AAXJ Options History — July 2021

In July 2021, AAXJ traded between $85.28 and $93.84. ATM implied volatility averaged 16.5%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 1.5% (HV 20d: 15.0%). Max pain ranged from $87.00 to $97.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 24.02.

Notable Days

  • 2021-07-27: Highest Volume — 312 contracts
  • 2021-07-27: Largest IV spike — 41.6% change
  • 2021-07-27: Highest IV Rank — 75.6%
  • 2021-07-27: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$90.63$85.28$93.84$93.84$87.58
Max Pain$92.71$87.00$97.00$93.00$87.00
ATM IV16.5%12.2%24.7%13.6%18.2%
Expected Move4.8%3.5%7.1%3.9%5.2%
HV 20d15.0%9.3%22.9%10.0%22.9%
HV 60d15.6%14.1%18.3%14.3%18.2%
IV Rank26.0%0.0%75.6%4.9%36.2%
IV Percentile27.0%0.0%95.2%1.6%48.4%
Term Structure0.0%-1.9%2.1%1.5%-0.1%
VWIV20.4%14.7%27.0%14.7%27.0%
Skew 25d4.9%2.9%6.6%3.7%5.6%
Skew 10d13.7%6.6%21.5%9.4%13.2%
Call IV 25d14.8%11.3%22.4%12.3%16.9%
Put IV 25d19.8%14.1%29.0%16.0%22.5%
Bid-Ask Spread %72.3255.5484.4164.5171.22
Gamma HHI0.160.120.300.150.18
Net GEX-29.5K-188.5K187.0K187.0K-188.5K
Net DEX652.8K-826.6K2.5M-826.6K1.7M
Net VEX-12.9K-17.1K-10.0K-17.1K-11.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio24.020.00311.000.000.00
Total Volume18.381031200
Total OI1,698.3811,6081,7961,7351,795

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$93.84$93.0013.6%3.9%10.0%4.9%0.0%3.7%1.5%187.0K-826.6K-17.1K0.0064.51N/AN/A00848887
2021-07-02$93.58$93.0012.3%3.5%9.3%0.0%0.0%2.9%2.1%177.1K-593.7K-16.1K0.0055.54N/AN/A20848887
2021-07-06$92.26$97.0015.5%4.7%10.3%19.1%0.0%5.0%0.2%89.7K-2.0K-15.6K0.0065.67N/AN/A30851887
2021-07-07$92.08$97.0015.3%4.6%10.2%18.2%0.0%4.9%-0.4%65.5K132.1K-14.5K0.0069.73N/AN/A30851887
2021-07-08$90.08$97.0019.2%5.1%12.6%41.8%0.0%6.1%-1.3%-59.3K838.8K-13.5K0.0083.80N/AN/A00848887
2021-07-09$91.58$97.0012.2%4.4%14.0%0.0%14.7%4.3%-0.2%-4.2K396.4K-13.8K0.0080.25N/AN/A110848887
2021-07-12$91.74$93.0015.3%4.4%14.1%18.8%0.0%4.3%-0.6%-4.3K301.8K-12.9K0.0081.64N/AN/A00859887
2021-07-13$92.16$93.0017.4%4.5%14.2%31.7%0.0%4.1%-0.4%45.6K72.0K-12.8K0.0080.48N/AN/A140859887
2021-07-14$92.26$93.0015.6%4.5%14.0%20.3%0.0%4.6%0.6%23.1K177.9K-13.1K0.0065.33N/AN/A20862887
2021-07-15$92.51$93.0014.8%4.3%13.5%16.0%0.0%5.0%0.1%40.3K70.4K-13.4K0.0069.16N/AN/A20862887
2021-07-16$91.64$93.0015.0%4.3%13.6%17.2%0.0%4.2%0.9%-25.8K348.1K-13.0K0.0067.33N/AN/A01864887
2021-07-19$89.99$93.0018.1%5.2%14.8%35.5%0.0%6.3%0.5%-74.2K961.6K-12.7K0.0072.51N/AN/A02731877
2021-07-20$90.74$93.0016.8%4.8%15.1%27.8%0.0%5.2%-0.3%-71.5K761.0K-11.9K1.0070.29N/AN/A33731879
2021-07-21$91.01$93.0016.0%4.6%15.2%22.8%15.3%5.5%0.5%-66.9K716.6K-12.2K0.0070.14N/AN/A50728882
2021-07-22$91.35$92.0015.5%4.5%14.9%20.2%0.0%5.1%0.4%-57.2K520.1K-11.6K0.0067.40N/AN/A50733882
2021-07-23$89.88$92.0015.3%4.4%15.5%19.1%0.0%4.5%0.6%-87.1K958.2K-11.4K0.0073.98N/AN/A00733882
2021-07-26$87.51$92.0017.5%5.0%17.3%31.9%24.5%4.7%0.1%-142.1K1.6M-10.0K0.3073.98N/AN/A103733882
2021-07-27$85.28$92.0024.7%7.1%18.7%75.6%27.0%6.6%-1.9%-179.7K2.5M-11.0K311.0073.25N/AN/A1311733882
2021-07-28$87.97$87.0019.5%5.6%22.7%44.3%0.0%5.3%-1.6%-129.8K1.6M-10.8K0.0084.41N/AN/A02744886
2021-07-29$88.24$87.0019.5%5.6%22.9%43.9%0.0%5.8%-0.5%-156.6K1.4M-11.7K0.0078.13N/AN/A307441,052
2021-07-30$87.58$87.0018.2%5.2%22.9%36.2%0.0%5.6%-0.1%-188.5K1.7M-11.1K0.0071.22N/AN/A007441,051