AIA Options History — August 2021

In August 2021, AIA traded between $78.25 and $85.36. ATM implied volatility averaged 23.2%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 2.1% (HV 20d: 25.4%). Max pain ranged from $82.00 to $90.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.03.

Notable Days

  • 2021-08-16: Highest Volume — 149 contracts
  • 2021-08-04: Largest IV spike — 54.3% change
  • 2021-08-04: Highest IV Rank — 12.4%
  • 2021-08-04: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.50$78.25$85.36$84.40$83.09
Max Pain$85.08$82.00$90.00$90.00$82.00
ATM IV23.2%18.2%30.5%22.1%23.0%
Expected Move6.5%5.5%8.8%6.3%6.6%
HV 20d25.4%22.7%27.9%27.5%23.7%
HV 60d20.7%19.7%22.0%21.4%21.6%
IV Rank7.0%3.3%12.4%6.1%6.8%
IV Percentile51.2%15.5%85.7%42.9%49.6%
Term Structure-2.9%-21.2%1.9%-0.6%1.9%
VWIV29.4%21.5%42.5%23.4%28.7%
Skew 25d4.3%-4.5%8.6%6.2%-4.5%
Skew 10d5.3%-5.6%14.4%13.5%-1.1%
Call IV 25d20.4%14.0%31.5%22.0%26.9%
Put IV 25d24.7%22.2%31.4%28.2%22.3%
Bid-Ask Spread %130.32117.86145.96118.66132.97
Gamma HHI0.250.200.300.290.27
Net GEX-84.6K-119.5K-55.7K-107.2K-78.5K
Net DEX2.2M1.2M3.3M2.1M1.2M
Net VEX-4.2K-5.3K-2.7K-3.6K-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.100.000.00
Total Volume17.318014900
Total OI455.364302610474314

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$84.40$90.0022.1%6.3%27.5%6.1%0.0%6.2%-0.6%-107.2K2.1M-3.6K0.00118.66N/AN/A0064410
2021-08-03$84.10$90.0019.8%5.7%27.2%4.4%0.0%5.0%0.6%-66.6K2.3M-3.0K0.00117.86N/AN/A0264410
2021-08-04$85.36$90.0030.5%8.8%27.9%12.4%0.0%4.2%-21.2%-119.5K2.1M-3.3K0.00124.83N/AN/A0064410
2021-08-05$84.90$0.0024.5%5.9%26.6%8.0%0.0%7.8%-1.2%-110.4K2.1M-3.4K0.00123.74N/AN/A0064412
2021-08-06$84.10$0.0018.2%5.8%25.3%3.3%0.0%6.9%-1.1%-86.2K2.2M-3.3K0.00122.84N/AN/A0064412
2021-08-09$84.99$0.0025.6%5.9%25.7%8.8%0.0%8.6%-0.9%-112.9K2.1M-3.2K0.00132.61N/AN/A0064412
2021-08-10$84.83$0.0025.7%5.8%25.3%8.8%0.0%6.2%-1.2%-93.3K2.2M-3.1K0.00127.21N/AN/A0064412
2021-08-11$84.77$0.0020.1%5.8%25.2%4.7%0.0%5.6%-0.9%-108.8K2.1M-3.1K0.00131.12N/AN/A010064412
2021-08-12$83.63$0.0021.2%6.1%25.5%5.5%0.0%5.8%-0.9%-55.7K2.3M-2.7K0.00127.85N/AN/A0064412
2021-08-13$83.01$0.0019.0%5.5%25.4%3.8%0.0%8.2%-6.0%-82.6K2.8M-5.0K0.00129.65N/AN/A0064512
2021-08-16$81.97$0.0021.8%6.2%24.8%5.9%23.4%7.1%-3.9%-95.3K2.9M-4.7K0.00134.16N/AN/A014964512
2021-08-17$79.82$0.0023.1%6.6%25.6%6.9%31.0%7.9%-3.5%-74.2K3.0M-4.3K0.00125.35N/AN/A0364512
2021-08-18$80.60$82.0023.2%6.7%26.1%7.0%0.0%7.1%-2.9%-85.9K3.2M-5.1K0.00133.13N/AN/A0064544
2021-08-19$78.42$82.0024.1%6.9%27.0%7.7%0.0%2.3%-3.4%-77.0K3.3M-4.6K0.00125.82N/AN/A0064546
2021-08-20$78.25$82.0024.9%7.1%26.6%8.2%42.5%-0.1%-6.0%-68.1K3.3M-4.4K0.00141.77N/AN/A0264546
2021-08-23$79.77$82.0021.9%6.3%25.2%6.0%0.0%-1.9%-1.2%-68.3K1.5M-4.8K0.00127.38N/AN/A1105297
2021-08-24$82.34$90.0023.5%6.7%26.4%7.2%21.5%3.6%-2.0%-83.8K1.4M-5.1K0.00140.65N/AN/A305298
2021-08-25$82.13$90.0025.3%7.3%23.0%8.5%0.0%3.4%-2.1%-74.8K1.3M-5.3K0.00133.73N/AN/A0016298
2021-08-26$81.28$82.0023.6%6.8%23.1%7.2%0.0%-2.7%-2.8%-67.7K1.3M-5.3K0.00145.96N/AN/A0019298
2021-08-27$81.61$82.0025.1%7.2%22.9%8.4%0.0%4.7%-2.2%-71.2K1.3M-5.3K0.10131.75N/AN/A10119298
2021-08-30$81.62$82.0025.2%7.2%22.7%8.4%28.7%2.6%-2.9%-73.8K1.4M-5.1K0.00138.03N/AN/A100019298
2021-08-31$83.09$82.0023.0%6.6%23.7%6.8%0.0%-4.5%1.9%-78.5K1.2M-5.3K0.00132.97N/AN/A0015299