AIA Options History — September 2024 In September 2024, AIA traded between $63.59 and $74.69. ATM implied volatility averaged 31.0%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 6.0% (HV 20d: 25.0%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-26 : Highest Volume — 3 contracts2024-09-06 : Largest IV spike — 152.9% change2024-09-10 : Highest IV Rank — 24.9%2024-09-30 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $67.46 $63.59 $74.69 $65.04 $72.09 Max Pain $65.00 $65.00 $65.00 $65.00 $65.00 ATM IV 31.0% 14.9% 46.6% 15.2% 36.8% Expected Move 8.4% 4.3% 10.6% 4.4% 10.6% HV 20d 25.0% 21.0% 35.5% 24.1% 35.5% HV 60d 24.0% 22.5% 28.6% 22.9% 28.6% IV Rank 13.7% 2.2% 24.9% 2.4% 17.9% IV Percentile 40.0% 2.4% 78.2% 2.8% 61.9% Term Structure -4.4% -10.2% 13.9% 13.9% -3.7% Skew 25d 7.5% -4.7% 20.9% -4.7% -0.8% Skew 10d 15.8% -15.0% 33.1% -2.7% 10.8% Call IV 25d 29.3% 13.1% 45.3% 41.0% 45.3% Put IV 25d 36.8% 28.3% 48.9% 36.4% 44.4% Bid-Ask Spread % 180.52 160.71 190.63 174.38 160.71 Gamma HHI 0.59 0.45 0.66 0.62 0.51 Net GEX 145.0K 81.4K 192.3K 142.6K 114.5K Net DEX -2.7M -4.4M -1.5M -2.1M -3.8M Net VEX -6.2K -7.4K -2.9K -7.4K -4.5K 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 0.55 0 3 2 0 Total OI 685.85 663 697 691 666
Daily Data (20 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 2024-09-03 $65.04 $65.00 15.2% 4.4% 24.1% 2.4% 0.0% -4.7% 13.9% 142.6K -2.1M -7.4K 0.00 174.38 N/A N/A 0 2 651 40 2024-09-04 $65.12 $65.00 14.9% 4.3% 23.9% 2.2% 0.0% 0.3% 13.7% 152.3K -2.1M -7.4K 0.00 179.56 N/A N/A 0 0 651 42 2024-09-05 $65.19 $0.00 15.1% 7.7% 23.8% 2.3% 0.0% 9.1% -4.5% 150.4K -2.1M -7.4K 0.00 190.09 N/A N/A 2 0 651 42 2024-09-06 $63.59 $0.00 38.1% 7.8% 23.5% 18.8% 0.0% -3.7% -3.5% 143.2K -1.5M -7.0K 0.00 181.49 N/A N/A 0 1 653 42 2024-09-09 $64.50 $0.00 46.0% 8.0% 23.9% 24.5% 0.0% 0.9% 0.1% 143.8K -1.8M -7.1K 0.00 186.96 N/A N/A 0 0 653 43 2024-09-10 $64.27 $0.00 46.6% 8.3% 23.8% 24.9% 0.0% 0.4% -2.0% 144.7K -1.7M -7.0K 0.00 184.62 N/A N/A 0 0 653 43 2024-09-11 $64.98 $0.00 27.9% 8.0% 23.2% 11.5% 0.0% 2.1% -8.9% 192.3K -2.2M -6.7K 0.00 182.42 N/A N/A 0 0 653 43 2024-09-12 $65.73 $0.00 28.8% 8.3% 23.2% 12.1% 0.0% 16.5% -7.3% 147.8K -2.2M -7.0K 0.00 188.28 N/A N/A 0 0 653 43 2024-09-13 $65.94 $0.00 29.5% 8.5% 22.5% 12.6% 0.0% 20.9% -7.1% 147.5K -2.3M -7.0K 0.00 190.63 N/A N/A 0 0 653 43 2024-09-16 $65.95 $0.00 30.5% 8.7% 21.7% 13.4% 0.0% 19.8% -8.5% 164.9K -2.3M -6.8K 0.00 189.76 N/A N/A 0 0 653 43 2024-09-17 $66.06 $0.00 30.3% 8.7% 21.3% 13.2% 0.0% 20.1% -8.3% 165.8K -2.3M -6.8K 0.00 188.61 N/A N/A 0 0 653 43 2024-09-18 $66.04 $0.00 30.5% 8.7% 21.0% 13.4% 0.0% 15.7% -8.8% 168.8K -2.3M -6.7K 0.00 187.65 N/A N/A 0 0 653 43 2024-09-19 $67.98 $0.00 30.1% 8.6% 23.6% 13.1% 0.0% 15.6% -6.7% 158.5K -2.9M -6.3K 0.00 186.28 N/A N/A 0 1 653 43 2024-09-20 $67.64 $0.00 31.4% 9.0% 22.9% 14.0% 0.0% 2.3% -9.5% 172.8K -2.8M -6.2K 0.00 186.95 N/A N/A 0 0 653 44 2024-09-23 $68.28 $0.00 32.7% 9.4% 21.4% 14.9% 0.0% 3.8% -9.7% 168.7K -3.1M -5.8K 0.00 184.32 N/A N/A 0 0 652 11 2024-09-24 $71.52 $0.00 32.9% 9.4% 26.4% 15.1% 0.0% 8.9% -8.1% 113.8K -3.6M -5.4K 0.00 163.56 N/A N/A 0 0 652 11 2024-09-25 $70.50 $0.00 33.3% 9.6% 27.0% 15.4% 0.0% 2.1% -1.3% 137.5K -3.6M -5.0K 0.00 172.75 N/A N/A 0 0 652 11 2024-09-26 $74.69 $0.00 32.9% 9.4% 33.3% 15.1% 0.0% 19.1% -10.2% 88.3K -4.2M -4.0K 0.00 168.62 N/A N/A 3 0 652 11 2024-09-27 $74.14 $0.00 36.3% 10.4% 33.5% 17.6% 0.0% 1.8% -7.2% 81.4K -4.4M -2.9K 0.00 162.74 N/A N/A 2 0 655 11 2024-09-30 $72.09 $0.00 36.8% 10.6% 35.5% 17.9% 0.0% -0.8% -3.7% 114.5K -3.8M -4.5K 0.00 160.71 N/A N/A 0 0 655 11
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