AIA Options History — May 2024

In May 2024, AIA traded between $61.64 and $68.19. ATM implied volatility averaged 27.7%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 8.7% (HV 20d: 19.0%). Max pain ranged from $45.00 to $65.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-05-02: Highest Volume — 500 contracts
  • 2024-05-13: Largest IV spike — 516.5% change
  • 2024-05-13: Highest IV Rank — 44.1%
  • 2024-05-01: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.79$61.64$68.19$61.64$63.91
Max Pain$61.25$45.00$65.00$45.00$65.00
ATM IV27.7%11.9%73.3%37.7%36.3%
Expected Move8.3%4.7%10.8%10.8%10.4%
HV 20d19.0%15.2%24.0%20.5%16.1%
HV 60d18.3%17.7%19.3%18.5%17.7%
IV Rank10.8%0.0%44.1%17.0%17.6%
IV Percentile22.5%0.0%95.6%47.2%46.8%
Term Structure-6.9%-18.0%11.8%-9.4%-10.3%
VWIV25.1%23.9%26.2%26.2%23.9%
Skew 25d4.6%-2.6%25.5%25.5%-1.8%
Skew 10d7.8%-15.1%25.3%-15.1%-1.3%
Call IV 25d30.7%14.8%43.3%21.5%43.3%
Put IV 25d35.3%31.4%47.0%47.0%41.5%
Bid-Ask Spread %168.27135.04179.34147.01175.43
Gamma HHI0.880.440.960.720.73
Net GEX82.0K-5.4K116.7K-5.4K116.7K
Net DEX-1.9M-2.6M-158.8K-158.8K-1.7M
Net VEX-8.5K-10.6K-60-163-10.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume29.273050000
Total OI559.9099368393683

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$61.64$45.0037.7%10.8%20.5%17.0%0.0%25.5%-9.4%-5.4K-158.8K-1630.00147.01N/AN/A003162
2024-05-02$63.67$45.0016.5%4.7%23.3%1.5%0.0%23.9%11.8%-116-177.6K-600.00138.72N/AN/A50003162
2024-05-03$64.75$45.0017.0%4.9%23.9%1.8%0.0%14.8%11.0%83.1K-1.8M-9.4K0.00135.04N/AN/A0053062
2024-05-06$64.93$0.0014.6%7.5%23.9%0.1%0.0%1.4%-4.4%81.5K-1.9M-9.3K0.00175.90N/AN/A0053062
2024-05-07$64.50$0.0014.3%7.7%24.0%0.0%0.0%-0.2%-8.0%84.2K-1.9M-9.3K0.00178.75N/AN/A0053062
2024-05-08$64.47$0.0014.1%7.8%23.1%0.0%0.0%0.9%-8.2%84.8K-1.8M-9.3K0.00179.34N/AN/A0053062
2024-05-09$64.98$0.0014.1%7.8%22.7%0.0%0.0%0.8%-10.5%86.6K-1.9M-9.3K0.00177.54N/AN/A0053062
2024-05-10$65.59$0.0011.9%7.7%19.1%0.0%0.0%12.7%-6.3%85.7K-2.0M-9.2K0.00174.13N/AN/A0053062
2024-05-13$66.20$0.0073.3%8.0%18.3%44.1%26.2%12.6%-5.8%82.2K-2.0M-9.3K0.00172.28N/AN/A31053062
2024-05-14$66.69$65.0018.0%8.0%17.0%4.4%0.0%1.2%-6.3%89.0K-2.2M-9.3K0.00171.26N/AN/A0054962
2024-05-15$67.84$65.0027.9%8.0%17.2%11.5%0.0%17.6%-18.0%86.6K-2.5M-9.0K0.00167.41N/AN/A0054962
2024-05-16$68.12$65.0028.3%8.1%17.2%11.8%0.0%1.4%-7.9%86.7K-2.6M-8.7K0.00167.53N/AN/A1054962
2024-05-17$68.19$65.0028.6%8.2%15.2%12.0%0.0%1.0%-8.1%84.3K-2.6M-8.7K0.00167.10N/AN/A0054962
2024-05-20$67.75$65.0029.7%8.5%15.7%12.8%0.0%-0.9%-8.7%86.9K-2.3M-8.9K0.00169.80N/AN/A3052060
2024-05-21$67.03$65.0030.6%8.8%16.5%13.4%0.0%-0.7%-8.9%85.8K-2.2M-9.0K0.00172.00N/AN/A1052360
2024-05-22$66.89$65.0031.1%8.9%16.6%13.8%23.9%-2.6%-9.3%85.8K-2.2M-9.0K0.00166.77N/AN/A6052360
2024-05-23$66.37$65.0030.6%8.8%17.2%13.5%0.0%-1.7%-6.1%96.9K-2.1M-9.0K0.00168.74N/AN/A0052360
2024-05-24$66.59$65.0030.8%8.8%16.7%13.6%0.0%-0.8%-7.6%90.2K-2.1M-9.0K0.00172.85N/AN/A0052360
2024-05-28$66.78$65.0033.2%9.5%16.7%15.3%0.0%-1.5%-9.1%89.0K-2.2M-8.9K0.00172.69N/AN/A100052360
2024-05-29$65.41$65.0035.3%10.1%18.1%16.8%0.0%-1.5%-11.4%110.3K-2.0M-10.6K0.00176.25N/AN/A2062360
2024-05-30$65.09$65.0035.7%10.2%18.3%17.1%0.0%-1.3%-10.9%114.4K-2.0M-10.5K0.00175.49N/AN/A0062360
2024-05-31$63.91$65.0036.3%10.4%16.1%17.6%0.0%-1.8%-10.3%116.7K-1.7M-10.2K0.00175.43N/AN/A0062360