Today, AAV has moved +1.3%, while SPY has moved +0.3%.
Over the last two weeks, AAV has moved -14.7%, and SPY has moved +2.3%.
AAV's stock volume today is 434,938, which is 4.1x relative to the 90-day average of 105,574
SPY's relative volume today is 1.1x, trading 70,522,829 shares against an average of 66,594,755 for the last 90 days.
The current 1-Day OHLC Volatility for AAV is 30.2 for today. The 20-day average is 38.0, and the 52-week average is 30.9.
The 1-Day OHLC Volatility for SPY is 4.2, while the average over the last 20 days is 6.6, and for the last 52 weeks is 6.2.
The current 30-Day Implied Volatility (IV30) is 30.1, and has moved -18.0% from the previous day. Its IV % Rank is 0.85, which is considered Elevated.
As a comparison, the current IV30 for SPY is 6.9, down -5.4% from the previous day. SPY's IV % Rank is Subdued at 0.20.
Over the last 52 weeks, the IV30 Range is 21.7 - 43.8.
Over the same span, SPY's IV30 Range is 6.4 - 13.5.
Based on the IV30, a synthetic put to protect downside risk would cost 3.4%, compared to a 52-week range of 2.4% - 4.9%.
|ATM Straddle||Expected Range|
|Expiration||$ Premium||% Premium||Low||High|
The current downside put implied volatility is trading 0.0% equal to the upside call volatility, which represents a neutral tone when compared to the past year. Over the last year, the downside put has traded on average 0.1% higher than the upside call.
On the day, AAV traded 70 contracts, with 28.6% being put options. This represents a relative volume of 0.9x compared to the last 90 days, when the average volume was 80 and 36.3% puts.
|In the Money||At the Money||Out of the Money||Total|
|Option Type||Volume||% Volume||Total
Most Active Options:
|Option Symbol||Volume||# Trades||Last Price||Low Price||High Price||Open Interest||IV||% IV Change|
|AAV 16Feb18 C 5||50||1||0.04||0.04||0.04||73||21.1||-22.8%|
|AAV 16Feb18 P 4||20||3||0.20||0.20||0.20||127||39.0||+11.2%|
|AAV 16Feb18 P 5||0||0||0.00||250||23.0||-40.1%|
|AAV 16Feb18 P 12||0||0||0.00||0||82.3||-18.5%|
|AAV 16Feb18 C 6||0||0||0.00||60||32.1||-2.2%|
Biggest Open Interest Increases:
|Option Symbol||Open Interest||Previous
|Change||% Change||Current Volume|
|AAV 19Jan18 C 4||1||0||+1||0|
|AAV 19Jan18 P 4||71||70||+1||+1.4%||0|
The next dividend for AAV has not yet been announced. Its indicative dividend yield going forward is 0.00%.
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