AAL Options History — August 2023 In August 2023, AAL traded between $14.61 and $16.23. ATM implied volatility averaged 33.2%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 7.0% (HV 20d: 26.2%). Max pain ranged from $15.00 to $18.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.28.
Notable Days 2023-08-01 : Highest Volume — 114,672 contracts2023-08-16 : Largest IV spike — 5.4% change2023-08-16 : Highest IV Rank — 10.0%2023-08-16 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $15.37 $14.61 $16.23 $16.23 $14.79 Max Pain $15.26 $15.00 $18.00 $18.00 $15.00 ATM IV 33.2% 28.7% 35.5% 34.1% 28.7% Expected Move 9.4% 7.8% 10.2% 9.6% 7.8% HV 20d 26.2% 19.5% 33.9% 33.9% 19.5% HV 60d 30.1% 28.4% 32.3% 32.3% 28.4% IV Rank 5.0% 0.0% 10.0% 6.7% 0.0% IV Percentile 5.8% 0.0% 13.9% 7.1% 0.0% Term Structure 0.0% -0.9% 0.9% -0.6% 0.6% VWIV 33.2% 28.8% 36.0% 34.8% 28.8% Skew 25d 3.3% 2.4% 4.4% 3.3% 3.9% Skew 10d 8.0% 5.1% 10.7% 8.6% 9.7% Call IV 25d 32.3% 28.1% 34.4% 33.0% 28.1% Put IV 25d 35.6% 32.1% 37.9% 36.4% 32.1% Bid-Ask Spread % 1.95 1.35 4.72 2.17 2.05 Gamma HHI 0.11 0.08 0.24 0.08 0.15 Net GEX -9.5M -16.5M 1.1M -6.4M -16.5M Net DEX 199.9M 77.4M 281.9M 98.9M 269.2M Net VEX -5.6M -5.8M -5.4M -5.5M -5.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.28 0.58 2.21 1.43 1.66 Total Volume 60,922.696 31,131 114,672 114,672 46,487 Total OI 2,750,561.957 2,590,290 2,853,559 2,737,164 2,727,500
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 2023-08-01 $16.23 $18.00 34.1% 9.6% 33.9% 6.7% 34.8% 3.3% -0.6% -6.4M 98.9M -5.5M 1.43 2.17 47,173 67,499 652,035 2,085,129 2023-08-02 $15.98 $18.00 34.9% 10.0% 33.3% 8.4% 35.1% 2.8% -0.3% -7.1M 135.8M -5.4M 1.43 2.10 30,967 44,161 660,513 2,099,503 2023-08-03 $15.98 $15.00 34.6% 10.0% 32.6% 7.8% 34.3% 3.6% -0.6% -7.5M 140.9M -5.5M 0.94 1.68 43,598 40,856 665,389 2,109,235 2023-08-04 $15.79 $15.00 34.0% 9.8% 30.4% 6.4% 34.4% 2.9% -0.3% -7.7M 192.8M -5.8M 0.59 1.67 33,365 19,559 674,024 2,141,230 2023-08-07 $15.98 $15.00 32.8% 9.5% 30.5% 3.6% 33.9% 2.9% 0.1% -6.5M 121.7M -5.4M 0.72 1.69 25,526 18,506 646,156 2,132,121 2023-08-08 $16.20 $15.00 34.3% 9.9% 30.6% 7.1% 36.0% 2.7% 0.3% -5.4M 77.4M -5.4M 1.28 1.78 27,667 35,467 654,794 2,140,695 2023-08-09 $15.82 $15.00 34.3% 9.9% 31.1% 7.0% 35.3% 2.4% 0.3% -7.0M 159.0M -5.6M 1.25 1.53 19,049 23,789 657,756 2,155,962 2023-08-10 $15.73 $15.00 34.1% 9.6% 31.1% 6.5% 34.3% 2.9% -0.7% -6.7M 150.6M -5.5M 2.21 1.89 14,175 31,297 663,710 2,147,863 2023-08-11 $15.64 $15.00 33.3% 9.4% 31.0% 4.8% 33.6% 3.2% -0.8% -7.4M 182.7M -5.6M 1.29 1.66 31,889 41,086 665,598 2,162,278 2023-08-14 $15.82 $15.00 32.6% 9.4% 31.6% 3.1% 33.5% 2.8% 0.4% -6.1M 143.3M -5.7M 0.72 1.62 41,786 30,110 652,230 2,161,230 2023-08-15 $15.52 $15.00 33.7% 9.6% 29.3% 5.7% 34.8% 3.1% 0.8% -6.3M 171.7M -5.6M 1.30 1.63 25,460 32,988 672,269 2,153,898 2023-08-16 $15.43 $15.00 35.5% 10.2% 29.2% 10.0% 34.6% 3.1% -0.9% -7.1M 204.5M -5.8M 1.12 1.49 25,658 28,795 676,480 2,160,315 2023-08-17 $15.07 $15.00 35.2% 10.1% 22.0% 9.1% 34.7% 3.7% 0.5% -8.0M 249.8M -5.7M 1.98 1.35 26,825 53,162 679,710 2,150,295 2023-08-18 $15.05 $15.00 34.3% 9.8% 22.1% 7.1% 34.0% 3.6% 0.0% 1.1M 248.6M -5.6M 1.71 1.91 19,681 33,652 686,026 2,167,533 2023-08-21 $15.16 $15.00 33.7% 9.6% 21.2% 5.6% 33.3% 4.4% 0.4% -11.9M 204.3M -5.6M 0.58 1.95 30,047 17,470 548,998 2,041,292 2023-08-22 $14.84 $15.00 33.6% 9.6% 21.7% 5.3% 33.6% 3.4% -0.1% -13.2M 269.8M -5.8M 1.85 1.90 23,652 43,718 564,237 2,046,762 2023-08-23 $14.82 $15.00 32.3% 9.2% 21.5% 2.4% 31.9% 3.7% -0.1% -13.1M 252.2M -5.7M 1.24 1.99 32,477 40,313 572,381 2,071,585 2023-08-24 $14.64 $15.00 33.7% 9.5% 21.2% 5.7% 33.0% 3.9% 0.0% -13.9M 275.1M -5.6M 1.50 2.05 16,734 25,081 587,873 2,084,105 2023-08-25 $14.61 $15.00 32.0% 9.0% 19.5% 1.7% 30.6% 4.0% 0.3% -14.6M 281.9M -5.7M 1.22 1.73 29,811 36,445 591,222 2,093,020 2023-08-28 $14.70 $15.00 30.6% 8.5% 20.1% 0.0% 29.3% 3.4% 0.9% -15.1M 280.6M -5.7M 0.80 2.34 21,428 17,234 561,592 2,101,208 2023-08-29 $14.91 $15.00 30.6% 8.6% 19.9% 0.1% 30.2% 3.8% 0.2% -15.0M 227.6M -5.7M 1.60 1.86 28,991 46,457 570,399 2,105,827 2023-08-30 $14.79 $15.00 30.0% 8.3% 19.5% 0.0% 29.0% 3.2% -0.1% -16.2M 259.0M -5.7M 0.97 4.72 15,793 15,338 582,863 2,138,084 2023-08-31 $14.79 $15.00 28.7% 7.8% 19.5% 0.0% 28.8% 3.9% 0.6% -16.5M 269.2M -5.7M 1.66 2.05 17,476 29,011 588,885 2,138,615
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