AIA Options History — September 2019 In September 2019, AIA traded between $56.35 and $60.60. ATM implied volatility averaged 20.4%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.7% (HV 20d: 16.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days.
Notable Days 2019-09-12 : Largest IV spike — 122.1% change2019-09-09 : Highest IV Rank — 59.1%2019-09-12 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $59.03 $56.35 $60.60 $56.35 $58.75 ATM IV 20.4% 14.2% 34.5% 21.8% 20.1% Expected Move 6.2% 4.1% 9.5% 6.2% 5.8% HV 20d 16.8% 13.3% 21.2% 18.9% 15.3% HV 60d 18.3% 17.5% 19.5% 18.6% 17.9% IV Rank 23.8% 8.3% 59.1% 27.2% 23.0% IV Percentile 48.4% 6.6% 94.8% 68.9% 55.0% Term Structure -3.6% -15.5% 2.0% -1.4% -2.2% Skew 25d 3.6% -5.0% 11.6% 9.6% 0.8% Skew 10d 7.5% -1.4% 22.7% 6.3% 2.9% Call IV 25d 20.9% 9.9% 35.1% 13.2% 21.0% Put IV 25d 24.5% 15.0% 46.7% 22.7% 21.8% Bid-Ask Spread % 140.00 95.69 179.57 106.91 147.71 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.3K 2.2K 4.2K 2.2K 3.8K Net DEX -29.6K -38.8K -16.2K -16.2K -27.5K Net VEX -92 -102 -81 -84 -83 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10 10 10 10 10
Daily Data (20 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 2019-09-03 $56.35 $0.00 21.8% 6.2% 18.9% 27.2% 0.0% 9.6% -1.4% 2.2K -16.2K -84 0.00 106.91 N/A N/A 0 0 10 0 2019-09-04 $57.95 $0.00 18.4% 5.3% 20.9% 18.8% 0.0% 4.9% 0.3% 2.7K -22.8K -97 0.00 115.99 N/A N/A 0 0 10 0 2019-09-05 $58.69 $0.00 19.6% 8.9% 21.2% 21.9% 0.0% -5.0% -14.7% 3.2K -27.1K -102 0.00 178.03 N/A N/A 0 0 10 0 2019-09-06 $58.94 $0.00 20.1% 9.0% 21.0% 22.9% 0.0% 10.2% -14.3% 3.3K -28.7K -102 0.00 179.57 N/A N/A 0 0 10 0 2019-09-09 $59.13 $0.00 34.5% 9.3% 20.6% 59.1% 0.0% 11.1% -11.7% 2.6K -32.1K -101 0.00 178.08 N/A N/A 0 0 10 0 2019-09-10 $59.16 $0.00 28.5% 9.4% 19.6% 44.0% 0.0% -0.8% -15.5% 3.1K -32.4K -100 0.00 177.96 N/A N/A 0 0 10 0 2019-09-11 $59.73 $0.00 15.0% 4.3% 19.5% 10.1% 0.0% 1.4% 1.7% 3.5K -32.7K -97 0.00 95.69 N/A N/A 0 0 10 0 2019-09-12 $60.23 $0.00 33.2% 9.5% 15.5% 55.9% 0.0% 11.6% -11.5% 3.2K -33.7K -92 0.00 173.03 N/A N/A 0 0 10 0 2019-09-13 $60.60 $0.00 14.2% 4.1% 15.2% 8.3% 0.0% 0.9% 1.3% 3.4K -38.8K -93 0.00 98.46 N/A N/A 0 0 10 0 2019-09-16 $59.81 $0.00 15.8% 4.5% 16.0% 12.1% 0.0% 4.7% 1.3% 3.4K -34.1K -95 0.00 111.94 N/A N/A 0 0 10 0 2019-09-17 $59.71 $0.00 15.7% 4.5% 15.8% 11.9% 0.0% 2.7% 1.5% 3.9K -32.1K -91 0.00 102.01 N/A N/A 0 0 10 0 2019-09-18 $59.51 $0.00 20.8% 6.0% 15.9% 24.8% 0.0% 1.7% -2.1% 3.0K -34.2K -93 0.00 162.85 N/A N/A 0 0 10 0 2019-09-19 $59.39 $0.00 20.8% 6.0% 15.9% 24.7% 0.0% 1.5% -2.0% 3.0K -33.5K -93 0.00 162.98 N/A N/A 0 0 10 0 2019-09-20 $59.06 $0.00 21.6% 6.2% 15.2% 26.9% 0.0% 1.5% -3.1% 3.1K -31.6K -92 0.00 165.50 N/A N/A 0 0 10 0 2019-09-23 $59.15 $0.00 15.2% 4.3% 13.3% 10.6% 0.0% 3.3% 2.0% 4.1K -28.7K -88 0.00 113.46 N/A N/A 0 0 10 0 2019-09-24 $58.98 $0.00 22.4% 6.4% 13.4% 28.7% 0.0% -1.1% -4.1% 3.1K -31.1K -89 0.00 165.65 N/A N/A 0 0 10 0 2019-09-25 $58.75 $0.00 15.7% 4.5% 13.6% 11.9% 0.0% 6.5% 0.5% 4.1K -26.1K -86 0.00 101.93 N/A N/A 0 0 10 0 2019-09-26 $58.74 $0.00 14.7% 4.2% 13.6% 9.5% 0.0% 5.3% 1.2% 4.2K -25.9K -84 0.00 117.60 N/A N/A 0 0 10 0 2019-09-27 $57.91 $0.00 20.4% 5.8% 14.6% 23.7% 0.0% 1.4% 1.1% 3.1K -22.7K -81 0.00 144.59 N/A N/A 0 0 10 0 2019-09-30 $58.75 $0.00 20.1% 5.8% 15.3% 23.0% 0.0% 0.8% -2.2% 3.8K -27.5K -83 0.00 147.71 N/A N/A 0 0 10 0
« Aug 2019 | All History | Oct 2019 » Home AIA History September 2019