AA Options History — March 2026 In March 2026, AA traded between $56.09 and $66.67. ATM implied volatility averaged 71.9%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded above realized volatility by 15.5% (HV 20d: 56.4%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2026-03-30 : Highest Volume — 44,097 contracts2026-03-18 : Largest IV spike — 5.0% change2026-03-30 : Highest IV Rank — 53.9%2026-03-12 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $61.58 $56.09 $66.67 $63.83 $66.02 Max Pain $54.32 $50.00 $55.00 $50.00 $55.00 ATM IV 71.9% 67.6% 76.6% 68.5% 74.0% Expected Move 21.0% 19.7% 22.5% 20.2% 21.2% HV 20d 56.4% 44.7% 67.8% 54.0% 67.8% HV 60d 56.8% 53.4% 60.9% 55.0% 60.6% IV Rank 46.4% 39.7% 53.9% 41.1% 49.8% IV Percentile 96.1% 92.9% 97.2% 96.0% 96.0% Term Structure -1.2% -9.3% 6.1% -2.3% -1.9% VWIV 73.9% 69.1% 83.1% 69.1% 79.5% Skew 25d 4.0% 1.6% 7.1% 2.2% 5.8% Skew 10d 4.2% -33.7% 22.9% -12.7% 9.4% Call IV 25d 70.4% 66.7% 75.1% 66.7% 70.5% Put IV 25d 74.4% 68.8% 79.3% 68.8% 76.3% Bid-Ask Spread % 35.01 18.88 67.27 44.19 19.98 Gamma HHI 0.12 0.06 0.23 0.15 0.09 Net GEX 7.3M -47.4K 14.0M 9.3M 7.8M Net DEX -419.7M -671.7M -166.8M -563.6M -454.4M Net VEX -1.8M -2.0M -1.7M -2.0M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.22 1.28 0.29 0.39 Total Volume 20,712.227 5,648 44,097 23,046 25,969 Total OI 307,048.045 223,946 358,583 332,911 253,996
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 2026-03-02 $63.83 $50.00 68.5% 20.2% 54.0% 41.1% 69.1% 2.2% -2.3% 9.3M -563.6M -2.0M 0.29 44.19 N/A N/A 17,851 5,195 184,469 148,442 2026-03-03 $63.84 $50.00 70.1% 21.0% 53.7% 43.6% 72.7% 4.0% -2.5% 9.3M -557.4M -2.0M 0.25 56.82 N/A N/A 21,031 5,358 187,128 150,711 2026-03-04 $61.84 $50.00 68.7% 20.4% 52.3% 41.3% 70.9% 2.5% -1.3% 9.3M -494.8M -2.0M 0.45 54.64 N/A N/A 16,478 7,484 197,464 151,530 2026-03-05 $59.89 $55.00 70.3% 19.7% 51.9% 43.9% 69.4% 2.8% -2.6% 6.9M -410.9M -2.0M 0.22 60.66 N/A N/A 24,667 5,465 202,740 155,843 2026-03-06 $59.13 $55.00 70.0% 20.7% 50.2% 43.5% 72.3% 4.5% -4.5% 4.6M -376.0M -2.0M 0.46 44.66 N/A N/A 11,218 5,191 193,913 157,613 2026-03-09 $61.39 $55.00 71.0% 20.7% 49.7% 45.1% 72.4% 4.1% 1.7% 9.0M -480.0M -1.9M 0.44 57.84 N/A N/A 14,606 6,454 186,064 148,514 2026-03-10 $61.38 $55.00 67.6% 20.4% 44.7% 39.7% 71.0% 3.0% 3.8% 9.2M -435.2M -1.9M 0.66 67.27 N/A N/A 4,708 3,119 180,250 151,176 2026-03-11 $65.96 $55.00 68.5% 21.0% 51.4% 41.1% 71.9% 3.1% 4.6% 12.6M -628.7M -1.9M 0.26 42.45 N/A N/A 23,821 6,104 181,767 152,254 2026-03-12 $66.43 $55.00 70.4% 22.5% 51.3% 44.1% 74.7% 4.2% 6.1% 13.3M -671.7M -1.9M 0.62 26.97 N/A N/A 8,995 5,585 186,416 155,081 2026-03-13 $63.31 $55.00 71.5% 22.2% 52.4% 45.8% 72.8% 1.6% 4.1% 12.6M -512.5M -1.9M 0.26 29.53 N/A N/A 16,633 4,373 185,788 158,131 2026-03-16 $66.67 $55.00 72.8% 20.9% 54.7% 47.8% 73.7% 2.3% -1.3% 13.8M -641.5M -1.8M 0.27 18.88 N/A N/A 16,237 4,393 175,247 149,786 2026-03-17 $65.71 $55.00 70.0% 20.1% 53.3% 43.5% 71.2% 2.8% -1.7% 14.0M -596.4M -1.8M 0.37 24.74 N/A N/A 11,246 4,111 175,569 151,267 2026-03-18 $64.52 $55.00 73.5% 20.9% 52.4% 49.0% 74.6% 3.9% -6.1% 13.1M -533.5M -1.7M 0.72 25.24 N/A N/A 8,093 5,806 175,015 153,681 2026-03-19 $58.80 $55.00 73.6% 21.0% 62.5% 49.1% 74.5% 5.8% -2.5% 1.6M -291.0M -1.7M 0.79 36.38 N/A N/A 23,042 18,118 175,250 157,063 2026-03-20 $56.09 $55.00 74.5% 21.4% 64.5% 50.5% 75.0% 5.9% -3.9% -47.4K -208.2M -1.7M 0.44 26.91 N/A N/A 20,673 9,138 182,082 165,075 2026-03-23 $56.48 $55.00 73.2% 20.9% 64.6% 48.5% 73.4% 2.1% 0.2% 442.3K -166.8M -1.7M 0.36 23.46 N/A N/A 7,002 2,515 109,790 114,156 2026-03-24 $56.69 $55.00 73.4% 21.2% 63.4% 48.9% 75.0% 7.1% -9.3% 808.3K -172.2M -1.7M 0.26 21.73 N/A N/A 13,425 3,528 114,125 115,714 2026-03-25 $58.44 $55.00 73.7% 21.2% 60.5% 49.3% 73.3% 6.3% -1.1% 2.7M -235.7M -1.7M 0.30 21.17 N/A N/A 6,111 1,849 124,596 117,900 2026-03-26 $57.55 $55.00 73.7% 21.0% 60.2% 49.2% 76.0% 4.9% -4.0% 2.2M -217.6M -1.7M 1.28 19.41 N/A N/A 2,481 3,167 126,838 118,770 2026-03-27 $58.16 $55.00 76.1% 21.8% 59.9% 53.1% 80.0% 4.7% -2.7% 2.5M -235.5M -1.7M 0.87 25.57 N/A N/A 5,528 4,804 127,708 118,803 2026-03-30 $62.55 $55.00 76.6% 21.6% 65.0% 53.9% 83.1% 3.6% 0.4% 5.0M -350.0M -1.8M 0.29 21.78 N/A N/A 34,099 9,998 122,869 114,463 2026-03-31 $66.02 $55.00 74.0% 21.2% 67.8% 49.8% 79.5% 5.8% -1.9% 7.8M -454.4M -1.8M 0.39 19.98 N/A N/A 18,641 7,328 134,257 119,739
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