AEO Options History — June 2021

In June 2021, AEO traded between $33.08 and $38.05. ATM implied volatility averaged 42.6%, placing in the 2.8% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 1.0% (HV 20d: 41.6%). Max pain ranged from $29.00 to $34.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.64.

Notable Days

  • 2021-06-04: Highest Volume — 25,531 contracts
  • 2021-06-10: Largest IV drop — 15.5% change
  • 2021-06-09: Highest IV Rank — 7.9%
  • 2021-06-01: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.92$33.08$38.05$34.16$37.48
Max Pain$32.14$29.00$34.00$31.00$34.00
ATM IV42.6%39.2%48.7%41.9%41.3%
Expected Move12.2%11.0%13.5%13.5%11.5%
HV 20d41.6%34.6%48.9%48.0%35.4%
HV 60d45.2%42.6%47.3%47.3%43.0%
IV Rank2.8%0.0%7.9%1.5%1.8%
IV Percentile5.0%0.0%15.5%2.0%3.2%
Term Structure-0.0%-8.7%3.6%1.6%0.2%
VWIV44.0%40.3%50.5%47.4%41.7%
Skew 25d2.5%-0.3%6.1%1.3%3.6%
Skew 10d5.7%-23.0%39.2%5.6%4.5%
Call IV 25d43.0%38.2%51.5%45.6%40.7%
Put IV 25d45.5%39.9%53.2%46.8%44.3%
Bid-Ask Spread %29.3016.2450.9750.9723.19
Gamma HHI0.110.070.310.090.07
Net GEX935.7K-365.8K3.9M254.9K850.5K
Net DEX-41.0M-81.9M-19.6M-30.9M-59.3M
Net VEX-211.6K-229.1K-190.4K-197.2K-220.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.043.763.760.41
Total Volume7,801.1821,75625,5316,4551,798
Total OI78,962.90967,16592,03567,16583,223

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$34.16$31.0041.9%13.5%48.0%1.5%47.4%1.3%1.6%254.9K-30.9M-197.2K3.7650.971,3565,09929,61937,546
2021-06-02$33.47$32.0044.2%13.0%48.1%3.1%48.0%-0.3%3.6%-92.6K-21.4M-200.3K0.4245.973,5001,46929,79542,129
2021-06-03$33.39$33.0048.0%12.8%48.0%7.2%50.5%1.8%0.9%-365.8K-20.0M-210.4K1.7229.252,6954,62330,32842,510
2021-06-04$33.38$33.0043.6%12.5%48.0%3.3%44.9%2.7%1.7%-128.4K-19.6M-219.0K0.0826.4223,5831,94831,19246,610
2021-06-07$33.08$33.0044.4%12.5%47.2%4.0%45.1%2.0%-1.3%3.9M-40.9M-229.1K0.0426.4921,91293351,13940,896
2021-06-08$34.20$33.0042.9%12.5%48.9%2.7%44.2%1.5%0.8%1.0M-33.7M-213.0K0.1216.673,42141633,63941,344
2021-06-09$33.62$33.0048.7%12.4%47.1%7.9%43.6%5.0%-8.7%517.8K-24.9M-204.9K0.4318.851,22852832,15741,449
2021-06-10$33.34$33.0041.2%12.1%44.4%1.2%41.9%2.1%1.3%422.5K-21.7M-200.0K0.6616.241,19778632,48341,743
2021-06-11$34.25$33.0039.2%11.0%44.8%0.0%40.3%1.7%-0.4%972.3K-31.0M-197.0K0.3923.652,14082732,92842,150
2021-06-14$34.84$33.0041.5%11.9%41.1%2.1%49.0%1.1%0.1%705.5K-37.4M-190.4K1.9333.545,92411,43431,33337,018
2021-06-15$34.22$31.0041.8%12.0%40.7%2.3%43.3%1.8%-0.7%432.1K-31.2M-218.3K0.1324.278,8921,17034,08347,432
2021-06-16$34.64$29.0041.7%12.0%39.4%2.2%42.9%1.2%0.0%2.1M-46.5M-222.0K0.1041.446,26360638,95047,957
2021-06-17$34.02$29.0041.3%11.8%37.4%1.8%42.2%2.3%1.6%2.4M-38.9M-224.0K0.1824.464,56480640,68548,114
2021-06-18$33.28$29.0043.1%12.5%34.6%3.5%44.0%3.2%-2.2%537.9K-21.5M-221.5K0.2624.283,10980340,92148,403
2021-06-21$34.39$29.0040.1%11.7%36.3%0.8%41.6%1.8%2.0%992.1K-37.0M-208.6K0.5823.112,8381,64230,54644,479
2021-06-22$35.88$32.0043.2%12.3%39.0%3.5%42.8%2.1%-1.5%1.0M-54.6M-200.2K0.3334.488,1152,67130,65845,483
2021-06-23$36.85$33.0043.2%12.2%39.7%3.6%43.4%6.1%-1.4%1.3M-65.2M-204.7K0.3235.967,3702,34332,49647,249
2021-06-24$37.74$33.0042.4%11.8%36.2%2.8%43.6%3.9%1.3%1.2M-77.3M-208.2K0.3622.074,1361,49333,63948,301
2021-06-25$38.05$33.0040.7%11.3%35.9%1.3%41.8%2.1%0.3%1.0M-81.9M-214.8K0.4734.955,6132,63235,01849,213
2021-06-28$36.59$34.0042.1%12.5%38.7%2.6%44.0%3.1%-0.5%715.7K-50.3M-224.8K0.6639.162,5311,66131,15649,098
2021-06-29$37.38$34.0041.2%11.5%36.6%1.8%42.9%5.1%-0.1%783.0K-57.0M-225.1K0.7029.243,2622,28931,88250,190
2021-06-30$37.48$34.0041.3%11.5%35.4%1.8%41.7%3.6%0.2%850.5K-59.3M-220.9K0.4123.191,27951932,41250,811