AIA Options History — November 2018

Name: AIA Options Analytics - November 2018
Creator: Options Analysis Suite

In November 2018, AIA traded between $57.77 and $58.21. ATM implied volatility averaged 28.2%. The 30-day expected move averaged 8.1%. Max pain ranged from $56.00 to $56.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 0 of 2 days. Put/call ratio averaged 0.00.

Notable Days

2018-11-29: Highest Volume — 2 contracts
2018-11-30: Largest IV drop — 11.2% change
2018-11-29: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.99	$57.77	$58.21	$58.21	$57.77
Max Pain	$56.00	$56.00	$56.00	$56.00	$56.00
ATM IV	28.2%	26.5%	29.9%	29.9%	26.5%
Expected Move	8.1%	7.6%	8.6%	8.6%	7.6%
Term Structure	-3.5%	-5.0%	-2.1%	-5.0%	-2.1%
VWIV	26.1%	25.6%	26.7%	25.6%	26.7%
Skew 25d	14.9%	11.9%	17.8%	17.8%	11.9%
Skew 10d	17.4%	16.5%	18.3%	18.3%	16.5%
Call IV 25d	18.4%	14.9%	22.0%	14.9%	22.0%
Put IV 25d	33.3%	32.7%	33.8%	32.7%	33.8%
Bid-Ask Spread %	110.07	107.36	112.78	107.36	112.78
Gamma HHI	0.81	0.62	1.00	1.00	0.62
Net GEX	368	302	434	302	434
Net DEX	-6.0K	-7.9K	-4.0K	-4.0K	-7.9K
Net VEX	-11	-17	-5	-5	-17
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	2	2	2	2	2
Total OI	1.5	1	2	1	2

Daily Data (2 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2018-11-29	$58.21	$56.00	29.9%	8.6%	0.0%	0.0%	25.6%	17.8%	-5.0%	302	-4.0K	-5	0.00	107.36	N/A	N/A	2	0	1	0
2018-11-30	$57.77	$56.00	26.5%	7.6%	0.0%	0.0%	26.7%	11.9%	-2.1%	434	-7.9K	-17	0.00	112.78	N/A	N/A	2	0	2	0