AAL Options History — August 2024 In August 2024, AAL traded between $9.27 and $10.61. ATM implied volatility averaged 42.7%, placing in the 55.7% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 2.7% (HV 20d: 45.4%). 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 12 of 22 days. Put/call ratio averaged 1.50.
Notable Days 2024-08-02 : Highest Volume — 437,122 contracts2024-08-06 : Largest IV drop — 13.3% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.99 $9.27 $10.61 $10.13 $10.61 Max Pain $11.91 $11.00 $12.00 $11.00 $12.00 ATM IV 42.7% 38.8% 54.4% 43.5% 39.1% Expected Move 12.5% 11.3% 15.8% 13.2% 11.3% HV 20d 45.4% 33.3% 51.1% 44.1% 33.3% HV 60d 42.1% 34.6% 45.8% 42.9% 35.1% IV Rank 55.7% 39.3% 100.0% 68.5% 40.6% IV Percentile 69.8% 48.8% 100.0% 80.2% 48.8% Term Structure -0.1% -4.1% 2.0% -1.8% 0.5% VWIV 44.0% 36.4% 54.3% 46.4% 41.1% Skew 25d 4.3% 2.2% 6.5% 3.0% 2.2% Skew 10d 8.7% 2.3% 12.5% 2.3% 4.2% Call IV 25d 40.8% 36.5% 51.8% 42.6% 38.3% Put IV 25d 45.0% 40.0% 57.7% 45.6% 40.5% Bid-Ask Spread % 24.30 1.78 45.43 17.47 14.84 Gamma HHI 0.20 0.16 0.23 0.23 0.21 Net GEX -16.7M -20.6M -12.1M -20.6M -16.4M Net DEX 680.1M 474.2M 918.8M 758.8M 474.2M Net VEX -6.8M -7.2M -6.5M -6.7M -6.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.50 0.23 6.69 1.27 1.22 Total Volume 108,578.636 27,476 437,122 124,126 114,484 Total OI 3,845,154.682 3,646,504 3,962,825 3,786,273 3,938,296
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 2024-08-01 $10.13 $11.00 43.5% 13.2% 44.1% 68.5% 46.4% 3.0% -1.8% -20.6M 758.8M -6.7M 1.27 17.47 54,763 69,363 957,562 2,828,711 2024-08-02 $9.66 $11.00 48.8% 15.0% 46.6% 93.1% 52.2% 4.7% -1.7% -18.3M 871.3M -6.8M 4.45 7.56 80,250 356,872 983,946 2,837,976 2024-08-05 $9.27 $12.00 54.4% 15.8% 48.2% 100.0% 53.6% 5.9% 0.9% -17.3M 909.1M -6.6M 1.50 38.23 56,712 84,872 973,969 2,861,303 2024-08-06 $9.32 $12.00 47.2% 14.4% 48.1% 71.9% 54.3% 4.7% 1.4% -18.2M 918.8M -6.5M 0.84 45.43 46,191 38,692 987,095 2,864,974 2024-08-07 $9.32 $12.00 47.7% 14.5% 47.5% 74.2% 50.3% 5.6% 1.4% -17.9M 880.3M -6.6M 0.95 37.22 54,972 52,133 1,006,394 2,809,113 2024-08-08 $9.84 $12.00 43.8% 13.1% 50.6% 58.9% 49.4% 6.5% 0.3% -17.2M 739.7M -6.9M 2.06 41.53 38,791 79,797 1,043,793 2,823,536 2024-08-09 $9.84 $12.00 41.7% 12.2% 50.6% 50.8% 45.0% 4.3% 2.0% -17.8M 747.0M -6.9M 0.82 34.97 38,275 31,511 1,054,209 2,829,291 2024-08-12 $9.61 $12.00 44.1% 12.6% 51.1% 59.9% 44.5% 5.0% 0.3% -18.1M 808.9M -6.7M 2.74 42.68 26,404 72,338 1,028,665 2,819,180 2024-08-13 $9.77 $12.00 45.8% 12.1% 47.2% 66.7% 43.6% 4.0% -0.3% -17.6M 759.7M -6.6M 0.23 40.27 118,163 26,905 1,036,602 2,830,643 2024-08-14 $9.79 $12.00 39.9% 11.8% 47.2% 43.7% 43.5% 5.1% 1.1% -16.5M 750.9M -6.7M 0.84 38.37 36,646 30,803 1,040,706 2,830,558 2024-08-15 $10.09 $12.00 38.8% 11.3% 47.2% 39.3% 36.4% 4.1% 0.6% -15.4M 629.5M -6.6M 0.67 38.56 73,342 49,063 1,060,157 2,827,867 2024-08-16 $10.07 $12.00 39.3% 11.4% 47.1% 41.3% 40.2% 3.5% 0.2% -12.1M 621.0M -6.6M 1.11 33.98 44,356 49,253 1,103,036 2,820,956 2024-08-19 $10.32 $12.00 39.0% 11.4% 48.0% 40.3% 38.1% 4.6% -1.8% -14.3M 528.6M -6.7M 0.61 1.78 49,521 30,259 927,171 2,719,333 2024-08-20 $10.34 $12.00 39.6% 11.4% 47.4% 42.3% 40.8% 4.1% -0.8% -13.6M 509.2M -6.5M 1.42 11.37 28,647 40,684 949,628 2,734,211 2024-08-21 $10.41 $12.00 40.0% 11.5% 46.1% 44.1% 39.5% 4.1% -0.4% -13.5M 506.6M -6.8M 6.69 22.94 27,189 181,992 952,980 2,749,580 2024-08-22 $10.18 $12.00 43.2% 12.4% 42.9% 56.4% 44.0% 3.6% -0.5% -17.4M 613.5M -7.2M 1.61 9.33 17,497 28,184 963,332 2,999,493 2024-08-23 $10.34 $12.00 39.6% 11.5% 43.2% 42.7% 40.6% 3.8% -0.7% -16.8M 557.3M -6.9M 0.53 11.40 31,950 17,085 965,803 2,928,764 2024-08-26 $10.23 $12.00 41.7% 12.0% 43.0% 50.6% 41.2% 3.9% -0.1% -17.7M 603.6M -7.0M 0.91 3.99 22,303 20,394 935,598 2,916,302 2024-08-27 $10.18 $12.00 41.0% 11.9% 41.4% 48.0% 41.0% 4.2% 0.5% -17.6M 616.1M -6.9M 0.48 11.13 29,936 14,383 944,420 2,926,667 2024-08-28 $10.18 $12.00 42.2% 12.4% 41.4% 52.6% 43.7% 4.2% 0.1% -17.3M 613.7M -6.8M 0.54 15.70 17,836 9,640 956,599 2,930,012 2024-08-29 $10.39 $12.00 39.1% 11.6% 37.5% 40.6% 40.0% 3.0% -4.1% -16.3M 544.9M -6.9M 1.49 15.90 38,706 57,573 964,396 2,930,576 2024-08-30 $10.61 $12.00 39.1% 11.3% 33.3% 40.6% 41.1% 2.2% 0.5% -16.4M 474.2M -6.7M 1.22 14.84 51,486 62,998 969,593 2,968,703
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