AIA Options History — October 2020

In October 2020, AIA traded between $71.91 and $75.96. ATM implied volatility averaged 27.2%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 12.6% (HV 20d: 14.6%). Max pain ranged from $74.00 to $74.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 7.63.

Notable Days

  • 2020-10-19: Highest Volume — 155 contracts
  • 2020-10-05: Largest IV spike — 75.2% change
  • 2020-10-13: Highest IV Rank — 37.6%
  • 2020-10-28: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.62$71.91$75.96$72.51$74.23
Max Pain$74.00$74.00$74.00$74.00$74.00
ATM IV27.2%17.3%46.8%28.0%23.6%
Expected Move6.7%5.0%8.1%8.0%6.8%
HV 20d14.6%12.4%16.8%16.8%15.8%
HV 60d17.3%16.4%18.1%17.8%16.8%
IV Rank17.6%7.5%37.6%18.4%13.9%
IV Percentile44.8%5.6%90.9%55.6%30.6%
Term Structure-1.0%-7.3%14.9%-5.3%1.8%
VWIV23.2%15.2%27.7%27.7%19.4%
Skew 25d2.9%-5.7%14.7%-0.3%0.2%
Skew 10d5.2%-4.9%18.8%18.8%12.4%
Call IV 25d22.8%15.2%34.9%29.3%23.4%
Put IV 25d25.7%17.4%40.8%29.0%23.7%
Bid-Ask Spread %127.59116.54179.84165.18122.44
Gamma HHI0.610.390.850.750.40
Net GEX-155.0K-267.3K-83.4K-152.9K-127.7K
Net DEX1.0M552.2K1.6M1.5M1.1M
Net VEX-3.4K-4.1K-2.4K-3.6K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.630.0030.0030.000.00
Total Volume9.136015500
Total OI446.091305470432469

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$72.51$74.0028.0%8.0%16.8%18.4%0.0%-0.3%-5.3%-152.9K1.5M-3.6K0.00165.18N/AN/A0042390
2020-10-02$71.91$74.0017.8%5.1%15.4%8.0%0.0%5.9%14.9%-146.7K1.6M-3.4K0.00179.84N/AN/A0042390
2020-10-05$72.68$74.0031.2%6.7%15.8%21.7%0.0%2.9%-1.0%-166.1K1.5M-3.4K0.00125.82N/AN/A0042390
2020-10-06$72.67$74.0031.6%6.7%15.5%22.2%0.0%1.9%-1.7%-179.8K1.5M-3.3K0.00126.53N/AN/A0042390
2020-10-07$73.96$74.0024.8%6.5%16.1%15.2%0.0%2.5%-4.5%-203.6K1.1M-3.4K0.00121.39N/AN/A0042390
2020-10-08$74.19$74.0032.8%6.4%15.2%23.3%0.0%2.2%-5.8%-185.4K1.1M-3.3K0.00119.47N/AN/A0042390
2020-10-09$74.81$74.0039.8%6.7%15.2%30.5%27.7%3.9%-7.3%-147.4K943.8K-3.2K0.00126.19N/AN/A0642390
2020-10-12$75.78$74.0037.8%6.4%14.6%28.4%26.1%1.7%-2.0%-172.0K649.6K-2.8K0.00125.38N/AN/A02642396
2020-10-13$75.88$74.0046.8%6.4%14.2%37.6%27.7%1.1%-2.4%-162.4K731.7K-2.8K0.00125.91N/AN/A0542422
2020-10-14$75.34$74.0022.5%6.4%14.4%12.8%0.0%-2.0%-1.9%-174.8K843.0K-2.9K0.00124.18N/AN/A0042427
2020-10-15$74.39$74.0022.8%6.5%14.9%13.1%0.0%0.3%-1.6%-185.6K1.1M-2.8K0.00127.04N/AN/A0042427
2020-10-16$74.66$74.0017.3%5.0%14.7%7.5%0.0%-1.2%7.4%-267.3K598.0K-2.5K0.00117.67N/AN/A0042427
2020-10-19$74.61$74.0022.2%6.4%14.2%12.5%0.0%-5.7%-0.3%-83.4K552.2K-2.4K30.00127.28N/AN/A515042263
2020-10-20$75.29$74.0024.0%6.9%14.0%14.3%0.0%6.5%-0.2%-123.1K960.8K-4.1K0.00125.72N/AN/A0047413
2020-10-21$75.60$74.0025.5%7.3%13.4%15.9%0.0%14.7%-6.2%-145.2K929.4K-3.9K0.00116.54N/AN/A0047413
2020-10-22$75.73$74.0020.6%5.9%12.8%10.9%0.0%0.9%1.7%-142.2K836.1K-3.8K0.00118.52N/AN/A0047413
2020-10-23$75.96$74.0024.4%7.0%12.4%14.8%0.0%2.8%-1.0%-124.4K840.0K-3.9K0.00127.04N/AN/A0047413
2020-10-26$75.12$74.0028.0%8.0%13.1%18.4%0.0%7.1%-5.4%-126.5K1.0M-3.8K0.50120.12N/AN/A4247413
2020-10-27$75.86$74.0026.0%7.5%13.2%16.4%15.2%6.4%-2.1%-120.7K870.2K-3.8K0.00119.83N/AN/A2053415
2020-10-28$74.75$74.0028.3%8.1%14.3%18.7%19.4%6.2%0.3%-125.7K1.0M-3.8K0.00125.05N/AN/A1055415
2020-10-29$75.62$74.0021.7%6.2%14.4%12.0%0.0%5.9%1.7%-148.2K851.0K-3.5K0.00119.88N/AN/A0054415
2020-10-30$74.23$74.0023.6%6.8%15.8%13.9%0.0%0.2%1.8%-127.7K1.1M-3.7K0.00122.44N/AN/A0054415