AIA Options History — February 2019 In February 2019, AIA traded between $59.60 and $62.00. ATM implied volatility averaged 18.8%. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 2.1% (HV 20d: 16.7%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2019-02-22 : Highest Volume — 4 contracts2019-02-20 : Largest IV spike — 51.6% change2019-02-26 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $60.61 $59.60 $62.00 $60.08 $60.56 ATM IV 18.8% 13.2% 21.7% 20.5% 20.8% Expected Move 5.4% 3.8% 6.2% 5.9% 6.0% HV 20d 16.7% 13.1% 20.1% 20.1% 13.1% HV 60d 20.3% 19.4% 21.3% 21.3% 19.5% Term Structure 1.4% -1.2% 9.0% 0.1% -0.3% Skew 25d 2.7% -0.8% 9.6% -0.2% -0.4% Skew 10d 2.9% -3.8% 8.9% 3.3% 2.7% Call IV 25d 16.8% 10.7% 22.2% 19.2% 22.2% Put IV 25d 19.5% 15.0% 23.8% 19.0% 21.9% Bid-Ask Spread % 126.25 89.38 143.17 134.20 141.28 Gamma HHI 0.33 0.29 0.41 0.29 0.34 Net GEX 699 164 1.5K 338 1.4K Net DEX -41.2K -56.6K -34.1K -35.2K -52.2K Net VEX -54 -93 -29 -48 -93 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 0.211 0 4 0 0 Total OI 8.632 7 11 8 11
Daily Data (19 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 2019-02-01 $60.08 $0.00 20.5% 5.9% 20.1% 0.0% 0.0% -0.2% 0.1% 338 -35.2K -48 0.00 134.20 N/A N/A 0 0 7 1 2019-02-04 $60.38 $0.00 21.5% 5.8% 17.7% 0.0% 0.0% -0.1% 0.1% 368 -35.6K -49 0.00 132.58 N/A N/A 0 0 7 1 2019-02-05 $61.31 $0.00 20.6% 5.7% 18.1% 0.0% 0.0% -0.8% -0.4% 437 -38.2K -36 0.00 126.00 N/A N/A 0 0 7 1 2019-02-06 $60.66 $0.00 19.9% 5.7% 18.7% 0.0% 0.0% -0.1% -0.3% 535 -36.5K -46 0.00 108.96 N/A N/A 0 0 7 1 2019-02-07 $59.80 $0.00 20.1% 5.8% 18.6% 0.0% 0.0% 0.4% -1.2% 605 -34.4K -45 0.00 99.29 N/A N/A 0 0 7 1 2019-02-08 $59.60 $0.00 17.4% 5.0% 18.5% 0.0% 0.0% 8.9% 1.6% 164 -34.1K -51 0.00 89.38 N/A N/A 0 0 7 1 2019-02-11 $59.77 $0.00 19.4% 5.6% 18.3% 0.0% 0.0% 1.6% 0.3% 292 -35.2K -44 0.00 143.17 N/A N/A 0 0 7 1 2019-02-12 $60.22 $0.00 16.9% 4.8% 17.7% 0.0% 0.0% 2.2% 1.8% 412 -36.5K -39 0.00 108.78 N/A N/A 0 0 7 1 2019-02-13 $60.22 $0.00 19.1% 5.5% 17.6% 0.0% 0.0% 1.3% 0.2% 344 -36.2K -39 0.00 141.45 N/A N/A 0 0 7 1 2019-02-14 $60.29 $0.00 19.3% 5.5% 17.2% 0.0% 0.0% 1.2% 0.9% 395 -36.8K -38 0.00 139.46 N/A N/A 0 0 7 1 2019-02-15 $59.91 $0.00 15.4% 4.4% 17.4% 0.0% 0.0% 5.2% 2.9% 807 -35.9K -44 0.00 113.39 N/A N/A 0 0 7 1 2019-02-19 $60.56 $0.00 13.2% 3.8% 17.5% 0.0% 0.0% 9.6% 7.6% 757 -37.3K -38 0.00 128.98 N/A N/A 0 0 7 0 2019-02-20 $60.98 $0.00 20.1% 5.8% 15.3% 0.0% 0.0% 2.0% -0.4% 587 -39.1K -29 0.00 142.91 N/A N/A 0 0 7 0 2019-02-21 $60.81 $0.00 19.8% 5.7% 15.4% 0.0% 0.0% 3.3% 1.4% 632 -38.4K -33 0.00 141.35 N/A N/A 0 0 7 0 2019-02-22 $61.42 $0.00 15.8% 4.5% 15.1% 0.0% 0.0% 8.3% 9.0% 1.3K -54.5K -91 0.00 118.85 N/A N/A 4 0 11 0 2019-02-25 $62.00 $0.00 21.4% 6.1% 13.7% 0.0% 0.0% 2.2% -1.0% 1.2K -56.6K -84 0.00 133.10 N/A N/A 0 0 11 0 2019-02-26 $61.73 $0.00 21.7% 6.2% 13.3% 0.0% 0.0% 3.9% 1.8% 1.3K -55.6K -86 0.00 138.47 N/A N/A 0 0 11 0 2019-02-27 $61.29 $0.00 14.8% 4.2% 13.7% 0.0% 0.0% 3.0% 2.1% 1.5K -54.2K -88 0.00 117.07 N/A N/A 0 0 11 0 2019-02-28 $60.56 $0.00 20.8% 6.0% 13.1% 0.0% 0.0% -0.4% -0.3% 1.4K -52.2K -93 0.00 141.28 N/A N/A 0 0 11 0
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