AIA Options History — December 2020

In December 2020, AIA traded between $82.72 and $87.19. ATM implied volatility averaged 22.1%, 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 4.1% (HV 20d: 17.9%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.57.

Notable Days

  • 2020-12-07: Highest Volume — 12 contracts
  • 2020-12-21: Largest IV spike — 59.4% change
  • 2020-12-04: Highest IV Rank — 19.2%
  • 2020-12-01: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$84.43$82.72$87.19$82.83$86.92
Max Pain$79.55$75.00$80.00$75.00$80.00
ATM IV22.1%13.9%28.8%28.3%18.4%
Expected Move6.0%4.0%8.1%8.1%5.3%
HV 20d17.9%13.6%21.9%21.9%14.9%
HV 60d17.6%17.3%18.1%18.1%17.7%
IV Rank12.1%4.0%19.2%18.7%7.6%
IV Percentile25.3%1.6%61.9%58.3%6.3%
Term Structure-1.5%-6.7%2.5%-6.3%-0.7%
VWIV24.5%21.0%26.9%26.9%21.0%
Skew 25d2.8%-6.9%10.9%4.2%1.2%
Skew 10d6.3%-2.6%14.3%-0.7%2.4%
Call IV 25d18.4%11.5%29.2%24.9%16.5%
Put IV 25d21.3%14.1%31.0%29.0%17.7%
Bid-Ask Spread %145.15124.68174.53140.67149.35
Gamma HHI0.650.340.790.560.56
Net GEX-45.2K-63.7K38-58.7K-9.3K
Net DEX2.9K-165.9K154.1K142.0K-100.0K
Net VEX-750-1.2K-244-1.2K-244
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.005.000.000.00
Total Volume2.31801200
Total OI238.5131306284133

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$82.83$75.0028.3%8.1%21.9%18.7%0.0%4.2%-6.3%-58.7K142.0K-1.2K0.00140.67N/AN/A0023261
2020-12-02$83.19$75.0027.1%7.8%21.6%17.6%0.0%0.0%-4.1%-58.6K100.5K-1.1K0.00142.94N/AN/A5023261
2020-12-03$83.90$80.0025.3%5.8%19.7%15.6%0.0%9.2%-0.2%-49.6K39.0K-1.0K0.00139.00N/AN/A2028261
2020-12-04$85.31$80.0028.8%6.1%19.5%19.2%0.0%4.8%-1.6%-51.5K-22.4K-8160.00139.22N/AN/A0428261
2020-12-07$85.22$80.0026.6%5.8%19.5%17.0%0.0%10.9%0.5%-43.7K10.8K-9390.09141.14N/AN/A11126265
2020-12-08$84.82$80.0028.6%6.1%19.7%19.1%0.0%8.3%-0.3%-45.5K8.7K-9730.00136.61N/AN/A0137266
2020-12-09$84.33$80.0020.6%5.9%18.8%10.9%26.9%2.4%2.5%-31.7K23.4K-1.1K5.00142.13N/AN/A1537267
2020-12-10$85.41$80.0013.9%4.0%19.1%4.0%0.0%0.4%-0.1%38-165.9K-3810.00124.68N/AN/A1038267
2020-12-11$84.82$80.0016.7%4.8%19.0%6.9%0.0%6.3%0.6%-48.0K-32.1K-8030.00130.78N/AN/A0039267
2020-12-14$83.71$80.0018.5%5.3%18.2%8.7%25.6%1.0%0.4%-50.7K2.3K-9130.00135.52N/AN/A0139267
2020-12-15$84.03$80.0017.3%5.0%17.0%7.5%0.0%3.0%0.5%-54.2K-37.7K-7840.00144.69N/AN/A9039267
2020-12-16$84.23$80.0020.7%5.9%17.0%10.9%0.0%-1.5%-4.0%-54.6K-165.2K-3370.00158.63N/AN/A0039267
2020-12-17$84.34$80.0020.9%6.0%17.0%11.2%0.0%0.1%-3.3%-37.4K-15.2K-8700.00155.15N/AN/A0039267
2020-12-18$83.95$80.0017.6%5.0%17.0%7.8%0.0%3.7%0.1%-57.4K-33.6K-7040.00140.40N/AN/A1039267
2020-12-21$83.35$80.0028.0%8.0%17.1%18.4%0.0%6.2%-5.0%-48.1K143.4K-8820.00174.53N/AN/A2016115
2020-12-22$82.72$80.0019.8%5.7%17.4%10.0%21.0%0.7%-0.5%-63.7K154.1K-8790.00142.01N/AN/A5018115
2020-12-23$83.76$80.0018.8%5.4%17.6%9.1%0.0%3.2%-1.3%-60.6K57.7K-6780.00139.25N/AN/A0018115
2020-12-24$83.99$80.0018.9%5.4%17.5%8.0%0.0%-0.6%-0.3%-61.5K24.4K-5940.00145.37N/AN/A0218115
2020-12-28$84.19$80.0024.4%7.0%16.5%13.7%0.0%3.1%-3.0%-39.3K79.5K-7070.00154.37N/AN/A0018115
2020-12-29$85.29$80.0021.9%6.3%13.6%11.1%0.0%3.0%-1.2%-50.2K-52.4K-3480.00155.66N/AN/A0018115
2020-12-30$87.19$80.0024.4%7.0%14.8%13.7%0.0%-6.9%-6.7%-20.8K-98.1K-2490.00161.14N/AN/A0018115
2020-12-31$86.92$80.0018.4%5.3%14.9%7.6%0.0%1.2%-0.7%-9.3K-100.0K-2440.00149.35N/AN/A0018115