AAXJ Options History — June 2022

In June 2022, AAXJ traded between $67.49 and $72.86. ATM implied volatility averaged 22.9%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 4.1% (HV 20d: 27.0%). Max pain ranged from $67.87 to $120.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 4.59.

Notable Days

  • 2022-06-08: Highest Volume — 885 contracts
  • 2022-06-08: Largest IV spike — 57.9% change
  • 2022-06-13: Highest IV Rank — 64.3%
  • 2022-06-13: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.91$67.49$72.86$71.27$69.02
Max Pain$73.91$67.87$120.00$120.00$67.87
ATM IV22.9%13.6%28.2%19.7%23.5%
Expected Move6.9%5.6%8.1%5.6%6.7%
HV 20d27.0%23.0%29.3%29.2%27.1%
HV 60d26.6%23.9%30.2%30.1%24.9%
IV Rank43.3%5.6%64.3%30.1%45.4%
IV Percentile72.9%2.0%96.4%62.3%77.8%
Term Structure0.7%-2.1%3.5%3.5%0.8%
VWIV22.1%18.4%24.9%19.8%22.6%
Skew 25d5.6%3.9%7.5%3.9%5.8%
Skew 10d11.3%6.5%17.9%14.6%9.3%
Call IV 25d21.4%18.4%25.2%18.4%20.5%
Put IV 25d27.0%22.3%31.6%22.3%26.3%
Bid-Ask Spread %65.8151.7193.3193.3163.83
Gamma HHI0.860.750.950.820.89
Net GEX-100.0K-121.3K0-95.9K-121.3K
Net DEX1.7M02.3M2.0M1.3M
Net VEX-8.0K-9.2K0-8.5K-7.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.590.0013.6713.670.18
Total Volume260.857088588020
Total OI801.3330902902764

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$71.27$120.0019.7%5.6%29.2%30.1%19.8%3.9%3.5%-95.9K2.0M-8.5K13.6793.31N/AN/A6082069833
2022-06-02$72.35$74.0014.8%6.2%29.3%10.6%18.4%6.0%1.4%-84.3K1.9M-8.6K13.6754.83N/AN/A6082069833
2022-06-03$71.10$74.0017.3%6.2%26.2%20.6%18.8%6.0%2.0%-92.9K2.0M-8.8K13.6752.49N/AN/A6082069833
2022-06-06$71.79$74.0018.3%6.3%25.8%24.6%19.4%6.1%1.5%-89.5K2.0M-8.3K13.6752.68N/AN/A6082069833
2022-06-07$72.21$74.0013.6%6.2%23.0%5.6%18.7%5.5%1.5%-86.2K1.9M-8.3K13.6753.28N/AN/A6082069833
2022-06-08$72.86$74.0021.4%6.1%23.0%37.2%19.3%5.5%1.4%-82.9K1.8M-7.8K13.5151.71N/AN/A6182469833
2022-06-09$70.89$0.0023.0%6.6%25.4%43.7%0.0%6.2%1.5%0000.0052.20N/AN/A0000
2022-06-10$70.21$76.8724.2%6.9%25.6%48.4%0.0%6.3%1.0%-98.1K2.0M-8.5K0.0060.43N/AN/A0070814
2022-06-13$67.77$73.8728.2%8.1%27.1%64.3%0.0%6.5%-2.1%-105.6K2.3M-9.2K0.0075.89N/AN/A0070810
2022-06-14$68.79$73.8727.3%7.8%27.5%60.8%0.0%6.9%-1.3%-109.4K2.1M-9.0K0.0067.50N/AN/A10070810
2022-06-15$69.70$73.8725.1%7.2%26.2%52.1%22.2%6.8%-0.3%-109.0K2.0M-8.3K0.0081.65N/AN/A11080810
2022-06-16$67.49$71.8726.8%7.7%27.6%59.0%23.2%6.3%0.9%-119.5K2.3M-9.0K0.0087.49N/AN/A11081810
2022-06-17$67.93$71.8726.7%7.7%27.0%58.5%24.1%7.5%-0.6%-114.5K2.2M-8.7K0.0080.30N/AN/A23081810
2022-06-21$69.24$69.8726.0%7.5%27.9%55.6%24.5%5.5%-0.3%-110.5K1.3M-8.4K0.0866.26N/AN/A13156703
2022-06-22$67.98$68.8726.0%7.5%28.6%55.6%24.9%4.3%0.4%-117.3K1.5M-8.5K0.0765.58N/AN/A15157704
2022-06-23$68.45$67.8724.4%7.0%28.0%49.2%23.9%5.5%2.0%-115.4K1.5M-8.6K0.0658.11N/AN/A16158704
2022-06-24$69.89$67.8723.2%6.6%29.0%44.1%23.8%4.7%1.1%-107.6K1.2M-7.9K0.0661.54N/AN/A16159704
2022-06-27$70.08$67.8723.9%6.9%28.3%47.2%24.1%4.0%0.3%-109.8K1.2M-7.8K0.1368.90N/AN/A16259704
2022-06-28$69.75$67.8724.1%6.9%28.1%47.8%24.4%4.0%-0.4%-114.7K1.2M-7.6K0.1369.06N/AN/A16259705
2022-06-29$69.33$67.8724.1%6.9%27.2%48.1%23.4%4.2%0.8%-116.5K1.3M-7.6K0.1364.98N/AN/A16259705
2022-06-30$69.02$67.8723.5%6.7%27.1%45.4%22.6%5.8%0.8%-121.3K1.3M-7.9K0.1863.83N/AN/A17359705