AAXJ Options History — June 2019

In June 2019, AAXJ traded between $66.08 and $69.95. ATM implied volatility averaged 16.9%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 1.5% (HV 20d: 15.4%). Max pain ranged from $65.00 to $71.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 15.87.

Notable Days

  • 2019-06-14: Highest Volume — 2,677 contracts
  • 2019-06-10: Largest IV spike — 12.6% change
  • 2019-06-03: Highest IV Rank — 22.7%
  • 2019-06-03: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.85$66.08$69.95$66.33$69.70
Max Pain$67.15$65.00$71.00$71.00$70.00
ATM IV16.9%15.2%19.0%19.0%16.7%
Expected Move4.8%4.4%5.4%5.4%4.8%
HV 20d15.4%11.6%20.4%20.4%15.2%
HV 60d16.1%15.6%16.6%16.2%16.4%
IV Rank15.0%8.5%22.7%22.7%14.3%
IV Percentile38.7%17.1%63.5%63.5%37.7%
Term Structure0.3%-0.5%1.1%-0.5%-0.0%
VWIV17.2%14.8%19.2%17.5%17.8%
Skew 25d3.8%2.9%4.9%4.6%3.1%
Skew 10d8.3%5.3%12.7%9.6%7.7%
Call IV 25d15.2%14.2%16.5%16.5%15.3%
Put IV 25d19.0%17.3%21.0%21.0%18.4%
Bid-Ask Spread %69.8158.4683.6979.1761.30
Gamma HHI0.330.280.370.370.32
Net GEX-1.4M-2.6M-901.9K-1.3M-901.9K
Net DEX10.0M-6.0M25.5M19.7M-6.0M
Net VEX-596.6K-630.3K-546.5K-627.7K-546.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio15.870.0068.950.003.62
Total Volume469.102,677560
Total OI40,500.2539,01741,77039,01741,181

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$66.33$71.0019.0%5.4%20.4%22.7%17.5%4.6%-0.5%-1.3M19.7M-627.7K0.0079.17N/AN/A5010,56128,456
2019-06-04$66.51$71.0018.1%5.2%19.5%19.2%18.4%4.6%-0.1%-1.3M19.2M-608.4K0.0071.69N/AN/A6010,56528,456
2019-06-05$66.08$71.0018.1%5.2%18.0%19.3%17.9%4.8%0.2%-1.4M22.9M-630.3K1.0081.67N/AN/A6610,56628,456
2019-06-06$66.24$69.0017.4%5.1%18.1%16.9%15.0%4.9%-0.1%-1.4M21.8M-627.3K1.0060.84N/AN/A6610,56628,457
2019-06-07$66.74$69.0016.0%4.7%17.6%11.4%14.8%4.2%0.6%-1.4M17.5M-615.3K0.8667.10N/AN/A7610,56628,457
2019-06-10$67.49$69.0018.0%4.8%18.1%18.9%0.0%3.9%0.4%-1.0M11.2M-583.6K0.0058.46N/AN/A8010,56728,457
2019-06-11$68.08$69.0017.1%4.8%13.3%15.7%15.7%4.0%0.1%-904.0K6.5M-585.9K46.6758.87N/AN/A942010,57128,457
2019-06-12$67.13$69.0016.9%4.8%13.3%14.8%19.2%4.1%0.6%-1.2M14.7M-610.5K68.9563.77N/AN/A382,62010,57128,837
2019-06-13$67.02$65.0016.8%4.8%13.2%14.5%18.2%3.9%0.4%-2.1M20.2M-628.0K58.2763.75N/AN/A452,62210,60431,037
2019-06-14$66.48$65.0017.5%5.0%13.4%17.3%18.3%4.4%0.3%-2.4M25.5M-620.1K58.4970.70N/AN/A452,63210,61131,039
2019-06-17$66.24$65.0017.4%5.0%11.6%16.9%0.0%4.0%0.4%-2.6M24.7M-627.7K0.0060.85N/AN/A02010,61131,049
2019-06-18$67.99$65.0016.4%4.7%14.5%13.0%0.0%3.2%0.5%-1.7M7.6M-587.9K6.6768.30N/AN/A32010,61131,049
2019-06-19$68.62$65.0016.1%4.6%14.6%11.9%0.0%3.4%0.3%-1.6M6.1M-604.6K0.1177.20N/AN/A1832010,61030,979
2019-06-20$69.66$65.0015.2%4.4%15.2%8.5%0.0%2.9%0.7%-976.7K-4.4M-581.2K0.1577.08N/AN/A2043010,78830,979
2019-06-21$69.37$65.0016.0%4.6%14.0%11.6%0.0%2.9%0.6%-1.2M-2.0M-577.0K0.3477.36N/AN/A2077110,78130,989
2019-06-24$69.30$65.0016.0%4.6%14.1%11.5%0.0%3.0%1.1%-1.2M-728.1K-572.1K0.0072.55N/AN/A0010,34930,762
2019-06-25$68.69$65.0016.6%4.7%14.7%13.6%0.0%3.2%0.5%-1.3M2.2M-578.0K32.0083.69N/AN/A13210,34930,762
2019-06-26$69.34$65.0016.8%4.8%14.9%14.5%0.0%3.2%0.2%-1.2M-1.3M-572.1K6.0074.16N/AN/A21210,35030,794
2019-06-27$69.95$65.0016.4%4.7%15.0%13.0%16.4%3.8%0.1%-958.0K-5.0M-547.3K1.5067.61N/AN/A121810,35130,804
2019-06-28$69.70$70.0016.7%4.8%15.2%14.3%17.8%3.1%-0.0%-901.9K-6.0M-546.5K3.6261.30N/AN/A134710,36130,820