AEO Options History — June 2022

In June 2022, AEO traded between $11.20 and $12.86. ATM implied volatility averaged 60.3%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded below realized volatility by 11.0% (HV 20d: 71.3%). Max pain ranged from $12.00 to $14.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.54.

Notable Days

  • 2022-06-14: Highest Volume — 19,437 contracts
  • 2022-06-13: Largest IV spike — 12.3% change
  • 2022-06-13: Highest IV Rank — 56.8%
  • 2022-06-13: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.14$11.20$12.86$12.13$11.20
Max Pain$12.48$12.00$14.00$14.00$12.00
ATM IV60.3%54.6%68.4%64.3%59.8%
Expected Move17.3%15.4%19.9%19.3%16.8%
HV 20d71.3%53.6%78.8%77.6%56.1%
HV 60d62.0%61.0%63.0%63.0%62.2%
IV Rank41.9%31.2%56.8%49.2%41.0%
IV Percentile74.9%56.3%90.1%87.3%73.8%
Term Structure-0.8%-6.2%1.9%0.8%0.5%
VWIV61.8%56.4%72.0%72.0%58.7%
Skew 25d9.6%6.6%13.1%10.6%8.5%
Skew 10d17.4%11.6%23.1%18.1%14.6%
Call IV 25d56.8%52.3%64.6%60.0%55.5%
Put IV 25d66.4%60.1%75.5%70.6%64.0%
Bid-Ask Spread %10.455.4219.175.427.33
Gamma HHI0.240.100.660.200.13
Net GEX-472.6K-1.1M136.8K-775.7K-164.2K
Net DEX21.5M7.8M35.2M30.1M22.8M
Net VEX-190.0K-212.9K-149.6K-201.0K-149.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.540.784.381.351.04
Total Volume9,616.1434,67619,4379,4828,863
Total OI141,477.238101,473168,890164,138108,915

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$12.13$14.0064.3%19.3%77.6%49.2%72.0%10.6%0.8%-775.7K30.1M-201.0K1.355.424,0345,44885,27278,866
2022-06-02$12.00$14.0062.5%17.7%75.9%45.9%63.1%10.0%0.1%-795.5K29.4M-194.0K1.137.604,2654,82385,82277,577
2022-06-03$12.75$14.0061.0%17.0%78.8%43.2%59.4%11.1%0.0%-527.6K19.5M-211.8K0.7814.697,0355,46086,61677,791
2022-06-06$12.47$14.0057.3%16.9%78.1%36.3%58.4%8.7%1.9%-579.2K21.1M-196.2K1.867.595,43410,11384,39769,046
2022-06-07$12.60$13.0055.9%15.7%78.0%33.6%56.5%8.3%-1.5%-631.8K20.5M-205.8K1.4314.383,4554,95586,52774,931
2022-06-08$12.82$13.0055.7%15.9%78.3%33.4%57.2%6.6%0.0%-517.9K16.2M-212.9K1.757.063,8176,68687,05475,317
2022-06-09$12.52$12.0057.1%16.0%77.3%36.0%57.5%7.5%-1.9%-652.0K21.5M-208.6K1.535.892,7954,26988,78677,285
2022-06-10$11.97$12.0060.9%17.2%76.3%43.0%59.7%9.6%-1.4%-903.6K28.2M-194.2K1.396.505,0507,02589,56975,748
2022-06-13$11.83$12.0068.4%19.9%75.7%56.8%71.7%12.9%-6.2%-813.1K29.8M-187.8K2.559.273,9209,97886,14875,424
2022-06-14$11.54$12.0066.0%18.9%75.8%52.5%67.7%10.0%-0.7%-1.1M35.2M-182.5K4.3814.233,61215,82587,31181,579
2022-06-15$12.13$12.0068.3%19.6%76.9%56.7%66.6%13.1%-5.1%-719.6K22.8M-193.3K1.2717.382,8703,64788,46671,677
2022-06-16$11.87$12.0066.4%19.1%72.0%53.2%69.1%11.1%-2.0%-820.7K26.0M-188.4K1.1513.562,9493,39189,31371,934
2022-06-17$11.80$12.0062.5%18.0%71.6%45.9%64.2%11.8%-0.0%-1.1M28.1M-175.0K1.0618.804,4664,73589,64771,983
2022-06-21$11.78$12.0059.4%17.2%71.1%40.2%58.9%11.6%0.2%-74.3K16.8M-171.3K0.9319.174,4004,09157,68343,790
2022-06-22$11.88$12.0059.0%17.8%70.7%39.4%63.9%8.6%-0.6%12.5K15.6M-173.7K2.5815.902,6336,80259,77545,845
2022-06-23$11.84$12.0058.3%16.8%68.0%38.2%62.9%9.3%-0.7%2.9K18.1M-172.4K1.798.602,7474,90460,36447,429
2022-06-24$12.86$12.0054.6%15.4%63.7%31.2%58.1%7.7%-0.5%136.8K7.8M-212.3K1.158.235,0475,77960,82048,774
2022-06-27$12.81$12.0055.3%15.8%61.9%32.5%56.4%8.0%0.1%111.2K10.2M-196.2K1.066.873,5233,74159,73547,099
2022-06-28$12.32$12.0055.8%16.0%59.3%33.4%57.8%8.4%0.6%55.0K12.9M-198.1K1.045.492,2922,38460,89347,437
2022-06-29$11.75$12.0058.2%16.8%53.6%38.0%57.0%8.1%0.4%-88.2K19.1M-164.6K1.115.522,2132,46361,15047,227
2022-06-30$11.20$12.0059.8%16.8%56.1%41.0%58.7%8.5%0.5%-164.2K22.8M-149.6K1.047.334,3434,52061,40147,514