AEO Options History — October 2024 In October 2024, AEO traded between $19.52 and $21.98. ATM implied volatility averaged 45.3%, placing in the 40.9% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 9.4% (HV 20d: 35.9%). Max pain ranged from $19.00 to $22.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.91.
Notable Days 2024-10-24 : Highest Volume — 6,571 contracts2024-10-31 : Largest IV spike — 34.4% change2024-10-31 : Highest IV Rank — 98.1%2024-10-31 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $20.70 $19.52 $21.98 $21.73 $19.77 Max Pain $21.11 $19.00 $22.00 $19.00 $20.50 ATM IV 45.3% 36.1% 68.0% 37.0% 68.0% Expected Move 12.4% 10.6% 15.0% 11.0% 15.0% HV 20d 35.9% 29.6% 41.3% 35.1% 33.4% HV 60d 41.3% 37.4% 44.4% 44.2% 37.4% IV Rank 40.9% 17.6% 98.1% 20.1% 98.1% IV Percentile 56.3% 17.1% 99.6% 23.0% 99.6% Term Structure 0.6% -22.0% 30.7% 3.5% -17.3% VWIV 43.4% 36.3% 52.6% 40.0% 52.2% Skew 25d 6.5% -1.7% 15.8% 5.9% 8.2% Skew 10d 10.4% -6.6% 41.1% 9.7% 7.2% Call IV 25d 41.8% 31.6% 63.6% 37.3% 57.4% Put IV 25d 48.4% 39.5% 65.6% 43.3% 65.6% Bid-Ask Spread % 18.20 4.45 55.84 53.39 29.83 Gamma HHI 0.13 0.10 0.16 0.11 0.15 Net GEX 121.8K -49.7K 263.2K 58.2K 227.4K Net DEX -1.5M -10.3M 6.6M -8.4M 4.0M Net VEX -118.2K -130.4K -106.9K -130.4K -114.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.14 2.39 1.77 1.45 Total Volume 1,655.522 429 6,571 1,317 2,021 Total OI 53,856.304 49,636 58,907 53,472 50,836
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-10-01 $21.73 $19.00 37.0% 11.0% 35.1% 20.1% 40.0% 5.9% 3.5% 58.2K -8.4M -130.4K 1.77 53.39 476 841 22,520 30,952 2024-10-02 $21.94 $19.00 36.1% 10.6% 33.8% 17.6% 36.3% 3.9% 3.1% 210.4K -10.3M -128.9K 0.59 15.13 635 373 22,610 31,138 2024-10-03 $21.51 $22.00 38.8% 11.8% 30.4% 24.6% 41.8% 3.9% 1.6% 144.8K -7.1M -127.5K 0.89 46.03 609 540 22,779 31,379 2024-10-04 $21.98 $22.00 38.0% 11.3% 29.6% 22.4% 39.2% 4.5% 1.6% 199.6K -10.2M -127.5K 0.50 5.96 910 457 23,226 31,815 2024-10-07 $20.99 $22.00 41.3% 12.0% 35.0% 30.8% 42.2% 5.1% 0.1% 73.1K -2.3M -121.1K 1.15 13.16 1,074 1,232 22,206 30,373 2024-10-08 $21.13 $22.00 41.2% 11.8% 35.0% 30.5% 40.5% 4.9% -0.5% 99.8K -3.9M -120.6K 2.39 8.90 377 901 22,730 31,215 2024-10-09 $20.55 $22.00 42.0% 11.5% 36.9% 32.5% 41.1% 12.1% -12.2% 2.8K 1.3M -118.5K 0.67 15.18 461 310 22,860 31,814 2024-10-10 $20.21 $22.00 41.8% 11.7% 37.4% 32.0% 40.9% 4.9% -1.2% -28.0K 3.6M -114.1K 0.67 18.25 408 273 23,025 31,861 2024-10-11 $20.62 $22.00 39.8% 11.5% 37.0% 26.9% 41.6% 4.7% 1.3% -26.2K 792.0K -117.0K 0.71 55.84 699 494 22,702 31,960 2024-10-14 $20.63 $22.00 40.6% 11.7% 36.0% 29.1% 41.3% 4.3% 20.9% -5.1K -323.8K -114.3K 1.15 11.38 932 1,075 22,541 31,491 2024-10-15 $21.13 $22.00 41.9% 12.0% 36.8% 32.4% 42.1% 3.6% 2.8% 139.5K -4.6M -120.5K 0.43 11.93 1,300 563 23,168 32,269 2024-10-16 $21.49 $21.00 42.1% 12.1% 36.7% 32.7% 41.0% 4.3% -8.2% 248.1K -7.6M -121.1K 0.94 4.45 593 559 23,608 32,385 2024-10-17 $21.44 $21.00 46.1% 12.1% 36.7% 42.9% 41.1% 4.6% 16.1% 263.2K -7.0M -119.4K 0.31 11.46 548 168 23,801 32,539 2024-10-18 $21.27 $21.00 51.1% 12.0% 36.7% 55.5% 40.2% 5.0% 30.7% 208.1K -5.3M -117.5K 0.14 10.92 1,823 251 24,070 32,640 2024-10-21 $20.69 $21.00 58.7% 12.3% 38.2% 74.6% 42.4% 9.8% -22.0% 54.6K 630.1K -115.2K 0.75 15.00 1,436 1,074 21,079 30,101 2024-10-22 $19.81 $21.00 47.3% 12.7% 41.3% 45.8% 43.7% 14.1% -1.5% -49.7K 6.1M -108.2K 0.42 5.78 1,804 758 21,951 30,487 2024-10-23 $19.52 $21.00 47.6% 13.1% 40.6% 46.6% 44.9% 3.1% -1.3% 75.1K 6.6M -106.9K 0.41 5.03 849 350 23,621 30,647 2024-10-24 $19.57 $21.00 48.0% 13.5% 40.5% 47.6% 46.5% 6.3% -2.8% 133.3K 5.4M -107.2K 0.70 14.27 3,854 2,717 23,962 30,486 2024-10-25 $19.76 $20.50 47.6% 13.1% 35.4% 46.8% 46.2% 7.5% -2.0% 180.1K 3.9M -117.1K 1.29 32.33 672 870 25,984 32,923 2024-10-28 $20.23 $20.50 50.7% 13.8% 35.8% 54.4% 52.6% -1.7% -8.9% 221.4K -729.3K -118.6K 1.07 11.26 857 916 25,463 24,173 2024-10-29 $20.16 $20.50 46.4% 14.2% 34.1% 43.5% 48.9% 15.8% 7.9% 178.0K 244.1K -116.8K 0.67 8.63 353 235 25,553 24,962 2024-10-30 $20.02 $20.50 50.6% 14.5% 33.7% 54.3% 51.7% 15.8% 2.6% 193.1K 1.6M -116.5K 1.92 14.58 147 282 25,717 25,073 2024-10-31 $19.77 $20.50 68.0% 15.0% 33.4% 98.1% 52.2% 8.2% -17.3% 227.4K 4.0M -114.7K 1.45 29.83 825 1,196 25,755 25,081
« Sep 2024 | All History | Nov 2024 » Home AEO History October 2024