AAL Options History — July 2024 In July 2024, AAL traded between $10.18 and $11.21. ATM implied volatility averaged 45.0%, placing in the 75.5% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 16.8% (HV 20d: 28.2%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.05.
Notable Days 2024-07-25 : Highest Volume — 572,665 contracts2024-07-25 : Largest IV drop — 18.5% change2024-07-24 : Highest IV Rank — 98.7%2024-07-24 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $10.79 $10.18 $11.21 $11.02 $10.68 Max Pain $11.68 $11.00 $12.00 $12.00 $11.00 ATM IV 45.0% 39.5% 50.0% 42.5% 39.5% Expected Move 12.8% 10.7% 15.7% 10.7% 11.3% HV 20d 28.2% 18.3% 40.3% 19.7% 40.3% HV 60d 42.7% 40.5% 43.7% 43.6% 43.7% IV Rank 75.5% 49.8% 98.7% 63.9% 49.8% IV Percentile 86.3% 57.9% 99.6% 79.8% 57.9% Term Structure -1.2% -2.3% 0.2% -2.1% -0.8% VWIV 45.0% 38.5% 55.2% 38.5% 39.4% Skew 25d 1.3% -1.7% 3.7% 1.0% 1.3% Skew 10d 1.2% -22.9% 7.2% -0.7% 0.9% Call IV 25d 45.0% 38.6% 53.9% 42.1% 39.2% Put IV 25d 46.3% 40.5% 52.2% 43.1% 40.5% Bid-Ask Spread % 20.83 1.97 32.42 15.31 16.81 Gamma HHI 0.20 0.17 0.25 0.20 0.22 Net GEX -20.9M -30.0M -18.2M -19.9M -18.5M Net DEX 614.3M 453.0M 732.7M 577.2M 590.8M Net VEX -6.5M -6.7M -6.1M -6.2M -6.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.43 1.80 1.00 0.43 Total Volume 155,317.773 58,444 572,665 100,057 82,481 Total OI 3,649,643.091 3,376,278 3,924,143 3,376,278 3,764,885
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 2024-07-01 $11.02 $12.00 42.5% 10.7% 19.7% 63.9% 38.5% 1.0% -2.1% -19.9M 577.2M -6.2M 1.00 15.31 50,115 49,942 784,415 2,591,863 2024-07-02 $11.05 $12.00 43.2% 11.4% 19.7% 67.4% 39.9% 0.7% -1.8% -21.1M 578.0M -6.3M 1.32 14.08 51,212 67,422 806,307 2,627,794 2024-07-03 $11.11 $12.00 43.4% 11.9% 19.9% 68.2% 41.4% 0.4% -0.7% -21.5M 533.6M -6.1M 0.78 17.55 32,769 25,675 824,172 2,668,655 2024-07-05 $11.02 $12.00 45.1% 12.5% 19.3% 75.9% 44.3% 0.7% -1.3% -20.0M 595.8M -6.4M 1.52 28.43 37,177 56,353 831,780 2,693,629 2024-07-08 $10.93 $12.00 45.6% 12.7% 18.3% 78.5% 44.7% 0.2% -0.9% -21.6M 614.6M -6.3M 1.09 24.93 42,661 46,331 822,181 2,685,415 2024-07-09 $11.02 $12.00 46.8% 13.1% 18.5% 83.9% 45.9% 1.0% -0.3% -19.9M 589.2M -6.5M 0.64 29.18 42,809 27,347 841,923 2,713,079 2024-07-10 $11.18 $12.00 46.8% 13.5% 19.4% 83.9% 45.7% 1.1% 0.1% -18.2M 542.8M -6.5M 1.34 30.23 80,771 108,466 860,503 2,724,721 2024-07-11 $10.70 $12.00 46.5% 12.9% 23.9% 82.6% 45.5% 1.5% -1.4% -25.1M 712.3M -6.2M 0.98 31.30 149,568 146,413 894,406 2,731,180 2024-07-12 $10.71 $12.00 44.7% 12.4% 22.7% 74.2% 45.2% 2.2% 0.0% -22.5M 711.5M -6.4M 0.90 29.96 96,473 87,121 936,272 2,793,622 2024-07-15 $10.64 $12.00 45.8% 13.0% 22.7% 79.4% 46.8% 1.0% -1.4% -21.9M 682.1M -6.5M 0.44 29.59 76,895 34,163 921,946 2,771,932 2024-07-16 $11.21 $12.00 45.2% 12.9% 29.1% 76.5% 45.1% 2.4% -1.5% -18.4M 453.0M -6.5M 0.53 30.44 101,950 53,573 952,733 2,769,208 2024-07-17 $11.07 $12.00 47.7% 13.7% 28.7% 88.1% 49.6% 0.9% -2.3% -20.8M 520.3M -6.6M 0.98 32.02 58,282 57,094 950,180 2,788,525 2024-07-18 $10.64 $12.00 47.7% 13.7% 31.6% 87.9% 48.4% 0.4% -1.4% -24.3M 685.6M -6.5M 0.85 1.97 58,512 49,891 965,861 2,810,662 2024-07-19 $10.64 $12.00 48.1% 13.8% 31.6% 89.9% 50.3% 3.1% -1.1% -18.8M 688.4M -6.5M 1.08 4.71 43,615 47,217 983,046 2,819,993 2024-07-22 $10.73 $12.00 49.2% 14.6% 31.8% 95.1% 50.1% 3.5% -2.1% -18.4M 596.8M -6.5M 0.64 13.46 82,618 53,194 844,112 2,718,428 2024-07-23 $10.50 $11.00 49.3% 14.3% 32.5% 95.6% 50.9% 0.5% -1.5% -18.9M 641.1M -6.5M 1.80 12.69 47,801 86,105 878,975 2,725,620 2024-07-24 $10.18 $11.00 50.0% 15.7% 33.9% 98.7% 55.2% -1.7% -2.0% -19.9M 732.7M -6.3M 1.36 32.42 129,134 175,507 891,948 2,748,478 2024-07-25 $10.71 $11.00 40.7% 11.8% 39.2% 55.7% 41.2% 0.6% 0.2% -21.0M 585.8M -6.5M 1.41 16.06 237,505 335,160 977,095 2,806,667 2024-07-26 $10.59 $11.00 41.2% 11.9% 38.8% 58.1% 41.5% 3.7% -0.4% -30.0M 632.4M -6.7M 1.36 21.01 72,410 98,722 1,001,453 2,922,690 2024-07-29 $10.41 $11.00 39.8% 11.2% 39.1% 51.6% 38.7% 1.4% -1.3% -20.2M 675.5M -6.5M 1.67 12.74 51,884 86,750 909,969 2,778,475 2024-07-30 $10.73 $11.00 40.7% 11.8% 40.3% 55.8% 40.7% 2.6% -2.2% -18.5M 575.9M -6.7M 0.89 13.32 51,803 46,100 932,862 2,824,488 2024-07-31 $10.68 $11.00 39.5% 11.3% 40.3% 49.8% 39.4% 1.3% -0.8% -18.5M 590.8M -6.7M 0.43 16.81 57,854 24,627 943,387 2,821,498
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