AEO Options History — July 2013

In July 2013, AEO traded between $18.41 and $19.64. ATM implied volatility averaged 26.1%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 5.0% (HV 20d: 21.1%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.52.

Notable Days

  • 2013-07-29: Highest Volume — 8,984 contracts
  • 2013-07-29: Largest IV spike — 27.9% change
  • 2013-07-29: Highest IV Rank — 33.3%
  • 2013-07-29: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.98$18.41$19.64$18.41$19.64
Max Pain$19.50$19.00$20.00$19.00$19.00
ATM IV26.1%23.3%31.0%26.9%29.3%
Expected Move7.6%6.9%8.9%7.7%8.4%
HV 20d21.1%14.4%25.6%24.6%14.7%
HV 60d22.4%20.2%24.5%24.5%20.3%
IV Rank16.8%7.6%33.3%19.5%27.6%
IV Percentile8.5%0.4%52.8%5.2%29.4%
Term Structure4.1%1.6%5.9%2.9%2.8%
VWIV26.5%22.9%31.2%25.4%30.9%
Skew 25d2.9%0.2%6.7%5.5%3.6%
Skew 10d8.6%1.9%15.6%13.5%8.2%
Call IV 25d25.2%21.2%28.6%22.8%28.2%
Put IV 25d28.1%24.9%31.8%28.3%31.8%
Bid-Ask Spread %17.6212.0727.8414.7923.18
Gamma HHI0.160.150.200.160.20
Net GEX617.9K218.9K966.4K335.0K304.5K
Net DEX-3.2M-8.0M2.6M2.6M-6.8M
Net VEX-187.8K-204.3K-171.8K-185.8K-204.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.520.0415.300.222.46
Total Volume1,438.5911418,9846241,313
Total OI64,654.13660,39469,67164,15769,671

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-07-01$18.41$19.0026.9%7.7%24.6%19.5%25.4%5.5%2.9%335.0K2.6M-185.8K0.2214.7951211244,64019,517
2013-07-02$18.49$19.0025.9%7.4%24.2%16.4%22.9%6.7%3.5%371.4K2.1M-183.9K0.2316.491,73540044,76519,395
2013-07-03$18.51$19.0025.8%7.4%23.8%15.9%26.2%2.7%2.1%471.2K965.1K-189.1K0.0812.071301146,25819,567
2013-07-05$18.72$20.0023.3%7.8%24.0%7.6%27.4%4.3%4.0%550.1K-483.9K-193.1K0.1918.552855546,19019,559
2013-07-08$19.19$20.0026.5%8.2%25.6%18.4%27.3%2.3%3.2%802.7K-6.9M-204.3K0.1318.271,87423946,19519,523
2013-07-09$19.11$20.0024.4%7.8%25.1%11.2%24.2%1.9%4.4%864.7K-6.1M-201.5K0.5218.5125413247,29719,626
2013-07-10$19.10$20.0024.6%8.0%24.5%12.1%27.5%1.7%3.6%868.6K-6.0M-199.6K1.4618.1225337047,31019,628
2013-07-11$19.27$20.0026.9%7.7%24.1%19.5%26.8%2.7%3.9%966.4K-8.0M-200.8K1.2416.52789747,47119,584
2013-07-12$19.12$20.0027.1%7.8%23.8%20.2%26.9%2.4%3.3%926.9K-6.2M-193.9K0.8618.2828824747,52419,611
2013-07-15$19.17$20.0026.6%7.6%23.6%18.6%26.6%2.7%4.4%908.9K-6.2M-191.2K0.0417.664,64217147,44619,711
2013-07-16$18.80$20.0026.6%7.6%24.6%18.7%27.5%3.5%4.0%687.8K-623.9K-177.1K1.7717.3535162043,40119,816
2013-07-17$18.69$19.0025.6%7.3%24.5%15.4%25.7%2.1%4.8%665.7K1.3M-171.8K1.2916.8242955543,67719,949
2013-07-18$18.66$20.0025.9%7.4%23.1%16.4%25.7%2.6%5.2%608.5K1.0M-171.8K0.1718.731,86931743,49620,057
2013-07-19$18.62$20.0024.3%7.0%21.3%10.9%25.1%0.2%5.8%501.0K1.0M-174.1K0.6613.2952134244,78820,147
2013-07-22$18.89$20.0025.3%7.2%21.8%14.1%25.3%2.4%5.5%458.4K-2.1M-175.9K0.8917.2646040842,11718,277
2013-07-23$18.97$19.0023.9%6.9%17.2%9.7%23.7%3.7%5.9%489.5K-3.1M-180.7K0.1319.5085011342,32718,493
2013-07-24$19.04$19.0024.4%7.0%14.8%11.1%24.6%2.1%5.8%551.2K-4.1M-181.7K0.6624.2726717542,82218,571
2013-07-25$19.15$19.0024.6%7.1%14.5%12.0%26.1%1.8%5.8%637.8K-5.6M-182.9K1.3212.5514719442,75718,628
2013-07-26$19.20$19.0024.2%6.9%14.4%10.7%25.0%1.7%5.8%666.3K-6.0M-182.5K0.6214.1830118742,85218,697
2013-07-29$19.26$19.0031.0%8.9%14.4%33.3%31.2%5.5%1.6%738.7K-6.9M-183.2K15.3027.845518,43342,93318,773
2013-07-30$19.46$19.0030.4%8.7%14.5%31.2%30.2%1.7%2.7%218.9K-4.6M-202.7K3.1113.403311,03043,36325,962
2013-07-31$19.64$19.0029.3%8.4%14.7%27.6%30.9%3.6%2.8%304.5K-6.8M-204.0K2.4623.1837993443,38626,285