AAXJ Options History — May 2019

In May 2019, AAXJ traded between $65.28 and $72.99. ATM implied volatility averaged 18.7%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 1.1% (HV 20d: 17.6%). Max pain ranged from $65.00 to $71.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.93.

Notable Days

  • 2019-05-14: Highest Volume — 327 contracts
  • 2019-05-13: Largest IV spike — 71.8% change
  • 2019-05-13: Highest IV Rank — 68.8%
  • 2019-05-13: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.86$65.28$72.99$72.06$65.92
Max Pain$70.14$65.00$71.00$65.00$71.00
ATM IV18.7%13.2%31.2%13.9%17.9%
Expected Move5.0%3.8%6.2%4.0%5.1%
HV 20d17.6%9.5%20.9%10.1%20.9%
HV 60d15.6%12.8%16.9%13.0%16.5%
IV Rank21.7%0.8%68.8%3.7%18.8%
IV Percentile52.1%0.4%98.0%5.6%53.6%
Term Structure-0.0%-1.7%0.9%-0.2%0.6%
VWIV19.4%9.6%24.4%16.0%24.4%
Skew 25d4.6%1.8%6.6%1.8%4.3%
Skew 10d11.2%7.3%16.8%7.3%14.1%
Call IV 25d15.3%11.1%18.1%12.6%16.3%
Put IV 25d20.0%13.9%24.7%14.3%20.6%
Bid-Ask Spread %62.2935.5587.2982.4368.51
Gamma HHI0.380.370.380.370.38
Net GEX-1.1M-1.6M-226.0K-300.9K-1.4M
Net DEX9.1M-25.2M26.6M-22.3M24.5M
Net VEX-633.3K-671.5K-548.4K-571.1K-641.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.005.455.451.00
Total Volume77.95503271802
Total OI38,985.77338,75039,06538,89739,017

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$72.06$65.0013.9%4.0%10.1%3.7%0.0%1.8%-0.2%-300.9K-22.3M-571.1K0.0082.43N/AN/A018010,42928,468
2019-05-02$72.15$65.0014.1%4.0%9.5%4.3%0.0%2.5%0.4%-503.7K-18.0M-588.8K0.0083.77N/AN/A018010,42928,468
2019-05-03$72.99$65.0013.2%3.8%10.3%0.8%0.0%2.8%0.7%-226.0K-25.2M-548.4K5.4587.29N/AN/A3318010,42928,468
2019-05-06$71.38$70.0017.7%4.6%12.6%18.0%16.0%3.4%0.5%-586.6K-11.6M-618.7K1.1147.82N/AN/A717910,46228,288
2019-05-07$69.69$71.0021.2%5.3%15.0%31.2%18.3%4.8%-0.4%-684.4K-3.8M-640.8K0.9535.55N/AN/A1049910,53328,358
2019-05-08$69.69$71.0021.2%5.3%15.0%31.2%18.4%5.1%-0.4%-660.1K-4.4M-638.2K0.4139.23N/AN/A1255110,56328,378
2019-05-09$68.53$71.0023.9%5.4%15.7%41.1%19.2%5.9%-0.8%-854.9K3.6M-643.9K0.7944.30N/AN/A13010310,58428,400
2019-05-10$68.73$71.0018.2%5.0%15.5%19.7%20.0%4.8%0.0%-784.3K1.8M-636.1K1.6746.44N/AN/A61010,58528,441
2019-05-13$66.40$71.0031.2%6.2%18.5%68.8%22.2%6.6%-1.7%-1.2M18.7M-671.5K0.0050.19N/AN/A02010,58528,440
2019-05-14$67.42$71.0024.9%5.6%19.8%45.2%19.2%5.9%-0.7%-1.0M10.7M-653.0K0.8347.17N/AN/A17914810,58528,450
2019-05-15$67.76$71.0017.7%5.1%19.7%17.8%0.0%5.3%-0.0%-982.9K9.3M-650.3K0.0050.84N/AN/A0010,58528,480
2019-05-16$67.62$71.0017.0%4.9%19.5%15.4%0.0%4.7%-0.0%-943.1K8.3M-643.4K0.0055.01N/AN/A0010,58528,480
2019-05-17$66.33$71.0018.3%5.2%20.2%20.2%9.6%5.1%0.2%-1.4M19.3M-659.7K0.0065.91N/AN/A1010,58528,480
2019-05-20$65.84$71.0018.1%5.2%20.1%19.6%0.0%5.1%-0.1%-1.6M23.7M-664.5K0.0059.51N/AN/A1010,56128,455
2019-05-21$66.42$71.0017.2%4.9%20.6%16.1%0.0%4.5%-0.3%-1.3M18.4M-644.8K0.0077.09N/AN/A1010,56228,455
2019-05-22$66.27$71.0016.7%4.8%20.4%14.0%0.0%5.1%0.2%-1.5M21.1M-644.4K0.0067.06N/AN/A2010,56228,455
2019-05-23$65.28$71.0018.7%5.4%20.8%21.6%22.4%5.6%-0.5%-1.5M26.6M-653.4K0.3372.90N/AN/A3110,56228,455
2019-05-24$65.42$71.0018.0%5.2%20.8%19.0%21.5%4.8%0.3%-1.5M24.6M-631.5K0.3366.46N/AN/A3110,56128,456
2019-05-28$65.58$71.0017.4%5.0%20.7%17.0%0.0%5.2%0.0%-1.6M25.3M-638.3K0.0080.09N/AN/A0010,56028,456
2019-05-29$65.67$71.0017.4%5.0%20.8%16.9%0.0%4.6%0.9%-1.5M25.4M-628.4K0.0069.14N/AN/A0010,56028,456
2019-05-30$65.70$71.0017.4%5.0%20.8%16.8%21.7%4.4%0.6%-1.5M23.3M-622.3K1.0073.77N/AN/A1110,56028,456
2019-05-31$65.92$71.0017.9%5.1%20.9%18.8%24.4%4.3%0.6%-1.4M24.5M-641.6K1.0068.51N/AN/A1110,56128,456