AAXJ Options History — October 2022

In October 2022, AAXJ traded between $55.23 and $61.32. ATM implied volatility averaged 27.4%, placing in the 58.7% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 2.9% (HV 20d: 24.4%). Max pain ranged from $57.00 to $67.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2022-10-21: Highest Volume — 2,245 contracts
  • 2022-10-24: Largest IV spike — 15.2% change
  • 2022-10-11: Highest IV Rank — 73.1%
  • 2022-10-24: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.80$55.23$61.32$59.18$55.59
Max Pain$59.88$57.00$67.00$67.00$57.00
ATM IV27.4%25.4%30.7%27.3%26.3%
Expected Move7.8%7.3%8.5%7.8%7.5%
HV 20d24.4%20.3%29.5%20.3%28.3%
HV 60d19.4%17.4%21.7%17.4%21.6%
IV Rank58.7%50.2%73.1%58.5%54.3%
IV Percentile88.1%76.6%97.6%91.7%82.1%
Term Structure0.1%-1.5%3.4%-0.9%-0.3%
VWIV26.2%22.3%31.7%31.7%23.6%
Skew 25d5.1%3.6%6.7%4.9%3.7%
Skew 10d9.7%6.5%17.9%15.1%6.5%
Call IV 25d25.2%23.7%26.8%25.1%25.0%
Put IV 25d30.3%27.9%33.4%29.9%28.7%
Bid-Ask Spread %64.8647.2783.5183.5170.57
Gamma HHI0.750.410.950.950.52
Net GEX140.4K-10.1K301.0K87.2K254.2K
Net DEX-1.6M-3.7M142.4K-729.7K-2.6M
Net VEX-14.5K-27.9K-4.7K-8.7K-22.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.003.130.560.00
Total Volume879.81212,245251,957
Total OI1,762.7141,0542,9211,0562,921

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$59.18$67.0027.3%7.8%20.3%58.5%31.7%4.9%-0.9%87.2K-729.7K-8.7K0.5683.51N/AN/A1691,04511
2022-10-04$60.98$65.0026.6%7.6%23.7%55.6%28.4%4.2%-1.2%113.5K-1.1M-11.2K0.3168.99N/AN/A1651,0459
2022-10-05$61.32$65.0026.4%7.6%23.5%54.6%28.5%4.2%-1.1%118.1K-1.1M-11.1K0.4468.83N/AN/A1671,0459
2022-10-06$60.86$0.0026.1%7.4%23.5%53.1%0.0%5.4%1.1%111.3K-1.1M-11.0K0.4450.83N/AN/A1671,04510
2022-10-07$59.41$0.0028.1%8.1%23.4%61.7%0.0%5.8%-0.4%90.2K-755.3K-8.7K0.4447.27N/AN/A1671,04510
2022-10-10$58.52$0.0029.4%8.1%22.6%67.5%0.0%6.7%-0.6%77.7K-615.1K-7.5K0.5662.63N/AN/A1691,04512
2022-10-11$57.53$0.0030.7%8.3%21.1%73.1%0.0%6.7%-1.3%64.5K-467.4K-6.3K0.5654.24N/AN/A1691,04512
2022-10-12$57.66$0.0029.2%8.4%21.1%66.5%26.4%6.6%-1.0%67.1K-514.5K-6.4K0.5056.08N/AN/A1891,04510
2022-10-13$57.78$62.0028.5%8.2%21.3%63.7%26.0%6.6%-1.4%77.2K-609.2K-7.3K0.4763.14N/AN/A1991,04710
2022-10-14$56.95$60.0028.4%8.1%21.5%63.0%26.3%5.9%2.6%59.6K-426.7K-5.5K0.4757.88N/AN/A1991,04810
2022-10-17$58.35$60.0028.5%8.2%23.9%63.6%26.3%5.4%-1.5%74.1K-544.2K-6.4K0.4754.67N/AN/A1991,04810
2022-10-18$58.06$60.0027.7%7.9%23.9%60.1%26.1%5.7%-1.4%70.6K-520.6K-6.3K3.1362.97N/AN/A30941,04810
2022-10-19$56.75$60.0026.0%7.5%24.3%53.0%24.2%5.0%3.4%-10.1K142.4K-4.7K0.0562.62N/AN/A1,950941,060110
2022-10-20$57.14$60.0026.1%7.5%24.6%53.5%25.3%4.1%3.4%205.7K-3.6M-27.9K0.0563.42N/AN/A1,950952,713110
2022-10-21$57.67$57.0025.7%7.4%23.8%51.7%26.1%3.8%-0.2%107.0K-3.7M-27.6K0.1066.50N/AN/A2,0501952,713111
2022-10-24$55.23$57.0029.6%8.5%27.9%68.4%27.4%5.8%0.3%251.6K-2.6M-24.1K0.0080.94N/AN/A1,95072,813108
2022-10-25$55.71$57.0026.8%7.7%28.2%56.2%26.1%5.3%0.4%267.4K-2.9M-24.5K0.0065.16N/AN/A1,95072,813108
2022-10-26$56.95$57.0025.5%7.3%29.5%50.9%25.1%4.0%1.1%301.0K-3.7M-26.8K0.0066.79N/AN/A1,95072,813108
2022-10-27$56.38$57.0026.3%7.5%28.4%54.0%25.1%3.9%0.7%291.8K-3.3M-26.2K0.0074.88N/AN/A1,95072,813108
2022-10-28$55.83$57.0025.4%7.3%28.6%50.2%22.3%3.6%0.8%269.1K-2.9M-24.0K0.0080.02N/AN/A1,95072,813108
2022-10-31$55.59$57.0026.3%7.5%28.3%54.3%23.6%3.7%-0.3%254.2K-2.6M-22.5K0.0070.57N/AN/A1,95072,813108