AAXJ Options History — October 2010

In October 2010, AAXJ traded between $61.81 and $62.29. ATM implied volatility averaged 25.0%. The 30-day expected move averaged 7.2%. Net GEX was positive for 1 of 3 trading days. Term structure was in contango for 1 of 3 days. Put/call ratio averaged 0.50.

Notable Days

2010-10-27: Highest Volume — 3 contracts
2010-10-28: Largest IV spike — 136.7% change
2010-10-28: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.08	$61.81	$62.29	$61.81	$62.29
ATM IV	25.0%	17.0%	40.3%	17.0%	17.6%
Expected Move	7.2%	4.9%	11.5%	4.9%	5.0%
Term Structure	-4.2%	-10.3%	1.9%	1.9%	-10.3%
Bid-Ask Spread %	101.35	41.86	168.25	93.93	41.86
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	29	0	87	0	0
Net DEX	-1.8K	-5.4K	0	0	0
Net VEX	-13	-38	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.50	0.50	0.50	0.50
Total Volume	1	0	3	3	0
Total OI	1	0	3	0	0

Daily Data (3 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
2010-10-27	$61.81	$0.00	17.0%	4.9%	0.0%	0.0%	0.0%	0.0%	1.9%	0	0	0	0.50	93.93	N/A	N/A	2	1	0	0
2010-10-28	$62.13	$0.00	40.3%	11.5%	0.0%	0.0%	0.0%	0.0%	-10.3%	87	-5.4K	-38	0.00	168.25	N/A	N/A	0	0	2	1
2010-10-29	$62.29	$0.00	17.6%	5.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0	0	0	0.00	41.86	N/A	N/A	0	0	0	0