AAL Options History — August 2021 In August 2021, AAL traded between $18.48 and $21.19. ATM implied volatility averaged 47.2%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded below realized volatility by 3.5% (HV 20d: 50.7%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.84.
Notable Days 2021-08-19 : Highest Volume — 288,407 contracts2021-08-23 : Largest IV drop — 10.5% change2021-08-20 : Highest IV Rank — 19.4%2021-08-20 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $19.91 $18.48 $21.19 $20.09 $19.84 Max Pain $21.14 $21.00 $22.00 $22.00 $21.00 ATM IV 47.2% 43.4% 53.5% 46.0% 43.4% Expected Move 13.6% 12.5% 15.5% 12.8% 12.5% HV 20d 50.7% 42.9% 58.7% 53.6% 45.3% HV 60d 42.0% 41.2% 43.7% 41.6% 42.0% IV Rank 10.6% 5.4% 19.4% 8.9% 5.4% IV Percentile 17.8% 2.4% 35.3% 11.5% 2.4% Term Structure 0.3% -2.2% 3.7% -0.2% 0.6% VWIV 49.0% 44.3% 53.8% 46.0% 44.3% Skew 25d 5.0% 3.3% 6.8% 6.6% 4.3% Skew 10d 12.4% 6.2% 18.7% 16.4% 9.4% Call IV 25d 46.5% 43.1% 52.2% 45.0% 43.1% Put IV 25d 51.5% 47.4% 58.2% 51.6% 47.4% Bid-Ask Spread % 2.77 2.15 7.97 2.20 2.15 Gamma HHI 0.10 0.07 0.15 0.12 0.08 Net GEX -11.5M -22.3M -1.2M -14.3M -8.6M Net DEX 215.1M -103.0M 704.2M 248.5M 105.4M Net VEX -7.0M -7.4M -6.7M -6.9M -7.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.34 1.56 1.17 0.66 Total Volume 172,238.591 73,222 288,407 131,831 73,222 Total OI 2,824,552.636 2,503,189 3,072,618 2,737,610 2,692,911
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 Vol Put Vol Call OI Put OI 2021-08-02 $20.09 $22.00 46.0% 12.8% 53.6% 8.9% 46.0% 6.6% -0.2% -14.3M 248.5M -6.9M 1.17 2.20 60,650 71,181 1,036,017 1,701,593 2021-08-03 $19.88 $22.00 46.6% 12.8% 53.3% 9.8% 47.7% 6.1% 0.3% -16.0M 306.8M -7.0M 1.22 2.28 102,224 125,171 1,053,111 1,738,211 2021-08-04 $19.46 $22.00 49.4% 13.4% 52.7% 13.6% 48.1% 6.8% -0.5% -17.1M 402.6M -6.8M 0.65 2.29 93,993 60,744 1,069,423 1,748,527 2021-08-05 $20.88 $21.00 45.9% 13.4% 58.7% 8.9% 49.5% 5.1% 0.5% -7.6M -24.6M -7.2M 0.78 7.97 152,554 119,240 1,107,211 1,790,541 2021-08-06 $20.97 $21.00 44.6% 13.1% 57.7% 7.0% 48.9% 5.6% 1.2% -7.6M -88.7M -7.1M 1.24 4.27 90,464 111,744 1,137,979 1,807,166 2021-08-09 $20.55 $21.00 45.5% 13.2% 58.2% 8.3% 47.7% 4.9% 0.0% -8.5M 82.7M -7.0M 0.92 2.50 63,878 58,492 1,072,771 1,738,230 2021-08-10 $21.01 $21.00 44.9% 13.1% 56.8% 7.4% 48.6% 4.8% 0.6% -5.2M -30.9M -7.0M 0.73 2.58 114,785 83,251 1,089,595 1,767,566 2021-08-11 $21.19 $21.00 44.7% 13.0% 56.3% 7.2% 46.7% 3.7% 0.6% -2.4M -103.0M -6.9M 0.74 2.28 64,004 47,400 1,102,593 1,783,751 2021-08-12 $20.37 $21.00 46.3% 14.0% 58.1% 9.5% 49.7% 5.0% 2.9% -13.6M 196.0M -7.0M 1.04 2.82 78,340 81,316 1,117,037 1,819,749 2021-08-13 $19.80 $21.00 46.3% 13.6% 57.9% 9.4% 47.8% 5.8% 3.7% -16.9M 376.4M -6.9M 0.81 2.32 138,473 111,952 1,122,285 1,825,837 2021-08-16 $19.73 $21.00 47.0% 13.5% 55.4% 10.3% 52.2% 4.0% 0.6% -19.8M 372.4M -6.7M 0.92 2.49 84,075 77,488 1,079,646 1,811,019 2021-08-17 $19.29 $21.00 50.4% 14.5% 47.7% 15.1% 53.0% 5.3% -1.4% -20.8M 518.3M -6.8M 0.65 2.88 84,589 55,015 1,117,959 1,856,366 2021-08-18 $19.32 $21.00 49.3% 14.1% 44.0% 13.6% 51.6% 3.3% -0.1% -22.3M 503.4M -6.9M 0.64 2.72 75,796 48,397 1,141,628 1,885,528 2021-08-19 $18.68 $21.00 52.1% 14.9% 45.0% 17.4% 53.8% 6.2% -0.6% -21.8M 669.6M -6.9M 1.00 2.27 144,462 143,945 1,162,014 1,895,258 2021-08-20 $18.48 $21.00 53.5% 15.5% 44.7% 19.4% 53.4% 5.5% -2.2% -18.2M 704.2M -6.8M 1.56 2.32 95,347 148,741 1,173,830 1,898,788 2021-08-23 $19.12 $21.00 47.9% 13.7% 44.2% 11.6% 47.6% 5.6% 0.3% -8.1M 230.3M -6.9M 0.34 2.48 94,184 32,380 896,374 1,606,815 2021-08-24 $19.81 $21.00 48.6% 14.1% 45.7% 12.6% 50.6% 4.2% -0.1% -5.1M 74.3M -7.3M 0.60 2.42 120,162 72,633 935,563 1,658,816 2021-08-25 $20.07 $21.00 46.7% 13.8% 45.8% 9.9% 48.7% 4.3% -0.3% -1.9M -3.6M -7.4M 0.61 2.42 89,654 54,361 958,785 1,674,103 2021-08-26 $19.82 $21.00 48.0% 14.0% 45.6% 11.8% 48.9% 5.3% 0.2% -1.2M 58.7M -7.4M 0.86 2.49 98,663 85,311 990,523 1,689,863 2021-08-27 $20.23 $21.00 45.4% 13.0% 42.9% 8.2% 45.6% 3.9% 0.2% -5.9M -50.5M -7.2M 0.50 2.42 98,458 49,539 1,008,169 1,713,378 2021-08-30 $19.48 $21.00 45.1% 13.3% 44.9% 7.7% 47.8% 4.5% 0.1% -9.4M 184.2M -7.3M 0.78 2.43 74,757 58,214 965,863 1,697,766 2021-08-31 $19.84 $21.00 43.4% 12.5% 45.3% 5.4% 44.3% 4.3% 0.6% -8.6M 105.4M -7.3M 0.66 2.15 44,131 29,091 981,456 1,711,455
« Jul 2021 | All History | Sep 2021 » Home AAL History August 2021