AAL Options History — October 2024 In October 2024, AAL traded between $10.79 and $13.91. ATM implied volatility averaged 51.5%, placing in the 80.1% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 8.1% (HV 20d: 43.4%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.23.
Notable Days 2024-10-16 : Highest Volume — 321,868 contracts2024-10-24 : Largest IV drop — 12.5% change2024-10-02 : Highest IV Rank — 100.0%2024-10-04 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $12.38 $10.79 $13.91 $10.93 $13.41 Max Pain $11.91 $11.00 $12.00 $11.00 $12.00 ATM IV 51.5% 43.7% 56.5% 53.0% 44.7% Expected Move 14.8% 12.9% 16.4% 15.1% 13.4% HV 20d 43.4% 35.3% 48.2% 41.8% 39.3% HV 60d 39.9% 36.1% 42.1% 40.9% 37.1% IV Rank 80.1% 46.7% 100.0% 93.5% 50.8% IV Percentile 91.9% 69.4% 100.0% 99.6% 74.6% Term Structure -0.8% -2.3% 1.7% 0.9% -0.5% VWIV 52.4% 46.0% 57.7% 53.9% 47.5% Skew 25d 2.5% -0.3% 4.8% 3.4% 1.3% Skew 10d 5.2% 2.3% 8.6% 7.7% 7.0% Call IV 25d 51.0% 43.6% 55.9% 52.0% 44.7% Put IV 25d 53.4% 45.5% 59.0% 55.4% 46.0% Bid-Ask Spread % 16.14 5.72 39.80 39.80 13.37 Gamma HHI 0.17 0.11 0.26 0.25 0.13 Net GEX -3.6M -12.8M 4.1M -12.1M 1.1M Net DEX 18.9M -320.4M 407.4M 363.2M -185.0M Net VEX -5.9M -6.3M -5.6M -6.2M -5.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.23 0.19 5.54 1.15 0.90 Total Volume 132,780.043 49,437 321,868 78,659 49,437 Total OI 3,529,279.13 3,380,943 3,677,522 3,381,138 3,580,763
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 2024-10-01 $10.93 $11.00 53.0% 15.1% 41.8% 93.5% 53.9% 3.4% 0.9% -12.1M 363.2M -6.2M 1.15 39.80 36,606 42,053 834,497 2,546,641 2024-10-02 $10.79 $11.00 54.7% 15.5% 42.1% 100.0% 55.4% 3.0% -0.5% -12.8M 407.4M -6.2M 1.39 28.10 27,338 37,948 848,891 2,560,866 2024-10-03 $10.80 $12.00 55.7% 15.8% 41.9% 100.0% 54.5% 4.8% -0.0% -12.5M 395.1M -6.2M 1.31 10.32 48,288 63,122 857,273 2,547,057 2024-10-04 $11.46 $12.00 56.3% 16.4% 46.9% 100.0% 56.2% 3.1% -1.0% -3.3M 211.0M -6.3M 0.50 9.44 94,529 46,876 882,839 2,561,158 2024-10-07 $11.52 $12.00 56.5% 15.7% 45.1% 100.0% 55.9% 4.7% -0.9% -8.5M 220.6M -6.2M 2.21 17.41 32,285 71,336 855,897 2,525,046 2024-10-08 $11.89 $12.00 54.6% 15.8% 45.4% 92.1% 54.4% 2.3% 0.7% -6.5M 106.1M -6.1M 0.65 22.69 65,005 42,074 864,104 2,573,599 2024-10-09 $11.89 $12.00 55.9% 15.9% 44.3% 97.7% 54.6% 1.6% -0.5% -6.5M 120.1M -6.2M 1.20 15.95 102,622 122,836 889,559 2,593,885 2024-10-10 $11.71 $12.00 53.7% 15.1% 44.5% 88.6% 53.0% 1.6% -1.3% -9.0M 205.7M -6.1M 0.88 23.06 30,380 26,700 925,732 2,693,717 2024-10-11 $11.77 $12.00 52.2% 15.0% 43.2% 82.3% 54.8% 3.9% 0.2% -8.7M 165.3M -5.8M 1.04 22.81 32,685 34,001 931,468 2,647,616 2024-10-14 $11.82 $12.00 50.7% 14.4% 43.1% 75.8% 50.9% 1.8% -1.1% -7.6M 145.3M -5.7M 2.73 23.12 27,534 75,271 871,991 2,568,026 2024-10-15 $12.04 $12.00 53.5% 15.4% 42.6% 87.7% 53.7% 3.0% -2.2% -6.9M 108.7M -5.9M 1.24 16.78 49,136 60,894 880,132 2,593,298 2024-10-16 $12.86 $12.00 53.3% 15.3% 47.7% 86.8% 54.1% 2.9% -2.3% -3.1M -135.7M -5.6M 0.48 16.56 216,848 105,020 887,279 2,623,127 2024-10-17 $12.82 $12.00 52.3% 15.0% 47.8% 82.5% 53.6% 2.9% -0.7% -2.4M -125.3M -5.8M 1.54 9.66 103,549 159,504 934,126 2,648,340 2024-10-18 $13.05 $12.00 52.1% 14.8% 47.8% 81.6% 54.1% -0.3% 1.7% 2.5M -198.4M -5.8M 0.19 5.72 159,137 29,780 966,879 2,710,643 2024-10-21 $13.02 $12.00 54.1% 15.5% 47.7% 90.3% 54.8% 2.4% -2.2% -439.0K -113.5M -6.0M 0.69 12.29 79,023 54,337 951,891 2,579,611 2024-10-22 $12.91 $12.00 52.5% 15.5% 48.0% 83.6% 54.5% 2.1% -2.1% -219.5K -81.7M -6.2M 0.99 12.73 30,648 30,413 992,699 2,618,474 2024-10-23 $12.82 $12.00 53.4% 16.0% 48.2% 87.0% 57.7% 1.7% -1.8% -1.3M -64.8M -6.1M 1.11 8.10 53,159 59,018 1,002,179 2,631,308 2024-10-24 $12.75 $12.00 46.7% 13.3% 40.3% 59.1% 46.3% 1.6% -1.7% 2.3M -51.1M -5.8M 0.86 9.60 101,564 87,634 1,024,208 2,647,665 2024-10-25 $13.11 $12.00 46.4% 13.5% 39.8% 57.8% 47.3% 2.6% -1.4% 3.5M -201.0M -5.7M 0.63 13.60 88,849 56,097 1,027,323 2,646,964 2024-10-28 $13.66 $12.00 44.6% 13.0% 38.7% 50.4% 46.0% 1.9% -0.2% 1.8M -255.4M -5.6M 0.30 13.04 132,365 39,383 927,092 2,602,123 2024-10-29 $13.84 $12.00 44.0% 13.1% 36.4% 48.0% 46.8% 2.8% 0.6% 3.2M -280.5M -5.7M 0.78 13.79 35,810 28,084 938,422 2,615,543 2024-10-30 $13.91 $12.00 43.7% 12.9% 35.3% 46.7% 46.3% 1.7% -1.0% 4.1M -320.4M -5.7M 5.54 13.19 28,253 156,510 952,497 2,610,972 2024-10-31 $13.41 $12.00 44.7% 13.4% 39.3% 50.8% 47.5% 1.3% -0.5% 1.1M -185.0M -5.8M 0.90 13.37 26,015 23,422 952,923 2,627,840
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