AIA Options History — August 2023

In August 2023, AIA traded between $56.16 and $62.53. ATM implied volatility averaged 39.5%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 17.7% (HV 20d: 21.9%). Max pain ranged from $58.00 to $59.68. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-15: Highest Volume — 57 contracts
  • 2023-08-09: Largest IV spike — 73.3% change
  • 2023-08-07: Highest IV Rank — 41.7%
  • 2023-08-28: Largest Expected Move — 15.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.64$56.16$62.53$62.53$58.06
Max Pain$58.42$58.00$59.68$59.68$58.00
ATM IV39.5%18.6%58.6%41.9%44.2%
Expected Move11.1%8.7%15.4%12.0%12.7%
HV 20d21.9%17.9%26.1%24.3%17.9%
HV 60d22.2%21.1%23.2%22.4%21.1%
IV Rank23.7%3.9%41.7%25.9%28.1%
IV Percentile42.7%1.6%88.9%52.4%61.1%
Term Structure-4.7%-19.6%15.7%-6.5%-6.9%
VWIV22.3%22.3%22.3%22.3%22.3%
Skew 25d17.4%-8.0%33.1%29.6%14.7%
Skew 10d20.0%-13.2%47.7%38.6%-10.2%
Call IV 25d29.4%18.8%51.0%22.4%29.0%
Put IV 25d46.8%15.6%68.3%52.1%43.7%
Bid-Ask Spread %148.96122.98165.93131.28149.20
Gamma HHI0.530.290.640.560.57
Net GEX38.3K-11.2K147.3K147.3K-9.2K
Net DEX-98.8K-1.2M235.8K-1.2M126.8K
Net VEX-1.3K-2.9K-273-2.9K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume4.21705700
Total OI411.3048767159589

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$62.53$59.6841.9%12.0%24.3%25.9%0.0%29.6%-6.5%147.3K-1.2M-2.9K0.00131.28N/AN/A0055144
2023-08-02$60.80$59.6843.1%12.3%26.1%27.0%0.0%25.6%-2.3%132.0K-434.7K-1.6K0.00139.20N/AN/A0055144
2023-08-03$61.28$0.0040.7%9.7%24.3%24.7%0.0%14.5%-4.8%134.7K-366.2K-1.4K0.00122.98N/AN/A0055144
2023-08-04$60.72$0.0046.7%9.9%23.9%30.5%0.0%15.4%-5.3%144.8K-536.1K-1.8K0.00126.26N/AN/A0055144
2023-08-07$60.61$0.0058.6%12.0%23.8%41.7%0.0%30.7%-15.3%129.4K-526.8K-1.5K0.00140.63N/AN/A0055144
2023-08-08$59.59$0.0018.6%10.3%24.3%3.9%0.0%-8.0%0.1%17.5K-14.3K-2730.00134.74N/AN/A02355144
2023-08-09$60.05$0.0032.2%9.2%22.1%16.7%0.0%21.5%-10.5%30.5K-8.3K-6200.00161.36N/AN/A0055167
2023-08-10$60.05$0.0034.5%9.9%20.9%19.0%0.0%18.4%-14.4%21.7K4.3K-5770.00158.56N/AN/A0055167
2023-08-11$58.77$0.0033.7%9.7%21.9%18.1%0.0%12.1%-12.0%77.9K-261.1K-1.3K0.00161.55N/AN/A0055167
2023-08-14$58.41$0.0037.2%10.7%21.9%21.5%0.0%31.0%10.7%76.5K-571.1K-1.5K0.00152.54N/AN/A1055167
2023-08-15$57.55$0.0040.9%11.7%22.0%25.0%0.0%23.6%-6.5%5.9K72.0K-5820.00157.77N/AN/A05755067
2023-08-16$56.70$0.0036.4%10.4%22.3%20.8%0.0%-4.3%-19.6%39.0K-16.7K-1.6K0.00161.78N/AN/A08550114
2023-08-17$57.03$0.0032.2%9.2%22.3%16.8%0.0%9.8%-3.3%20.6K99.8K-1.4K0.00143.90N/AN/A60550121
2023-08-18$56.44$0.0030.5%8.7%22.4%15.2%0.0%30.8%3.4%-10.8K235.8K-1.3K0.00164.97N/AN/A00550121
2023-08-21$56.41$0.0034.9%10.0%21.3%19.4%0.0%15.8%-5.9%-11.2K174.9K-1.3K0.00150.98N/AN/A00879
2023-08-22$56.16$0.0038.7%11.1%20.7%22.9%0.0%33.1%0.2%-9.4K160.4K-1.2K0.00150.27N/AN/A00879
2023-08-23$57.34$0.0034.3%9.8%22.4%18.8%22.3%-2.9%15.7%-10.3K153.5K-1.2K0.00150.30N/AN/A20879
2023-08-24$57.36$58.0047.2%13.5%22.3%31.0%0.0%29.2%-2.2%-8.8K152.8K-1.3K0.00154.31N/AN/A001079
2023-08-25$57.26$58.0041.9%12.0%18.4%25.9%0.0%-3.1%-1.8%-9.8K151.2K-1.2K0.00148.36N/AN/A001079
2023-08-28$58.07$58.0053.5%15.4%19.4%36.9%0.0%16.7%-11.0%-9.3K149.6K-1.2K0.00150.57N/AN/A001079
2023-08-29$58.98$58.0041.7%12.0%20.3%25.8%0.0%29.1%1.9%-9.6K117.5K-1.2K0.00148.75N/AN/A001079
2023-08-30$58.65$58.0045.8%13.1%18.0%29.6%0.0%17.3%-10.9%-9.4K114.1K-1.2K0.00165.93N/AN/A001079
2023-08-31$58.06$58.0044.2%12.7%17.9%28.1%0.0%14.7%-6.9%-9.2K126.8K-1.2K0.00149.20N/AN/A001079