AIA Options History — November 2022

In November 2022, AIA traded between $46.93 and $58.23. ATM implied volatility averaged 46.3%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 6.0% (HV 20d: 40.3%). Max pain ranged from $50.00 to $52.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 14.73.

Notable Days

  • 2022-11-14: Highest Volume — 455 contracts
  • 2022-11-03: Largest IV spike — 45.9% change
  • 2022-11-01: Highest IV Rank — 71.0%
  • 2022-11-01: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.02$46.93$58.23$47.26$58.23
Max Pain$50.24$50.00$52.00$52.00$50.00
ATM IV46.3%30.0%63.3%63.3%47.5%
Expected Move12.0%7.0%18.1%18.1%13.6%
HV 20d40.3%35.9%46.2%36.4%39.2%
HV 60d32.8%28.3%35.8%28.4%35.8%
IV Rank44.6%19.2%71.0%71.0%46.4%
IV Percentile78.5%38.9%97.2%97.2%84.5%
Term Structure-14.9%-41.5%-3.7%-14.3%-15.5%
VWIV41.2%26.0%62.6%41.0%61.5%
Skew 25d5.2%-35.0%29.9%-7.0%29.4%
Skew 10d10.4%-22.6%51.8%5.8%45.0%
Call IV 25d46.0%22.3%73.9%53.5%38.9%
Put IV 25d51.2%29.6%75.7%46.5%68.3%
Bid-Ask Spread %146.78126.28169.86126.28153.06
Gamma HHI0.240.170.380.210.26
Net GEX-22.5K-35.7K-3.2K-9.9K-35.7K
Net DEX1.1M921.7K1.3M1.2M1.1M
Net VEX-1.8K-2.6K-504-1.0K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.730.0076.602.540.00
Total Volume356.76204554460
Total OI518.143266620611337

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$47.26$52.0063.3%18.1%36.4%71.0%41.0%-7.0%-14.3%-9.9K1.2M-1.0K2.54126.28N/AN/A126320329282
2022-11-02$46.93$52.0043.2%12.4%35.9%39.8%47.2%4.1%-10.9%-12.2K1.1M-1.3K2.54131.79N/AN/A126320329284
2022-11-03$47.17$0.0063.1%10.7%36.1%70.7%0.0%11.2%-11.4%-3.2K1.2M-5042.54169.86N/AN/A126320329284
2022-11-04$49.41$0.0054.6%7.0%39.5%57.6%0.0%5.4%-10.3%-14.1K1.2M-1.3K2.54149.70N/AN/A126320329284
2022-11-07$49.98$0.0062.6%11.7%39.0%70.0%0.0%-9.4%-15.0%-14.8K1.2M-1.2K2.52143.68N/AN/A127320329284
2022-11-08$50.51$0.0049.0%10.0%38.2%48.8%28.1%-8.4%-5.9%-18.2K1.2M-1.5K2.52138.64N/AN/A129325330284
2022-11-09$49.50$50.0041.7%12.0%39.0%37.5%39.6%29.9%-15.4%-13.7K1.2M-1.1K2.52151.51N/AN/A129325330289
2022-11-10$52.05$50.0037.0%10.6%42.8%30.2%49.0%8.4%-12.9%-14.7K1.3M-7912.52163.05N/AN/A129325330289
2022-11-11$54.54$50.0037.8%10.8%44.8%31.4%36.6%-12.5%-16.7%-25.9K1.1M-1.8K2.52140.54N/AN/A129325330289
2022-11-14$54.41$50.0030.0%8.6%44.3%19.2%48.3%14.1%-3.7%-26.1K1.1M-2.0K2.50136.32N/AN/A130325330289
2022-11-15$56.88$50.0033.2%9.5%46.2%24.2%26.0%-0.7%-11.7%-28.5K1.0M-2.3K2.52135.40N/AN/A129325331289
2022-11-16$55.83$50.0037.0%10.6%44.9%30.1%27.4%8.1%-6.2%-25.9K921.7K-2.6K2.52139.40N/AN/A129325331289
2022-11-17$56.30$50.0041.4%11.9%44.9%36.9%62.6%14.4%-14.8%-29.4K1.0M-2.0K2.52146.08N/AN/A129325331289
2022-11-18$55.80$50.0038.4%11.0%45.3%32.3%27.3%-35.0%-16.3%-27.4K1.0M-2.0K2.52151.54N/AN/A129325331289
2022-11-21$54.57$50.0041.2%11.8%38.6%36.7%37.1%16.8%-10.3%-21.3K1.0M-2.1K76.60147.51N/AN/A53836260
2022-11-22$54.58$50.0046.7%13.4%38.7%45.2%29.8%13.0%-31.9%-32.1K1.1M-2.4K76.60151.52N/AN/A53836321
2022-11-23$55.22$50.0041.7%11.9%37.9%37.4%56.0%12.9%-15.5%-25.6K1.1M-2.3K76.60150.92N/AN/A53836321
2022-11-25$54.50$50.0046.4%13.3%38.1%44.8%0.0%5.9%-16.4%-31.5K1.2M-1.7K0.00147.85N/AN/A006321
2022-11-28$54.05$50.0059.3%17.0%37.3%64.9%61.5%9.4%-15.6%-30.4K1.2M-2.1K0.00154.91N/AN/A1006321
2022-11-29$55.80$50.0056.7%16.3%38.1%60.8%0.0%-1.2%-41.5%-30.7K1.1M-2.5K0.00152.90N/AN/A0016321
2022-11-30$58.23$50.0047.5%13.6%39.2%46.4%0.0%29.4%-15.5%-35.7K1.1M-2.2K0.00153.06N/AN/A0016321