AEO Options History — October 2021

In October 2021, AEO traded between $23.79 and $26.20. ATM implied volatility averaged 45.1%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 8.7% (HV 20d: 36.4%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.17.

Notable Days

  • 2021-10-05: Highest Volume — 43,701 contracts
  • 2021-10-29: Largest IV spike — 8.7% change
  • 2021-10-06: Highest IV Rank — 24.2%
  • 2021-10-01: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.68$23.79$26.20$26.20$23.79
Max Pain$26.81$26.00$29.00$27.00$26.00
ATM IV45.1%40.6%48.2%46.1%48.1%
Expected Move12.7%11.6%14.0%14.0%12.3%
HV 20d36.4%31.2%39.7%31.2%32.7%
HV 60d45.0%44.0%46.3%45.8%44.0%
IV Rank17.0%6.7%24.2%19.3%23.9%
IV Percentile25.6%2.0%41.7%30.2%41.7%
Term Structure1.1%-3.1%7.1%0.6%1.2%
VWIV44.9%41.2%48.8%48.8%43.6%
Skew 25d3.1%-0.2%5.0%3.8%4.4%
Skew 10d5.7%-9.2%12.3%7.9%8.2%
Call IV 25d44.5%40.5%48.1%45.8%45.8%
Put IV 25d47.6%42.5%51.9%49.5%50.2%
Bid-Ask Spread %17.036.5032.8011.5311.38
Gamma HHI0.140.080.290.160.08
Net GEX-672.9K-2.6M1.4M-1.3M-370.5K
Net DEX25.3M-501.6K48.8M21.5M37.1M
Net VEX-271.9K-295.6K-250.4K-295.6K-260.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.233.320.750.90
Total Volume13,479.9052,12843,70125,07818,255
Total OI144,041.619113,326164,363137,991147,188

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$26.20$27.0046.1%14.0%31.2%19.3%48.8%3.8%0.6%-1.3M21.5M-295.6K0.7511.5314,29710,78174,52363,468
2021-10-04$25.76$29.0047.6%13.2%31.6%22.8%47.4%3.8%-0.5%-530.3K15.6M-287.0K0.4913.295,3612,64772,87158,552
2021-10-05$24.70$29.0046.9%13.2%34.6%21.2%45.7%3.9%-0.5%-990.1K36.9M-276.7K0.5314.0128,60215,09981,94362,456
2021-10-06$24.16$29.0048.2%13.6%35.2%24.2%48.0%3.8%-1.6%-1.6M47.3M-259.9K0.239.3310,0352,29881,03564,038
2021-10-07$25.14$27.0045.5%13.2%37.3%17.9%45.8%3.7%1.6%874.1K6.0M-292.9K0.5418.329,5695,15492,15767,546
2021-10-08$24.90$27.0045.4%13.2%37.3%17.8%46.8%3.5%-1.4%831.9K2.5M-286.2K1.0624.927,0937,51596,15768,136
2021-10-11$24.10$27.0046.1%13.3%38.6%19.3%46.5%5.0%0.3%-1.6M44.0M-263.1K1.1426.644,2044,78686,21466,395
2021-10-12$24.30$27.0045.3%13.0%37.9%17.3%45.2%4.1%0.4%-2.0M44.0M-273.9K0.737.183,4342,51387,23570,739
2021-10-13$24.10$27.0046.0%12.6%37.9%19.1%43.8%2.1%-1.0%-2.4M48.4M-262.4K1.1412.391,1441,30489,68572,562
2021-10-14$24.12$27.0043.0%12.5%37.0%12.2%42.9%2.6%1.3%-2.6M48.8M-255.6K0.4131.631,51261691,78372,480
2021-10-15$24.62$27.0040.6%11.6%38.1%6.7%41.2%2.0%-0.2%1.4M33.6M-250.4K3.327.752,1377,09092,22972,134
2021-10-18$25.53$26.0041.8%12.0%39.7%9.4%47.5%3.5%2.3%364.0K-501.6K-267.1K2.227.716,34614,08271,09043,247
2021-10-19$25.24$26.0042.3%12.1%39.1%10.5%42.1%3.3%3.2%544.8K1.2M-264.2K0.656.505,0503,28072,00841,318
2021-10-20$25.03$26.0042.7%12.2%38.8%11.5%47.6%2.4%2.6%-201.6K8.0M-278.0K2.9410.554,40312,95077,10655,076
2021-10-21$24.67$26.0043.3%12.3%37.0%12.9%43.4%2.4%0.3%-739.5K16.7M-272.0K2.0332.804,96410,06077,71156,443
2021-10-22$24.39$26.0044.4%12.5%36.3%15.4%43.3%2.1%2.2%-610.8K24.0M-279.3K2.0529.295,05410,35478,70162,993
2021-10-25$24.57$26.0046.3%12.5%36.6%19.7%43.6%3.7%-3.1%-775.4K20.2M-273.3K0.7631.915,1043,88976,28358,211
2021-10-26$24.69$26.0046.7%12.3%36.8%20.6%43.3%3.1%2.7%-671.7K17.1M-277.4K1.0616.765,8566,22277,79458,996
2021-10-27$24.10$26.0046.4%12.6%37.3%19.9%43.6%-0.2%5.2%-951.2K29.7M-262.4K0.9221.765,1684,73180,64561,949
2021-10-28$24.08$26.0044.3%12.1%32.8%15.1%42.4%1.2%7.1%-920.5K29.9M-271.7K0.6712.076,0774,04280,52563,252
2021-10-29$23.79$26.0048.1%12.3%32.7%23.9%43.6%4.4%1.2%-370.5K37.1M-260.1K0.9011.389,6308,62583,14864,040