AIA Options History — August 2020

In August 2020, AIA traded between $70.00 and $73.71. ATM implied volatility averaged 21.8%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 1.7% (HV 20d: 20.1%). Max pain ranged from $65.00 to $71.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.25.

Notable Days

  • 2020-08-25: Highest Volume — 401 contracts
  • 2020-08-06: Largest IV spike — 55.6% change
  • 2020-08-31: Highest IV Rank — 19.0%
  • 2020-08-31: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.95$70.00$73.71$70.00$72.07
Max Pain$68.33$65.00$71.00$67.00$65.00
ATM IV21.8%15.1%28.6%22.3%28.6%
Expected Move6.0%4.3%8.2%6.4%8.2%
HV 20d20.1%18.2%21.2%20.4%19.5%
HV 60d24.1%21.6%26.0%25.3%21.6%
IV Rank12.1%5.2%19.0%12.6%19.0%
IV Percentile25.2%5.2%61.1%22.6%61.1%
Term Structure-0.1%-11.2%6.6%-2.5%-11.2%
VWIV19.5%16.8%23.8%17.0%23.8%
Skew 25d4.0%-8.0%9.8%5.5%-8.0%
Skew 10d4.3%-7.5%17.2%0.6%4.8%
Call IV 25d19.4%10.9%28.5%17.1%28.5%
Put IV 25d23.4%17.4%29.7%22.6%20.5%
Bid-Ask Spread %152.88121.70167.70122.63162.96
Gamma HHI0.550.290.990.330.48
Net GEX-86.2K-652.7K3.6K-62.8K3.6K
Net DEX125.8K-436.5K436.7K-91.7K174.1K
Net VEX-1.7K-5.9K-186-1.3K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.004.004.000.99
Total Volume19.667040100
Total OI266.90523423325422

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$70.00$67.0022.3%6.4%20.4%12.6%0.0%5.5%-2.5%-62.8K-91.7K-1.3K0.00122.63N/AN/A00114211
2020-08-04$71.40$67.0021.3%6.1%20.1%11.6%17.0%5.1%-5.0%-63.9K-271.8K-1.3K4.00125.90N/AN/A14114211
2020-08-05$72.24$67.0017.3%5.0%18.9%7.5%0.0%8.5%0.3%-81.4K-436.5K-7520.00121.70N/AN/A00113213
2020-08-06$72.43$0.0026.9%6.1%18.9%17.3%0.0%3.2%1.8%-69.9K240.2K-9670.00161.76N/AN/A0024213
2020-08-07$70.87$0.0028.4%6.2%20.3%18.8%0.0%9.8%1.0%-76.5K405.3K-1.1K0.00162.44N/AN/A0024213
2020-08-10$70.97$0.0021.6%4.9%20.2%11.9%16.8%8.8%5.6%-101.2K364.3K-7240.00128.31N/AN/A4024213
2020-08-11$71.19$71.0022.7%5.4%20.2%13.0%0.0%8.1%3.8%-91.1K262.3K-7990.00136.11N/AN/A0028213
2020-08-12$72.47$71.0015.4%4.4%21.0%5.5%0.0%7.8%6.6%-105.2K156.9K-6260.00136.18N/AN/A0028213
2020-08-13$71.49$71.0022.1%6.3%20.5%12.4%0.0%3.0%1.7%-77.3K321.3K-8240.00166.19N/AN/A2028213
2020-08-14$71.30$71.0021.9%6.3%20.5%12.2%0.0%2.6%0.8%-79.1K346.2K-8780.00164.34N/AN/A0030213
2020-08-17$72.51$71.0021.8%6.2%21.1%12.1%0.0%5.6%-0.3%-77.2K199.7K-6380.00164.08N/AN/A0030213
2020-08-18$72.01$71.0016.4%4.7%20.7%6.6%0.0%4.9%4.7%-106.4K201.9K-5190.00149.52N/AN/A0030213
2020-08-19$71.42$71.0017.9%5.1%20.3%8.1%0.0%3.4%6.5%-88.4K316.8K-5280.00167.70N/AN/A0030213
2020-08-20$70.71$71.0024.3%7.0%20.6%14.7%0.0%-2.0%-4.6%-90.2K407.2K-4570.00152.07N/AN/A0030213
2020-08-21$71.81$71.0015.1%4.3%21.2%5.2%20.4%8.3%0.5%-652.7K436.7K-1980.00165.70N/AN/A0130213
2020-08-24$72.63$65.0020.3%5.8%20.5%10.6%0.0%3.2%4.7%2.3K-46.7K-1860.00166.29N/AN/A001112
2020-08-25$73.17$65.0022.4%6.4%20.3%12.7%23.8%1.3%-3.0%2.4K-47.8K-1980.99161.09N/AN/A2012001112
2020-08-26$73.71$65.0023.3%6.7%19.4%13.6%0.0%2.4%-4.0%1.1K-146.0K-5.9K0.00164.86N/AN/A00211212
2020-08-27$73.12$65.0024.1%6.9%19.0%14.4%0.0%1.1%-4.4%1.9K-72.1K-5.8K0.00164.90N/AN/A00211212
2020-08-28$73.40$65.0024.2%6.9%18.2%14.6%0.0%1.0%-4.6%2.2K-79.0K-5.8K0.00165.70N/AN/A00211212
2020-08-31$72.07$65.0028.6%8.2%19.5%19.0%0.0%-8.0%-11.2%3.6K174.1K-5.5K0.00162.96N/AN/A00210212