AIA Options History — May 2020 In May 2020, AIA traded between $57.51 and $60.66. ATM implied volatility averaged 31.2%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 4.9% (HV 20d: 26.3%). Max pain ranged from $58.00 to $65.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 3.33.
Notable Days 2020-05-26 : Highest Volume — 11 contracts2020-05-13 : Largest IV drop — 37.8% change2020-05-12 : Highest IV Rank — 58.4%2020-05-01 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $58.98 $57.51 $60.66 $57.67 $59.36 Max Pain $58.55 $58.00 $65.00 $65.00 $58.00 ATM IV 31.2% 23.8% 45.6% 37.2% 28.5% Expected Move 7.9% 6.0% 10.7% 10.7% 8.2% HV 20d 26.3% 23.2% 30.6% 30.6% 26.9% HV 60d 49.6% 49.2% 50.2% 49.5% 50.0% IV Rank 34.8% 22.6% 58.4% 44.7% 30.5% IV Percentile 70.6% 47.2% 94.0% 88.1% 66.7% Term Structure 2.4% -8.8% 26.3% -4.1% -0.4% VWIV 28.5% 22.9% 33.3% 29.4% 33.3% Skew 25d 7.0% -1.3% 21.3% 8.1% 4.3% Skew 10d 12.2% 2.9% 20.0% 10.8% 2.9% Call IV 25d 23.7% 16.5% 29.0% 29.0% 27.3% Put IV 25d 30.7% 22.6% 39.5% 37.1% 31.6% Bid-Ask Spread % 133.14 115.12 147.04 117.05 147.04 Gamma HHI 0.65 0.31 0.97 0.90 0.43 Net GEX -23.3K -76.4K 1.4K -28.4K -2.1K Net DEX 244.9K -14.1K 617.7K 450.5K 31.5K Net VEX -216 -439 -26 -439 -245 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.33 0.00 10.00 0.00 10.00 Total Volume 1.35 0 11 0 0 Total OI 70.75 6 119 117 24
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 2020-05-01 $57.67 $65.00 37.2% 10.7% 30.6% 44.7% 0.0% 8.1% -4.1% -28.4K 450.5K -439 0.00 117.05 N/A N/A 0 0 7 110 2020-05-04 $58.22 $60.00 37.5% 9.6% 30.3% 45.2% 0.0% 12.1% 2.0% -31.5K 475.6K -370 0.00 120.06 N/A N/A 0 0 7 110 2020-05-05 $58.60 $60.00 35.7% 8.2% 26.3% 42.2% 29.4% 7.7% 4.1% -34.0K 418.4K -410 0.00 132.40 N/A N/A 1 0 7 110 2020-05-06 $58.57 $58.00 32.1% 8.3% 26.1% 36.3% 0.0% 9.7% 0.3% -41.4K 437.3K -384 0.00 129.80 N/A N/A 0 0 8 110 2020-05-07 $58.86 $58.00 35.5% 7.7% 26.1% 41.9% 0.0% 6.1% 4.8% -41.9K 412.8K -381 0.00 135.59 N/A N/A 0 0 8 110 2020-05-08 $59.54 $58.00 33.5% 6.2% 26.3% 38.7% 0.0% 3.4% -8.8% -50.9K 371.6K -363 0.00 146.07 N/A N/A 0 0 8 110 2020-05-11 $59.55 $58.00 41.9% 6.0% 26.2% 52.3% 0.0% 5.6% 5.6% -76.4K 392.7K -280 0.00 133.28 N/A N/A 1 0 8 110 2020-05-12 $59.05 $58.00 45.6% 7.5% 25.1% 58.4% 0.0% 3.8% 2.6% -52.8K 418.9K -252 0.00 134.76 N/A N/A 0 0 9 110 2020-05-13 $59.05 $58.00 28.4% 8.1% 23.7% 30.2% 0.0% 8.4% -4.2% -59.1K 433.3K -202 0.00 115.12 N/A N/A 0 0 9 110 2020-05-14 $59.03 $58.00 27.3% 7.8% 23.2% 28.5% 0.0% 3.3% 26.3% -50.5K 417.7K -159 0.00 128.42 N/A N/A 0 0 9 110 2020-05-15 $57.93 $58.00 30.0% 8.6% 23.2% 32.8% 0.0% 9.4% 24.6% 1.1K 617.7K -33 0.00 127.47 N/A N/A 0 0 9 110 2020-05-18 $60.30 $58.00 23.8% 6.8% 27.0% 22.6% 0.0% 6.5% 3.5% 1.4K -13.1K -40 0.00 142.59 N/A N/A 0 0 6 0 2020-05-19 $59.99 $58.00 26.0% 7.4% 24.8% 26.3% 0.0% -1.3% 3.0% 1.4K -12.3K -39 0.00 137.51 N/A N/A 0 0 6 0 2020-05-20 $60.66 $58.00 23.9% 6.8% 23.7% 22.8% 0.0% 0.4% 3.1% 1.4K -14.1K -41 0.00 143.86 N/A N/A 0 0 6 0 2020-05-21 $59.43 $58.00 27.9% 8.0% 25.0% 29.4% 0.0% 7.9% -4.9% 1.3K -11.3K -38 0.00 122.27 N/A N/A 0 0 6 0 2020-05-22 $57.51 $58.00 25.5% 7.3% 27.7% 25.5% 22.9% 21.3% -3.4% 996 -6.5K -26 0.00 132.90 N/A N/A 0 8 6 0 2020-05-26 $58.93 $58.00 25.7% 7.4% 28.5% 25.8% 0.0% 1.5% -7.7% -915 11.0K -97 10.00 142.28 N/A N/A 1 10 6 8 2020-05-27 $58.76 $58.00 30.1% 8.6% 28.4% 33.1% 33.3% 10.7% -0.7% -1.7K 33.1K -259 0.00 135.68 N/A N/A 0 6 7 17 2020-05-28 $58.66 $58.00 28.1% 8.1% 27.8% 29.8% 0.0% 10.2% 2.3% -1.7K 34.0K -252 0.00 138.66 N/A N/A 0 0 7 17 2020-05-29 $59.36 $58.00 28.5% 8.2% 26.9% 30.5% 0.0% 4.3% -0.4% -2.1K 31.5K -245 0.00 147.04 N/A N/A 0 0 7 17
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