AIA Options History — February 2021 In February 2021, AIA traded between $94.97 and $102.10. ATM implied volatility averaged 27.1%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 0.3% (HV 20d: 27.3%). Max pain ranged from $80.00 to $100.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 1.85.
Notable Days 2021-02-18 : Highest Volume — 125 contracts2021-02-02 : Largest IV drop — 64.6% change2021-02-01 : Highest IV Rank — 33.2%2021-02-01 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $99.11 $94.97 $102.10 $96.62 $94.97 Max Pain $96.84 $80.00 $100.00 $80.00 $100.00 ATM IV 27.1% 20.7% 58.4% 58.4% 29.7% Expected Move 7.7% 5.7% 16.7% 16.7% 8.5% HV 20d 27.3% 24.5% 29.8% 29.8% 24.5% HV 60d 22.0% 21.2% 22.8% 22.6% 22.1% IV Rank 9.8% 5.1% 33.2% 33.2% 11.8% IV Percentile 40.5% 11.5% 94.8% 94.8% 63.5% Term Structure -1.1% -22.3% 20.7% -22.3% -2.6% VWIV 30.5% 21.9% 35.1% 21.9% 34.2% Skew 25d 3.6% -3.3% 15.2% 1.4% 14.2% Skew 10d 3.2% -7.8% 15.1% 3.2% 1.1% Call IV 25d 27.8% 13.4% 66.7% 66.7% 20.3% Put IV 25d 31.4% 21.3% 68.1% 68.1% 34.5% Bid-Ask Spread % 138.49 123.24 173.10 149.93 149.86 Gamma HHI 0.44 0.37 0.57 0.42 0.37 Net GEX -80.6K -208.5K 414.4K -75.9K -198.3K Net DEX 1.2M 223.6K 2.6M 1.5M 2.6M Net VEX -6.8K -9.5K -5.3K -5.9K -9.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.85 0.00 17.00 0.00 2.60 Total Volume 18.263 0 125 3 18 Total OI 579.211 505 723 505 682
Daily Data (19 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 2021-02-01 $96.62 $80.00 58.4% 16.7% 29.8% 33.2% 21.9% 1.4% -22.3% -75.9K 1.5M -5.9K 0.00 149.93 N/A N/A 3 0 134 371 2021-02-02 $98.34 $80.00 20.7% 5.9% 29.8% 5.1% 34.4% 1.9% 20.7% -117.1K 1.4M -5.7K 0.00 145.59 N/A N/A 5 0 134 371 2021-02-03 $98.38 $80.00 23.1% 6.6% 29.1% 6.9% 0.0% -0.7% 0.3% -94.7K 1.3M -6.0K 0.00 123.75 N/A N/A 1 0 142 371 2021-02-04 $97.66 $100.00 24.0% 6.9% 29.0% 7.5% 0.0% 8.7% 0.5% -91.6K 1.4M -5.9K 0.00 134.03 N/A N/A 0 0 143 371 2021-02-05 $98.75 $100.00 23.1% 6.2% 29.0% 6.9% 0.0% 8.4% -0.0% -91.7K 1.2M -5.9K 0.00 127.63 N/A N/A 8 0 143 371 2021-02-08 $98.76 $100.00 24.1% 5.7% 27.2% 7.6% 30.5% 1.1% 0.1% -73.0K 1.1M -5.7K 1.67 136.09 N/A N/A 3 5 145 371 2021-02-09 $99.76 $100.00 23.5% 7.3% 27.2% 7.2% 0.0% 2.7% -4.6% -63.9K 903.1K -5.8K 0.00 125.42 N/A N/A 0 1 148 376 2021-02-10 $100.11 $100.00 24.1% 6.9% 27.2% 7.6% 27.2% -1.4% -1.5% -80.6K 802.4K -5.9K 2.50 123.50 N/A N/A 12 30 142 377 2021-02-11 $101.88 $100.00 21.1% 6.0% 27.7% 5.4% 0.0% 0.5% -0.1% -61.2K 273.0K -5.6K 0.00 123.24 N/A N/A 0 0 154 407 2021-02-12 $102.10 $100.00 21.9% 6.3% 27.5% 6.0% 30.0% 2.1% 0.9% -89.6K 242.1K -5.7K 0.00 127.47 N/A N/A 0 5 154 407 2021-02-16 $101.97 $100.00 21.5% 6.2% 27.3% 5.7% 31.0% 0.7% -0.7% -82.0K 281.9K -5.4K 0.00 134.16 N/A N/A 9 0 153 412 2021-02-17 $101.98 $100.00 20.7% 5.9% 26.2% 5.1% 0.0% -3.3% 2.9% -86.7K 223.6K -5.3K 0.00 123.50 N/A N/A 20 0 160 412 2021-02-18 $100.31 $100.00 25.6% 7.3% 26.3% 8.7% 0.0% 1.5% 5.7% 48.8K 680.8K -5.8K 0.00 173.10 N/A N/A 0 125 180 412 2021-02-19 $101.14 $100.00 25.5% 7.3% 26.1% 8.7% 0.0% 0.1% -3.2% 414.4K 541.4K -8.4K 0.06 148.07 N/A N/A 16 1 185 538 2021-02-22 $98.34 $100.00 28.7% 8.2% 27.7% 11.1% 0.0% 7.1% -4.1% -193.4K 1.8M -8.5K 0.00 147.79 N/A N/A 0 51 94 524 2021-02-23 $98.59 $100.00 29.1% 8.3% 27.0% 11.4% 0.0% 1.8% -4.3% -208.5K 1.9M -9.5K 0.00 140.02 N/A N/A 1 0 94 576 2021-02-24 $97.57 $100.00 32.1% 9.2% 26.5% 13.6% 0.0% 6.1% -2.8% -193.1K 2.2M -9.4K 0.25 127.01 N/A N/A 12 3 93 576 2021-02-25 $95.88 $100.00 37.6% 10.8% 24.5% 17.7% 35.1% 15.2% -5.6% -192.5K 2.4M -9.4K 17.00 171.15 N/A N/A 1 17 104 578 2021-02-26 $94.97 $100.00 29.7% 8.5% 24.5% 11.8% 34.2% 14.2% -2.6% -198.3K 2.6M -9.0K 2.60 149.86 N/A N/A 5 13 104 578
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