AIA Options History — October 2022

In October 2022, AIA traded between $45.34 and $52.98. ATM implied volatility averaged 46.9%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 17.3% (HV 20d: 29.6%). Max pain ranged from $52.00 to $63.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 2.73.

Notable Days

  • 2022-10-31: Highest Volume — 444 contracts
  • 2022-10-31: Largest IV spike — 61.5% change
  • 2022-10-11: Highest IV Rank — 100.0%
  • 2022-10-31: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.84$45.34$52.98$50.53$45.85
Max Pain$53.33$52.00$63.00$58.00$52.00
ATM IV46.9%32.8%81.9%52.2%70.2%
Expected Move12.5%9.4%20.1%15.0%20.1%
HV 20d29.6%22.8%38.1%22.8%37.2%
HV 60d24.1%21.5%27.6%21.5%27.5%
IV Rank47.2%23.6%100.0%57.4%81.7%
IV Percentile82.3%55.6%100.0%92.9%98.4%
Term Structure-7.8%-27.3%5.2%-17.7%-23.9%
VWIV34.5%21.4%66.2%66.2%41.7%
Skew 25d10.1%-12.2%43.3%43.3%22.4%
Skew 10d4.4%-27.8%38.6%17.5%7.9%
Call IV 25d37.9%23.5%56.4%42.0%47.7%
Put IV 25d48.0%35.1%85.2%85.2%70.1%
Bid-Ask Spread %121.11105.10134.16124.07115.35
Gamma HHI0.210.190.270.210.20
Net GEX-11.5K-26.2K-4.8K-14.8K-8.0K
Net DEX1.2M1.0M1.3M1.2M1.1M
Net VEX-1.4K-3.0K-626-1.8K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.732.522.852.852.52
Total Volume432.143427444427444
Total OI606.381604617604610

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$50.53$58.0052.2%15.0%22.8%57.4%66.2%43.3%-17.7%-14.8K1.2M-1.8K2.85124.07N/AN/A111316323281
2022-10-04$52.37$63.0044.5%12.8%26.8%45.5%34.8%9.8%-0.2%-18.9K1.1M-2.4K2.85134.16N/AN/A111316323281
2022-10-05$52.98$63.0052.8%15.1%27.2%58.3%40.0%6.2%-20.0%-10.4K1.1M-2.3K2.85125.14N/AN/A111316323281
2022-10-06$52.79$52.0056.6%9.9%27.0%64.4%36.1%-5.1%-10.4%-26.2K1.0M-3.0K2.85116.10N/AN/A111316323281
2022-10-07$51.30$52.0039.7%10.1%26.8%38.0%32.7%10.1%-3.8%-16.4K1.2M-1.6K2.85116.62N/AN/A111316323281
2022-10-10$50.21$52.0055.0%10.9%26.6%61.9%33.4%-12.2%3.9%-12.1K1.2M-1.4K2.85122.18N/AN/A111316323281
2022-10-11$49.08$52.0081.9%15.2%25.0%100.0%40.0%9.3%-24.7%-8.0K1.2M-1.1K2.85123.21N/AN/A111316323281
2022-10-12$49.22$52.0054.3%15.6%25.0%58.6%43.9%14.1%-27.3%-12.0K1.1M-1.9K2.85126.80N/AN/A111316323281
2022-10-13$49.31$52.0044.5%12.8%25.1%43.8%40.8%17.3%-1.0%-10.0K1.1M-1.9K2.80130.78N/AN/A113316323281
2022-10-14$48.42$52.0035.9%10.3%25.5%30.9%25.2%0.5%-5.0%-10.1K1.2M-8722.80113.42N/AN/A113316325281
2022-10-17$49.66$52.0036.5%10.5%27.8%31.8%30.2%20.1%-8.0%-14.6K1.2M-1.5K2.77116.42N/AN/A114316325281
2022-10-18$49.26$52.0034.2%9.8%27.8%28.4%37.0%14.4%-0.4%-8.8K1.3M-8752.77118.06N/AN/A114316326281
2022-10-19$47.72$52.0050.9%14.6%28.9%52.9%33.5%-7.6%-13.7%-7.6K1.2M-1.1K2.77123.93N/AN/A114316326281
2022-10-20$47.92$52.0037.1%10.6%29.1%30.7%24.3%5.7%-1.5%-11.0K1.2M-1.1K2.77122.47N/AN/A114316326281
2022-10-21$48.32$52.0040.4%11.6%28.7%35.4%21.4%8.5%0.3%-12.2K1.2M-1.3K2.55124.15N/AN/A124316327281
2022-10-24$45.34$52.0032.8%9.4%35.6%23.6%37.6%10.9%0.7%-4.8K1.2M-6262.55117.40N/AN/A123314336281
2022-10-25$45.79$52.0042.4%12.1%36.1%38.5%24.5%10.8%5.2%-9.7K1.2M-1.0K2.55105.10N/AN/A123314326282
2022-10-26$47.19$52.0036.9%10.6%38.1%30.0%22.5%5.8%-2.1%-9.9K1.2M-9142.59121.03N/AN/A123318326282
2022-10-27$46.65$52.0042.8%12.3%37.2%39.2%28.4%11.5%-14.3%-9.1K1.2M-9112.59117.83N/AN/A123318326281
2022-10-28$45.79$52.0043.4%12.5%37.5%40.1%29.5%15.8%0.5%-7.6K1.2M-7252.59129.19N/AN/A123318326281
2022-10-31$45.85$52.0070.2%20.1%37.2%81.7%41.7%22.4%-23.9%-8.0K1.1M-1.1K2.52115.35N/AN/A126318329281