AIA Options History — June 2021

In June 2021, AIA traded between $89.15 and $93.40. ATM implied volatility averaged 18.6%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 1.2% (HV 20d: 17.4%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.69.

Notable Days

  • 2021-06-29: Highest Volume — 197 contracts
  • 2021-06-23: Largest IV spike — 18.0% change
  • 2021-06-03: Highest IV Rank — 6.4%
  • 2021-06-01: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.28$89.15$93.40$93.40$91.53
Max Pain$88.89$80.00$90.00$80.00$90.00
ATM IV18.6%16.5%22.4%20.5%18.1%
Expected Move5.3%4.7%5.9%5.9%5.2%
HV 20d17.4%13.1%22.5%21.9%13.2%
HV 60d18.7%17.0%22.2%22.2%17.0%
IV Rank3.5%2.0%6.4%4.9%3.2%
IV Percentile12.2%2.0%35.7%18.3%13.1%
Term Structure-0.3%-3.6%3.1%-1.5%-0.7%
VWIV20.9%17.4%23.2%22.4%17.4%
Skew 25d2.4%-8.2%7.0%-0.7%1.2%
Skew 10d4.3%-9.4%15.6%14.9%-3.6%
Call IV 25d16.2%11.9%24.5%18.8%15.6%
Put IV 25d18.6%14.8%21.4%18.1%16.8%
Bid-Ask Spread %139.18123.24158.11140.03155.57
Gamma HHI0.400.280.490.360.48
Net GEX-115.4K-162.8K-14.3K-99.4K-141.7K
Net DEX936.9K573.5K1.4M581.3K985.4K
Net VEX-5.6K-6.3K-4.7K-5.9K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.002.130.002.13
Total Volume19.136019700
Total OI444.818402472462419

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$93.40$80.0020.5%5.9%21.9%4.9%0.0%-0.7%-1.5%-99.4K581.3K-5.9K0.00140.03N/AN/A0072390
2021-06-02$93.06$80.0019.7%5.7%21.4%4.4%0.0%-1.2%-1.6%-106.8K617.9K-5.8K0.00148.29N/AN/A0072390
2021-06-03$91.79$0.0022.4%5.6%22.0%6.4%0.0%2.0%-0.9%-104.4K814.5K-6.0K0.00123.24N/AN/A0172390
2021-06-04$92.94$0.0019.1%5.3%22.4%3.9%0.0%1.4%-0.2%-129.6K573.5K-5.3K0.00126.83N/AN/A0272391
2021-06-07$91.93$0.0020.3%5.5%22.5%4.8%0.0%3.9%-0.4%-112.9K780.2K-5.7K0.00123.33N/AN/A0072393
2021-06-08$91.35$0.0020.4%5.4%20.9%4.9%22.4%4.8%1.1%-106.2K892.5K-6.0K0.00124.05N/AN/A4072393
2021-06-09$90.93$90.0020.4%5.9%20.6%4.9%0.0%3.4%0.2%-94.0K964.6K-6.2K0.00123.29N/AN/A0076393
2021-06-10$91.30$90.0018.1%5.2%17.8%3.2%0.0%7.0%0.1%-110.4K853.8K-5.7K0.00131.49N/AN/A0076393
2021-06-11$91.03$90.0018.3%5.2%17.7%3.3%0.0%4.0%0.5%-101.8K899.3K-6.0K0.00130.73N/AN/A0176393
2021-06-14$91.24$90.0017.8%5.1%16.6%2.9%0.0%5.8%0.6%-110.2K855.1K-5.6K0.00143.31N/AN/A0076393
2021-06-15$90.46$90.0020.0%5.7%16.8%4.6%20.8%4.6%-3.1%-90.4K979.7K-6.0K0.00137.93N/AN/A6076393
2021-06-16$89.90$90.0018.0%5.2%15.5%3.1%0.0%-5.1%-1.2%-106.5K1.1M-6.3K0.00146.36N/AN/A0079393
2021-06-17$90.70$90.0016.7%4.8%15.6%2.1%0.0%4.9%0.2%-120.7K944.6K-5.5K0.10142.96N/AN/A20279393
2021-06-18$89.81$90.0017.9%5.1%15.7%3.1%0.0%4.9%-0.7%-14.3K1.1M-5.8K0.00134.79N/AN/A0079393
2021-06-21$89.70$90.0017.0%4.9%14.7%2.4%0.0%4.8%-1.6%-139.8K1.3M-5.2K0.00139.53N/AN/A0045357
2021-06-22$89.15$90.0016.5%4.7%14.6%2.0%0.0%5.2%3.1%-150.4K1.4M-5.2K0.00158.11N/AN/A0145357
2021-06-23$90.29$90.0019.5%5.6%14.5%4.2%23.2%0.9%-3.6%-124.9K1.2M-5.5K1.94140.36N/AN/A6212045358
2021-06-24$90.99$90.0016.9%4.9%14.5%2.3%0.0%3.2%0.8%-140.1K1.1M-5.2K0.00141.74N/AN/A0047358
2021-06-25$92.20$90.0016.7%4.8%15.2%2.1%0.0%3.2%1.1%-134.4K875.8K-5.0K0.00138.81N/AN/A5047358
2021-06-28$92.29$90.0017.9%5.1%15.0%3.0%0.0%-8.2%0.6%-138.2K882.2K-5.0K0.00155.48N/AN/A0047358
2021-06-29$92.08$90.0017.1%4.9%13.1%2.4%17.4%2.5%0.3%-162.8K880.3K-4.7K2.13155.70N/AN/A6313447358
2021-06-30$91.53$90.0018.1%5.2%13.2%3.2%0.0%1.2%-0.7%-141.7K985.4K-5.0K0.00155.57N/AN/A0047372