AIA Options History — July 2022

In July 2022, AIA traded between $59.77 and $62.83. ATM implied volatility averaged 39.6%, placing in the 45.1% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 13.1% (HV 20d: 26.5%). Max pain ranged from $61.72 to $75.72. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.06.

Notable Days

  • 2022-07-25: Highest Volume — 121 contracts
  • 2022-07-13: Largest IV drop — 62.1% change
  • 2022-07-12: Highest IV Rank — 100.0%
  • 2022-07-01: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.19$59.77$62.83$62.12$60.32
Max Pain$75.02$61.72$75.72$61.72$75.72
ATM IV39.6%26.6%76.1%49.6%31.6%
Expected Move9.2%4.9%14.2%14.2%9.1%
HV 20d26.5%20.1%33.5%33.4%22.1%
HV 60d30.7%30.1%31.4%30.6%30.4%
IV Rank45.1%18.6%100.0%74.2%26.8%
IV Percentile78.8%53.6%100.0%96.4%68.7%
Term Structure-5.6%-22.4%6.7%-22.4%-17.9%
VWIV31.8%22.2%53.3%53.3%41.0%
Skew 25d4.6%-3.0%16.1%3.6%11.9%
Skew 10d3.4%-7.8%17.3%-1.7%4.7%
Call IV 25d32.0%18.8%59.7%59.7%30.6%
Put IV 25d36.7%23.6%63.3%63.3%42.5%
Bid-Ask Spread %124.20104.37172.98172.98118.75
Gamma HHI0.480.380.580.430.52
Net GEX-22.7K-46.1K-10.2K-13.1K-46.1K
Net DEX1.1M699.6K1.3M892.8K1.3M
Net VEX-4.8K-6.7K-3.7K-6.2K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.000.200.020.20
Total Volume110.7101121114121
Total OI698.65686706703706

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$62.12$61.7249.6%14.2%33.4%74.2%53.3%3.6%-22.4%-13.1K892.8K-6.2K0.02172.98N/AN/A1122329374
2022-07-05$61.63$75.7239.3%8.8%32.9%52.0%0.0%16.1%-12.7%-21.9K1.1M-5.0K0.02118.56N/AN/A1122329374
2022-07-06$61.41$75.7245.2%4.9%32.2%64.8%0.0%1.2%6.7%-23.6K1.1M-5.0K0.02110.37N/AN/A1122329374
2022-07-07$62.83$75.7242.6%7.8%33.5%59.0%0.0%-3.0%-4.8%-10.6K747.3K-5.9K0.02113.17N/AN/A1122329374
2022-07-08$62.67$75.7257.5%10.2%32.1%91.4%0.0%2.3%-4.0%-17.9K699.6K-6.7K0.02119.94N/AN/A1122329374
2022-07-11$60.43$75.7257.5%9.3%31.9%91.4%0.0%-0.7%-0.1%-16.1K935.4K-5.9K0.02121.31N/AN/A1042329374
2022-07-12$60.13$75.7276.1%6.7%31.8%100.0%29.8%4.3%-0.5%-26.0K1.1M-4.5K0.02104.37N/AN/A1052329374
2022-07-13$60.44$75.7228.8%8.3%28.0%22.2%22.2%3.4%-7.9%-25.4K1.2M-4.1K0.02111.61N/AN/A1052330374
2022-07-14$59.77$75.7233.1%9.5%27.6%29.2%27.9%2.7%-7.7%-25.1K1.3M-4.2K0.02112.33N/AN/A1052330374
2022-07-15$60.03$75.7231.2%9.0%26.4%26.2%32.8%1.5%0.8%-18.0K1.3M-4.3K0.02126.70N/AN/A1052330374
2022-07-18$60.67$75.7244.0%12.6%23.5%47.3%45.9%14.4%-8.0%-15.8K1.1M-4.1K0.00132.93N/AN/A1010316370
2022-07-19$61.66$75.7229.1%8.3%24.0%22.7%24.8%6.5%-1.2%-16.2K1.1M-4.9K0.00126.28N/AN/A1010316370
2022-07-20$61.40$75.7238.1%10.9%22.9%37.6%32.5%-0.0%-6.7%-10.2K949.1K-5.2K0.00135.04N/AN/A1010316370
2022-07-21$61.91$75.7236.0%10.3%21.7%34.1%37.1%0.7%3.8%-13.2K994.2K-5.1K0.00136.39N/AN/A1010316370
2022-07-22$60.86$75.7227.5%7.9%22.4%20.1%24.9%4.9%-6.4%-17.8K1.0M-4.7K0.00120.78N/AN/A1010316370
2022-07-25$61.10$75.7226.6%7.6%20.3%18.6%24.9%5.4%-2.3%-37.9K1.1M-3.9K0.20119.51N/AN/A10120316370
2022-07-26$60.85$75.7227.3%7.8%20.1%19.8%28.3%11.6%-0.5%-34.3K1.1M-4.3K0.20125.16N/AN/A10120316390
2022-07-27$61.90$75.7232.0%9.2%21.2%27.5%25.3%6.0%-9.9%-39.6K1.1M-4.6K0.20132.12N/AN/A10120316390
2022-07-28$61.65$75.7238.3%11.0%21.1%37.7%26.6%-0.1%-9.8%-24.8K1.1M-4.3K0.20125.65N/AN/A10120316390
2022-07-29$60.32$75.7231.6%9.1%22.1%26.8%41.0%11.9%-17.9%-46.1K1.3M-3.7K0.20118.75N/AN/A10120316390