AEO Options History — October 2022

In October 2022, AEO traded between $9.89 and $11.38. ATM implied volatility averaged 62.2%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 19.5% (HV 20d: 42.7%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.49.

Notable Days

  • 2022-10-06: Highest Volume — 13,771 contracts
  • 2022-10-31: Largest IV spike — 9.3% change
  • 2022-10-12: Highest IV Rank — 47.9%
  • 2022-10-03: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.49$9.89$11.38$10.12$11.38
Max Pain$11.86$11.00$12.00$11.00$12.00
ATM IV62.2%58.4%65.1%63.7%63.8%
Expected Move17.7%15.6%19.4%19.4%16.6%
HV 20d42.7%34.6%56.5%55.5%34.6%
HV 60d56.0%53.8%57.6%56.5%53.8%
IV Rank40.3%29.8%47.9%45.3%38.4%
IV Percentile65.4%44.8%78.2%74.2%72.6%
Term Structure0.9%-2.0%4.9%-0.3%-1.3%
VWIV60.9%54.4%65.2%63.2%58.2%
Skew 25d7.3%3.3%8.9%6.9%7.4%
Skew 10d15.3%7.7%21.5%14.3%18.4%
Call IV 25d59.1%56.3%61.8%59.7%60.4%
Put IV 25d66.4%63.0%70.6%66.7%67.8%
Bid-Ask Spread %5.012.896.105.754.98
Gamma HHI0.230.100.570.190.12
Net GEX-119.5K-612.4K955.1K-123.1K143.4K
Net DEX8.5M-2.9M16.7M12.2M-2.1M
Net VEX-171.5K-187.2K-150.8K-171.5K-181.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.490.405.480.400.68
Total Volume6,3303,71813,7717,3184,785
Total OI135,328.19123,711143,647133,945127,556

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$10.12$11.0063.7%19.4%55.5%45.3%63.2%6.9%-0.3%-123.1K12.2M-171.5K0.405.755,2392,07978,55255,393
2022-10-04$10.44$11.0060.7%18.3%56.5%39.4%64.7%7.7%0.3%25.9K8.7M-178.0K0.586.103,4742,01280,15555,621
2022-10-05$10.70$11.0061.4%18.7%56.4%40.7%65.2%8.1%-0.7%178.4K5.0M-181.8K1.365.372,0462,77781,00455,645
2022-10-06$10.79$12.0061.0%17.5%45.6%39.9%61.1%7.9%-0.8%224.5K2.9M-187.2K5.075.822,26711,50481,34456,187
2022-10-07$10.47$12.0061.6%18.6%46.7%41.1%62.1%6.3%-1.2%955.1K10.0M-182.8K0.894.562,3782,11181,76161,084
2022-10-10$10.22$12.0064.4%18.5%44.5%46.6%63.2%7.5%0.3%-318.1K13.9M-173.5K0.955.311,9081,81078,32759,638
2022-10-11$10.02$12.0064.0%18.4%40.2%45.7%63.6%8.8%0.5%-356.8K15.9M-166.1K0.875.912,1421,86578,70859,435
2022-10-12$9.98$12.0065.1%18.2%39.8%47.9%60.7%8.3%-2.0%-394.3K16.7M-164.1K1.025.032,2542,30979,25159,617
2022-10-13$10.13$12.0063.8%18.1%39.4%45.5%63.0%8.6%-1.1%-392.7K14.9M-164.5K0.984.511,9881,94479,74860,006
2022-10-14$9.89$12.0063.9%18.4%39.3%45.6%64.6%7.6%0.5%-470.7K16.6M-159.2K1.233.971,7212,12180,00359,305
2022-10-17$10.11$12.0064.0%18.3%40.5%45.8%62.2%8.6%0.8%-523.0K13.8M-162.1K0.702.892,9442,06278,49557,750
2022-10-18$10.20$12.0060.9%17.4%40.1%38.3%60.5%8.9%4.9%-489.3K13.0M-158.7K0.934.592,4772,30579,96558,002
2022-10-19$10.02$12.0061.5%17.6%40.2%38.8%61.3%7.4%2.6%-582.9K14.0M-153.3K1.024.821,8911,92780,82357,086
2022-10-20$9.94$12.0062.2%17.7%40.0%39.9%62.0%6.5%1.1%-612.4K14.9M-150.8K5.485.562,01411,04381,37457,372
2022-10-21$10.38$12.0060.1%17.3%41.5%34.7%59.6%6.3%0.2%-606.5K11.1M-166.6K2.264.043,0356,86981,81961,828
2022-10-24$10.76$12.0062.2%17.2%40.6%37.9%59.1%8.4%2.0%52.0K3.5M-172.1K1.885.213,8767,30477,65146,060
2022-10-25$11.12$12.0061.6%16.9%41.8%36.5%58.1%5.0%3.2%183.6K-1.2M-182.7K2.905.042,3736,88679,83747,301
2022-10-26$11.14$12.0061.3%16.7%40.1%35.8%56.3%5.7%2.4%192.6K-1.2M-182.0K0.844.702,5422,13180,76247,694
2022-10-27$11.17$12.0060.2%16.6%37.2%33.6%55.9%7.3%4.2%192.8K-1.6M-181.5K0.595.513,4712,03281,13548,109
2022-10-28$11.27$12.0058.4%15.6%35.6%29.8%54.4%3.3%3.6%211.5K-2.9M-182.8K0.585.433,1771,83782,13448,355
2022-10-31$11.38$12.0063.8%16.6%34.6%38.4%58.2%7.4%-1.3%143.4K-2.1M-181.0K0.684.982,8521,93379,97547,581