AAXJ Options History — February 2019

In February 2019, AAXJ traded between $68.16 and $70.83. ATM implied volatility averaged 15.8%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 0.4% (HV 20d: 15.3%). Max pain ranged from $67.00 to $68.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 4.24.

Notable Days

  • 2019-02-15: Highest Volume — 83 contracts
  • 2019-02-06: Largest IV spike — 11.6% change
  • 2019-02-07: Highest IV Rank — 16.6%
  • 2019-02-07: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.10$68.16$70.83$68.45$69.20
Max Pain$67.32$67.00$68.00$68.00$67.00
ATM IV15.8%14.4%17.6%16.4%16.3%
Expected Move4.6%4.1%5.0%5.0%4.7%
HV 20d15.3%12.5%18.8%18.8%12.5%
HV 60d19.5%18.0%21.4%21.4%18.2%
IV Rank9.8%4.8%16.6%12.2%11.7%
IV Percentile10.6%1.2%31.7%13.1%16.7%
Term Structure1.2%0.5%2.1%0.8%0.9%
VWIV15.4%10.4%19.6%17.6%19.6%
Skew 25d2.5%1.1%3.2%3.1%2.4%
Skew 10d4.7%1.9%7.1%6.5%2.3%
Call IV 25d14.9%13.7%16.3%16.3%14.6%
Put IV 25d17.4%15.8%19.4%19.4%16.9%
Bid-Ask Spread %72.8659.9997.5561.9477.45
Gamma HHI0.340.330.350.340.34
Net GEX-479.0K-660.8K-208.4K-515.7K-227.3K
Net DEX-2.0M-11.2M6.8M2.1M-9.5M
Net VEX-755.2K-804.4K-663.7K-804.4K-663.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.240.0026.671.134.17
Total Volume28.6320833431
Total OI37,595.78937,47237,73237,64837,517

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$68.45$68.0016.4%5.0%18.8%12.2%17.6%3.1%0.8%-515.7K2.1M-804.4K1.1361.94N/AN/A161810,90026,748
2019-02-04$68.78$68.0015.0%4.8%15.9%7.0%0.0%2.8%1.0%-559.5K-1.3M-774.9K0.0066.85N/AN/A1010,89626,748
2019-02-05$69.71$68.0015.0%4.6%16.3%6.7%15.7%2.9%1.2%-458.8K-7.1M-740.7K0.1965.57N/AN/A531010,89726,748
2019-02-06$69.10$68.0016.7%4.8%16.9%13.3%15.7%2.4%1.6%-496.1K-2.7M-773.6K0.5067.02N/AN/A16810,88926,748
2019-02-07$68.44$68.0017.6%5.0%16.8%16.6%14.8%3.2%1.2%-660.8K6.3M-792.7K2.0672.33N/AN/A163310,89726,751
2019-02-08$68.16$68.0017.0%4.9%16.8%14.3%10.4%3.2%1.4%-653.4K6.8M-780.7K2.4170.15N/AN/A225310,89726,776
2019-02-11$68.22$67.0017.3%5.0%16.7%15.7%0.0%2.9%1.1%-606.1K1.7M-766.7K0.0059.99N/AN/A0010,90126,791
2019-02-12$68.69$67.0015.7%4.5%16.2%9.4%12.3%2.4%2.1%-542.4K-1.9M-758.5K0.0067.48N/AN/A1010,90126,791
2019-02-13$68.58$67.0015.6%4.5%16.2%9.1%13.6%2.0%1.8%-568.3K452.3K-769.1K13.3368.52N/AN/A34010,90126,791
2019-02-14$68.66$67.0015.6%4.5%15.7%9.0%15.7%2.4%2.0%-547.2K-726.9K-762.6K13.3370.43N/AN/A34010,90126,831
2019-02-15$68.24$67.0016.0%4.6%15.9%10.6%18.2%2.8%1.8%-593.3K3.8M-785.0K26.6773.71N/AN/A38010,90126,831
2019-02-19$68.90$67.0015.7%4.5%16.1%9.5%0.0%2.3%0.6%-525.0K819.8K-779.3K0.0071.56N/AN/A0010,69126,781
2019-02-20$69.35$67.0015.4%4.4%13.7%8.3%0.0%2.5%1.2%-416.3K1.6M-790.5K0.0074.60N/AN/A5010,69126,781
2019-02-21$69.17$67.0015.2%4.4%13.6%7.7%0.0%2.2%1.3%-469.5K-4.0M-740.7K0.0075.12N/AN/A6010,69626,781
2019-02-22$69.94$67.0014.5%4.2%13.7%5.1%19.6%2.0%0.8%-441.9K-4.4M-735.8K0.0082.69N/AN/A18010,69626,781
2019-02-25$70.83$67.0014.4%4.1%13.4%4.8%0.0%2.2%0.8%-230.9K-11.2M-725.4K3.3383.11N/AN/A62010,70026,781
2019-02-26$70.56$67.0014.9%4.3%12.6%6.6%0.0%1.1%0.5%-208.4K-7.7M-723.8K0.8378.37N/AN/A6510,70326,789
2019-02-27$69.94$67.0015.3%4.4%13.3%8.0%0.0%2.8%1.0%-379.4K-10.4M-681.3K4.1797.55N/AN/A62510,70326,794
2019-02-28$69.20$67.0016.3%4.7%12.5%11.7%0.0%2.4%0.9%-227.3K-9.5M-663.7K4.1777.45N/AN/A62510,70326,814