% 0.3% 5.7M -194.2M -1.5M 0.44 27.61 N/A N/A 31,956 13,971 169,802 144,018 2024-10-18 $41.65 $40.00 47.4% 13.6% 55.5% 25.9% 47.3% 3.1% 0.0% 4.8M -272.8M -1.5M 0.67 5.87 N/A N/A 8,749 5,903 182,590 149,736 2024-10-21 $41.41 $40.00 47.9% 13.7% 55.8% 28.3% 49.2% 2.8% 0.2% 4.8M -188.7M -1.5M 1.49 16.20 N/A N/A 3,280 4,902 145,922 119,264 2024-10-22 $42.16 $40.00 48.8% 13.9% 48.1% 32.9% 49.2% 2.0% -1.8% 5.3M -213.7M -1.5M 0.45 29.22 N/A N/A 12,310 5,484 147,508 122,158 2024-10-23 $41.87 $40.00 49.4% 14.5% 46.3% 35.8% 50.5% 1.8% -2.2% 4.7M -197.7M -1.6M 0.11 32.20 N/A N/A 20,941 2,264 146,994 123,772 2024-10-24 $41.91 $40.00 47.1% 13.9% 37.0% 24.4% 48.0% 2.0% -1.6% 5.3M -194.5M -1.5M 0.46 24.22 N/A N/A 5,160 2,355 149,839 124,974 2024-10-25 $41.31 $40.00 46.9% 13.6% 37.4% 23.0% 53.6% 1.4% -1.4% 4.0M -172.0M -1.5M 0.54 13.08 N/A N/A 11,610 6,309 152,840 126,213 2024-10-28 $41.39 $40.00 43.4% 14.9% 36.0% 5.5% 52.0% 1.3% 11.4% 4.2M -174.8M -1.5M 0.63 9.81 N/A N/A 5,370 3,387 154,247 125,691 2024-10-29 $40.91 $40.00 48.7% 14.9% 35.9% 32.1% 53.5% 2.0% -6.5% 3.9M -161.3M -1.5M 0.20 19.17 N/A N/A 17,405 3,396 155,771 128,106 2024-10-30 $40.41 $40.00 50.0% 15.7% 36.2% 38.7% 55.5% 1.7% -0.4% 3.8M -147.2M -1.5M 3.21 12.35 N/A N/A 3,150 10,111 161,978 130,580 2024-10-31 $40.19 $40.00 50.6% 16.4% 35.0% 41.8% 57.3% 1.9% -0.4% 387.7K -123.8M -1.5M 4.14 12.62 N/A N/A 3,089 12,777 162,200 139,360
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