AIA Options History — June 2022

In June 2022, AIA traded between $61.76 and $67.96. ATM implied volatility averaged 37.7%, placing in the 48.5% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 3.6% (HV 20d: 34.1%). Max pain ranged from $58.72 to $64.72. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 16.46.

Notable Days

  • 2022-06-08: Highest Volume — 282 contracts
  • 2022-06-06: Largest IV spike — 79.7% change
  • 2022-06-06: Highest IV Rank — 100.0%
  • 2022-06-28: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.11$61.76$67.96$65.37$62.63
Max Pain$60.86$58.72$64.72$64.72$61.72
ATM IV37.7%23.0%61.5%35.0%41.9%
Expected Move10.2%6.6%14.4%10.0%12.0%
HV 20d34.1%28.6%36.7%34.8%34.0%
HV 60d32.9%29.5%37.2%37.1%30.8%
IV Rank48.5%16.7%100.0%43.2%57.7%
IV Percentile83.0%46.0%100.0%84.5%92.1%
Term Structure-4.5%-11.4%2.6%-9.7%-8.7%
VWIV38.6%26.6%50.0%32.7%39.7%
Skew 25d7.0%-1.2%26.8%2.1%11.8%
Skew 10d8.2%-15.8%30.8%5.9%-1.1%
Call IV 25d34.6%24.6%54.9%24.8%29.0%
Put IV 25d41.6%26.9%67.2%26.9%40.9%
Bid-Ask Spread %130.02106.98166.59141.97135.52
Gamma HHI0.440.400.530.450.43
Net GEX-45.1K-74.4K0-55.8K-17.4K
Net DEX1.1M01.4M1.2M850.1K
Net VEX-3.5K-6.4K0-3.6K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.460.0054.6054.600.02
Total Volume110.5710282278114
Total OI415.8570703378703

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$65.37$0.0035.0%10.0%34.8%43.2%0.0%2.1%-9.7%-55.8K1.2M-3.6K54.60141.97N/AN/A52735373
2022-06-02$66.43$0.0031.6%7.8%35.1%35.7%0.0%15.2%-1.8%-74.4K1.1M-2.8K54.60114.42N/AN/A52735373
2022-06-03$65.13$0.0034.2%8.2%32.2%41.5%0.0%-0.3%2.6%-52.6K1.2M-3.3K54.60114.14N/AN/A52735373
2022-06-06$66.06$0.0061.5%12.5%31.7%100.0%0.0%4.0%-4.0%-46.1K1.2M-3.8K54.60134.09N/AN/A52735373
2022-06-07$66.42$0.0058.3%12.2%28.6%93.1%0.0%2.6%-5.8%-52.4K1.1M-3.6K54.60142.64N/AN/A52735373
2022-06-08$67.96$0.0023.0%6.6%29.2%16.7%32.7%2.0%0.3%-69.6K1.1M-2.7K39.29114.95N/AN/A72755373
2022-06-09$65.47$0.0029.2%8.4%32.9%30.1%0.0%4.0%-5.1%0000.00166.59N/AN/A0000
2022-06-10$64.73$64.7228.6%8.2%33.1%28.8%0.0%4.1%2.4%-51.4K1.2M-3.4K0.00123.99N/AN/A007375
2022-06-13$61.90$64.7236.4%10.4%34.8%45.7%32.3%7.8%2.3%-48.6K1.3M-3.2K0.00124.08N/AN/A207372
2022-06-14$62.78$58.7236.7%10.5%35.0%46.2%26.6%7.0%-5.7%-50.1K1.3M-3.0K0.00106.98N/AN/A209372
2022-06-15$64.09$58.7229.8%8.5%34.1%31.4%29.0%1.7%-2.7%-65.1K1.2M-2.9K0.00122.46N/AN/A209372
2022-06-16$61.76$58.7239.0%11.2%35.4%51.3%44.1%8.2%-4.8%-52.5K1.4M-2.9K0.00151.33N/AN/A1209372
2022-06-17$62.39$58.7243.9%12.6%35.1%61.9%49.4%-1.2%-8.9%-46.2K1.2M-3.3K0.00134.06N/AN/A12019372
2022-06-21$63.55$58.7238.6%11.1%35.7%50.5%49.2%12.3%-1.4%-51.9K1.2M-2.9K0.00131.61N/AN/A12019372
2022-06-22$62.07$58.7231.9%9.1%36.7%35.9%38.5%18.1%-0.1%-52.4K1.3M-2.6K0.17123.88N/AN/A12219372
2022-06-23$62.31$61.7233.9%9.7%35.5%40.2%34.8%-0.1%-10.4%-52.6K1.3M-2.6K0.17122.50N/AN/A12219374
2022-06-24$63.89$61.7232.4%9.3%36.5%37.1%36.6%9.3%-1.1%-54.8K1.2M-2.8K0.01128.18N/AN/A212219374
2022-06-27$64.22$61.7243.2%12.4%35.9%60.4%49.3%26.8%-9.5%-19.3K725.0K-5.9K0.09147.54N/AN/A222219374
2022-06-28$63.81$61.7250.2%14.4%35.4%75.6%50.0%3.6%-11.0%-23.1K680.1K-6.1K0.02138.91N/AN/A1122229374
2022-06-29$63.33$61.7232.1%9.2%34.0%36.4%28.1%9.0%-11.4%-11.4K747.6K-6.4K0.02110.62N/AN/A1122329374
2022-06-30$62.63$61.7241.9%12.0%34.0%57.7%39.7%11.8%-8.7%-17.4K850.1K-6.1K0.02135.52N/AN/A1122329374