AEO Options History — February 2017

In February 2017, AEO traded between $14.79 and $15.83. ATM implied volatility averaged 43.4%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 13.3% (HV 20d: 30.1%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 1.00.

Notable Days

  • 2017-02-28: Highest Volume — 7,946 contracts
  • 2017-02-28: Largest IV spike — 6.9% change
  • 2017-02-28: Highest IV Rank — 69.6%
  • 2017-02-28: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.29$14.79$15.83$15.04$15.75
Max Pain$15.05$15.00$16.00$16.00$15.00
ATM IV43.4%40.3%46.8%45.8%46.8%
Expected Move12.4%9.4%15.6%9.4%15.6%
HV 20d30.1%26.0%34.3%33.8%34.2%
HV 60d43.5%35.5%44.7%44.6%35.5%
IV Rank58.2%47.5%69.6%66.3%69.6%
IV Percentile85.2%71.8%98.4%92.5%98.4%
Term Structure-2.5%-4.2%0.1%-4.1%-4.0%
VWIV43.3%30.7%53.6%30.7%53.6%
Skew 25d4.0%0.1%7.6%4.9%5.0%
Skew 10d7.1%-43.2%23.5%17.9%-14.4%
Call IV 25d41.5%37.6%44.1%43.5%41.7%
Put IV 25d45.5%42.2%48.4%48.4%46.7%
Bid-Ask Spread %36.8914.05116.2373.2198.25
Gamma HHI0.190.120.410.170.13
Net GEX-3.8K-97.0K319.8K-63.0K26.0K
Net DEX2.9M-146.5K5.6M4.6M-146.5K
Net VEX-98.4K-107.1K-89.3K-93.2K-107.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.691.520.950.93
Total Volume3,926.0532,3197,9462,4407,946
Total OI33,618.89527,01240,14532,80331,918

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-02-01$15.04$16.0045.8%9.4%33.8%66.3%30.7%4.9%-4.1%-63.0K4.6M-93.2K0.9573.211,2531,18717,05815,745
2017-02-02$15.05$15.0045.1%11.8%33.3%63.9%40.2%0.7%-4.0%-54.3K4.5M-93.5K1.0726.591,2351,32117,10715,759
2017-02-03$14.99$15.0044.1%11.7%31.1%60.5%40.1%0.1%-3.4%26.3K4.8M-91.7K0.8724.711,3901,20817,28815,803
2017-02-06$15.19$15.0045.3%12.0%26.3%64.5%41.8%4.2%-2.4%-74.2K4.6M-93.0K0.9914.051,1641,15517,10715,815
2017-02-07$14.80$15.0042.8%11.5%26.0%56.0%41.2%0.7%-2.1%-90.9K5.6M-89.3K1.2130.331,9852,41117,32315,956
2017-02-08$15.11$15.0042.0%11.4%26.0%53.4%40.7%5.7%-2.1%-97.0K5.0M-96.0K1.5219.451,8342,78718,12716,966
2017-02-09$15.48$15.0042.4%11.4%27.3%54.9%39.4%6.1%-2.8%-54.4K2.6M-101.3K1.0225.241,7541,78418,47317,646
2017-02-10$15.70$15.0040.3%11.0%27.7%47.5%40.2%7.6%-2.3%-56.8K1.1M-101.5K0.8623.842,0311,75218,74617,643
2017-02-13$15.35$15.0041.6%11.8%28.9%51.9%41.9%3.1%-2.5%-49.3K2.7M-98.9K0.9220.291,8751,71718,51117,469
2017-02-14$15.46$15.0042.7%12.2%29.0%55.7%41.9%5.3%-2.7%-43.4K2.8M-99.5K0.9717.791,8501,79818,55117,593
2017-02-15$15.45$15.0043.9%12.6%29.0%59.7%44.1%6.2%-3.2%246.3K1.4M-100.9K0.8035.332,7642,22120,65817,834
2017-02-16$15.04$15.0042.4%12.3%29.1%54.6%43.8%6.1%-4.2%319.8K3.8M-98.4K0.6918.192,8321,94621,65818,271
2017-02-17$15.28$15.0043.3%12.7%29.6%57.7%43.4%4.2%-2.9%-40.4K3.9M-98.3K1.1319.711,8892,13721,77418,371
2017-02-21$15.59$15.0042.7%13.5%29.9%55.9%44.5%5.4%-1.7%-25.4K1.2M-99.4K0.9129.342,0741,88511,88715,125
2017-02-22$15.43$15.0043.0%13.4%29.8%56.8%47.3%2.1%-1.1%8.3K1.4M-101.7K1.09116.231,5871,72513,02415,383
2017-02-23$14.79$15.0043.8%13.7%32.5%59.3%48.0%1.0%-1.7%-35.4K3.3M-98.2K1.3226.471,5332,02713,15915,540
2017-02-24$15.26$15.0043.6%14.0%34.3%58.7%50.0%3.8%0.1%-26.6K2.1M-101.8K0.7546.561,9891,49713,54016,019
2017-02-27$15.83$15.0043.7%14.4%34.1%59.3%50.5%4.1%-0.9%13.0K-47.3K-105.3K0.9735.322,5592,49313,50716,405
2017-02-28$15.75$15.0046.8%15.6%34.2%69.6%53.6%5.0%-4.0%26.0K-146.5K-107.1K0.9398.254,1253,82114,65217,266