AEO Options History — August 2022

In August 2022, AEO traded between $11.31 and $13.82. ATM implied volatility averaged 67.8%, placing in the 53.3% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 4.8% (HV 20d: 63.1%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.12.

Notable Days

  • 2022-08-16: Highest Volume — 11,219 contracts
  • 2022-08-08: Largest IV spike — 7.9% change
  • 2022-08-22: Highest IV Rank — 69.1%
  • 2022-08-22: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.35$11.31$13.82$12.14$11.31
Max Pain$12.28$12.00$13.00$13.00$12.50
ATM IV67.8%60.1%75.9%61.7%70.7%
Expected Move19.8%14.4%23.1%15.5%22.9%
HV 20d63.1%42.5%76.2%42.5%67.3%
HV 60d60.1%54.9%63.9%59.9%55.3%
IV Rank53.3%38.2%69.1%41.3%58.9%
IV Percentile86.8%72.2%95.2%77.4%90.1%
Term Structure-1.9%-6.7%2.5%-3.2%1.1%
VWIV68.7%51.9%78.4%58.1%76.1%
Skew 25d7.4%4.5%12.2%12.2%5.8%
Skew 10d17.1%7.2%39.1%35.2%13.4%
Call IV 25d64.9%56.3%71.4%57.9%68.1%
Put IV 25d72.3%65.7%78.3%70.1%73.9%
Bid-Ask Spread %6.774.2610.894.265.54
Gamma HHI0.240.070.880.280.09
Net GEX970.2K-177.3K8.9M639.3K-108.9K
Net DEX-309.7K-27.7M17.2M911.1K15.2M
Net VEX-194.8K-227.7K-160.0K-184.0K-174.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.224.460.802.00
Total Volume6,1202,95911,2195,1629,130
Total OI126,712.348116,877145,051121,388122,936

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$12.14$13.0061.7%15.5%42.5%41.3%58.1%12.2%-3.2%639.3K911.1K-184.0K0.804.262,8702,29278,41342,975
2022-08-02$11.77$13.0061.6%15.4%43.6%41.2%56.6%10.2%-3.2%468.0K4.6M-172.7K0.675.082,4561,65379,16343,658
2022-08-03$12.36$13.0060.1%14.4%46.9%38.2%51.9%7.4%-1.1%822.9K-1.9M-189.5K0.536.133,1741,68879,23744,213
2022-08-04$12.14$12.0061.5%18.2%47.4%40.9%62.9%8.3%-2.0%764.8K-216.9K-185.0K0.575.762,5571,46279,91644,433
2022-08-05$12.02$12.0062.2%17.4%47.6%42.2%59.2%11.8%-2.2%884.4K1.8M-177.3K0.616.893,0771,87980,17044,770
2022-08-08$12.67$12.0067.1%18.1%51.0%51.9%64.2%8.8%-4.4%928.6K-5.4M-193.8K0.278.247,9432,16278,39840,912
2022-08-09$11.45$12.0065.8%19.6%63.1%49.3%66.5%8.5%2.5%357.4K8.0M-160.0K0.766.623,3612,55982,27141,352
2022-08-10$11.97$12.0065.7%19.2%65.1%49.2%62.6%4.5%0.8%650.1K3.4M-174.0K0.245.533,51485382,96043,583
2022-08-11$12.48$12.0066.5%19.5%65.9%50.6%65.7%5.6%1.9%1.1M-4.8M-195.2K0.2210.892,84861884,96044,102
2022-08-12$12.82$12.0065.1%18.6%66.4%47.9%66.8%6.6%-1.3%1.2M-9.7M-201.0K1.589.221,6502,60285,92944,279
2022-08-15$12.93$12.0068.3%19.7%66.4%54.3%68.4%7.7%-5.1%1.3M-9.2M-195.1K0.435.124,7252,03682,81044,075
2022-08-16$13.82$12.0073.6%21.1%69.8%64.5%72.4%5.7%-6.7%1.4M-27.7M-227.7K0.309.458,6572,56286,38245,671
2022-08-17$13.13$12.0072.5%20.8%72.5%62.5%75.6%5.1%-2.7%1.7M-15.1M-217.1K1.128.152,3732,66789,87447,084
2022-08-18$13.55$12.0071.1%20.6%73.0%59.7%70.6%6.4%-3.3%1.8M-24.4M-226.3K2.285.072,6065,94690,56648,929
2022-08-19$13.03$12.0070.8%20.7%74.7%59.1%71.7%6.2%-4.8%8.9M-11.1M-216.1K0.414.834,9492,04290,99754,054
2022-08-22$12.49$12.0075.9%23.1%76.2%69.1%78.4%7.0%-2.5%145.0K2.7M-212.4K2.239.573,1286,96270,00646,871
2022-08-23$12.51$12.5074.4%22.7%68.5%66.2%78.4%6.8%-1.4%-3.6K3.6M-214.3K1.045.991,4481,51171,28050,539
2022-08-24$12.05$12.5069.3%21.3%68.1%56.1%73.4%6.6%-2.7%-70.6K11.1M-196.8K1.035.952,6532,74172,05351,735
2022-08-25$12.28$12.5068.0%20.4%67.7%53.7%70.9%6.5%-2.0%-81.2K9.1M-202.8K2.488.342,0925,18773,64053,983
2022-08-26$11.77$12.5068.3%21.3%69.4%54.2%73.1%6.9%-1.6%-73.5K17.2M-190.0K4.465.521,7287,71174,50056,348
2022-08-29$11.68$12.5070.5%22.1%69.3%58.4%78.0%9.3%-0.4%-177.3K12.7M-185.9K0.706.801,9011,32970,63450,500
2022-08-30$11.77$12.5069.6%22.9%68.5%56.7%78.3%6.9%1.5%-154.1K12.0M-187.3K1.056.641,6901,76871,81951,404
2022-08-31$11.31$12.5070.7%22.9%67.3%58.9%76.1%5.8%1.1%-108.9K15.2M-174.8K2.005.543,0396,09172,21050,726