AIA Options History — October 2021

In October 2021, AIA traded between $76.31 and $82.81. ATM implied volatility averaged 22.9%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 0.4% (HV 20d: 22.5%). Max pain ranged from $79.00 to $90.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 3.00.

Notable Days

  • 2021-10-29: Highest Volume — 335 contracts
  • 2021-10-07: Largest IV spike — 53.5% change
  • 2021-10-07: Highest IV Rank — 19.0%
  • 2021-10-01: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.09$76.31$82.81$77.72$79.98
Max Pain$89.05$79.00$90.00$79.00$90.00
ATM IV22.9%15.3%39.4%28.0%23.6%
Expected Move5.5%4.4%8.0%8.0%6.8%
HV 20d22.5%20.3%25.8%21.0%21.5%
HV 60d23.5%21.9%24.7%23.8%22.2%
IV Rank6.8%1.1%19.0%10.5%7.3%
IV Percentile41.8%0.4%92.9%78.6%57.1%
Term Structure0.5%-6.9%5.6%-2.5%-2.2%
VWIV22.3%14.4%32.6%32.6%22.2%
Skew 25d8.0%1.2%31.5%31.5%7.6%
Skew 10d12.3%-7.7%30.0%30.0%14.2%
Call IV 25d16.2%11.3%23.0%19.4%18.3%
Put IV 25d24.2%19.1%50.9%50.9%25.9%
Bid-Ask Spread %118.29109.94140.42140.42117.26
Gamma HHI0.200.190.230.200.19
Net GEX-104.4K-141.0K-74.3K-83.3K-96.7K
Net DEX1.9M1.5M2.3M2.1M1.8M
Net VEX-5.3K-6.1K-4.5K-5.4K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.000.006.000.003.86
Total Volume128.09503352335
Total OI439.857423451434443

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$77.72$79.0028.0%8.0%21.0%10.5%32.6%31.5%-2.5%-83.3K2.1M-5.4K0.00140.42N/AN/A0244390
2021-10-04$76.31$90.0027.2%5.0%21.4%9.9%20.4%9.3%3.2%-74.3K2.2M-4.8K0.00109.94N/AN/A0444390
2021-10-05$76.94$90.0022.1%5.2%21.0%6.2%0.0%7.9%5.4%-78.5K2.2M-4.8K0.00111.69N/AN/A0044392
2021-10-06$76.35$90.0025.7%5.1%20.6%8.8%16.4%6.2%2.4%-76.2K2.3M-4.5K0.00111.29N/AN/A0144396
2021-10-07$78.93$90.0039.4%5.1%24.5%19.0%0.0%4.6%1.7%-91.8K2.1M-5.1K0.00110.60N/AN/A1044396
2021-10-08$79.31$90.0022.9%5.4%24.6%6.7%0.0%6.2%1.9%-93.3K2.0M-5.3K0.00114.11N/AN/A0044396
2021-10-11$79.22$90.0031.1%5.4%24.6%12.8%0.0%8.2%-0.2%-88.5K1.9M-5.6K0.00116.11N/AN/A0045396
2021-10-12$78.15$90.0036.6%5.2%24.7%17.0%24.3%8.3%-0.4%-89.1K2.1M-5.2K6.00115.17N/AN/A1645396
2021-10-13$79.51$90.0017.4%5.0%25.6%2.6%0.0%4.6%0.8%-102.1K2.0M-5.0K0.00114.76N/AN/A1045396
2021-10-14$79.80$90.0018.9%5.4%25.3%3.7%0.0%5.6%0.4%-102.6K1.9M-5.5K0.00125.45N/AN/A0145392
2021-10-15$80.96$90.0017.9%5.1%25.8%3.0%0.0%8.7%2.8%-122.6K1.8M-5.1K0.00113.93N/AN/A0046392
2021-10-18$80.82$90.0015.3%4.4%21.4%1.1%14.4%10.5%5.2%-126.2K1.9M-5.1K0.44114.27N/AN/A9438385
2021-10-19$82.81$90.0016.0%4.6%22.6%1.6%0.0%9.1%5.6%-134.9K1.6M-5.5K0.00116.42N/AN/A14038385
2021-10-20$82.76$87.0017.2%4.9%22.3%2.5%22.6%6.0%2.4%-117.1K1.5M-6.1K4.25117.34N/AN/A6326861388
2021-10-21$82.39$87.0020.7%5.9%22.4%5.1%22.4%1.2%-5.0%-141.0K1.6M-5.2K4.21123.76N/AN/A6326562388
2021-10-22$82.18$87.0022.2%6.4%21.5%6.2%23.4%3.1%-4.4%-108.1K1.6M-5.7K4.21124.19N/AN/A6326562389
2021-10-25$82.66$90.0020.5%5.9%21.0%5.0%22.8%6.0%1.3%-131.6K1.5M-5.7K4.21122.88N/AN/A6326554390
2021-10-26$82.10$90.0020.9%6.0%20.3%5.2%25.3%4.0%-6.9%-115.4K1.6M-5.8K4.21123.46N/AN/A6326554390
2021-10-27$81.29$90.0019.1%5.5%20.4%3.9%20.5%8.8%-0.5%-117.9K1.7M-5.6K3.84122.55N/AN/A6926554390
2021-10-28$81.62$90.0019.1%5.5%20.3%3.9%22.1%11.2%-0.3%-101.8K1.6M-5.9K3.84118.53N/AN/A6926554390
2021-10-29$79.98$90.0023.6%6.8%21.5%7.3%22.2%7.6%-2.2%-96.7K1.8M-5.4K3.86117.26N/AN/A6926653390