AAXJ Options History — May 2022

In May 2022, AAXJ traded between $66.09 and $72.29. ATM implied volatility averaged 21.9%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 3.1% (HV 20d: 25.0%). Max pain ranged from $72.00 to $120.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 16.41.

Notable Days

  • 2022-05-17: Highest Volume — 899 contracts
  • 2022-05-05: Largest IV spike — 26.5% change
  • 2022-05-09: Highest IV Rank — 70.7%
  • 2022-05-09: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.00$66.09$72.29$70.88$71.86
Max Pain$113.14$72.00$120.00$72.00$120.00
ATM IV21.9%15.5%29.8%27.6%19.0%
Expected Move6.0%4.5%8.3%7.9%5.4%
HV 20d25.0%17.7%29.1%19.9%29.1%
HV 60d30.1%28.4%31.0%28.4%30.9%
IV Rank39.3%13.5%70.7%62.0%27.3%
IV Percentile70.2%21.8%98.0%96.0%57.5%
Term Structure2.0%-6.1%8.5%-4.0%4.1%
VWIV21.8%16.7%27.9%27.9%21.8%
Skew 25d7.6%4.9%13.2%6.8%6.9%
Skew 10d17.3%10.1%33.9%13.5%10.1%
Call IV 25d19.0%12.1%24.6%24.6%16.4%
Put IV 25d26.6%23.3%31.4%31.4%23.3%
Bid-Ask Spread %89.7166.51102.3966.5195.01
Gamma HHI0.890.780.960.820.79
Net GEX-110.9K-120.5K-94.7K-102.4K-94.7K
Net DEX2.4M2.0M2.8M2.1M2.0M
Net VEX-10.1K-10.8K-8.7K-10.2K-8.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.4113.4417.5317.5313.44
Total Volume877.524867899871881
Total OI887.048865905865902

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$70.88$72.0027.6%7.9%19.9%62.0%27.9%6.8%-4.0%-102.4K2.1M-10.2K17.5366.51N/AN/A4782453812
2022-05-03$71.43$72.0025.2%7.2%17.7%52.5%25.3%6.2%-2.9%-100.2K2.1M-10.2K17.1768.22N/AN/A4882453825
2022-05-04$72.29$72.0022.1%6.3%17.8%39.9%22.9%5.2%-6.0%-103.6K2.0M-9.7K17.1781.35N/AN/A4882454825
2022-05-05$69.45$120.0028.0%5.2%22.0%63.4%24.4%9.1%2.3%-110.9K2.3M-10.4K17.1791.36N/AN/A4882454825
2022-05-06$68.62$120.0025.1%6.6%22.2%52.1%19.7%5.8%0.3%-113.7K2.4M-10.7K17.17102.39N/AN/A4882454825
2022-05-09$66.62$120.0029.8%8.3%23.8%70.7%16.7%7.4%-6.1%-112.1K2.6M-10.7K16.8299.40N/AN/A4982454825
2022-05-10$66.88$120.0028.8%6.7%23.6%66.7%20.0%5.4%5.0%-115.8K2.7M-10.8K16.8289.75N/AN/A4982454825
2022-05-11$66.52$120.0025.8%7.4%23.6%54.8%20.4%8.1%0.3%-116.6K2.7M-10.7K16.8286.03N/AN/A4982454825
2022-05-12$66.09$120.0025.1%7.2%22.3%51.8%20.5%7.9%1.0%-115.5K2.8M-10.7K16.8289.09N/AN/A4982454825
2022-05-13$68.05$120.0019.5%5.6%25.3%29.5%24.3%7.5%2.2%-115.7K2.5M-10.6K16.7291.50N/AN/A5083654825
2022-05-16$67.69$120.0015.5%4.5%25.3%13.5%21.7%13.2%8.5%-115.5K2.6M-10.4K16.72100.78N/AN/A5083656835
2022-05-17$69.53$120.0019.4%5.6%27.5%29.2%23.5%7.8%3.2%-117.7K2.4M-9.9K16.9891.36N/AN/A5084956835
2022-05-18$68.02$120.0015.7%4.5%28.4%14.1%18.1%8.8%4.2%-120.5K2.6M-10.1K16.7294.38N/AN/A5083657848
2022-05-19$69.12$120.0017.9%5.1%28.3%22.9%21.9%8.4%5.2%-118.7K2.4M-10.2K16.7092.59N/AN/A5083557848
2022-05-20$69.24$120.0020.2%5.8%28.3%32.3%23.2%9.7%4.3%-110.7K2.4M-10.2K16.7092.31N/AN/A5083557848
2022-05-23$69.61$120.0021.6%6.2%28.3%37.9%25.0%7.4%1.6%-105.7K2.3M-9.7K17.4590.97N/AN/A4782053833
2022-05-24$68.37$120.0018.0%5.2%28.2%23.4%22.0%7.5%6.3%-117.1K2.5M-10.0K17.4586.89N/AN/A4782054833
2022-05-25$68.58$120.0018.8%5.4%27.8%26.7%22.3%4.9%4.3%-112.5K2.5M-9.9K15.4789.56N/AN/A5382054833
2022-05-26$69.78$120.0018.6%5.3%28.2%25.9%17.9%8.7%4.8%-106.0K2.3M-9.6K13.4492.61N/AN/A6182060833
2022-05-27$70.46$120.0019.2%5.5%28.2%28.2%19.2%7.0%3.9%-103.0K2.2M-9.2K13.4491.81N/AN/A6182068833
2022-05-31$71.86$120.0019.0%5.4%29.1%27.3%21.8%6.9%4.1%-94.7K2.0M-8.7K13.4495.01N/AN/A6182069833