AAL Options History — March 2023 In March 2023, AAL traded between $13.64 and $16.57. ATM implied volatility averaged 46.4%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 12.4% (HV 20d: 34.1%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 1.32.
Notable Days 2023-03-15 : Highest Volume — 218,566 contracts2023-03-15 : Largest IV spike — 12.4% change2023-03-15 : Highest IV Rank — 39.3%2023-03-17 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $14.86 $13.64 $16.57 $16.00 $14.70 Max Pain $15.65 $15.00 $17.00 $17.00 $15.00 ATM IV 46.4% 37.7% 54.2% 40.1% 45.9% Expected Move 13.4% 10.6% 15.7% 11.8% 12.4% HV 20d 34.1% 26.3% 39.1% 29.8% 38.8% HV 60d 40.8% 38.6% 41.7% 41.6% 38.6% IV Rank 21.4% 1.5% 39.3% 6.3% 20.4% IV Percentile 22.5% 0.8% 50.8% 6.0% 15.5% Term Structure 0.5% -0.9% 1.8% 0.2% -0.3% VWIV 47.3% 38.4% 56.1% 40.7% 45.2% Skew 25d 7.1% 4.8% 9.3% 6.6% 6.6% Skew 10d 14.8% 9.0% 22.3% 14.2% 13.3% Call IV 25d 43.9% 35.8% 51.4% 37.8% 43.3% Put IV 25d 51.0% 41.1% 60.7% 44.4% 49.9% Bid-Ask Spread % 3.39 2.29 4.91 2.52 2.87 Gamma HHI 0.09 0.07 0.19 0.08 0.08 Net GEX -7.0M -13.3M -3.1M -6.9M -4.7M Net DEX 198.1M -91.9M 415.6M 80.1M 120.2M Net VEX -6.6M -6.9M -6.0M -6.4M -6.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.32 0.14 3.90 0.14 1.41 Total Volume 96,565.913 22,656 218,566 108,761 95,257 Total OI 2,810,842.348 2,699,666 2,959,440 2,699,666 2,959,440
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 Vol Put Vol Call OI Put OI 2023-03-01 $16.00 $17.00 40.1% 11.8% 29.8% 6.3% 40.7% 6.6% 0.2% -6.9M 80.1M -6.4M 0.14 2.52 95,783 12,978 651,083 2,048,583 2023-03-02 $16.12 $17.00 39.6% 11.5% 26.3% 5.5% 41.8% 6.4% 0.1% -5.7M 44.0M -6.4M 0.93 3.04 20,177 18,683 695,718 2,055,491 2023-03-03 $16.41 $17.00 37.7% 10.6% 26.3% 1.5% 38.4% 4.9% 0.1% -3.9M -22.9M -6.3M 0.41 2.68 85,034 35,063 666,945 2,065,926 2023-03-06 $16.13 $16.00 38.3% 11.9% 26.8% 2.8% 41.5% 4.8% 1.4% -6.7M 30.2M -6.3M 1.06 2.29 21,365 22,601 679,838 2,059,884 2023-03-07 $16.38 $16.00 38.7% 12.2% 27.6% 3.6% 41.4% 5.0% 1.1% -6.0M -21.9M -6.4M 0.84 3.02 32,181 26,938 685,309 2,073,314 2023-03-08 $16.57 $16.00 38.3% 11.6% 27.9% 2.7% 41.7% 5.8% 1.1% -4.8M -91.9M -6.0M 0.85 3.93 12,251 10,405 692,152 2,075,105 2023-03-09 $15.93 $16.00 42.3% 12.6% 31.0% 11.1% 43.8% 5.6% 0.3% -7.8M 81.1M -6.3M 1.12 4.18 29,053 32,406 696,551 2,077,940 2023-03-10 $15.43 $16.00 46.6% 14.0% 32.3% 21.9% 49.1% 7.3% 0.3% -10.7M 194.9M -6.5M 3.90 3.84 34,779 135,752 700,635 2,084,753 2023-03-13 $14.95 $16.00 49.8% 14.4% 32.9% 29.3% 49.5% 8.2% 0.7% -7.6M 277.6M -6.5M 1.81 3.63 38,533 69,759 692,387 2,019,356 2023-03-14 $14.66 $16.00 48.2% 13.6% 32.1% 25.6% 47.8% 8.1% -0.9% -8.1M 297.8M -6.3M 0.91 3.40 60,879 55,416 706,129 2,005,494 2023-03-15 $13.86 $16.00 54.2% 15.6% 35.9% 39.3% 54.5% 9.3% 0.1% -9.6M 415.6M -6.4M 2.00 4.68 72,839 145,727 724,674 2,021,717 2023-03-16 $14.13 $16.00 50.9% 14.5% 37.2% 31.8% 51.6% 7.8% -0.3% -9.0M 350.1M -6.7M 0.51 4.08 76,871 38,849 767,597 2,049,020 2023-03-17 $13.98 $15.00 53.6% 15.7% 36.8% 37.9% 53.2% 8.9% 1.8% -13.3M 366.1M -6.5M 1.32 3.79 47,608 62,978 802,832 2,068,960 2023-03-20 $13.98 $15.00 51.1% 14.7% 36.8% 32.3% 50.9% 8.4% 0.8% -6.6M 270.8M -6.7M 2.08 2.56 29,640 61,519 732,660 2,000,073 2023-03-21 $14.41 $15.00 47.4% 13.6% 37.4% 23.7% 48.1% 7.7% 1.5% -6.7M 208.6M -6.7M 0.43 3.33 73,875 31,449 742,682 2,052,037 2023-03-22 $14.02 $15.00 47.8% 13.7% 38.1% 24.7% 49.0% 6.5% 1.3% -7.9M 294.4M -6.7M 0.57 4.91 27,853 15,860 777,043 2,063,898 2023-03-23 $13.64 $15.00 52.5% 15.0% 37.8% 35.4% 50.8% 8.4% 0.8% -9.3M 373.2M -6.8M 0.53 3.81 53,657 28,505 787,644 2,072,554 2023-03-24 $13.71 $15.00 52.3% 14.9% 37.8% 34.8% 56.1% 7.3% 1.3% -8.6M 361.1M -6.9M 1.15 2.68 60,869 69,859 811,886 2,085,521 2023-03-27 $13.95 $15.00 49.6% 14.0% 38.3% 28.7% 50.0% 8.2% -0.3% -6.2M 280.0M -6.7M 1.76 3.33 39,838 69,924 805,670 2,069,913 2023-03-28 $13.98 $15.00 49.3% 13.8% 37.3% 28.1% 49.3% 8.4% -0.1% -5.0M 283.5M -6.9M 3.10 3.50 21,277 65,953 825,743 2,098,800 2023-03-29 $14.34 $15.00 46.7% 13.0% 38.9% 22.3% 47.2% 6.9% 0.5% -3.1M 190.7M -6.7M 2.04 2.55 35,332 72,162 832,978 2,107,588 2023-03-30 $14.50 $15.00 47.1% 13.0% 39.1% 23.1% 45.3% 5.5% -0.4% -3.5M 172.2M -6.9M 1.58 3.39 28,366 44,913 832,660 2,123,191 2023-03-31 $14.70 $15.00 45.9% 12.4% 38.8% 20.4% 45.2% 6.6% -0.3% -4.7M 120.2M -6.8M 1.41 2.87 39,512 55,745 835,774 2,123,666
« Feb 2023 | All History | Apr 2023 » Home AAL History March 2023