AAXJ Options History — April 2019

In April 2019, AAXJ traded between $71.60 and $73.42. ATM implied volatility averaged 13.7%, placing in the 2.2% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 0.7% (HV 20d: 13.1%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.35.

Notable Days

  • 2019-04-29: Highest Volume — 180 contracts
  • 2019-04-10: Largest IV spike — 8.0% change
  • 2019-04-11: Highest IV Rank — 5.8%
  • 2019-04-03: Largest Expected Move — 4.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.59$71.60$73.42$71.72$72.15
Max Pain$65.00$65.00$65.00$65.00$65.00
ATM IV13.7%12.9%14.8%14.8%13.9%
Expected Move4.0%3.8%4.4%4.4%4.0%
HV 20d13.1%10.2%16.6%16.6%10.2%
HV 60d14.3%13.1%16.1%16.1%13.1%
IV Rank2.2%0.0%5.8%3.5%3.7%
IV Percentile1.9%0.0%5.6%3.6%4.8%
Term Structure0.9%0.5%1.4%1.0%0.6%
VWIV13.6%12.9%14.2%14.2%12.9%
Skew 25d2.5%1.7%3.5%2.5%2.1%
Skew 10d6.7%3.7%9.5%8.2%8.2%
Call IV 25d12.9%12.2%14.1%14.1%12.7%
Put IV 25d15.5%14.2%17.1%16.6%14.8%
Bid-Ask Spread %72.5658.1389.0660.2783.84
Gamma HHI0.370.350.380.380.37
Net GEX-367.6K-530.9K-228.6K-519.4K-307.7K
Net DEX-22.3M-27.7M-16.1M-16.1M-22.9M
Net VEX-592.3K-647.9K-556.8K-647.9K-569.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.000.690.000.27
Total Volume7411802180
Total OI38,789.47638,62438,94338,62438,897

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$71.72$65.0014.8%4.4%16.6%3.5%0.0%2.5%1.0%-519.4K-16.1M-647.9K0.0060.27N/AN/A2010,28328,341
2019-04-02$71.60$65.0014.6%4.4%16.2%2.4%0.0%3.1%0.7%-526.1K-16.2M-641.7K0.0059.44N/AN/A2010,28428,341
2019-04-03$72.31$65.0014.0%4.4%16.4%0.1%0.0%3.5%0.5%-448.6K-21.1M-601.5K0.3863.34N/AN/A261010,28428,341
2019-04-04$72.62$65.0014.0%4.1%14.7%0.4%0.0%2.6%0.6%-409.4K-21.6M-607.3K0.3758.78N/AN/A271010,30828,341
2019-04-05$73.19$65.0013.5%4.2%14.0%0.0%0.0%3.3%0.7%-372.3K-23.8M-609.4K0.6979.96N/AN/A292010,31528,341
2019-04-08$72.92$65.0012.9%4.0%12.8%0.0%0.0%2.7%0.8%-363.3K-23.0M-604.9K0.0058.13N/AN/A0110,32328,341
2019-04-09$72.94$65.0013.3%4.1%12.8%1.5%0.0%2.5%0.8%-354.8K-23.9M-598.9K0.0065.76N/AN/A0110,32328,341
2019-04-10$73.17$65.0014.4%4.1%12.7%5.5%0.0%2.2%0.7%-331.4K-25.1M-594.3K0.0076.59N/AN/A013910,32328,341
2019-04-11$72.37$65.0014.5%4.2%13.4%5.8%0.0%2.7%0.9%-431.8K-19.8M-606.9K0.0077.50N/AN/A013910,32328,468
2019-04-12$73.08$65.0013.8%4.0%13.2%3.4%0.0%2.6%1.3%-333.0K-25.0M-592.2K0.0073.50N/AN/A014910,32328,468
2019-04-15$72.58$65.0013.5%3.9%13.2%2.2%0.0%2.8%1.4%-380.2K-22.3M-596.1K0.0077.36N/AN/A26010,32328,478
2019-04-16$73.10$65.0013.4%3.8%13.4%1.7%0.0%2.3%1.0%-248.7K-26.2M-560.2K0.4066.47N/AN/A1024110,42128,478
2019-04-17$73.42$65.0013.3%3.8%13.4%1.2%0.0%2.2%1.2%-237.5K-27.7M-556.8K0.3989.06N/AN/A1044110,42428,519
2019-04-18$73.26$65.0013.2%3.8%13.5%1.1%0.0%2.3%0.9%-228.6K-26.8M-557.8K0.3978.95N/AN/A1054110,42428,519
2019-04-22$72.67$65.0013.5%3.9%10.8%2.3%0.0%2.6%0.9%-340.7K-23.2M-589.6K0.6367.48N/AN/A161010,40828,457
2019-04-23$72.88$65.0013.2%3.8%10.8%0.8%0.0%2.4%1.0%-283.8K-25.3M-557.8K0.5383.00N/AN/A191010,42428,467
2019-04-24$72.09$65.0013.9%4.0%11.7%3.7%14.2%2.2%1.1%-377.4K-19.9M-592.2K0.4478.67N/AN/A251110,42728,467
2019-04-25$71.91$65.0014.2%4.1%11.8%4.6%13.8%2.5%0.5%-399.3K-18.0M-595.3K0.4471.88N/AN/A251110,43028,468
2019-04-26$72.06$65.0013.2%3.8%11.7%0.9%12.9%2.7%0.5%-530.9K-17.0M-601.2K0.2775.16N/AN/A411110,43028,468
2019-04-29$72.40$65.0013.5%3.9%11.1%2.0%0.0%1.7%0.7%-294.5K-22.8M-557.3K0.0078.58N/AN/A018010,42928,468
2019-04-30$72.15$65.0013.9%4.0%10.2%3.7%0.0%2.1%0.6%-307.7K-22.9M-569.2K0.0083.84N/AN/A018010,42928,468