AAL Options History — December 2024 In December 2024, AAL traded between $14.48 and $17.67. ATM implied volatility averaged 42.3%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 18.8% (HV 20d: 61.1%). Max pain ranged from $13.00 to $14.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.96.
Notable Days 2024-12-05 : Highest Volume — 533,306 contracts2024-12-05 : Largest IV spike — 18.1% change2024-12-30 : Highest IV Rank — 75.8%2024-12-05 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.80 $14.48 $17.67 $14.68 $17.41 Max Pain $13.52 $13.00 $14.00 $13.00 $14.00 ATM IV 42.3% 36.6% 50.7% 38.0% 48.8% Expected Move 12.0% 11.3% 13.2% 11.9% 12.4% HV 20d 61.1% 32.3% 67.5% 35.1% 65.9% HV 60d 48.3% 38.3% 51.7% 38.9% 46.9% IV Rank 40.6% 16.8% 75.8% 22.8% 67.9% IV Percentile 55.3% 21.0% 92.1% 29.8% 89.7% Term Structure 1.2% -5.5% 7.9% 2.1% -0.8% VWIV 43.0% 39.6% 47.2% 41.6% 45.5% Skew 25d 1.2% -0.2% 2.9% 1.2% 2.0% Skew 10d 2.0% -20.7% 8.3% 2.7% 6.2% Call IV 25d 42.3% 36.2% 48.8% 37.8% 48.8% Put IV 25d 43.5% 37.5% 50.7% 38.9% 50.7% Bid-Ask Spread % 8.47 2.64 29.84 29.84 7.65 Gamma HHI 0.15 0.10 0.31 0.17 0.15 Net GEX 11.0M 5.7M 20.4M 6.9M 10.3M Net DEX -706.0M -974.7M -315.2M -357.5M -716.7M Net VEX -4.8M -5.3M -4.5M -5.0M -4.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.19 4.67 1.23 0.52 Total Volume 104,116.095 47,258 533,306 63,368 47,258 Total OI 3,259,995.714 3,064,436 3,406,767 3,246,449 3,113,220
Daily Data (21 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 2024-12-02 $14.68 $13.00 38.0% 11.9% 35.1% 22.8% 41.6% 1.2% 2.1% 6.9M -357.5M -5.0M 1.23 29.84 28,426 34,942 882,717 2,363,732 2024-12-03 $14.48 $13.00 37.9% 11.8% 32.3% 22.2% 41.8% 0.6% 1.3% 5.7M -315.2M -5.1M 0.27 26.76 51,138 13,778 889,791 2,384,786 2024-12-04 $14.82 $13.00 36.6% 11.4% 32.9% 16.8% 40.1% 2.0% 1.6% 9.5M -416.8M -5.3M 0.37 21.52 41,946 15,445 947,626 2,390,958 2024-12-05 $17.59 $13.00 43.2% 13.2% 64.9% 44.5% 46.5% -0.1% 1.3% 7.0M -974.7M -4.8M 0.26 3.64 422,910 110,396 915,023 2,399,446 2024-12-06 $17.38 $13.00 38.9% 11.9% 64.3% 26.3% 42.9% 0.7% 2.9% 12.2M -889.8M -4.8M 0.34 2.97 121,901 42,037 941,511 2,431,444 2024-12-09 $17.19 $13.00 39.6% 11.9% 64.8% 29.4% 42.2% -0.1% 1.3% 10.7M -809.4M -4.7M 4.67 6.97 36,796 171,711 920,950 2,407,201 2024-12-10 $17.48 $13.00 40.5% 11.9% 64.6% 33.0% 42.0% -0.2% 0.5% 11.0M -874.6M -4.7M 0.47 2.90 85,365 40,129 931,610 2,323,516 2024-12-11 $17.54 $13.00 38.8% 11.5% 63.9% 25.8% 40.9% -0.1% 1.6% 12.6M -909.1M -4.6M 0.71 2.66 35,167 25,088 967,956 2,323,328 2024-12-12 $17.30 $13.00 37.6% 11.3% 64.5% 21.1% 39.6% 0.9% 2.0% 12.1M -840.7M -4.7M 0.62 3.50 31,023 19,132 972,077 2,335,688 2024-12-13 $16.91 $13.00 37.3% 11.3% 65.5% 19.6% 40.1% 0.3% 3.6% 10.9M -759.3M -4.7M 0.73 2.64 54,483 40,020 976,435 2,348,663 2024-12-16 $16.51 $14.00 41.1% 11.9% 66.6% 35.5% 42.0% 0.4% 1.4% 9.6M -646.5M -4.8M 1.29 2.93 29,907 38,483 966,003 2,343,395 2024-12-17 $16.68 $14.00 41.8% 12.0% 66.5% 38.7% 42.1% 0.6% 1.8% 9.6M -681.0M -4.9M 0.76 3.11 30,118 22,791 976,255 2,368,239 2024-12-18 $16.32 $14.00 42.9% 12.3% 67.3% 43.1% 44.2% 0.7% 7.9% 8.1M -604.4M -4.8M 0.52 6.49 42,753 22,086 990,450 2,369,437 2024-12-19 $16.71 $14.00 44.2% 12.6% 67.5% 48.6% 47.2% 2.8% 1.9% 10.2M -677.7M -5.0M 2.04 3.11 21,629 44,203 994,991 2,380,947 2024-12-20 $16.98 $14.00 43.3% 12.1% 67.1% 45.0% 42.7% 2.7% 2.9% 20.4M -744.4M -4.9M 1.02 3.93 36,552 37,437 992,256 2,414,511 2024-12-23 $17.18 $14.00 46.5% 12.3% 67.1% 58.2% 43.1% 1.5% -1.9% 13.8M -684.5M -4.9M 1.59 11.03 20,702 32,948 902,548 2,161,888 2024-12-24 $17.20 $14.00 45.5% 11.9% 66.2% 53.9% 42.5% 1.3% 0.3% 15.3M -709.9M -4.5M 1.45 11.95 20,207 29,199 910,476 2,187,355 2024-12-26 $17.37 $14.00 47.0% 12.1% 65.3% 60.5% 44.7% 2.9% -1.1% 15.6M -739.5M -4.6M 0.19 7.27 99,527 19,326 914,460 2,201,993 2024-12-27 $17.30 $14.00 47.9% 12.4% 65.4% 64.1% 45.4% 2.4% -0.7% 8.6M -704.1M -4.9M 0.24 3.32 67,806 16,562 927,115 2,213,831 2024-12-30 $17.67 $14.00 50.7% 12.8% 65.4% 75.8% 46.5% 2.1% -5.5% 10.6M -769.5M -4.8M 0.91 13.74 44,657 40,454 912,826 2,163,256 2024-12-31 $17.41 $14.00 48.8% 12.4% 65.9% 67.9% 45.5% 2.0% -0.8% 10.3M -716.7M -4.8M 0.52 7.65 31,005 16,253 923,855 2,189,365
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