AIA Options History — November 2019 In November 2019, AIA traded between $61.54 and $64.08. ATM implied volatility averaged 25.0%, 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 10.5% (HV 20d: 14.5%). Max pain ranged from $59.00 to $59.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-04 : Highest Volume — 5 contracts2019-11-12 : Largest IV spike — 164.8% change2019-11-12 : Highest IV Rank — 100.0%2019-11-01 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $62.62 $61.54 $64.08 $62.21 $61.54 Max Pain $59.00 $59.00 $59.00 $59.00 $59.00 ATM IV 25.0% 11.5% 55.9% 29.3% 12.7% Expected Move 6.4% 3.6% 8.4% 8.4% 3.6% HV 20d 14.5% 13.3% 17.2% 13.3% 17.2% HV 60d 14.3% 13.0% 15.9% 15.8% 13.6% IV Rank 33.3% 2.2% 100.0% 46.5% 4.6% IV Percentile 64.4% 1.7% 100.0% 88.8% 2.8% Term Structure -2.0% -10.2% 14.9% -10.2% 14.9% Skew 25d 10.4% -2.9% 21.5% 1.0% 2.5% Skew 10d 11.5% -0.6% 23.2% 9.3% -0.6% Call IV 25d 12.7% 6.0% 33.6% 33.6% 9.8% Put IV 25d 23.1% 12.2% 34.6% 34.6% 12.2% Bid-Ask Spread % 164.49 69.44 184.69 169.92 136.78 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.2K 0 3.2K 2.7K 2.2K Net DEX -34.2K -63.7K 0 -50.7K -15.5K Net VEX -15 -58 0 -33 -55 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.5 0 5 0 0 Total OI 6.25 0 10 10 5
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 2019-11-01 $62.21 $59.00 29.3% 8.4% 13.3% 46.5% 0.0% 1.0% -10.2% 2.7K -50.7K -33 0.00 169.92 N/A N/A 0 0 10 0 2019-11-04 $63.20 $0.00 32.0% 6.4% 13.8% 53.2% 0.0% -2.9% -9.5% 2.0K -56.5K -19 0.00 180.98 N/A N/A 5 0 10 0 2019-11-05 $63.68 $0.00 11.5% 4.1% 13.7% 2.2% 0.0% 1.7% 0.7% 4 -63.7K 0 0.00 69.44 N/A N/A 0 0 10 0 2019-11-06 $63.64 $0.00 22.7% 6.5% 13.8% 30.1% 0.0% 6.0% -5.4% 1.5K -59.9K -11 0.00 180.91 N/A N/A 0 0 10 0 2019-11-07 $64.08 $0.00 20.5% 6.5% 13.7% 24.6% 0.0% 5.9% -5.5% 1.2K -61.5K -8 0.00 180.29 N/A N/A 0 0 10 0 2019-11-08 $63.27 $0.00 36.8% 6.5% 13.6% 65.2% 0.0% 5.1% -5.2% 1.9K -57.6K -14 0.00 182.06 N/A N/A 0 0 10 0 2019-11-11 $62.54 $0.00 21.1% 4.5% 14.2% 26.2% 0.0% 12.8% 7.3% 849 -61.6K -2 0.00 98.74 N/A N/A 0 0 10 0 2019-11-12 $62.38 $0.00 55.9% 6.8% 13.9% 100.0% 0.0% 15.4% -6.9% 2.6K -52.9K -14 0.00 181.49 N/A N/A 0 0 10 0 2019-11-13 $61.76 $0.00 24.8% 7.1% 14.5% 31.4% 0.0% 20.8% -6.1% 3.2K -50.9K -11 0.00 181.50 N/A N/A 0 0 10 0 2019-11-14 $61.72 $0.00 24.8% 7.1% 14.5% 31.5% 0.0% 20.2% -6.1% 3.2K -50.5K -9 0.00 181.28 N/A N/A 0 0 10 0 2019-11-15 $62.25 $0.00 15.4% 4.4% 14.3% 10.6% 0.0% 5.6% 1.0% 299 -62.1K 0 0.00 95.24 N/A N/A 0 0 10 0 2019-11-18 $62.56 $0.00 21.9% 6.3% 14.2% 24.9% 0.0% 5.0% 14.1% 0 0 0 0.00 163.81 N/A N/A 0 0 0 0 2019-11-19 $62.93 $0.00 25.3% 7.2% 14.3% 32.5% 0.0% 18.9% -4.5% 0 0 0 0.00 184.24 N/A N/A 0 0 0 0 2019-11-20 $62.32 $0.00 25.3% 7.2% 14.7% 32.5% 0.0% 12.2% -4.6% 0 0 0 0.00 183.35 N/A N/A 0 0 0 0 2019-11-21 $61.79 $0.00 26.0% 7.5% 15.1% 34.1% 0.0% 17.2% -5.1% 0 0 0 0.00 183.50 N/A N/A 0 0 0 0 2019-11-22 $61.97 $0.00 26.3% 7.5% 15.1% 34.7% 0.0% 9.8% -5.2% 0 0 0 0.00 184.34 N/A N/A 0 0 0 0 2019-11-25 $62.94 $0.00 13.3% 3.8% 15.7% 6.0% 0.0% 19.1% 8.4% 0 0 0 0.00 182.93 N/A N/A 5 0 0 0 2019-11-26 $62.75 $0.00 27.2% 7.8% 15.3% 36.7% 0.0% 21.5% -5.8% 1.1K -19.9K -58 0.00 184.23 N/A N/A 0 0 5 0 2019-11-27 $62.89 $0.00 27.6% 7.9% 15.3% 37.5% 0.0% 10.7% -6.3% 1.0K -20.0K -57 0.00 184.69 N/A N/A 0 0 5 0 2019-11-29 $61.54 $0.00 12.7% 3.6% 17.2% 4.6% 0.0% 2.5% 14.9% 2.2K -15.5K -55 0.00 136.78 N/A N/A 0 0 5 0
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