AIA Options History — May 2023

In May 2023, AIA traded between $57.00 and $59.74. ATM implied volatility averaged 35.9%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 15.2% (HV 20d: 20.7%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-05-16: Highest Volume — 1 contracts
  • 2023-05-05: Largest IV spike — 151.9% change
  • 2023-05-08: Highest IV Rank — 41.0%
  • 2023-05-30: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.49$57.00$59.74$58.56$57.86
Max Pain$46.00$46.00$46.00$46.00$46.00
ATM IV35.9%18.2%59.7%36.2%44.9%
Expected Move10.0%5.2%13.8%10.4%12.9%
HV 20d20.7%17.4%22.8%18.6%22.5%
HV 60d21.6%20.7%22.5%22.0%21.4%
IV Rank17.8%0.5%41.0%18.1%26.5%
IV Percentile36.4%0.4%90.5%34.1%66.3%
Term Structure-8.0%-23.1%13.2%3.9%-10.1%
Skew 25d22.5%-2.7%40.6%31.5%40.6%
Skew 10d25.8%-2.4%45.2%43.6%36.3%
Call IV 25d27.5%18.4%44.0%26.8%26.5%
Put IV 25d50.0%27.8%67.1%58.3%67.1%
Bid-Ask Spread %166.40127.92177.90127.92177.90
Gamma HHI0.460.400.530.410.49
Net GEX74.3K53.1K92.0K77.6K53.1K
Net DEX-953.8K-1.4M-356.3K-1.2M-486.4K
Net VEX-5.0K-6.0K-3.8K-5.9K-4.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1360100
Total OI762.091582847846582

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$58.56$46.0036.2%10.4%18.6%18.1%0.0%31.5%3.9%77.6K-1.2M-5.9K0.00127.92N/AN/A00739107
2023-05-02$57.75$46.0018.2%5.2%19.0%0.5%0.0%13.4%11.9%60.6K-1.1M-5.5K0.00136.71N/AN/A00739107
2023-05-03$57.65$46.0020.3%5.8%19.0%2.6%0.0%-2.7%12.2%73.5K-997.0K-5.2K0.00134.54N/AN/A00739107
2023-05-04$58.27$0.0019.3%9.3%19.5%1.6%0.0%11.4%-20.8%82.8K-1.2M-5.9K0.00166.44N/AN/A00739107
2023-05-05$59.13$0.0048.5%7.0%20.1%30.1%0.0%26.1%-0.3%83.2K-1.1M-5.4K0.00171.76N/AN/A00739107
2023-05-08$59.16$0.0059.7%9.0%20.1%41.0%0.0%11.3%-11.2%81.9K-1.3M-5.8K0.00170.73N/AN/A00739107
2023-05-09$58.30$0.0018.9%10.0%20.6%1.3%0.0%18.4%-18.1%65.0K-889.4K-4.1K0.00168.97N/AN/A00739107
2023-05-10$58.25$0.0038.8%11.1%19.2%20.6%0.0%18.0%-9.5%86.7K-1.4M-6.0K0.00162.83N/AN/A00739107
2023-05-11$58.07$0.0031.7%9.1%17.4%13.7%0.0%0.7%-17.5%56.5K-980.4K-4.7K0.00172.08N/AN/A00739107
2023-05-12$57.00$0.0036.9%10.6%18.1%18.8%0.0%11.1%-6.9%75.2K-1.2M-5.6K0.00168.91N/AN/A00739107
2023-05-15$59.02$0.0036.3%10.4%22.4%18.2%0.0%21.4%-17.3%83.7K-1.1M-5.3K0.00168.97N/AN/A00739107
2023-05-16$58.69$0.0032.0%9.2%22.5%14.0%0.0%30.4%-10.5%72.8K-999.4K-4.4K0.00167.76N/AN/A01739107
2023-05-17$59.15$0.0032.5%9.3%22.3%14.5%0.0%24.9%-6.9%64.8K-1.1M-4.7K0.00167.76N/AN/A00739108
2023-05-18$58.84$0.0039.3%11.3%22.3%21.1%0.0%34.6%-9.6%71.7K-1.3M-5.6K0.00172.86N/AN/A10739108
2023-05-19$58.94$0.0035.4%10.1%22.0%17.3%0.0%19.5%-23.1%73.6K-1.1M-4.8K0.00176.93N/AN/A01738108
2023-05-22$59.74$0.0030.1%8.6%22.3%12.1%0.0%22.7%-6.2%91.5K-723.8K-5.3K0.00172.51N/AN/A0054339
2023-05-23$58.48$0.0043.6%12.5%21.3%25.3%0.0%35.1%-12.6%92.0K-795.2K-5.5K0.00173.11N/AN/A0054339
2023-05-24$57.95$0.0042.5%12.2%21.4%24.3%0.0%25.3%-12.6%60.3K-356.3K-3.8K0.00176.75N/AN/A0054339
2023-05-25$58.03$0.0044.3%12.7%20.5%26.0%0.0%32.4%-9.8%62.1K-542.7K-4.7K0.00171.79N/AN/A0054339
2023-05-26$59.37$0.0031.9%9.2%22.1%14.0%0.0%27.4%13.2%86.4K-535.8K-4.2K0.00177.54N/AN/A0054339
2023-05-30$58.48$0.0048.2%13.8%22.8%29.8%0.0%40.6%-14.5%78.3K-526.7K-4.3K0.00175.99N/AN/A0054339
2023-05-31$57.86$0.0044.9%12.9%22.5%26.5%0.0%40.6%-10.1%53.1K-486.4K-4.2K0.00177.90N/AN/A0054339