AIA Options History — November 2024 In November 2024, AIA traded between $68.83 and $75.10. ATM implied volatility averaged 39.1%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 15.2% (HV 20d: 23.9%). 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 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-18 : Highest Volume — 100 contracts2024-11-13 : Largest IV drop — 61.3% change2024-11-12 : Highest IV Rank — 42.5%2024-11-01 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $70.73 $68.83 $75.10 $72.21 $69.57 Max Pain $65.00 $65.00 $65.00 $65.00 $65.00 ATM IV 39.1% 27.5% 71.1% 41.6% 33.3% Expected Move 8.7% 6.7% 11.9% 11.9% 9.5% HV 20d 23.9% 18.6% 26.3% 25.2% 24.2% HV 60d 29.1% 27.9% 29.9% 27.9% 28.6% IV Rank 19.6% 11.2% 42.5% 21.4% 15.3% IV Percentile 57.3% 19.4% 96.4% 76.6% 58.3% Term Structure -5.5% -11.6% 2.9% -11.6% -8.3% Skew 25d 5.4% -8.1% 21.1% -8.1% 6.8% Skew 10d 3.4% -30.1% 21.1% -30.1% 0.3% Call IV 25d 33.8% 14.9% 47.8% 47.8% 42.2% Put IV 25d 39.2% 31.7% 49.0% 39.7% 49.0% Bid-Ask Spread % 187.49 152.33 197.29 152.33 185.57 Gamma HHI 0.56 0.42 0.76 0.46 0.76 Net GEX 73.9K 3.1K 188.5K 114.6K 25.3K Net DEX -2.4M -4.5M -69.4K -4.0M -449.6K Net VEX -1.7K -2.5K -321 -2.2K -2.4K 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 5.9 0 100 0 0 Total OI 429.7 25 679 679 142
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 2024-11-01 $72.21 $65.00 41.6% 11.9% 25.2% 21.4% 0.0% -8.1% -11.6% 114.6K -4.0M -2.2K 0.00 152.33 N/A N/A 0 0 655 24 2024-11-04 $72.63 $0.00 46.6% 6.7% 24.2% 24.9% 0.0% 2.8% 2.2% 107.2K -4.1M -1.9K 0.00 197.29 N/A N/A 0 0 655 24 2024-11-05 $73.73 $0.00 48.2% 10.3% 18.6% 26.1% 0.0% 6.0% 2.5% 90.7K -4.3M -1.6K 0.00 197.22 N/A N/A 0 0 655 24 2024-11-06 $72.50 $0.00 48.5% 6.9% 19.3% 26.3% 0.0% 20.3% 2.9% 107.6K -4.2M -1.6K 0.00 195.64 N/A N/A 0 0 655 24 2024-11-07 $75.10 $0.00 50.2% 10.4% 23.2% 27.5% 0.0% 11.1% 1.9% 77.0K -4.5M -1.3K 0.00 190.11 N/A N/A 0 0 655 24 2024-11-08 $72.59 $0.00 47.8% 7.0% 25.8% 25.8% 0.0% 21.1% 0.1% 107.8K -4.2M -1.4K 0.00 194.87 N/A N/A 0 0 655 24 2024-11-11 $71.38 $0.00 62.9% 8.0% 26.3% 36.6% 0.0% 5.1% -6.4% 132.9K -4.0M -1.3K 0.00 192.01 N/A N/A 0 0 655 24 2024-11-12 $69.81 $0.00 71.1% 7.7% 24.8% 42.5% 0.0% -2.9% -1.7% 172.9K -3.7M -1.1K 0.00 186.33 N/A N/A 0 0 655 24 2024-11-13 $69.20 $0.00 27.5% 7.9% 24.3% 11.2% 0.0% -0.5% -4.7% 188.5K -3.6M -1.1K 0.00 185.29 N/A N/A 0 0 655 24 2024-11-14 $69.62 $0.00 27.5% 7.9% 24.3% 11.2% 0.0% 2.7% -7.6% 174.0K -3.7M -811 0.00 185.34 N/A N/A 0 0 655 24 2024-11-15 $69.28 $0.00 28.2% 8.1% 23.7% 11.7% 0.0% 2.3% -7.5% 4.0K -3.6M -321 0.00 185.79 N/A N/A 0 0 655 24 2024-11-18 $70.41 $0.00 29.0% 8.3% 24.4% 12.3% 0.0% 6.2% -8.1% 3.1K -69.4K -334 0.00 188.55 N/A N/A 100 0 21 4 2024-11-19 $70.44 $0.00 29.5% 8.5% 24.4% 12.6% 0.0% 6.7% -8.3% 22.2K -423.2K -2.2K 0.00 190.44 N/A N/A 0 0 120 4 2024-11-20 $69.93 $0.00 29.8% 8.5% 24.4% 12.9% 0.0% 5.5% -8.5% 22.9K -407.5K -2.2K 0.00 189.41 N/A N/A 18 0 120 4 2024-11-21 $69.67 $0.00 29.7% 8.5% 24.4% 12.8% 0.0% 5.8% -7.7% 25.0K -464.4K -2.5K 0.00 188.04 N/A N/A 0 0 138 4 2024-11-22 $69.35 $0.00 31.5% 9.0% 24.2% 14.1% 0.0% 4.4% -9.5% 26.0K -446.3K -2.5K 0.00 187.31 N/A N/A 0 0 138 4 2024-11-25 $69.34 $0.00 33.0% 9.5% 24.2% 15.2% 0.0% 5.3% -10.0% 25.7K -445.2K -2.5K 0.00 186.32 N/A N/A 0 0 138 4 2024-11-26 $68.83 $0.00 32.7% 9.4% 24.3% 15.0% 0.0% 3.5% -8.9% 24.4K -448.6K -2.5K 0.00 185.84 N/A N/A 0 0 138 4 2024-11-27 $69.03 $0.00 33.8% 9.7% 24.1% 15.7% 0.0% 4.5% -9.9% 25.5K -444.2K -2.5K 0.00 186.04 N/A N/A 0 0 138 4 2024-11-29 $69.57 $0.00 33.3% 9.5% 24.2% 15.3% 0.0% 6.8% -8.3% 25.3K -449.6K -2.4K 0.00 185.57 N/A N/A 0 0 138 4
« Oct 2024 | All History | Dec 2024 » Home AIA History November 2024