AIA Options History — September 2020

In September 2020, AIA traded between $70.01 and $73.90. ATM implied volatility averaged 23.4%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 5.6% (HV 20d: 17.8%). Max pain ranged from $65.00 to $74.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-09-23: Highest Volume — 200 contracts
  • 2020-09-23: Largest IV spike — 46.8% change
  • 2020-09-03: Highest IV Rank — 28.5%
  • 2020-09-29: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.92$70.01$73.90$72.89$71.76
Max Pain$73.10$65.00$74.00$65.00$74.00
ATM IV23.4%17.5%37.8%26.3%18.8%
Expected Move6.4%5.0%8.3%7.5%5.4%
HV 20d17.8%16.3%19.7%18.7%16.4%
HV 60d20.5%18.2%22.1%21.7%18.2%
IV Rank13.8%7.7%28.5%16.7%9.0%
IV Percentile30.0%7.5%84.5%47.6%7.5%
Term Structure-0.0%-8.5%10.7%-4.6%10.7%
VWIV20.5%16.2%24.9%16.2%24.9%
Skew 25d2.8%-12.6%15.9%-11.6%2.6%
Skew 10d7.3%-9.5%21.2%4.0%12.5%
Call IV 25d21.6%10.0%32.4%29.1%28.5%
Put IV 25d24.4%12.6%32.0%17.5%31.1%
Bid-Ask Spread %158.50136.37171.03156.52159.52
Gamma HHI0.550.470.730.470.73
Net GEX-67.2K-134.8K2.6K1.6K-134.8K
Net DEX1.0M6.6K2.1M56.9K1.7M
Net VEX-5.4K-6.5K-2.7K-5.6K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume11.381020000
Total OI526.857422606422432

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-09-01$72.89$65.0026.3%7.5%18.7%16.7%0.0%-11.6%-4.6%1.6K56.9K-5.6K0.00156.52N/AN/A00210212
2020-09-02$73.15$65.0027.4%7.9%18.3%17.8%0.0%-6.9%-5.7%2.6K6.6K-5.5K0.00160.75N/AN/A00210212
2020-09-03$71.68$0.0037.8%7.9%19.7%28.5%0.0%15.3%1.2%2.6K212.2K-5.3K0.00171.03N/AN/A00210212
2020-09-04$71.78$74.0022.1%5.6%18.1%12.4%0.0%11.1%1.2%-54.6K979.3K-6.5K0.00142.16N/AN/A03210362
2020-09-08$71.20$74.0031.1%6.1%18.3%21.6%0.0%4.2%0.4%-52.5K1.1M-6.2K0.00164.14N/AN/A20210365
2020-09-09$72.10$74.0021.3%6.1%18.8%11.6%0.0%5.9%-0.2%-52.2K896.1K-6.4K0.00152.15N/AN/A00212365
2020-09-10$71.19$74.0021.0%6.0%18.2%11.2%0.0%0.9%-2.6%-44.5K1.1M-6.1K0.00163.06N/AN/A30212365
2020-09-11$71.79$74.0021.1%6.0%17.9%11.4%0.0%1.8%-1.7%-56.3K931.4K-6.3K0.00169.44N/AN/A00212365
2020-09-14$73.09$74.0021.4%6.1%18.9%11.7%0.0%7.0%0.6%-64.2K735.9K-6.3K0.00170.81N/AN/A00212365
2020-09-15$73.90$74.0022.1%6.3%18.4%12.4%0.0%1.5%-1.0%-69.3K385.0K-6.5K0.00167.12N/AN/A015212365
2020-09-16$73.68$74.0020.9%6.0%18.2%11.2%16.2%-9.0%-4.4%-124.8K579.3K-6.4K0.00161.08N/AN/A010212380
2020-09-17$73.06$74.0022.5%6.5%18.2%12.8%24.9%15.9%-1.4%-69.3K668.3K-6.5K0.00164.32N/AN/A04212390
2020-09-18$72.62$74.0017.9%5.1%17.9%8.1%0.0%-12.4%-2.2%-84.5K1.0M-6.1K0.00146.68N/AN/A00212394
2020-09-21$72.02$74.0019.1%5.5%17.4%9.3%0.0%8.8%7.3%-65.9K1.0M-6.0K0.00162.36N/AN/A00212390
2020-09-22$71.47$74.0017.5%5.0%17.1%7.7%0.0%2.0%4.7%-74.5K1.3M-5.4K0.00139.42N/AN/A20212390
2020-09-23$70.89$74.0025.7%7.4%17.0%16.1%0.0%10.0%-0.4%-60.7K1.3M-5.3K0.00162.41N/AN/A2000212390
2020-09-24$70.33$74.0018.8%5.4%16.8%9.1%0.0%4.8%6.3%-100.1K1.9M-3.3K0.00136.37N/AN/A0042390
2020-09-25$70.01$74.0021.9%6.3%16.7%12.2%0.0%11.7%2.2%-86.8K2.1M-2.7K0.00154.63N/AN/A0042390
2020-09-28$70.90$74.0028.2%8.1%17.4%18.7%0.0%8.0%-2.3%-111.7K1.8M-3.3K0.00161.28N/AN/A0042390
2020-09-29$70.89$74.0029.0%8.3%16.3%19.4%0.0%-12.6%-8.5%-110.4K1.8M-3.3K0.00163.27N/AN/A0042390
2020-09-30$71.76$74.0018.8%5.4%16.4%9.0%0.0%2.6%10.7%-134.8K1.7M-3.5K0.00159.52N/AN/A0042390