AIA Options History — February 2022

In February 2022, AIA traded between $71.95 and $78.81. ATM implied volatility averaged 25.8%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 0.3% (HV 20d: 25.4%). Max pain ranged from $92.00 to $92.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 8.87.

Notable Days

2022-02-09: Highest Volume — 484 contracts
2022-02-04: Largest IV spike — 59.3% change
2022-02-04: Highest IV Rank — 78.5%
2022-02-24: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$76.30	$71.95	$78.81	$77.70	$71.95
Max Pain	$92.00	$92.00	$92.00	$92.00	$92.00
ATM IV	25.8%	18.9%	37.3%	22.9%	29.5%
Expected Move	6.9%	5.0%	10.5%	6.6%	8.5%
HV 20d	25.4%	23.2%	27.9%	27.9%	24.7%
HV 60d	22.1%	21.5%	22.9%	21.8%	22.6%
IV Rank	37.4%	12.6%	78.5%	27.1%	50.8%
IV Percentile	64.4%	18.3%	97.6%	57.9%	87.3%
Term Structure	-3.6%	-11.3%	1.8%	-4.4%	-5.8%
VWIV	23.8%	22.6%	24.9%	24.9%	22.6%
Skew 25d	3.4%	0.5%	7.8%	3.4%	3.3%
Skew 10d	2.8%	-9.3%	16.8%	0.8%	4.6%
Call IV 25d	21.7%	14.1%	39.5%	20.8%	25.6%
Put IV 25d	25.1%	17.5%	40.0%	24.1%	28.8%
Bid-Ask Spread %	149.48	119.74	161.81	145.71	136.58
Gamma HHI	0.36	0.25	0.64	0.28	0.57
Net GEX	-111.0K	-194.0K	-29.7K	-126.8K	-29.7K
Net DEX	1.5M	509.5K	2.3M	1.7M	656.5K
Net VEX	-3.2K	-3.9K	-2.7K	-3.3K	-3.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	8.87	7.13	12.33	7.13	12.33
Total Volume	358.263	80	484	431	80
Total OI	383.789	163	485	433	180

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$77.70	$92.00	22.9%	6.6%	27.9%	27.1%	24.9%	3.4%	-4.4%	-126.8K	1.7M	-3.3K	7.13	145.71	N/A	N/A	53	378	51	382
2022-02-02	$77.85	$92.00	21.7%	6.2%	27.9%	22.8%	22.6%	0.9%	-4.5%	-130.6K	1.7M	-3.2K	7.13	145.98	N/A	N/A	53	378	51	382
2022-02-03	$76.96	$0.00	23.4%	5.0%	27.2%	28.9%	0.0%	0.9%	0.3%	-115.6K	1.8M	-3.1K	7.13	152.42	N/A	N/A	53	378	51	382
2022-02-04	$77.35	$0.00	37.3%	6.9%	27.2%	78.5%	0.0%	2.2%	-5.5%	-106.4K	1.7M	-3.2K	7.13	159.57	N/A	N/A	53	378	51	382
2022-02-07	$76.97	$0.00	25.8%	5.7%	26.9%	37.4%	0.0%	6.8%	0.4%	-117.4K	1.9M	-2.9K	7.13	156.63	N/A	N/A	53	378	51	382
2022-02-08	$77.35	$0.00	26.7%	5.8%	27.0%	40.6%	0.0%	6.7%	1.8%	-126.8K	1.8M	-2.8K	7.13	154.22	N/A	N/A	53	378	51	382
2022-02-09	$78.81	$0.00	18.9%	5.4%	25.7%	12.6%	0.0%	5.7%	1.5%	-155.4K	1.6M	-2.7K	8.13	157.03	N/A	N/A	53	431	51	382
2022-02-10	$78.22	$0.00	18.9%	5.4%	24.8%	12.9%	0.0%	3.1%	-0.4%	-162.2K	1.9M	-3.7K	8.13	152.35	N/A	N/A	53	431	51	434
2022-02-11	$76.98	$0.00	25.3%	7.2%	25.1%	35.5%	0.0%	3.5%	-6.5%	-127.2K	2.0M	-3.9K	8.13	159.57	N/A	N/A	53	431	51	434
2022-02-14	$76.72	$0.00	21.0%	6.0%	25.1%	20.3%	0.0%	3.1%	-0.7%	-133.2K	2.1M	-3.5K	7.89	157.19	N/A	N/A	53	418	51	434
2022-02-15	$77.66	$0.00	20.2%	5.8%	24.2%	17.3%	0.0%	3.9%	-0.6%	-165.7K	2.0M	-3.0K	7.89	160.91	N/A	N/A	53	418	51	434
2022-02-16	$78.46	$0.00	19.4%	5.6%	24.4%	14.8%	0.0%	2.6%	-2.2%	-194.0K	1.8M	-2.7K	7.89	158.07	N/A	N/A	53	418	51	434
2022-02-17	$77.57	$0.00	23.4%	6.7%	23.7%	28.9%	0.0%	2.2%	-4.0%	-146.4K	2.0M	-3.3K	8.02	156.96	N/A	N/A	53	425	46	434
2022-02-18	$76.25	$0.00	21.5%	6.2%	23.2%	22.2%	0.0%	3.7%	-0.1%	-120.9K	2.3M	-3.1K	8.02	136.33	N/A	N/A	53	425	46	427
2022-02-22	$74.56	$0.00	30.4%	8.7%	24.3%	53.9%	0.0%	0.9%	-8.4%	-35.2K	509.5K	-3.1K	12.33	161.81	N/A	N/A	6	74	6	157
2022-02-23	$73.48	$0.00	31.4%	9.0%	24.7%	57.4%	0.0%	7.8%	-8.5%	-32.1K	564.5K	-3.4K	12.33	130.06	N/A	N/A	6	74	6	174
2022-02-24	$72.12	$0.00	36.7%	10.5%	24.8%	76.6%	0.0%	0.5%	-9.8%	-50.7K	724.0K	-2.9K	12.33	139.03	N/A	N/A	6	74	6	174
2022-02-25	$72.81	$0.00	35.2%	10.1%	24.4%	71.0%	0.0%	3.2%	-11.3%	-32.0K	636.1K	-3.4K	12.33	119.74	N/A	N/A	6	74	6	174
2022-02-28	$71.95	$0.00	29.5%	8.5%	24.7%	50.8%	0.0%	3.3%	-5.8%	-29.7K	656.5K	-3.3K	12.33	136.58	N/A	N/A	6	74	6	174