AEO Options History — November 2024

In November 2024, AEO traded between $17.07 and $19.55. ATM implied volatility averaged 58.2%, placing in the 55.5% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 28.2% (HV 20d: 30.0%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.23.

Notable Days

  • 2024-11-08: Highest Volume — 22,865 contracts
  • 2024-11-04: Largest IV drop — 33.9% change
  • 2024-11-01: Highest IV Rank — 100.0%
  • 2024-11-25: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.38$17.07$19.55$19.55$19.30
Max Pain$21.18$20.00$22.00$20.50$20.00
ATM IV58.2%44.0%81.5%81.5%56.9%
Expected Move16.8%14.2%20.0%14.2%19.8%
HV 20d30.0%24.9%44.4%32.0%44.4%
HV 60d35.8%33.9%36.6%36.4%36.5%
IV Rank55.5%28.4%100.0%100.0%53.2%
IV Percentile85.5%57.9%100.0%100.0%84.1%
Term Structure-4.7%-37.2%7.6%-37.2%-1.4%
VWIV58.4%49.1%67.6%49.1%66.4%
Skew 25d7.4%-13.7%26.7%-0.3%8.3%
Skew 10d18.4%-13.2%57.9%57.9%7.5%
Call IV 25d54.4%30.0%67.9%67.9%56.1%
Put IV 25d61.8%39.9%82.7%67.6%64.4%
Bid-Ask Spread %26.445.3954.6146.9813.78
Gamma HHI0.230.120.500.140.12
Net GEX-22.1K-459.7K1.1M-18.8K114.7K
Net DEX8.6M-20.6M20.9M7.0M-20.6M
Net VEX-104.3K-113.6K-95.4K-113.6K-105.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.0914.000.320.44
Total Volume4,625.951,38122,8653,1073,181
Total OI66,226.452,13179,90652,20879,906

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$19.55$20.5081.5%14.2%32.0%100.0%49.1%-0.3%-37.2%-18.8K7.0M-113.6K0.3246.982,34875926,38025,828
2024-11-04$19.27$22.0053.9%16.1%28.5%47.4%55.0%7.2%-9.6%125.9K6.7M-107.0K0.2615.592,39962826,99225,139
2024-11-05$19.16$22.0062.3%16.4%28.2%63.4%57.1%26.7%-0.3%202.9K7.0M-105.7K0.3947.341,54960428,16725,522
2024-11-06$19.22$22.0055.7%15.4%27.0%50.8%54.1%7.9%-0.2%419.9K7.1M-106.1K0.1537.593,85257029,37225,963
2024-11-07$19.20$22.0044.0%15.3%26.6%28.4%54.2%25.8%-2.2%603.0K5.8M-104.1K0.6454.611,06768030,48925,939
2024-11-08$18.66$22.0049.1%15.0%26.7%38.3%62.1%4.3%-5.3%-66.7K13.0M-95.4K14.0028.711,52421,34131,14326,084
2024-11-11$17.98$22.0052.6%15.8%28.9%44.9%54.5%-13.7%7.6%-459.7K20.9M-104.6K0.6316.801,9311,21627,73345,587
2024-11-12$17.98$22.0056.1%15.7%26.7%51.6%54.5%8.5%-1.0%-453.1K20.1M-106.5K0.9310.5881876428,71845,858
2024-11-13$18.30$22.0055.3%15.9%26.8%50.0%54.8%5.8%0.8%-408.6K17.1M-104.0K0.376.591,21244928,89645,919
2024-11-14$18.13$22.0053.9%15.7%26.7%47.4%56.1%6.7%-1.9%-446.5K19.4M-101.3K2.535.397161,80929,32745,868
2024-11-15$18.38$22.0057.9%16.1%27.8%55.1%53.4%8.3%-2.8%-237.4K17.1M-101.8K0.4251.102,05586829,59145,401
2024-11-18$17.84$22.0058.2%16.4%28.0%55.6%57.2%4.9%-6.9%-276.4K12.2M-97.1K0.6921.403,2402,24520,64439,851
2024-11-19$17.49$21.0060.3%17.1%25.1%59.5%59.3%6.0%-3.9%-357.9K14.8M-101.1K0.6021.371,8321,09822,73641,514
2024-11-20$17.24$20.0062.2%17.8%25.1%63.1%58.6%5.9%-3.8%-388.6K14.3M-102.7K0.476.1394044123,97241,303
2024-11-21$17.07$20.0062.3%18.2%24.9%63.3%64.5%5.8%-7.6%-381.9K14.5M-103.9K0.4151.012,5761,04924,64041,437
2024-11-22$17.63$20.0060.4%18.0%28.0%59.7%62.6%-1.9%-8.6%-372.7K9.0M-105.5K0.1219.204,44552526,43342,021
2024-11-25$18.81$20.0061.5%20.0%36.3%61.9%67.6%22.4%-7.8%95.7K-3.8M-108.9K0.0925.7410,54699127,44141,540
2024-11-26$17.94$20.0060.1%18.5%39.5%59.1%62.7%5.2%-1.7%1.1M582.6K-106.7K0.1535.604,82573233,00741,957
2024-11-27$18.55$20.0059.2%18.8%41.9%57.5%64.7%4.3%-0.6%808.7K-10.7M-105.1K1.0113.352,3342,36033,91942,291
2024-11-29$19.30$20.0056.9%19.8%44.4%53.2%66.4%8.3%-1.4%114.7K-20.6M-105.0K0.4413.782,21496735,69344,213