AIA Options History — November 2021

In November 2021, AIA traded between $76.72 and $82.26. ATM implied volatility averaged 21.2%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 4.6% (HV 20d: 16.5%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 3.66.

Notable Days

  • 2021-11-17: Highest Volume — 351 contracts
  • 2021-11-26: Largest IV spike — 40.9% change
  • 2021-11-26: Highest IV Rank — 13.8%
  • 2021-11-26: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.13$76.72$82.26$80.93$76.72
Max Pain$82.95$80.00$90.00$90.00$80.00
ATM IV21.2%17.7%32.4%20.1%22.5%
Expected Move5.8%5.1%9.3%5.8%6.4%
HV 20d16.5%13.8%20.9%20.5%15.6%
HV 60d20.9%19.4%22.3%22.3%19.7%
IV Rank5.5%2.9%13.8%4.7%6.4%
IV Percentile37.2%10.7%90.5%28.6%51.2%
Term Structure-2.8%-12.7%2.6%2.6%-3.5%
VWIV20.4%16.2%35.8%19.3%26.4%
Skew 25d3.9%-1.0%9.6%9.0%4.8%
Skew 10d4.8%-3.4%12.3%9.4%1.8%
Call IV 25d18.4%14.6%32.5%17.0%18.8%
Put IV 25d22.3%17.6%35.5%26.1%23.6%
Bid-Ask Spread %151.99121.05162.97121.05157.19
Gamma HHI0.230.180.320.240.32
Net GEX-109.1K-163.8K-70.7K-163.8K-70.7K
Net DEX1.7M991.2K2.0M1.8M1.5M
Net VEX-4.4K-5.3K-2.9K-4.4K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.663.233.863.863.68
Total Volume337.143330351335332
Total OI417.952336468444337

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$80.93$90.0020.1%5.8%20.5%4.7%19.3%9.0%2.6%-163.8K1.8M-4.4K3.86121.05N/AN/A6926653391
2021-11-02$80.03$90.0020.7%5.9%20.9%5.1%22.2%4.0%-3.3%-113.0K1.9M-4.9K3.86124.30N/AN/A6926653391
2021-11-03$80.42$90.0020.6%5.9%20.6%5.0%20.2%5.2%0.0%-92.7K1.8M-5.3K3.86124.45N/AN/A6926653391
2021-11-04$80.12$84.0023.7%5.3%17.3%7.3%16.8%4.3%0.1%-106.6K1.9M-5.0K3.86152.43N/AN/A6926653391
2021-11-05$79.59$84.0021.2%5.2%17.4%5.4%16.4%4.0%-0.2%-105.6K2.0M-4.7K3.86152.62N/AN/A6926653391
2021-11-08$80.39$84.0022.7%5.2%17.7%6.6%16.2%1.0%-0.8%-132.6K1.9M-4.4K3.86149.97N/AN/A6926653391
2021-11-09$80.11$84.0022.9%5.1%17.0%6.7%17.0%3.6%-1.4%-110.8K1.9M-4.6K3.86154.65N/AN/A6926653391
2021-11-10$79.88$84.0017.7%5.1%15.9%2.9%16.9%3.6%-0.9%-118.8K1.9M-4.7K3.86154.28N/AN/A6926653391
2021-11-11$81.22$84.0018.3%5.2%16.9%3.3%16.3%0.9%-0.8%-162.1K1.7M-4.4K3.86157.16N/AN/A6926653391
2021-11-12$81.66$84.0020.3%5.8%16.3%4.8%24.5%8.1%-3.1%-153.1K1.6M-4.5K3.69153.08N/AN/A7226653391
2021-11-15$81.87$84.0019.1%5.5%16.3%3.9%27.0%1.1%-7.4%-115.6K1.6M-4.9K3.26151.36N/AN/A8226756391
2021-11-16$82.26$80.0019.0%5.5%13.8%3.9%18.5%0.7%-7.3%-125.5K1.5M-4.7K3.26160.14N/AN/A8226776392
2021-11-17$81.56$80.0019.4%5.5%14.1%4.1%19.1%-1.0%-8.1%-104.1K1.6M-4.9K3.28158.86N/AN/A8226976392
2021-11-18$80.59$80.0019.3%5.5%14.6%4.1%17.6%1.1%1.1%-100.9K1.9M-4.4K3.23159.70N/AN/A8226576392
2021-11-19$80.60$80.0019.1%5.5%14.6%3.9%16.8%7.9%-1.8%-100.3K1.9M-4.4K3.23159.54N/AN/A8226576392
2021-11-22$80.80$80.0019.7%5.7%14.4%4.4%18.8%1.9%-2.9%-80.0K991.2K-4.3K3.71162.97N/AN/A7026073263
2021-11-23$79.76$80.0020.2%5.8%14.9%4.7%18.7%4.4%-3.6%-82.4K1.1M-4.1K3.71159.62N/AN/A7026073263
2021-11-24$79.57$80.0023.0%6.6%14.6%6.8%18.2%9.6%-1.0%-101.7K1.2M-3.7K3.71156.69N/AN/A7026073263
2021-11-26$77.26$80.0032.4%9.3%17.6%13.8%35.8%2.9%-12.7%-72.7K1.4M-3.3K3.73160.75N/AN/A7026173263
2021-11-29$77.32$80.0022.7%6.5%16.3%6.6%25.1%5.4%-3.0%-77.4K1.5M-3.0K3.73161.04N/AN/A7026173264
2021-11-30$76.72$80.0022.5%6.4%15.6%6.4%26.4%4.8%-3.5%-70.7K1.5M-2.9K3.68157.19N/AN/A7126173264