AIA Options History — March 2019 In March 2019, AIA traded between $59.28 and $61.93. ATM implied volatility averaged 18.4%. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 4.0% (HV 20d: 14.5%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days.
Notable Days 2019-03-05 : Largest IV spike — 60.5% change2019-03-08 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $60.83 $59.28 $61.93 $60.77 $61.29 Max Pain $51.00 $51.00 $51.00 $51.00 $51.00 ATM IV 18.4% 12.7% 28.6% 20.7% 18.1% Expected Move 5.3% 4.1% 7.9% 5.9% 4.9% HV 20d 14.5% 12.5% 16.1% 13.1% 15.3% HV 60d 17.8% 17.2% 18.6% 18.6% 17.4% Term Structure 0.8% -1.4% 6.1% -0.1% -1.4% Skew 25d 2.7% -1.0% 7.6% 1.4% 2.8% Skew 10d 1.6% -4.9% 8.8% 0.5% -3.2% Call IV 25d 15.8% 9.4% 21.8% 21.8% 18.2% Put IV 25d 18.5% 14.5% 23.2% 23.2% 21.0% Bid-Ask Spread % 117.24 91.25 151.75 140.39 110.34 Gamma HHI 0.43 0.31 0.65 0.36 0.51 Net GEX 1.4K 1.1K 1.8K 1.3K 1.3K Net DEX -54.2K -58.5K -47.9K -53.0K -56.6K Net VEX -76 -96 -60 -90 -64 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 11 11 11 11 11
Daily Data (21 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 2019-03-01 $60.77 $0.00 20.7% 5.9% 13.1% 0.0% 0.0% 1.4% -0.1% 1.3K -53.0K -90 0.00 140.39 N/A N/A 0 0 11 0 2019-03-04 $60.78 $0.00 14.4% 4.1% 13.0% 0.0% 0.0% 0.3% 1.6% 1.4K -53.5K -86 0.00 141.71 N/A N/A 0 0 11 0 2019-03-05 $61.39 $0.00 23.1% 6.6% 13.3% 0.0% 0.0% 1.2% 0.1% 1.3K -54.8K -85 0.00 140.16 N/A N/A 0 0 11 0 2019-03-06 $60.91 $0.00 15.0% 4.3% 12.5% 0.0% 0.0% 3.0% 0.6% 1.3K -54.1K -82 0.00 143.85 N/A N/A 0 0 11 0 2019-03-07 $59.95 $0.00 24.0% 6.9% 13.2% 0.0% 0.0% 0.9% -0.9% 1.4K -51.1K -89 0.00 141.05 N/A N/A 0 0 11 0 2019-03-08 $59.28 $0.00 27.4% 7.9% 12.8% 0.0% 0.0% 2.9% -0.5% 1.6K -47.9K -96 0.00 151.75 N/A N/A 0 0 11 0 2019-03-11 $60.39 $51.00 28.6% 4.7% 14.4% 0.0% 0.0% 6.6% 0.7% 1.8K -51.1K -88 0.00 101.12 N/A N/A 0 0 11 0 2019-03-12 $60.91 $51.00 15.2% 4.7% 14.7% 0.0% 0.0% 7.6% 0.9% 1.4K -54.4K -78 0.00 110.06 N/A N/A 0 0 11 0 2019-03-13 $60.77 $51.00 14.7% 6.1% 14.5% 0.0% 0.0% 6.3% 6.1% 1.5K -52.6K -85 0.00 107.84 N/A N/A 0 0 11 0 2019-03-14 $60.46 $51.00 17.4% 5.4% 14.6% 0.0% 0.0% 0.9% 2.3% 1.4K -53.9K -71 0.00 116.12 N/A N/A 0 0 11 0 2019-03-15 $61.18 $51.00 17.7% 5.2% 15.2% 0.0% 0.0% 1.4% 0.6% 1.3K -55.4K -77 0.00 113.10 N/A N/A 0 0 11 0 2019-03-18 $61.62 $51.00 12.7% 4.2% 15.1% 0.0% 0.0% 5.2% 2.0% 1.3K -56.9K -69 0.00 96.85 N/A N/A 0 0 11 0 2019-03-19 $61.55 $51.00 16.8% 5.0% 14.7% 0.0% 0.0% 2.1% 0.8% 1.3K -57.2K -66 0.00 114.58 N/A N/A 0 0 11 0 2019-03-20 $61.64 $51.00 17.5% 5.0% 14.6% 0.0% 0.0% 2.2% -0.4% 1.1K -57.4K -65 0.00 111.34 N/A N/A 0 0 11 0 2019-03-21 $61.93 $51.00 18.3% 5.3% 14.6% 0.0% 0.0% 1.0% -0.7% 1.2K -58.5K -60 0.00 107.83 N/A N/A 0 0 11 0 2019-03-22 $60.63 $51.00 14.2% 4.4% 16.1% 0.0% 0.0% 3.9% 1.1% 1.4K -54.3K -71 0.00 91.88 N/A N/A 0 0 11 0 2019-03-25 $60.53 $51.00 19.0% 5.5% 15.7% 0.0% 0.0% 1.5% 0.6% 1.4K -54.4K -66 0.00 112.94 N/A N/A 0 0 11 0 2019-03-26 $60.40 $51.00 18.4% 5.4% 15.6% 0.0% 0.0% -1.0% 1.5% 1.6K -53.5K -72 0.00 108.99 N/A N/A 0 0 11 0 2019-03-27 $60.44 $51.00 18.8% 5.2% 15.5% 0.0% 0.0% -0.0% 0.3% 1.5K -54.1K -66 0.00 108.96 N/A N/A 0 0 11 0 2019-03-28 $60.68 $51.00 15.0% 4.5% 15.0% 0.0% 0.0% 6.2% 0.7% 1.6K -54.1K -70 0.00 91.25 N/A N/A 0 0 11 0 2019-03-29 $61.29 $51.00 18.1% 4.9% 15.3% 0.0% 0.0% 2.8% -1.4% 1.3K -56.6K -64 0.00 110.34 N/A N/A 0 0 11 0
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