AAXJ Options History — April 2022

In April 2022, AAXJ traded between $68.72 and $77.84. ATM implied volatility averaged 21.7%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 6.1% (HV 20d: 27.8%). Max pain ranged from $72.00 to $80.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 11.93.

Notable Days

  • 2022-04-29: Highest Volume — 858 contracts
  • 2022-04-11: Largest IV spike — 41.1% change
  • 2022-04-11: Highest IV Rank — 57.6%
  • 2022-04-26: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.94$68.72$77.84$76.05$71.04
Max Pain$73.20$72.00$80.00$72.00$72.00
ATM IV21.7%17.7%26.5%18.5%25.5%
Expected Move6.2%5.3%7.5%5.6%7.3%
HV 20d27.8%18.8%41.1%41.1%20.4%
HV 60d29.0%28.3%29.5%28.9%28.4%
IV Rank38.4%22.1%57.6%25.5%53.6%
IV Percentile78.8%55.2%94.4%64.7%93.3%
Term Structure-2.9%-7.9%1.2%0.9%-6.4%
VWIV20.9%18.5%24.8%20.9%24.8%
Skew 25d6.1%3.8%7.0%3.8%6.9%
Skew 10d12.6%7.3%15.2%7.3%12.8%
Call IV 25d18.8%16.3%22.7%16.3%22.4%
Put IV 25d24.9%20.1%29.4%20.1%29.3%
Bid-Ask Spread %67.7252.0276.7352.0268.39
Gamma HHI0.690.440.870.440.82
Net GEX-112.9K-227.0K-67.3K-117.2K-97.1K
Net DEX1.4M822.7K2.0M1.1M1.7M
Net VEX-10.4K-10.9K-9.0K-10.8K-10.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.930.0017.269.3017.26
Total Volume783.051858834858
Total OI1,107.157971,4091,404813

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$76.05$72.0018.5%5.6%41.1%25.5%20.9%3.8%0.9%-117.2K1.1M-10.8K9.3052.02N/AN/A81753841,320
2022-04-04$77.84$72.0017.7%5.3%39.5%22.1%21.2%5.2%1.2%-67.3K822.7K-9.0K9.3056.72N/AN/A81753841,319
2022-04-05$76.39$72.0020.1%5.8%40.3%31.7%20.7%5.8%0.1%-100.0K1.0M-9.8K9.2859.79N/AN/A81752841,319
2022-04-06$75.51$72.0021.3%5.9%39.4%36.6%21.3%5.8%-0.1%-130.4K1.2M-10.6K9.1760.16N/AN/A82752841,320
2022-04-07$74.90$72.0021.4%6.1%38.6%37.0%20.2%6.8%-1.4%-172.2K1.3M-10.7K9.2065.35N/AN/A82754841,320
2022-04-08$74.80$80.0018.8%5.7%37.6%26.5%19.1%6.4%-2.8%-111.3K1.2M-10.1K9.2065.14N/AN/A82754841,322
2022-04-11$73.42$80.0026.5%6.2%36.8%57.6%21.2%6.8%-3.2%-227.0K1.5M-10.9K9.1164.96N/AN/A83756841,322
2022-04-12$73.18$76.0023.4%6.1%36.9%44.9%19.2%6.1%-1.8%-157.2K1.3M-10.5K9.0065.61N/AN/A84756851,324
2022-04-13$74.36$76.0019.7%5.6%22.6%30.2%18.5%6.1%-1.1%-82.6K1.1M-9.9K9.0066.59N/AN/A84756851,323
2022-04-14$73.45$72.0020.0%5.7%23.0%31.5%18.6%5.4%-6.7%-86.0K1.2M-10.3K9.0071.71N/AN/A84756861,323
2022-04-18$72.84$72.0020.1%5.8%21.8%32.0%19.7%6.1%-0.4%-83.2K1.5M-10.0K16.2870.26N/AN/A4674947750
2022-04-19$72.63$72.0019.1%5.5%20.4%27.9%20.4%6.6%-7.5%-92.1K1.5M-10.2K16.5074.71N/AN/A4675947750
2022-04-20$72.32$72.0019.8%5.7%18.8%30.4%19.9%5.1%-7.9%-96.2K1.5M-10.1K14.8872.23N/AN/A5175947760
2022-04-21$70.81$72.0021.6%6.2%19.9%37.8%20.9%5.8%-1.9%-103.3K1.7M-10.4K16.5069.91N/AN/A4675952760
2022-04-22$70.68$72.0022.8%6.5%19.8%42.5%22.0%6.3%-1.6%-102.3K1.7M-10.4K16.5070.83N/AN/A4675952760
2022-04-25$70.03$72.0023.9%6.9%19.7%47.2%22.1%7.0%-4.4%-111.4K1.8M-10.9K16.5076.73N/AN/A4675952760
2022-04-26$68.72$72.0026.0%7.5%20.2%55.6%22.7%6.7%-4.0%-107.7K2.0M-10.9K16.5074.18N/AN/A4675952760
2022-04-27$69.55$72.0024.7%7.1%19.4%50.4%23.8%6.7%-6.0%-107.1K1.9M-10.7K0.0076.01N/AN/A1052760
2022-04-28$70.37$72.0024.0%6.9%20.3%47.6%21.7%6.8%-2.4%-106.8K1.8M-10.8K16.1573.17N/AN/A4775953760
2022-04-29$71.04$72.0025.5%7.3%20.4%53.6%24.8%6.9%-6.4%-97.1K1.7M-10.1K17.2668.39N/AN/A4781153760