AIA Options History — June 2023

In June 2023, AIA traded between $58.97 and $63.03. ATM implied volatility averaged 46.8%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 24.2% (HV 20d: 22.6%). Max pain ranged from $60.68 to $61.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.05.

Notable Days

  • 2023-06-16: Highest Volume — 22 contracts
  • 2023-06-14: Largest IV drop — 60.6% change
  • 2023-06-13: Highest IV Rank — 60.9%
  • 2023-06-26: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.67$58.97$63.03$58.97$59.70
Max Pain$60.72$60.68$61.00$61.00$60.68
ATM IV46.8%30.7%80.2%42.8%40.8%
Expected Move10.4%5.9%13.7%12.3%11.7%
HV 20d22.6%20.3%24.8%23.5%20.3%
HV 60d21.0%20.6%22.0%21.5%20.9%
IV Rank28.4%12.7%60.9%24.5%22.5%
IV Percentile57.6%11.5%98.4%57.9%48.8%
Term Structure-12.1%-30.1%4.7%-14.7%-27.0%
VWIV31.9%31.0%32.8%32.8%31.0%
Skew 25d20.1%-4.2%42.6%42.6%14.6%
Skew 10d26.0%-29.1%51.3%51.3%21.5%
Call IV 25d28.9%15.9%45.2%24.9%45.1%
Put IV 25d49.0%39.5%67.5%67.5%59.7%
Bid-Ask Spread %146.71124.87174.25174.25162.70
Gamma HHI0.490.430.540.490.49
Net GEX105.9K58.7K147.6K58.7K131.8K
Net DEX-1.0M-1.7M-493.1K-493.1K-678.0K
Net VEX-5.0K-6.2K-3.7K-4.1K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.100.000.10
Total Volume2.04802200
Total OI609.095582626582626

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$58.97$0.0042.8%12.3%23.5%24.5%0.0%42.6%-14.7%58.7K-493.1K-4.1K0.00174.25N/AN/A0054339
2023-06-02$60.37$0.0042.5%12.2%24.6%24.3%0.0%40.3%-2.8%83.2K-853.3K-5.3K0.00172.26N/AN/A0054339
2023-06-05$60.14$0.0056.5%10.7%24.2%37.8%0.0%14.4%-21.8%82.9K-747.0K-4.9K0.00155.66N/AN/A0054339
2023-06-06$60.85$0.0041.9%8.0%24.5%23.6%32.8%13.1%-7.3%110.6K-824.4K-5.0K0.00150.07N/AN/A21054339
2023-06-07$59.92$61.0064.0%9.2%24.5%45.1%0.0%5.4%-21.7%116.8K-879.7K-5.1K0.00167.06N/AN/A0056439
2023-06-08$60.60$61.0059.4%8.3%24.8%40.6%0.0%4.8%-6.3%113.3K-1.1M-5.7K0.00168.67N/AN/A0056439
2023-06-09$60.91$60.6857.4%9.7%24.7%38.7%0.0%-4.2%-7.2%97.7K-1.2M-5.8K0.00130.03N/AN/A0056439
2023-06-12$61.25$60.6872.1%5.9%23.5%53.0%0.0%6.6%4.7%105.3K-1.3M-5.8K0.00124.87N/AN/A0056539
2023-06-13$62.14$60.6880.2%9.1%20.8%60.9%0.0%30.1%-4.6%98.9K-1.6M-6.1K0.00135.09N/AN/A0056539
2023-06-14$62.49$60.6831.6%9.1%20.6%13.6%0.0%10.1%-8.5%103.8K-1.7M-6.2K0.00135.13N/AN/A0056539
2023-06-15$63.03$60.6830.7%8.8%20.6%12.7%0.0%16.3%-3.3%110.5K-1.6M-6.0K0.00135.58N/AN/A0056539
2023-06-16$62.71$60.6835.2%10.1%20.6%17.1%31.0%27.1%-13.5%147.6K-1.3M-5.3K0.10131.25N/AN/A20256539
2023-06-20$60.95$60.6836.0%10.3%23.5%17.9%0.0%21.3%2.5%122.3K-1.1M-5.3K0.00139.28N/AN/A0058541
2023-06-21$60.44$60.6834.0%9.7%23.3%15.9%0.0%11.3%-18.3%138.3K-824.4K-4.4K0.00156.49N/AN/A0058541
2023-06-22$60.44$60.6837.9%10.9%21.8%19.8%0.0%22.7%-2.5%89.6K-1.2M-5.4K0.00133.19N/AN/A0058541
2023-06-23$59.38$60.6844.2%12.7%22.6%25.9%0.0%31.6%-26.2%101.9K-605.3K-3.8K0.00144.96N/AN/A0058541
2023-06-26$59.85$60.6847.8%13.7%22.7%29.4%0.0%26.5%-28.0%92.9K-1.0M-4.8K0.00142.50N/AN/A0058541
2023-06-27$60.56$60.6839.5%11.3%21.7%21.3%0.0%26.3%-0.5%108.4K-1.0M-4.7K0.00143.37N/AN/A0058541
2023-06-28$59.94$60.6841.0%11.8%21.3%22.8%0.0%26.2%-17.7%115.5K-760.9K-4.2K0.00136.75N/AN/A0058541
2023-06-29$59.34$60.6847.7%13.7%21.2%29.3%0.0%35.0%-30.1%93.4K-837.1K-4.3K0.00141.79N/AN/A0058541
2023-06-30$59.70$60.6840.8%11.7%20.3%22.5%0.0%14.6%-27.0%131.8K-678.0K-3.7K0.00162.70N/AN/A0058541