AIA Options History — June 2024 In June 2024, AIA traded between $64.77 and $67.99. ATM implied volatility averaged 33.9%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 15.3% (HV 20d: 18.6%). Max pain ranged from $65.00 to $68.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-21 : Highest Volume — 10 contracts2024-06-12 : Largest IV drop — 39.6% change2024-06-11 : Highest IV Rank — 23.6%2024-06-04 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $66.50 $64.77 $67.99 $64.81 $67.16 Max Pain $66.88 $65.00 $68.00 $65.00 $68.00 ATM IV 33.9% 27.1% 44.8% 38.1% 32.7% Expected Move 8.8% 7.5% 11.3% 10.9% 9.4% HV 20d 18.6% 15.7% 20.0% 15.8% 17.6% HV 60d 18.4% 17.8% 18.7% 17.8% 18.6% IV Rank 15.8% 10.9% 23.6% 18.9% 14.9% IV Percentile 37.4% 16.3% 71.8% 52.0% 36.1% Term Structure -5.5% -12.4% -1.8% -12.4% -6.3% VWIV 10.5% 10.5% 10.5% 10.5% 10.5% Skew 25d 5.2% -3.2% 22.0% -3.2% 1.5% Skew 10d 14.6% -1.0% 28.5% -1.0% 11.0% Call IV 25d 30.7% 10.7% 47.1% 45.9% 37.9% Put IV 25d 35.9% 31.2% 44.5% 42.7% 39.4% Bid-Ask Spread % 184.13 172.68 188.76 173.63 184.73 Gamma HHI 0.68 0.63 0.72 0.72 0.63 Net GEX 124.6K 110.0K 155.3K 116.6K 155.3K Net DEX -2.4M -2.9M -1.9M -1.9M -2.8M Net VEX -9.8K -10.4K -8.8K -10.4K -8.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.526 0 10 0 0 Total OI 684.053 683 687 683 687
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-06-03 $64.81 $65.00 38.1% 10.9% 15.8% 18.9% 0.0% -3.2% -12.4% 116.6K -1.9M -10.4K 0.00 173.63 N/A N/A 0 0 623 60 2024-06-04 $64.77 $65.00 39.3% 11.3% 15.7% 19.7% 0.0% -3.0% -11.5% 115.9K -1.9M -10.3K 0.00 175.25 N/A N/A 0 0 623 60 2024-06-05 $66.32 $65.00 38.4% 11.0% 17.6% 19.0% 0.0% -1.5% -11.3% 110.0K -2.2M -10.4K 0.00 172.68 N/A N/A 0 0 623 60 2024-06-06 $66.69 $0.00 40.5% 7.5% 17.7% 20.5% 0.0% 19.6% -3.3% 111.4K -2.3M -10.4K 0.00 188.50 N/A N/A 0 0 623 60 2024-06-07 $65.45 $0.00 40.1% 7.8% 18.9% 20.3% 0.0% -1.3% -4.1% 118.5K -2.1M -10.3K 0.00 188.76 N/A N/A 0 0 623 60 2024-06-10 $65.93 $0.00 44.6% 7.9% 18.8% 23.5% 0.0% 1.1% -4.6% 113.5K -2.2M -10.2K 0.00 187.15 N/A N/A 0 0 623 60 2024-06-11 $65.09 $0.00 44.8% 8.1% 19.0% 23.6% 0.0% 6.4% -3.9% 114.7K -2.1M -10.1K 0.00 188.34 N/A N/A 0 0 623 60 2024-06-12 $66.25 $0.00 27.1% 7.8% 20.0% 10.9% 0.0% 21.1% -1.9% 136.0K -2.6M -9.9K 0.00 185.67 N/A N/A 0 0 623 60 2024-06-13 $66.39 $0.00 27.4% 7.8% 18.9% 11.1% 0.0% 21.5% -3.3% 139.2K -2.6M -9.8K 0.00 186.18 N/A N/A 0 0 623 60 2024-06-14 $66.16 $0.00 28.2% 8.1% 18.8% 11.7% 0.0% 22.0% -2.5% 117.7K -2.3M -10.0K 0.00 188.48 N/A N/A 0 0 623 60 2024-06-17 $67.01 $0.00 28.8% 8.2% 19.5% 12.1% 0.0% 2.1% -4.9% 117.5K -2.5M -9.8K 0.00 185.97 N/A N/A 0 0 623 60 2024-06-18 $67.63 $0.00 28.2% 8.1% 19.7% 11.7% 0.0% 3.4% -6.3% 115.5K -2.6M -9.9K 0.00 183.65 N/A N/A 0 0 623 60 2024-06-20 $67.99 $0.00 28.5% 8.2% 19.4% 11.9% 0.0% 2.6% -8.2% 122.2K -2.8M -9.4K 0.00 180.06 N/A N/A 0 0 623 60 2024-06-21 $67.47 $0.00 30.2% 8.7% 19.6% 13.2% 10.5% 1.9% -1.8% 140.4K -2.9M -9.0K 0.00 185.12 N/A N/A 10 0 623 60 2024-06-24 $67.19 $68.00 30.3% 8.7% 19.4% 13.2% 0.0% 1.2% -3.2% 128.5K -2.6M -9.6K 0.00 183.49 N/A N/A 0 0 627 60 2024-06-25 $67.06 $68.00 32.5% 9.3% 19.4% 14.8% 0.0% 1.6% -5.5% 126.9K -2.5M -9.6K 0.00 187.34 N/A N/A 0 0 627 60 2024-06-26 $67.03 $68.00 32.0% 9.2% 19.4% 14.5% 0.0% 1.5% -3.9% 129.1K -2.6M -9.6K 0.00 187.70 N/A N/A 0 0 627 60 2024-06-27 $67.05 $68.00 32.4% 9.3% 17.7% 14.7% 0.0% 1.0% -5.4% 138.0K -2.7M -9.3K 0.00 185.76 N/A N/A 0 0 627 60 2024-06-28 $67.16 $68.00 32.7% 9.4% 17.6% 14.9% 0.0% 1.5% -6.3% 155.3K -2.8M -8.8K 0.00 184.73 N/A N/A 0 0 627 60
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