AIA Options History — May 2021

In May 2021, AIA traded between $86.58 and $92.57. ATM implied volatility averaged 22.7%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 4.9% (HV 20d: 17.8%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.13.

Notable Days

  • 2021-05-07: Highest Volume — 25 contracts
  • 2021-05-04: Largest IV spike — 57.2% change
  • 2021-05-24: Highest IV Rank — 12.9%
  • 2021-05-24: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.89$86.58$92.57$91.99$91.53
Max Pain$81.50$80.00$90.00$90.00$80.00
ATM IV22.7%16.8%31.1%19.2%18.5%
Expected Move6.5%4.6%8.9%5.5%5.3%
HV 20d17.8%12.2%21.4%15.8%20.7%
HV 60d22.8%22.0%23.5%22.5%22.0%
IV Rank6.6%2.2%12.9%4.0%3.5%
IV Percentile35.2%2.8%80.2%12.7%9.9%
Term Structure-2.8%-11.3%1.2%-1.9%-1.0%
VWIV22.4%19.7%25.2%19.7%25.2%
Skew 25d5.8%-1.5%14.4%6.3%14.4%
Skew 10d7.8%-8.5%30.1%2.7%30.1%
Call IV 25d19.3%11.9%32.1%15.9%14.8%
Put IV 25d25.0%17.0%33.8%22.2%29.2%
Bid-Ask Spread %129.18120.47145.97125.34136.36
Gamma HHI0.320.270.390.300.39
Net GEX-124.0K-159.9K-90.9K-111.0K-124.1K
Net DEX1.3M728.2K1.8M900.7K903.6K
Net VEX-7.0K-8.2K-6.2K-7.3K-6.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.000.250.000.25
Total Volume2.8502500
Total OI530.7462565549462

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$91.99$90.0019.2%5.5%15.8%4.0%0.0%6.3%-1.9%-111.0K900.7K-7.3K0.00125.34N/AN/A00110439
2021-05-04$90.87$90.0030.2%8.7%15.9%12.2%0.0%1.2%-7.2%-97.8K1.1M-8.0K0.00130.44N/AN/A00110439
2021-05-05$91.19$90.0029.7%8.5%13.4%11.8%0.0%2.1%-7.5%-113.1K1.1M-7.6K0.00137.07N/AN/A00110439
2021-05-06$91.60$80.0017.6%4.9%12.2%2.8%0.0%7.2%0.6%-125.8K937.8K-6.9K0.00120.47N/AN/A07110439
2021-05-07$92.57$80.0016.8%4.6%12.2%2.2%0.0%7.5%1.2%-121.2K728.2K-6.5K0.00124.00N/AN/A025110436
2021-05-10$90.43$80.0017.5%6.0%14.7%2.7%0.0%4.6%-4.4%-107.3K1.2M-8.2K0.00127.90N/AN/A00110443
2021-05-11$89.43$80.0025.2%6.5%15.0%8.5%0.0%8.8%-0.3%-148.9K1.5M-7.0K0.00126.44N/AN/A00110443
2021-05-12$87.08$80.0025.1%7.2%17.3%8.4%0.0%8.5%-3.6%-118.8K1.7M-7.6K0.00122.87N/AN/A00110443
2021-05-13$86.58$80.0024.9%7.1%16.8%8.2%0.0%6.9%-0.7%-117.8K1.8M-7.1K0.00123.44N/AN/A00110443
2021-05-14$88.22$80.0023.1%6.6%18.7%6.9%0.0%7.0%-0.8%-135.3K1.6M-7.0K0.00126.91N/AN/A00110443
2021-05-17$87.78$80.0020.3%5.8%18.5%4.8%0.0%9.1%-0.8%-156.4K1.7M-6.6K0.00124.05N/AN/A00110443
2021-05-18$89.57$80.0019.4%5.6%20.2%4.2%19.7%6.6%-2.6%-139.9K1.4M-6.8K0.00129.24N/AN/A100110443
2021-05-19$88.94$80.0020.4%5.8%20.3%4.8%0.0%-0.5%-2.7%-145.9K1.5M-6.8K0.00124.76N/AN/A00120443
2021-05-20$89.78$80.0025.3%7.3%20.7%8.6%25.2%5.3%-3.6%-159.9K1.4M-6.9K0.25126.91N/AN/A123120443
2021-05-21$88.49$80.0023.8%6.8%20.1%7.4%0.0%11.3%-4.9%-90.9K1.5M-7.1K0.00128.70N/AN/A00121444
2021-05-24$89.24$80.0031.1%8.9%20.5%12.9%0.0%8.2%-11.3%-122.8K1.3M-6.9K0.00129.54N/AN/A0072390
2021-05-25$90.49$80.0027.0%7.7%21.3%9.8%0.0%0.9%0.7%-102.0K1.1M-7.2K0.00145.97N/AN/A0072390
2021-05-26$91.12$80.0018.9%5.4%21.4%3.8%0.0%-1.5%-3.2%-124.5K949.9K-6.4K0.00142.91N/AN/A0072390
2021-05-27$90.84$80.0020.5%5.9%21.4%5.0%0.0%1.6%-1.2%-116.2K991.5K-6.4K0.00130.28N/AN/A0072390
2021-05-28$91.53$80.0018.5%5.3%20.7%3.5%0.0%14.4%-1.0%-124.1K903.6K-6.2K0.00136.36N/AN/A0072390