AIA Options History — September 2022

In September 2022, AIA traded between $50.00 and $58.20. ATM implied volatility averaged 43.6%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 20.1% (HV 20d: 23.5%). Max pain ranged from $58.00 to $65.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 2.42.

Notable Days

  • 2022-09-26: Highest Volume — 424 contracts
  • 2022-09-12: Largest IV spike — 120.0% change
  • 2022-09-12: Highest IV Rank — 100.0%
  • 2022-09-30: Largest Expected Move — 17.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.61$50.00$58.20$58.20$50.00
Max Pain$58.67$58.00$65.00$65.00$58.00
ATM IV43.6%23.2%79.5%42.0%61.8%
Expected Move10.0%6.2%17.7%12.0%17.7%
HV 20d23.5%20.1%26.3%20.1%22.0%
HV 60d22.2%20.7%25.3%25.3%21.3%
IV Rank44.9%12.2%100.0%44.0%72.4%
IV Percentile74.6%29.4%100.0%87.3%98.0%
Term Structure-3.8%-20.8%7.4%-20.8%-13.2%
VWIV41.6%27.8%69.7%38.5%69.7%
Skew 25d7.3%-32.8%25.9%-2.3%9.9%
Skew 10d4.6%-18.1%25.8%-3.0%-3.1%
Call IV 25d35.6%17.2%64.4%37.1%64.4%
Put IV 25d42.9%22.3%74.3%34.8%74.3%
Bid-Ask Spread %141.15106.12161.78160.74142.06
Gamma HHI0.230.200.280.210.21
Net GEX-15.6K-31.6K-5.7K-8.4K-10.8K
Net DEX1.1M1.0M1.3M1.0M1.1M
Net VEX-3.2K-4.6K-1.6K-4.6K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.420.002.820.002.82
Total Volume177.8104245424
Total OI617.619571635635604

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$58.20$65.0042.0%12.0%20.1%44.0%38.5%-2.3%-20.8%-8.4K1.0M-4.6K0.00160.74N/AN/A50343292
2022-09-02$57.38$65.0027.7%7.9%20.5%20.3%0.0%3.8%-0.3%-8.6K1.0M-4.6K0.00151.95N/AN/A00338292
2022-09-06$56.36$58.0054.1%9.4%21.2%63.9%27.8%19.9%4.9%-9.0K1.1M-4.3K2.51147.24N/AN/A106266338292
2022-09-07$56.66$58.0054.1%9.3%21.3%63.9%30.5%15.8%-5.2%-14.9K1.1M-3.9K2.51133.52N/AN/A106266338293
2022-09-08$55.99$58.0069.6%11.3%21.1%89.4%0.0%8.0%-3.8%-5.7K1.0M-4.5K0.00141.61N/AN/A00338293
2022-09-09$57.21$58.0036.1%6.2%22.5%34.3%0.0%5.2%0.5%-23.9K1.3M-2.9K0.00161.78N/AN/A00338293
2022-09-12$57.87$58.0079.5%8.8%22.7%100.0%0.0%11.6%1.3%-15.6K1.1M-4.1K0.00143.56N/AN/A01338293
2022-09-13$55.80$58.0074.2%8.9%25.7%91.7%29.3%8.9%-0.1%-15.0K1.1M-3.7K2.51139.64N/AN/A106266338293
2022-09-14$55.98$58.0035.8%10.3%25.9%32.0%0.0%-4.9%-9.2%-12.5K1.1M-4.0K0.00137.92N/AN/A00338293
2022-09-15$55.40$58.0031.3%9.0%26.0%24.9%0.0%2.1%-0.7%-12.6K1.2M-3.4K0.00137.28N/AN/A00338293
2022-09-16$55.05$58.0027.8%8.0%26.0%19.5%36.9%8.0%7.4%-15.0K1.2M-3.1K2.55137.27N/AN/A106270338293
2022-09-19$55.16$58.0033.8%9.7%25.7%28.8%0.0%11.9%5.6%-14.7K1.1M-2.9K0.00150.85N/AN/A060313258
2022-09-20$54.83$58.0023.2%6.6%25.7%12.2%0.0%-32.8%-4.9%-28.4K1.2M-3.0K0.00138.54N/AN/A06313318
2022-09-21$53.74$58.0024.3%7.0%26.3%14.0%0.0%5.1%-2.3%-31.6K1.2M-2.7K0.00148.88N/AN/A050313314
2022-09-22$53.28$58.0028.0%8.0%26.1%19.8%0.0%10.3%0.8%-18.0K1.1M-2.8K0.00135.72N/AN/A00313281
2022-09-23$52.08$58.0041.4%11.9%23.0%40.6%0.0%9.5%-5.7%-15.8K1.2M-2.3K0.00157.01N/AN/A00313281
2022-09-26$52.10$58.0040.5%11.6%22.8%39.2%29.1%16.1%-6.9%-19.9K1.2M-2.1K2.82106.12N/AN/A111313313281
2022-09-27$51.51$58.0042.1%12.1%22.9%41.7%41.9%18.9%-7.0%-18.1K1.2M-1.9K2.82127.85N/AN/A111313323281
2022-09-28$51.83$58.0036.8%10.6%22.9%33.5%50.6%25.9%-1.0%-16.2K1.1M-2.3K2.82134.93N/AN/A111313323281
2022-09-29$50.41$58.0051.2%14.7%22.3%56.0%61.7%1.5%-20.2%-13.6K1.2M-1.6K2.82129.57N/AN/A111313323281
2022-09-30$50.00$58.0061.8%17.7%22.0%72.4%69.7%9.9%-13.2%-10.8K1.1M-2.2K2.82142.06N/AN/A111313323281