AIA Options History — May 2022

In May 2022, AIA traded between $59.49 and $65.99. ATM implied volatility averaged 37.3%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 6.8% (HV 20d: 30.5%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 37.47.

Notable Days

  • 2022-05-19: Highest Volume — 321 contracts
  • 2022-05-06: Largest IV spike — 117.6% change
  • 2022-05-06: Highest IV Rank — 100.0%
  • 2022-05-25: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.51$59.49$65.99$64.46$65.99
Max Pain$65.00$65.00$65.00$65.00$65.00
ATM IV37.3%25.3%60.9%28.4%38.1%
Expected Move10.1%7.3%15.9%8.1%10.9%
HV 20d30.5%23.0%34.7%25.5%34.7%
HV 60d36.3%34.3%37.8%34.3%37.8%
IV Rank50.3%26.4%100.0%34.6%50.1%
IV Percentile85.8%67.1%100.0%76.6%90.5%
Term Structure-2.5%-11.1%16.8%-2.6%-6.5%
VWIV30.3%28.6%33.7%28.7%28.6%
Skew 25d0.9%-19.7%10.3%-7.0%6.3%
Skew 10d7.0%-16.4%29.1%3.8%29.1%
Call IV 25d34.8%24.0%55.6%37.0%24.0%
Put IV 25d35.7%27.0%59.7%29.9%30.3%
Bid-Ask Spread %121.39105.95144.02123.01141.12
Gamma HHI0.420.330.550.370.41
Net GEX-59.3K-89.3K-44.9K-75.1K-53.0K
Net DEX1.5M1.2M1.7M1.4M1.2M
Net VEX-3.6K-4.4K-3.1K-3.9K-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio37.4728.1854.6031.0054.60
Total Volume308.095278321320278
Total OI407.286378419419378

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$64.46$65.0028.4%8.1%25.5%34.6%28.7%-7.0%-2.6%-75.1K1.4M-3.9K31.00123.01N/AN/A103109410
2022-05-03$65.10$65.0028.4%8.1%23.5%34.6%33.7%-11.5%12.2%-73.2K1.4M-4.1K31.00105.95N/AN/A103109410
2022-05-04$65.57$65.0025.5%7.3%23.0%27.0%28.6%-19.7%16.8%-89.3K1.3M-4.0K31.00128.69N/AN/A103109410
2022-05-05$62.82$0.0025.3%10.1%26.5%26.4%0.0%-2.8%-6.0%-70.5K1.4M-4.4K31.00113.12N/AN/A103109410
2022-05-06$61.80$0.0055.0%10.9%26.8%100.0%0.0%5.4%-7.5%-51.4K1.6M-4.0K31.00110.31N/AN/A103109410
2022-05-09$59.76$0.0044.7%10.4%28.7%74.0%0.0%7.4%-4.2%-44.9K1.7M-3.7K31.00107.84N/AN/A103109410
2022-05-10$60.17$0.0060.9%9.7%28.7%100.0%0.0%4.8%-3.4%-49.4K1.7M-3.6K31.00117.43N/AN/A103109410
2022-05-11$59.97$0.0034.7%9.9%28.7%42.5%0.0%2.2%-0.9%-48.9K1.6M-3.6K31.00117.33N/AN/A103109410
2022-05-12$59.49$0.0038.4%11.0%27.0%50.7%0.0%8.6%-7.7%-46.3K1.7M-3.7K31.00116.52N/AN/A103109410
2022-05-13$61.86$0.0029.7%8.5%31.1%31.6%0.0%10.3%-5.6%-63.2K1.7M-3.3K31.00107.50N/AN/A103109410
2022-05-16$61.53$0.0033.0%9.4%30.9%38.7%0.0%9.3%-5.3%-58.6K1.7M-3.5K31.00108.04N/AN/A103109410
2022-05-17$63.41$0.0031.3%9.0%33.1%35.0%0.0%-1.0%-6.3%-66.2K1.5M-3.8K31.00120.45N/AN/A103109410
2022-05-18$61.71$0.0032.2%9.2%34.4%37.2%0.0%6.5%-8.8%-54.9K1.6M-3.5K31.00124.65N/AN/A103109410
2022-05-19$62.71$0.0031.3%9.0%33.8%35.1%0.0%-7.7%-5.4%-71.8K1.6M-3.1K28.18122.04N/AN/A113109410
2022-05-20$62.68$0.0038.1%10.9%33.8%50.1%0.0%-0.6%6.0%-64.6K1.6M-3.5K28.18136.14N/AN/A113109410
2022-05-23$63.02$0.0035.2%10.1%33.7%43.6%0.0%7.6%-3.6%-54.4K1.4M-3.3K54.60111.14N/AN/A52735373
2022-05-24$61.46$0.0030.6%8.8%34.0%33.7%0.0%9.2%1.6%-48.9K1.5M-3.3K54.60127.07N/AN/A52735373
2022-05-25$61.80$0.0055.3%15.9%33.9%87.8%0.0%-17.4%-9.9%-48.9K1.4M-3.4K54.60131.24N/AN/A52735373
2022-05-26$63.11$0.0034.5%9.9%34.5%42.2%0.0%7.7%6.2%-64.3K1.4M-3.2K54.60144.02N/AN/A52735373
2022-05-27$64.26$0.0052.8%15.1%33.4%82.2%0.0%2.3%-11.1%-47.1K1.3M-3.8K54.60135.67N/AN/A52735373
2022-05-31$65.99$0.0038.1%10.9%34.7%50.1%0.0%6.3%-6.5%-53.0K1.2M-3.6K54.60141.12N/AN/A52735373