AAXJ Options History — March 2019

In March 2019, AAXJ traded between $68.08 and $71.20. ATM implied volatility averaged 15.6%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 0.9% (HV 20d: 14.7%). Max pain ranged from $65.00 to $68.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 33.95.

Notable Days

  • 2019-03-29: Highest Volume — 1,527 contracts
  • 2019-03-22: Largest IV spike — 12.5% change
  • 2019-03-11: Highest IV Rank — 17.8%
  • 2019-03-11: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.92$68.08$71.20$69.52$70.74
Max Pain$66.80$65.00$68.00$67.00$65.00
ATM IV15.6%14.2%17.9%15.0%14.8%
Expected Move4.6%4.3%5.0%4.3%4.4%
HV 20d14.7%12.0%16.9%12.4%16.0%
HV 60d17.0%16.2%17.7%17.6%16.6%
IV Rank8.3%3.5%17.8%6.7%3.5%
IV Percentile13.0%0.8%44.8%4.0%3.6%
Term Structure0.6%0.1%1.5%1.0%0.7%
VWIV16.6%9.0%20.3%15.5%19.8%
Skew 25d3.3%1.1%4.0%1.1%2.7%
Skew 10d7.3%1.7%11.4%1.7%11.4%
Call IV 25d14.4%12.9%16.1%15.5%14.6%
Put IV 25d17.6%15.8%19.8%16.6%17.3%
Bid-Ask Spread %59.5637.16102.32102.3252.40
Gamma HHI0.370.330.390.340.38
Net GEX-508.7K-995.9K-151.2K-515.0K-617.7K
Net DEX-6.6M-15.5M4.7M-9.6M-11.1M
Net VEX-693.1K-771.6K-627.1K-675.6K-659.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio33.950.00508.000.06508.00
Total Volume117.42911,5274541,527
Total OI37,374.71437,04638,62437,51738,624

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$69.52$67.0015.0%4.3%12.4%6.7%15.5%1.1%1.0%-515.0K-9.6M-675.6K0.06102.32N/AN/A4272710,70326,814
2019-03-04$69.59$67.0015.3%4.4%12.2%7.8%9.0%4.0%0.9%-447.0K-6.4M-708.0K0.0084.50N/AN/A7010,68226,814
2019-03-05$70.38$67.0015.3%4.4%12.7%8.0%13.5%3.9%0.4%-151.2K-8.9M-712.2K0.0081.78N/AN/A7010,67926,814
2019-03-06$70.02$67.0015.3%4.4%12.0%8.0%13.1%3.6%0.5%-260.9K-5.5M-715.4K0.0078.89N/AN/A16010,67926,814
2019-03-07$68.78$67.0016.7%4.8%13.2%13.4%16.1%3.7%0.2%-452.8K1.7M-734.3K0.0087.77N/AN/A17010,68426,814
2019-03-08$68.08$67.0016.2%4.7%13.3%11.5%16.1%3.6%0.5%-995.9K4.7M-733.8K0.8282.00N/AN/A171410,68426,814
2019-03-11$69.42$68.0017.9%5.0%14.9%17.8%0.0%3.5%0.9%-500.2K-3.6M-701.3K0.0040.82N/AN/A0210,67426,816
2019-03-12$69.85$68.0015.7%4.8%15.1%9.6%0.0%3.3%0.8%-372.1K-7.5M-700.4K0.0037.16N/AN/A02210,67426,816
2019-03-13$69.74$68.0015.3%4.7%14.9%8.2%0.0%3.4%0.8%-487.2K-2.9M-739.0K0.0041.27N/AN/A02210,67426,836
2019-03-14$69.42$68.0015.6%4.9%15.0%9.0%0.0%3.3%1.0%-654.2K3.4M-771.6K2.5038.30N/AN/A82010,67426,834
2019-03-15$70.22$68.0014.9%4.7%15.5%6.3%0.0%3.0%1.5%-423.1K-3.1M-739.3K1.5441.54N/AN/A132010,68226,834
2019-03-18$70.94$0.0014.2%4.3%15.6%4.0%0.0%2.5%0.9%-559.8K-8.0M-706.3K0.0065.20N/AN/A1010,27726,769
2019-03-19$70.95$0.0014.6%4.3%15.3%5.5%0.0%3.3%0.2%-519.8K-11.0M-671.1K30.0053.50N/AN/A13010,27826,769
2019-03-20$71.13$0.0014.4%4.3%15.2%4.6%0.0%3.0%0.7%-624.7K-12.0M-673.5K10.2556.27N/AN/A44110,27826,769
2019-03-21$71.20$0.0014.2%4.3%15.2%4.0%0.0%3.0%0.8%-429.3K-15.5M-627.1K8.2049.19N/AN/A54110,28126,780
2019-03-22$69.62$0.0016.0%4.7%16.9%8.2%0.0%3.7%0.3%-739.5K-5.2M-695.0K16.4048.91N/AN/A58210,28226,780
2019-03-25$69.65$0.0016.7%4.8%16.2%10.8%20.3%3.6%0.2%-503.0K-8.5M-655.0K10.0052.46N/AN/A22010,28226,821
2019-03-26$69.62$65.0016.1%4.7%16.2%8.5%19.9%3.3%0.2%-464.0K-10.1M-645.2K10.0050.37N/AN/A22010,28226,841
2019-03-27$69.52$65.0016.4%4.8%15.9%9.7%20.1%3.6%0.1%-509.4K-8.1M-647.2K6.6753.81N/AN/A32010,28226,841
2019-03-28$69.91$65.0016.2%4.7%15.5%9.0%19.7%3.3%0.2%-455.1K-10.9M-645.3K6.6752.22N/AN/A32010,28326,841
2019-03-29$70.74$65.0014.8%4.4%16.0%3.5%19.8%2.7%0.7%-617.7K-11.1M-659.4K508.0052.40N/AN/A31,52410,28328,341