AIA Options History — October 2019

In October 2019, AIA traded between $58.05 and $61.72. ATM implied volatility averaged 24.1%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 11.4% (HV 20d: 12.7%). Max pain ranged from $59.00 to $59.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 5 of 23 days.

Notable Days

  • 2019-10-29: Largest IV spike — 163.7% change
  • 2019-10-08: Highest IV Rank — 70.2%
  • 2019-10-31: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.06$58.05$61.72$58.45$60.92
Max Pain$59.00$59.00$59.00$59.00$59.00
ATM IV24.1%10.6%38.9%20.6%29.1%
Expected Move6.4%3.0%8.3%5.9%8.3%
HV 20d12.7%11.5%15.4%15.4%11.5%
HV 60d17.9%15.3%18.7%17.8%15.4%
IV Rank33.3%0.0%70.2%24.2%46.1%
IV Percentile65.5%0.0%97.7%57.1%88.8%
Term Structure-3.5%-9.8%15.2%-0.6%-9.8%
Skew 25d0.9%-8.6%5.3%0.7%-0.2%
Skew 10d4.4%-12.9%19.9%1.2%-12.9%
Call IV 25d22.9%9.0%32.6%21.7%22.0%
Put IV 25d23.8%11.3%30.2%22.3%21.8%
Bid-Ask Spread %163.95112.17172.96146.25172.54
Gamma HHI1.001.001.001.001.00
Net GEX3.4K07.6K3.5K3.4K
Net DEX-39.1K-61.7K-24.9K-25.7K-43.6K
Net VEX-58-810-80-42
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI1010101010

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$58.45$0.0020.6%5.9%15.4%24.2%0.0%0.7%-0.6%3.5K-25.7K-800.00146.25N/AN/A00100
2019-10-02$58.05$0.0026.0%7.5%12.2%37.9%0.0%1.4%-5.9%3.1K-25.5K-790.00166.58N/AN/A00100
2019-10-03$58.75$59.0031.5%6.7%12.1%51.5%0.0%1.9%-4.1%2.8K-29.7K-810.00171.03N/AN/A00100
2019-10-04$58.75$59.0032.3%6.6%12.0%53.6%0.0%2.6%-2.7%2.8K-29.7K-800.00170.69N/AN/A00100
2019-10-07$58.49$59.0036.4%6.9%12.0%64.0%0.0%2.3%-4.4%2.8K-28.3K-760.00171.21N/AN/A00100
2019-10-08$58.40$59.0038.9%7.1%12.0%70.2%0.0%2.1%-5.3%2.8K-27.9K-750.00170.88N/AN/A00100
2019-10-09$58.66$59.0023.5%6.7%11.6%31.5%0.0%-2.3%-9.3%2.9K-24.9K-700.00171.79N/AN/A00100
2019-10-10$59.16$59.0024.3%7.0%11.6%33.5%0.0%2.0%-5.6%2.9K-31.8K-740.00171.06N/AN/A00100
2019-10-11$60.35$59.0024.2%6.9%13.5%33.2%0.0%2.0%-5.4%2.9K-38.3K-710.00170.71N/AN/A00100
2019-10-14$60.00$59.0017.3%5.0%12.9%15.9%0.0%5.3%-0.7%3.7K-37.8K-680.00167.41N/AN/A00100
2019-10-15$60.61$59.0019.5%5.6%13.3%21.6%0.0%2.1%2.5%4.5K-45.5K-550.00166.22N/AN/A00100
2019-10-16$60.69$59.0023.3%6.7%13.2%31.1%0.0%1.9%-8.1%3.0K-40.7K-640.00172.25N/AN/A00100
2019-10-17$60.90$59.0023.7%6.8%13.2%32.0%0.0%1.9%-9.2%2.9K-41.8K-610.00172.58N/AN/A00100
2019-10-18$60.36$59.0024.0%6.9%13.5%32.8%0.0%1.3%-6.0%3.1K-38.9K-620.00172.96N/AN/A00100
2019-10-21$60.83$59.0010.6%3.0%13.7%0.0%0.0%1.7%15.2%4.3K-47.9K-460.00171.52N/AN/A00100
2019-10-22$60.98$59.0018.9%5.4%13.6%20.8%0.0%-8.6%2.5%7.6K-53.9K-250.00132.24N/AN/A00100
2019-10-23$60.80$59.0012.9%3.7%13.5%5.8%0.0%5.1%3.7%6.9K-51.8K-320.00112.17N/AN/A00100
2019-10-24$60.92$59.0025.1%7.2%13.5%36.1%0.0%1.5%-6.8%3.1K-42.4K-530.00172.72N/AN/A00100
2019-10-25$61.11$59.0025.4%7.3%12.1%36.9%0.0%0.9%-7.4%3.1K-43.6K-490.00172.86N/AN/A00100
2019-10-28$61.72$59.0010.6%3.0%11.6%0.1%0.0%1.3%5.9%0-61.7K00.00131.67N/AN/A00100
2019-10-29$61.12$59.0028.0%8.0%12.2%43.3%0.0%-6.6%-8.8%2.9K-43.0K-470.00171.17N/AN/A00100
2019-10-30$61.26$59.0028.1%8.0%11.7%43.5%0.0%-0.5%-9.2%3.2K-45.2K-430.00172.46N/AN/A00100
2019-10-31$60.92$59.0029.1%8.3%11.5%46.1%0.0%-0.2%-9.8%3.4K-43.6K-420.00172.54N/AN/A00100