AAL Options History — May 2024 In May 2024, AAL traded between $11.43 and $15.18. ATM implied volatility averaged 35.8%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 5.9% (HV 20d: 41.7%). Max pain ranged from $13.00 to $15.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.56.
Notable Days 2024-05-29 : Highest Volume — 948,386 contracts2024-05-29 : Largest IV spike — 11.8% change2024-05-29 : Highest IV Rank — 51.8%2024-05-29 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $13.94 $11.43 $15.18 $13.64 $11.48 Max Pain $14.68 $13.00 $15.00 $14.00 $13.00 ATM IV 35.8% 33.4% 39.9% 36.8% 38.1% Expected Move 10.3% 9.4% 11.8% 10.8% 11.1% HV 20d 41.7% 34.5% 62.4% 40.1% 61.8% HV 60d 38.8% 35.1% 47.6% 36.2% 47.5% IV Rank 32.8% 21.9% 51.8% 37.4% 43.6% IV Percentile 36.2% 13.5% 71.0% 40.9% 60.3% Term Structure 0.1% -1.8% 4.0% 0.1% -1.6% VWIV 36.1% 32.8% 41.8% 37.8% 40.5% Skew 25d 2.2% 0.9% 5.8% 2.1% 2.2% Skew 10d 3.9% -5.0% 8.1% 3.8% -5.0% Call IV 25d 35.2% 32.2% 38.6% 35.7% 37.8% Put IV 25d 37.4% 35.0% 43.4% 37.7% 40.0% Bid-Ask Spread % 25.07 12.08 44.07 38.46 18.88 Gamma HHI 0.14 0.11 0.22 0.14 0.19 Net GEX -10.5M -23.1M -719.3K -11.7M -21.4M Net DEX 225.1M -58.1M 821.6M 239.3M 733.1M Net VEX -5.6M -6.0M -5.1M -5.5M -6.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.56 0.54 3.55 2.26 1.56 Total Volume 148,891.364 41,680 948,386 98,847 233,819 Total OI 3,299,962.091 3,121,155 3,665,711 3,121,155 3,665,711
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 2024-05-01 $13.64 $14.00 36.8% 10.8% 40.1% 37.4% 37.8% 2.1% 0.1% -11.7M 239.3M -5.5M 2.26 38.46 30,321 68,526 677,536 2,443,619 2024-05-02 $13.86 $14.00 35.9% 10.2% 39.7% 33.4% 36.0% 2.4% -0.0% -9.9M 198.4M -5.5M 2.99 40.52 23,488 70,293 685,959 2,487,372 2024-05-03 $13.84 $14.00 34.0% 9.4% 39.6% 24.6% 33.4% 2.4% 0.9% -11.9M 231.6M -5.5M 1.70 44.07 26,301 44,696 689,057 2,529,525 2024-05-06 $14.66 $15.00 34.2% 10.1% 44.3% 25.6% 35.9% 1.5% 4.0% -5.0M 5.6M -5.1M 0.66 22.56 92,628 60,670 662,375 2,530,394 2024-05-07 $14.29 $15.00 34.5% 10.0% 45.4% 26.8% 34.5% 3.0% 0.0% -6.2M 103.4M -5.3M 2.29 27.47 27,103 61,931 686,144 2,549,129 2024-05-08 $14.48 $15.00 34.2% 10.1% 42.8% 25.3% 34.6% 2.2% 0.7% -4.5M 68.4M -5.5M 0.54 26.27 27,025 14,655 693,094 2,583,752 2024-05-09 $14.48 $15.00 34.1% 10.1% 42.4% 25.1% 34.3% 2.4% 1.8% -3.8M 77.2M -5.6M 1.39 23.03 35,440 49,314 701,930 2,600,914 2024-05-10 $14.43 $15.00 33.4% 9.8% 39.4% 21.9% 35.5% 2.8% 1.5% -2.1M 94.4M -5.6M 1.57 17.49 20,452 32,175 714,780 2,616,142 2024-05-13 $14.96 $15.00 35.2% 10.1% 40.2% 30.3% 36.2% 2.0% -0.2% -2.8M -10.2M -5.6M 0.79 29.49 72,038 56,924 694,182 2,605,924 2024-05-14 $15.18 $15.00 37.3% 10.2% 40.2% 39.9% 35.8% 1.6% -1.8% -719.3K -58.1M -5.8M 0.71 21.86 59,915 42,624 711,987 2,656,281 2024-05-15 $14.96 $15.00 36.1% 10.0% 35.0% 34.3% 35.1% 2.5% -1.6% -2.5M -11.3M -5.6M 0.82 22.91 40,766 33,464 732,329 2,671,679 2024-05-16 $14.77 $15.00 36.0% 10.0% 35.3% 33.9% 35.6% 1.4% -1.5% -3.2M 20.0M -5.6M 1.62 26.21 31,307 50,603 746,806 2,681,619 2024-05-17 $14.77 $15.00 36.0% 10.0% 35.3% 34.0% 35.0% 1.7% -1.8% -8.2M 55.4M -5.8M 0.63 12.08 58,804 37,116 750,150 2,711,480 2024-05-20 $14.52 $15.00 36.9% 10.5% 34.5% 37.8% 35.0% 1.5% -0.8% -10.3M 148.2M -5.7M 1.16 19.30 49,379 57,049 620,175 2,502,370 2024-05-21 $14.09 $15.00 35.2% 10.0% 36.1% 30.1% 34.9% 0.9% 0.2% -13.9M 229.7M -5.7M 2.18 23.71 51,300 111,915 645,069 2,525,901 2024-05-22 $14.11 $15.00 36.0% 10.3% 34.6% 33.8% 32.8% 2.5% 0.1% -13.8M 236.0M -5.8M 1.40 15.30 20,762 28,964 669,938 2,543,350 2024-05-23 $13.77 $15.00 35.4% 10.1% 35.5% 30.9% 37.0% 2.2% 1.5% -16.6M 307.0M -5.6M 1.53 29.81 29,685 45,545 676,217 2,550,243 2024-05-24 $13.79 $15.00 34.6% 9.9% 35.0% 27.2% 36.4% 2.1% 0.3% -16.4M 316.6M -5.9M 1.42 23.68 24,977 35,426 685,194 2,574,380 2024-05-28 $13.46 $15.00 35.7% 10.4% 35.7% 32.4% 35.7% 1.8% -1.1% -18.9M 378.7M -5.8M 1.14 32.98 57,613 65,626 671,166 2,566,868 2024-05-29 $11.61 $14.00 39.9% 11.8% 62.4% 51.8% 41.8% 5.8% 1.6% -23.1M 821.6M -5.7M 3.55 21.73 208,481 739,905 701,603 2,593,453 2024-05-30 $11.43 $14.00 37.9% 11.2% 62.3% 42.5% 39.6% 1.7% -1.4% -22.7M 767.0M -5.8M 2.44 13.70 100,660 245,925 808,187 2,785,182 2024-05-31 $11.48 $13.00 38.1% 11.1% 61.8% 43.6% 40.5% 2.2% -1.6% -21.4M 733.1M -6.0M 1.56 18.88 91,427 142,392 856,322 2,809,389
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