AIA Options History — April 2019

In April 2019, AIA traded between $62.30 and $64.20. ATM implied volatility averaged 15.0%. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 1.5% (HV 20d: 13.5%). 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 17 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-04-04: Highest Volume — 2 contracts
  • 2019-04-08: Largest IV spike — 94.6% change
  • 2019-04-01: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.37$62.30$64.20$62.30$63.16
Max Pain$51.00$51.00$51.00$51.00$51.00
ATM IV15.0%10.9%21.3%18.8%13.5%
Expected Move4.3%3.7%5.2%5.2%3.9%
HV 20d13.5%11.5%16.4%16.4%11.7%
HV 60d14.8%13.5%16.9%16.9%13.6%
Term Structure1.4%-3.5%3.8%-0.7%1.7%
VWIV13.7%7.1%19.2%18.0%19.2%
Skew 25d1.6%-6.8%10.4%3.8%3.2%
Skew 10d3.0%-3.4%19.4%-2.5%0.6%
Call IV 25d13.7%7.1%19.2%18.0%10.2%
Put IV 25d15.3%11.2%21.8%21.8%13.4%
Bid-Ask Spread %104.5690.94116.29106.60100.62
Gamma HHI0.410.280.720.700.42
Net GEX3.6K1.0K5.7K1.2K4.8K
Net DEX-76.3K-88.8K-60.0K-60.1K-75.0K
Net VEX-74-93-53-55-61
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.9050200
Total OI15.57111181116

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$62.30$51.0018.8%5.2%16.4%0.0%0.0%3.8%-0.7%1.2K-60.1K-550.00106.60N/AN/A00110
2019-04-02$62.38$51.0014.2%4.3%16.0%0.0%0.0%-2.1%1.9%1.1K-60.0K-560.0098.95N/AN/A00110
2019-04-03$63.15$51.0013.8%5.2%16.2%0.0%18.0%-1.2%-0.1%1.0K-62.0K-530.00101.86N/AN/A10110
2019-04-04$63.40$51.0011.2%4.0%14.8%0.0%14.1%1.8%2.5%1.7K-66.0K-570.0094.54N/AN/A20120
2019-04-05$63.81$51.0010.9%3.8%13.8%0.0%13.8%1.4%2.9%2.7K-75.2K-680.0099.70N/AN/A20140
2019-04-08$63.51$51.0021.3%4.3%13.0%0.0%0.0%1.6%2.3%2.2K-74.8K-710.00111.21N/AN/A00140
2019-04-09$63.36$51.0017.2%4.7%12.9%0.0%15.6%-0.7%1.5%2.7K-73.7K-690.00111.48N/AN/A20140
2019-04-10$63.76$51.0016.4%4.7%12.9%0.0%7.1%10.4%2.8%2.9K-81.2K-860.00108.38N/AN/A20160
2019-04-11$63.12$51.0014.2%4.1%13.3%0.0%12.4%2.4%2.9%3.7K-74.9K-840.0090.94N/AN/A20160
2019-04-12$63.81$51.0016.0%4.6%13.3%0.0%15.9%1.2%1.2%3.2K-80.6K-830.00113.71N/AN/A20160
2019-04-15$63.34$51.0014.6%4.2%13.5%0.0%0.0%3.5%2.4%5.0K-80.7K-930.00101.96N/AN/A00180
2019-04-16$64.03$51.0013.6%3.9%13.9%0.0%0.0%2.9%3.3%5.2K-86.8K-880.00107.15N/AN/A00180
2019-04-17$64.20$51.0017.4%5.0%13.9%0.0%0.0%-0.1%-3.5%4.3K-88.8K-910.00114.79N/AN/A00180
2019-04-18$64.08$51.0015.6%4.5%13.9%0.0%0.0%2.1%1.5%4.4K-88.6K-880.00116.29N/AN/A00180
2019-04-22$63.58$51.0013.0%3.7%11.6%0.0%0.0%4.9%3.8%5.7K-81.5K-810.0095.14N/AN/A00180
2019-04-23$63.77$51.0016.6%4.8%11.5%0.0%0.0%1.5%1.1%4.6K-86.8K-840.00108.04N/AN/A00180
2019-04-24$62.95$51.0013.6%3.9%12.7%0.0%10.9%1.9%1.9%5.4K-77.6K-810.00101.40N/AN/A20180
2019-04-25$62.72$51.0012.8%3.7%12.8%0.0%10.0%4.0%1.6%4.9K-72.4K-700.0099.59N/AN/A20170
2019-04-26$62.92$51.0017.0%4.9%12.8%0.0%19.2%-6.8%-2.9%3.9K-76.2K-720.00109.61N/AN/A20170
2019-04-29$63.46$51.0013.3%3.8%12.7%0.0%0.0%-2.1%2.0%4.6K-78.5K-610.00103.77N/AN/A00160
2019-04-30$63.16$51.0013.5%3.9%11.7%0.0%0.0%3.2%1.7%4.8K-75.0K-610.00100.62N/AN/A00160