AEO Options History — June 2018

In June 2018, AEO traded between $22.51 and $25.22. ATM implied volatility averaged 32.8%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 2.1% (HV 20d: 30.8%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.90.

Notable Days

  • 2018-06-12: Highest Volume — 8,913 contracts
  • 2018-06-28: Largest IV drop — 6.7% change
  • 2018-06-27: Highest IV Rank — 17.3%
  • 2018-06-27: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.93$22.51$25.22$22.51$23.24
Max Pain$23.43$22.00$24.00$22.00$24.00
ATM IV32.8%29.8%36.8%31.6%35.6%
Expected Move9.4%8.5%10.6%9.0%10.1%
HV 20d30.8%25.9%37.5%30.8%37.5%
HV 60d28.7%27.3%34.5%34.5%30.6%
IV Rank5.8%0.0%17.3%0.0%14.3%
IV Percentile6.9%0.0%31.7%0.0%20.6%
Term Structure-0.3%-1.9%1.7%1.7%0.2%
VWIV33.6%31.1%36.5%31.8%34.5%
Skew 25d3.7%2.0%5.2%3.4%4.1%
Skew 10d9.8%4.5%21.3%6.4%5.9%
Call IV 25d31.1%28.4%35.1%29.9%34.1%
Put IV 25d34.8%31.8%39.6%33.3%38.2%
Bid-Ask Spread %16.089.3621.4021.4015.42
Gamma HHI0.230.130.340.270.25
Net GEX-140.6K-869.8K312.8K-869.8K-673.4K
Net DEX-21.7M-32.1M-5.2M-20.8M-5.2M
Net VEX-106.2K-133.5K-87.2K-101.8K-131.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.900.705.001.672.53
Total Volume4,857.1433,0058,9137,7633,838
Total OI39,683.61935,80950,82950,82944,460

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$22.51$22.0031.6%9.0%30.8%0.0%31.8%3.4%1.7%-869.8K-20.8M-101.8K1.6721.402,9114,85223,41427,415
2018-06-04$23.56$23.0033.2%8.8%32.7%4.1%34.8%4.0%-1.6%135.4K-28.8M-98.2K1.0719.252,6052,79018,71418,267
2018-06-05$24.07$23.0032.9%9.1%30.7%3.2%33.2%2.8%-0.7%184.4K-30.7M-93.8K1.0520.032,5602,69518,47518,664
2018-06-06$24.15$23.0033.4%9.0%30.8%4.5%33.7%2.7%-1.7%290.9K-31.0M-94.3K1.6118.401,8863,03219,27019,096
2018-06-07$24.08$23.0032.4%9.2%30.9%1.9%33.5%2.0%0.2%299.9K-30.6M-93.8K1.6814.441,7822,99119,42118,822
2018-06-08$24.07$23.0032.0%9.2%30.1%1.0%33.1%2.9%0.1%254.1K-30.8M-92.0K0.7017.482,4891,74619,45618,658
2018-06-11$24.58$23.0032.1%8.9%29.4%1.2%31.6%3.4%-1.2%304.1K-32.1M-89.6K0.8520.112,0991,78018,72517,084
2018-06-12$24.44$23.0030.5%8.9%29.8%0.0%31.3%2.7%0.5%312.8K-31.7M-87.2K3.2614.312,0916,82218,90317,325
2018-06-13$24.25$23.0030.9%8.8%29.0%1.0%31.1%3.4%-0.3%-11.7K-26.1M-104.8K1.7911.901,5952,84918,90521,733
2018-06-14$23.83$23.0030.8%8.9%27.1%0.8%33.0%4.7%0.2%-141.6K-21.5M-109.5K1.069.361,9682,08718,94222,800
2018-06-15$23.83$24.0029.8%8.5%26.5%0.0%31.7%3.4%-0.1%35.4K-21.7M-108.9K1.1411.381,8232,08319,22923,176
2018-06-18$23.69$23.0031.2%8.9%26.4%3.3%32.2%3.9%-0.3%-274.3K-16.8M-108.9K1.7015.481,1111,89416,11420,605
2018-06-19$23.49$24.0031.4%9.0%25.9%3.8%32.5%3.6%-0.4%-281.4K-15.2M-109.2K2.1013.071,0702,24516,20920,875
2018-06-20$24.72$24.0032.3%9.3%29.2%6.1%33.7%5.2%-1.9%-229.0K-22.6M-104.8K1.1914.471,7082,03816,24720,994
2018-06-21$25.22$24.0033.6%9.7%29.7%9.4%34.6%4.9%-1.2%-178.7K-25.8M-102.1K0.9118.822,2452,03616,51221,367
2018-06-22$24.40$24.0033.5%9.6%32.3%9.1%34.7%4.7%-1.1%-280.2K-20.0M-105.1K2.1616.311,5493,34016,73921,628
2018-06-25$23.79$24.0035.2%10.2%33.9%13.4%36.4%3.3%-0.5%-339.9K-14.4M-112.2K2.0116.291,4072,82515,93922,391
2018-06-26$23.55$24.0036.1%10.4%33.8%15.5%36.5%3.8%-0.1%-287.3K-12.6M-115.9K5.0019.881,4457,21816,13222,399
2018-06-27$23.19$24.0036.8%10.6%34.3%17.3%36.0%4.7%-0.8%-603.2K-6.5M-132.2K3.4715.101,0353,59216,30827,008
2018-06-28$23.97$24.0034.3%10.2%35.5%11.1%35.9%5.1%1.7%-599.1K-10.7M-133.5K2.9814.879722,89616,51328,422
2018-06-29$23.24$24.0035.6%10.1%37.5%14.3%34.5%4.1%0.2%-673.4K-5.2M-131.8K2.5315.421,0872,75116,34828,112