AIA Options History — August 2019 In August 2019, AIA traded between $54.75 and $58.56. ATM implied volatility averaged 29.2%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 7.6% (HV 20d: 21.6%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days.
Notable Days 2019-08-23 : Largest IV spike — 72.7% change2019-08-13 : Highest IV Rank — 100.0%2019-08-23 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $56.44 $54.75 $58.56 $58.56 $56.57 Max Pain $55.00 $55.00 $55.00 $55.00 $55.00 ATM IV 29.2% 18.5% 50.8% 33.9% 24.1% Expected Move 6.8% 5.3% 10.9% 9.7% 6.9% HV 20d 21.6% 11.6% 25.5% 11.6% 24.4% HV 60d 17.9% 16.5% 18.8% 16.5% 18.7% IV Rank 46.4% 19.0% 100.0% 59.0% 33.0% IV Percentile 82.5% 44.8% 100.0% 97.6% 75.1% Term Structure -0.4% -10.3% 8.2% -10.3% 7.8% Skew 25d 1.5% -19.8% 10.8% -19.8% 2.9% Skew 10d -2.7% -24.9% 9.0% -24.9% -1.9% Call IV 25d 23.8% 11.1% 42.5% 37.0% 26.0% Put IV 25d 25.2% 17.2% 41.1% 17.2% 28.9% Bid-Ask Spread % 155.96 114.42 182.12 164.40 162.67 Gamma HHI 0.76 0.44 1.00 0.44 1.00 Net GEX 3.1K 1.7K 6.2K 6.0K 2.4K Net DEX -23.5K -54.6K -15.6K -54.6K -19.5K Net VEX -115 -187 -88 -187 -98 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 18.727 10 26 26 10
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 2019-08-01 $58.56 $55.00 33.9% 9.7% 11.6% 59.0% 0.0% -19.8% -10.3% 6.0K -54.6K -187 0.00 164.40 N/A N/A 0 0 25 1 2019-08-02 $57.98 $55.00 21.5% 6.2% 11.7% 27.2% 0.0% 1.8% -5.3% 6.2K -35.7K -157 0.00 140.54 N/A N/A 0 0 25 1 2019-08-05 $55.55 $0.00 34.5% 6.4% 18.4% 60.7% 0.0% 1.1% -3.3% 3.2K -24.1K -135 0.00 137.63 N/A N/A 0 0 25 1 2019-08-06 $56.22 $0.00 34.0% 6.1% 19.2% 59.4% 0.0% 1.9% -1.5% 3.9K -24.0K -132 0.00 157.99 N/A N/A 0 0 25 1 2019-08-07 $56.58 $0.00 40.6% 7.1% 19.1% 76.4% 0.0% 1.6% -3.9% 4.2K -34.7K -148 0.00 172.07 N/A N/A 0 0 25 1 2019-08-08 $57.11 $0.00 33.3% 6.0% 19.6% 57.6% 0.0% 2.6% -3.2% 4.7K -33.8K -145 0.00 163.66 N/A N/A 0 0 25 1 2019-08-09 $56.58 $0.00 34.5% 6.0% 19.5% 60.7% 0.0% 1.9% -1.8% 4.2K -24.2K -124 0.00 161.89 N/A N/A 0 0 25 1 2019-08-12 $55.73 $0.00 45.4% 6.2% 19.7% 88.6% 0.0% 2.0% -1.3% 3.0K -17.6K -106 0.00 156.33 N/A N/A 0 0 25 1 2019-08-13 $56.36 $0.00 50.8% 6.4% 20.5% 100.0% 0.0% 1.2% -2.6% 3.8K -23.0K -114 0.00 161.04 N/A N/A 0 0 25 1 2019-08-14 $54.75 $0.00 23.3% 6.7% 22.3% 31.0% 0.0% 1.3% -3.9% 2.2K -15.6K -100 0.00 147.65 N/A N/A 0 0 25 1 2019-08-15 $55.49 $0.00 23.8% 6.8% 23.0% 32.2% 0.0% 1.8% -2.6% 2.6K -16.3K -98 0.00 155.94 N/A N/A 0 0 25 1 2019-08-16 $56.26 $0.00 22.7% 6.5% 23.7% 29.5% 0.0% 3.2% -3.8% 2.1K -16.9K -99 0.00 161.02 N/A N/A 0 0 25 1 2019-08-19 $56.86 $0.00 21.1% 6.0% 24.3% 25.5% 0.0% 10.8% 5.8% 2.2K -22.1K -108 0.00 114.42 N/A N/A 0 0 10 0 2019-08-20 $56.94 $0.00 18.5% 5.3% 24.2% 19.0% 0.0% 8.8% 0.3% 2.4K -21.9K -108 0.00 116.19 N/A N/A 0 0 10 0 2019-08-21 $57.28 $0.00 21.9% 6.3% 24.4% 27.7% 0.0% 2.9% 5.2% 2.3K -24.0K -107 0.00 164.71 N/A N/A 0 0 10 0 2019-08-22 $56.52 $0.00 22.1% 6.3% 24.7% 28.0% 0.0% 2.5% 8.2% 2.4K -19.6K -103 0.00 162.90 N/A N/A 0 0 10 0 2019-08-23 $55.55 $0.00 38.1% 10.9% 25.0% 68.2% 0.0% -1.3% -7.6% 1.7K -17.3K -92 0.00 164.03 N/A N/A 0 0 10 0 2019-08-26 $56.00 $0.00 24.8% 7.1% 25.4% 34.8% 0.0% 2.6% 4.9% 2.2K -17.6K -95 0.00 182.12 N/A N/A 0 0 10 0 2019-08-27 $56.16 $0.00 24.4% 7.0% 25.5% 33.7% 0.0% 2.6% -3.1% 2.2K -18.6K -95 0.00 160.12 N/A N/A 0 0 10 0 2019-08-28 $56.16 $0.00 25.1% 7.2% 25.3% 35.6% 0.0% 2.8% 4.7% 2.2K -15.8K -88 0.00 161.20 N/A N/A 0 0 10 0 2019-08-29 $56.57 $0.00 23.8% 6.8% 24.6% 32.2% 0.0% -2.8% 8.0% 2.2K -20.9K -98 0.00 162.71 N/A N/A 0 0 10 0 2019-08-30 $56.57 $0.00 24.1% 6.9% 24.4% 33.0% 0.0% 2.9% 7.8% 2.4K -19.5K -98 0.00 162.67 N/A N/A 0 0 10 0
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