AIA Options History — May 2019 In May 2019, AIA traded between $57.08 and $63.89. ATM implied volatility averaged 22.5%. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 4.2% (HV 20d: 18.3%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.31.
Notable Days 2019-05-15 : Highest Volume — 10 contracts2019-05-07 : Largest IV spike — 90.9% change2019-05-10 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $59.42 $57.08 $63.89 $62.97 $57.08 Max Pain $51.00 $51.00 $51.00 $51.00 $51.00 ATM IV 22.5% 12.1% 42.3% 18.3% 18.9% Expected Move 5.6% 3.5% 7.9% 5.2% 5.4% HV 20d 18.3% 10.9% 21.4% 11.7% 20.8% HV 60d 15.9% 13.2% 17.2% 13.6% 16.8% Term Structure -0.0% -3.7% 2.2% -1.6% 0.3% Skew 25d 3.2% 0.4% 7.3% 3.0% 4.5% Skew 10d 4.4% -2.9% 57.1% 13.3% 4.9% Call IV 25d 17.1% 9.7% 25.9% 12.8% 15.4% Put IV 25d 20.4% 11.0% 28.3% 15.8% 19.9% Bid-Ask Spread % 122.28 97.45 142.89 107.50 103.84 Gamma HHI 0.48 0.19 1.00 0.38 0.55 Net GEX 3.0K 1.7K 7.4K 3.8K 1.7K Net DEX -48.0K -81.6K -16.8K -75.7K -16.8K Net VEX -139 -235 -46 -65 -213 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.00 1.00 0.00 0.00 Total Volume 2.682 0 10 0 0 Total OI 18.045 14 27 16 18
Daily Data (22 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 2019-05-01 $62.97 $51.00 18.3% 5.2% 11.7% 0.0% 0.0% 3.0% -1.6% 3.8K -75.7K -65 0.00 107.50 N/A N/A 0 0 16 0 2019-05-02 $63.13 $51.00 12.5% 3.6% 10.9% 0.0% 0.0% 1.3% 2.2% 5.0K -75.4K -60 0.00 100.35 N/A N/A 0 0 16 0 2019-05-03 $63.89 $51.00 12.1% 3.5% 11.7% 0.0% 0.0% 5.8% 2.0% 6.3K -81.6K -54 0.00 103.51 N/A N/A 0 0 16 0 2019-05-06 $62.43 $0.00 14.2% 5.1% 14.1% 0.0% 0.0% 7.3% -1.6% 4.5K -68.2K -46 0.00 117.19 N/A N/A 1 0 16 0 2019-05-07 $61.22 $0.00 27.2% 6.1% 15.5% 0.0% 0.0% 3.8% -1.9% 3.4K -64.4K -64 0.00 125.68 N/A N/A 1 0 17 0 2019-05-08 $61.52 $0.00 27.7% 6.1% 15.7% 0.0% 0.0% 4.3% -2.0% 3.6K -66.6K -65 1.00 131.03 N/A N/A 1 1 17 0 2019-05-09 $60.31 $0.00 33.3% 6.7% 16.7% 0.0% 0.0% 3.6% -3.3% 2.4K -55.5K -65 1.00 122.02 N/A N/A 1 1 17 1 2019-05-10 $60.55 $0.00 42.3% 7.9% 16.6% 0.0% 0.0% 2.5% -3.7% 2.6K -59.0K -70 0.00 142.89 N/A N/A 0 0 17 1 2019-05-13 $58.44 $0.00 38.8% 6.9% 19.7% 0.0% 0.0% 4.5% -2.3% 2.0K -49.3K -51 0.00 121.22 N/A N/A 0 0 17 0 2019-05-14 $59.27 $0.00 35.5% 6.3% 20.7% 0.0% 0.0% 5.9% 0.4% 2.1K -52.8K -51 0.50 129.66 N/A N/A 2 1 17 0 2019-05-15 $59.44 $0.00 18.4% 5.3% 20.2% 0.0% 0.0% 2.1% -1.2% 2.0K -52.5K -47 0.00 113.10 N/A N/A 10 0 17 0 2019-05-16 $59.24 $0.00 18.3% 5.3% 20.0% 0.0% 0.0% 4.0% 2.0% 3.7K -81.2K -207 0.00 97.45 N/A N/A 10 0 27 0 2019-05-17 $58.17 $0.00 18.6% 5.3% 20.6% 0.0% 0.0% 0.4% 0.8% 7.4K -74.5K -201 0.00 134.40 N/A N/A 10 0 27 0 2019-05-20 $57.68 $0.00 20.2% 5.8% 20.6% 0.0% 0.0% 4.0% 1.6% 2.8K -32.2K -196 0.00 132.46 N/A N/A 0 4 14 0 2019-05-21 $58.20 $0.00 18.1% 5.2% 21.0% 0.0% 0.0% 0.4% -0.3% 1.9K -26.4K -235 0.00 129.30 N/A N/A 0 4 14 4 2019-05-22 $58.18 $0.00 16.1% 4.6% 20.9% 0.0% 0.0% 5.0% 0.6% 2.0K -25.5K -233 0.00 109.92 N/A N/A 0 4 14 4 2019-05-23 $57.16 $0.00 20.1% 5.8% 21.4% 0.0% 0.0% 0.9% 0.5% 1.7K -19.1K -226 0.00 129.59 N/A N/A 0 4 14 4 2019-05-24 $57.17 $0.00 19.9% 5.7% 21.3% 0.0% 0.0% 1.6% 1.8% 1.8K -21.1K -231 0.00 135.21 N/A N/A 0 4 14 4 2019-05-28 $57.11 $0.00 20.9% 6.0% 20.8% 0.0% 0.0% 1.9% 2.1% 1.8K -20.8K -227 0.00 135.50 N/A N/A 0 0 14 4 2019-05-29 $57.09 $0.00 21.8% 6.2% 20.8% 0.0% 0.0% 2.2% 1.6% 1.7K -18.4K -221 0.00 131.95 N/A N/A 0 0 14 4 2019-05-30 $57.10 $0.00 21.1% 6.1% 20.9% 0.0% 0.0% 2.2% 1.4% 1.8K -20.1K -223 0.00 136.43 N/A N/A 0 0 14 4 2019-05-31 $57.08 $0.00 18.9% 5.4% 20.8% 0.0% 0.0% 4.5% 0.3% 1.7K -16.8K -213 0.00 103.84 N/A N/A 0 0 14 4
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