You may be wondering how do I know they are all female. Well not only they are all ladies but they are also pregnant. Yes, they are and in fact they are born pregnant.
Isn't that amazing? According to the source I consulted today this is what always happens at the beginning of the season in an aphid's life. To make it more complex, they give birth to more female aphids and so the process loops till the end of the season when females deliver males too. Mating starts and eggs are laid for the next season. Incredible!
Here is an article about controlling aphids in your garden and a beautiful image of a lady aphid giving birth. By the way this picture was just an accident since I took it on some flower pot at a friend's balcony. Strange as it may seem I didn't notice a single bug then so perfectly camouflaged as they were. Back at home on zooming in I found out.