AIA Options History — April 2021

In April 2021, AIA traded between $92.18 and $94.85. ATM implied volatility averaged 21.6%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 0.7% (HV 20d: 20.9%). Max pain ranged from $90.00 to $100.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 5.66.

Notable Days

  • 2021-04-13: Highest Volume — 194 contracts
  • 2021-04-12: Largest IV spike — 49.4% change
  • 2021-04-12: Highest IV Rank — 15.1%
  • 2021-04-20: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$93.45$92.18$94.85$93.60$92.18
Max Pain$90.48$90.00$100.00$100.00$90.00
ATM IV21.6%16.0%34.1%21.9%17.8%
Expected Move5.5%4.6%6.8%6.3%5.1%
HV 20d20.9%15.4%28.7%28.7%16.0%
HV 60d25.4%22.2%26.7%26.7%22.5%
IV Rank5.8%1.6%15.1%6.0%3.0%
IV Percentile23.6%1.2%82.1%21.8%6.3%
Term Structure-0.7%-6.0%5.7%-2.0%-6.0%
VWIV21.4%15.6%25.9%18.8%17.2%
Skew 25d5.1%0.8%8.0%3.0%5.0%
Skew 10d3.7%-5.4%10.4%2.3%2.9%
Call IV 25d15.8%12.8%26.0%16.7%15.6%
Put IV 25d20.9%16.7%27.6%19.7%20.6%
Bid-Ask Spread %126.23118.12150.27150.27122.67
Gamma HHI0.330.300.360.320.30
Net GEX-95.1K-132.0K-70.3K-73.6K-104.9K
Net DEX715.0K495.3K891.3K719.7K891.3K
Net VEX-7.5K-8.4K-6.1K-8.4K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.660.0029.507.000.17
Total Volume15.476019437
Total OI466.286427544427544

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$93.60$100.0021.9%6.3%28.7%6.0%0.0%3.0%-2.0%-73.6K719.7K-8.4K0.00150.27N/AN/A03102325
2021-04-05$94.19$90.0032.6%6.2%28.2%13.9%0.0%2.7%-3.5%-70.3K643.2K-8.2K0.00137.67N/AN/A01102328
2021-04-06$94.85$90.0022.0%5.3%26.2%6.0%0.0%6.0%-1.5%-84.8K552.0K-7.5K0.00121.41N/AN/A03105329
2021-04-07$92.44$90.0023.3%5.3%26.6%7.0%18.8%5.8%-0.9%-84.6K872.1K-8.3K7.00125.47N/AN/A17105332
2021-04-08$93.84$90.0022.1%5.5%26.4%6.1%19.5%8.0%-0.2%-74.7K707.0K-8.3K1.00123.77N/AN/A22105333
2021-04-09$92.76$90.0022.8%5.6%23.0%6.7%0.0%6.2%-0.2%-78.6K867.2K-8.3K0.00123.02N/AN/A00104333
2021-04-12$92.87$90.0034.1%6.1%21.3%15.1%25.3%7.0%-1.0%-86.2K828.0K-8.0K0.00123.50N/AN/A03104333
2021-04-13$93.25$90.0032.2%5.6%21.3%13.6%21.2%6.7%-0.9%-88.3K766.1K-8.0K1.94122.98N/AN/A66128104336
2021-04-14$93.30$90.0022.6%6.5%21.2%6.5%0.0%5.0%-3.7%-82.4K771.0K-8.0K0.00120.87N/AN/A00104343
2021-04-15$93.97$90.0018.0%5.2%21.4%3.1%0.0%7.1%5.7%-92.1K688.0K-7.6K0.00124.45N/AN/A00104343
2021-04-16$93.99$90.0018.9%5.4%20.7%3.7%25.9%7.4%0.8%-90.6K674.3K-7.4K0.00118.63N/AN/A02104343
2021-04-19$93.03$90.0019.3%5.5%21.0%4.0%0.0%4.7%0.2%-93.7K794.2K-7.6K0.00125.42N/AN/A0098345
2021-04-20$92.67$90.0023.8%6.8%21.0%7.4%0.0%1.6%-2.4%-82.3K838.7K-8.0K0.00139.23N/AN/A0098345
2021-04-21$92.83$90.0019.1%5.5%19.6%4.0%0.0%4.9%-0.5%-127.1K769.7K-6.9K0.00118.12N/AN/A2098345
2021-04-22$92.62$90.0019.3%5.5%16.9%4.1%20.4%6.9%0.3%-99.8K837.4K-7.5K29.50121.00N/AN/A259100345
2021-04-23$94.11$90.0017.0%4.9%17.6%2.4%23.8%5.9%0.1%-123.7K495.3K-6.1K0.00122.83N/AN/A022102404
2021-04-26$93.86$90.0017.4%5.0%15.6%2.6%25.8%6.1%0.3%-132.0K557.4K-6.3K0.00123.01N/AN/A09102428
2021-04-27$93.95$90.0016.9%4.9%15.4%2.3%0.0%5.1%-0.2%-116.2K589.1K-6.6K0.00128.92N/AN/A00102437
2021-04-28$94.24$90.0016.0%4.6%15.4%1.6%22.0%0.8%0.3%-109.8K534.6K-6.4K0.00129.32N/AN/A01102437
2021-04-29$93.92$90.0016.6%4.7%15.4%2.0%15.6%2.0%0.7%-101.8K619.0K-7.0K0.00128.29N/AN/A50102437
2021-04-30$92.18$90.0017.8%5.1%16.0%3.0%17.2%5.0%-6.0%-104.9K891.3K-7.6K0.17122.67N/AN/A61107437