AA Options History — December 2024 In December 2024, AA traded between $36.72 and $46.06. ATM implied volatility averaged 46.7%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 2.0% (HV 20d: 44.7%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.67.
Notable Days 2024-12-06 : Highest Volume — 69,069 contracts2024-12-03 : Largest IV drop — 16.4% change2024-12-19 : Highest IV Rank — 66.0%2024-12-19 : Largest Expected Move — 15.4%Monthly Statistics Metric Avg Min Max Open Close Price $40.18 $36.72 $46.06 $45.81 $37.80 Max Pain $40.71 $40.00 $45.00 $45.00 $40.00 ATM IV 46.7% 35.8% 53.2% 42.8% 49.4% Expected Move 14.1% 12.4% 15.4% 12.8% 13.1% HV 20d 44.7% 36.3% 52.7% 52.1% 37.3% HV 60d 46.9% 42.6% 50.3% 49.9% 42.6% IV Rank 40.4% 0.0% 66.0% 6.7% 51.6% IV Percentile 31.0% 0.0% 77.0% 2.8% 44.4% Term Structure 0.7% -14.8% 15.7% 0.4% 0.5% VWIV 49.9% 44.8% 52.9% 45.9% 46.6% Skew 25d 1.5% -4.6% 9.4% 0.5% 1.6% Skew 10d 7.2% -7.0% 23.7% 3.3% 3.2% Call IV 25d 47.1% 38.5% 53.1% 42.6% 49.4% Put IV 25d 48.6% 42.1% 55.1% 43.2% 51.0% Bid-Ask Spread % 20.60 7.25 42.61 17.88 11.13 Gamma HHI 0.17 0.13 0.25 0.22 0.14 Net GEX 2.0M -4.8M 6.7M 6.4M 2.4M Net DEX -81.8M -308.9M 61.6M -298.2M -33.0M Net VEX -1.3M -1.5M -1.2M -1.5M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.15 1.56 0.69 0.15 Total Volume 15,259.333 4,068 69,069 12,849 17,437 Total OI 327,126.333 302,635 354,633 303,002 333,158
Daily Data (21 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 2024-12-02 $45.81 $45.00 42.8% 12.8% 52.1% 6.7% 45.9% 0.5% 0.4% 6.4M -298.2M -1.5M 0.69 17.88 N/A N/A 7,604 5,245 159,796 143,206 2024-12-03 $45.62 $45.00 35.8% 13.0% 52.2% 0.0% 47.9% 0.3% 1.0% 6.0M -286.6M -1.5M 0.41 15.74 N/A N/A 2,991 1,234 162,323 147,090 2024-12-04 $45.76 $45.00 41.4% 12.6% 50.1% 21.5% 44.8% 0.3% 0.6% 6.3M -296.7M -1.5M 1.00 21.58 N/A N/A 2,033 2,035 163,584 147,821 2024-12-05 $46.06 $40.00 41.1% 13.4% 45.1% 20.3% 47.0% 1.0% 1.1% 6.7M -308.9M -1.5M 0.64 20.80 N/A N/A 5,192 3,339 164,218 149,365 2024-12-06 $42.64 $40.00 46.2% 14.3% 52.7% 39.3% 50.4% 1.9% -0.2% 457.3K -158.0M -1.4M 0.48 32.71 N/A N/A 46,610 22,459 165,188 150,177 2024-12-09 $42.36 $40.00 46.6% 14.7% 51.7% 40.8% 51.0% -4.6% 5.1% 2.5M -152.5M -1.5M 0.32 30.07 N/A N/A 10,454 3,358 175,141 159,629 2024-12-10 $40.92 $40.00 45.7% 14.8% 52.5% 37.7% 51.5% 9.4% 6.5% 969.1K -77.5M -1.4M 0.62 19.18 N/A N/A 6,217 3,824 175,579 162,199 2024-12-11 $39.59 $40.00 47.2% 14.6% 48.9% 43.2% 51.0% -0.1% 4.6% -224.3K -17.0M -1.4M 0.82 7.78 N/A N/A 8,408 6,867 178,217 164,318 2024-12-12 $39.48 $40.00 42.5% 14.6% 48.9% 25.3% 51.1% 2.1% 15.7% -209.1K -14.2M -1.4M 1.44 34.16 N/A N/A 2,602 3,738 182,745 164,763 2024-12-13 $39.08 $40.00 47.1% 14.5% 48.6% 42.8% 51.2% 1.3% 4.8% -4.8M 5.4M -1.3M 1.28 21.01 N/A N/A 7,958 10,224 183,451 166,310 2024-12-16 $38.29 $40.00 49.5% 14.5% 41.7% 51.8% 50.8% 0.9% -8.7% 5.0K 20.0M -1.3M 0.54 32.95 N/A N/A 4,768 2,588 179,593 159,946 2024-12-17 $38.22 $40.00 50.0% 14.5% 41.6% 54.0% 51.8% 0.7% -0.8% 331.0K 26.2M -1.3M 0.34 20.14 N/A N/A 25,811 8,808 181,598 161,223 2024-12-18 $36.98 $40.00 53.0% 15.2% 39.8% 65.3% 52.9% 0.8% -1.4% 588.6K 51.3M -1.2M 1.56 22.89 N/A N/A 5,179 8,076 193,775 160,858 2024-12-19 $36.72 $40.00 53.2% 15.4% 39.5% 66.0% 52.7% 2.4% -3.2% 70.5K 61.6M -1.2M 0.98 7.25 N/A N/A 5,544 5,427 188,641 161,974 2024-12-20 $38.05 $40.00 50.2% 14.4% 41.7% 54.5% 52.9% 1.1% -0.8% 1.3M -4.5M -1.3M 0.64 14.02 N/A N/A 7,429 4,744 191,610 157,155 2024-12-23 $38.64 $40.00 50.2% 14.7% 42.3% 54.5% 51.7% 1.6% 0.8% 2.4M -58.5M -1.3M 0.30 13.29 N/A N/A 6,782 2,015 164,238 138,397 2024-12-24 $38.38 $40.00 45.8% 13.8% 38.5% 37.9% 49.5% 1.5% 2.5% 2.7M -55.1M -1.3M 0.30 17.98 N/A N/A 3,283 994 168,277 139,486 2024-12-26 $38.45 $40.00 48.0% 13.9% 38.6% 46.4% 50.1% 1.8% -2.0% 3.1M -56.1M -1.2M 0.98 19.87 N/A N/A 2,779 2,736 169,118 139,813 2024-12-27 $37.60 $40.00 45.6% 14.5% 37.9% 37.3% 51.5% 3.6% -14.8% 2.1M -25.8M -1.2M 0.40 9.51 N/A N/A 5,751 2,284 169,867 140,291 2024-12-30 $37.30 $40.00 49.3% 12.4% 36.3% 51.3% 45.2% 3.0% 2.4% 2.1M -39.6M -1.2M 0.16 42.61 N/A N/A 30,587 5,032 166,887 138,628 2024-12-31 $37.80 $40.00 49.4% 13.1% 37.3% 51.6% 46.6% 1.6% 0.5% 2.4M -33.0M -1.2M 0.15 11.13 N/A N/A 15,162 2,275 190,801 142,357
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