AIA Options History — July 2023

In July 2023, AIA traded between $58.36 and $63.45. ATM implied volatility averaged 37.8%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 15.4% (HV 20d: 22.4%). Max pain ranged from $59.68 to $60.68. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-07-03: Highest Volume — 40 contracts
  • 2023-07-24: Largest IV spike — 209.3% change
  • 2023-07-11: Highest IV Rank — 37.1%
  • 2023-07-05: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.05$58.36$63.45$60.58$63.45
Max Pain$59.78$59.68$60.68$60.68$59.68
ATM IV37.8%14.4%55.8%38.0%16.2%
Expected Move9.6%4.1%15.3%10.9%4.6%
HV 20d22.4%19.2%24.4%19.2%23.9%
HV 60d21.9%21.0%22.4%21.0%22.3%
IV Rank20.5%0.0%37.1%19.9%1.6%
IV Percentile40.1%0.0%84.5%38.1%0.4%
Term Structure1.3%-35.2%22.2%1.6%11.1%
VWIV25.1%19.5%32.6%32.6%26.5%
Skew 25d21.7%1.8%35.0%16.8%5.0%
Skew 10d23.1%-10.4%39.9%28.3%24.5%
Call IV 25d24.8%14.6%44.9%35.8%44.9%
Put IV 25d46.6%24.7%63.2%52.6%49.9%
Bid-Ask Spread %133.66119.69157.79147.77135.47
Gamma HHI0.450.350.580.420.56
Net GEX153.1K65.9K265.1K105.8K202.1K
Net DEX-1.1M-1.7M-123.2K-1.1M-1.5M
Net VEX-3.4K-4.5K-966-4.5K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume5.45040400
Total OI649.15589703626595

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$60.58$60.6838.0%10.9%19.2%19.9%32.6%16.8%1.6%105.8K-1.1M-4.5K0.00147.77N/AN/A40058541
2023-07-05$59.86$60.6853.5%15.3%19.6%34.9%0.0%28.3%-35.2%133.3K-678.0K-3.3K0.00157.79N/AN/A0062541
2023-07-06$58.36$59.6845.7%9.1%21.0%27.3%0.0%8.8%-17.3%84.5K-539.0K-3.2K0.00134.71N/AN/A0062541
2023-07-07$59.42$59.6841.6%5.7%21.5%23.4%0.0%28.9%9.4%137.1K-658.5K-3.4K0.00136.74N/AN/A0062541
2023-07-10$59.14$59.6847.9%10.5%21.1%29.5%0.0%21.9%-0.6%99.7K-509.3K-2.7K0.00122.55N/AN/A0062541
2023-07-11$59.87$59.6855.8%4.6%21.5%37.1%0.0%10.8%19.1%149.7K-720.0K-3.1K0.00144.56N/AN/A0062541
2023-07-12$61.56$59.6837.0%10.6%23.7%18.9%0.0%31.1%5.9%185.8K-1.4M-4.5K0.00122.35N/AN/A20062541
2023-07-13$62.70$59.6831.0%8.9%24.1%13.0%0.0%23.9%10.6%158.9K-1.7M-4.4K0.00119.69N/AN/A0062541
2023-07-14$62.19$59.6830.4%8.7%24.2%12.5%21.9%1.8%22.2%175.0K-1.2M-3.7K0.00120.26N/AN/A0462541
2023-07-17$62.11$59.6834.7%9.9%24.0%16.6%19.5%31.9%9.6%145.4K-1.6M-4.3K0.00128.93N/AN/A32062545
2023-07-18$61.21$59.6832.4%9.3%24.4%14.4%0.0%14.0%0.7%265.1K-1.1M-3.3K0.00130.60N/AN/A0165745
2023-07-19$61.09$59.6841.4%11.9%22.2%23.1%0.0%28.9%-3.0%222.2K-1.3M-3.6K0.00121.92N/AN/A0065746
2023-07-20$60.27$59.6837.0%10.6%22.6%18.9%0.0%26.8%-4.6%234.7K-869.1K-3.0K0.00133.48N/AN/A0265746
2023-07-21$60.05$59.6814.4%4.1%22.6%0.0%0.0%18.5%8.3%65.9K-123.2K-9660.00150.57N/AN/A2065744
2023-07-24$61.02$59.6844.7%12.8%22.3%28.6%0.0%23.1%-5.7%98.2K-1.1M-3.4K0.00137.60N/AN/A0054744
2023-07-25$61.61$59.6842.4%12.2%22.4%26.4%26.5%32.1%-6.1%110.8K-1.2M-3.4K0.00126.53N/AN/A2054744
2023-07-26$61.91$59.6844.8%12.8%22.1%28.6%0.0%34.7%-7.7%126.3K-1.4M-3.5K0.00135.09N/AN/A0054544
2023-07-27$61.33$59.6837.2%10.7%22.0%21.4%0.0%35.0%4.2%159.6K-1.0M-3.0K0.00136.86N/AN/A6054544
2023-07-28$63.23$59.6829.7%8.5%23.9%14.4%0.0%12.2%2.7%202.5K-1.2M-3.0K0.00129.68N/AN/A0055144
2023-07-31$63.45$59.6816.2%4.6%23.9%1.6%0.0%5.0%11.1%202.1K-1.5M-3.1K0.00135.47N/AN/A0055144