AAXJ Options History — April 2023 In April 2023, AAXJ traded between $65.02 and $68.44. ATM implied volatility averaged 14.9%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 1.3% (HV 20d: 13.6%). Max pain ranged from $67.00 to $71.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-12 : Highest Volume — 14 contracts2023-04-27 : Largest IV spike — 52.5% change2023-04-27 : Highest IV Rank — 20.1%2023-04-27 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $67.30 $65.02 $68.44 $68.10 $66.66 Max Pain $69.79 $67.00 $71.00 $70.00 $67.00 ATM IV 14.9% 11.6% 19.9% 14.7% 13.6% Expected Move 4.3% 3.3% 5.7% 4.2% 3.9% HV 20d 13.6% 12.2% 17.0% 17.0% 14.0% HV 60d 16.7% 16.4% 17.0% 17.0% 16.4% IV Rank 5.7% 0.0% 20.1% 2.8% 4.9% IV Percentile 5.2% 0.0% 28.2% 1.2% 2.4% Term Structure 5.6% -0.2% 13.9% -0.2% 2.6% VWIV 10.5% 10.5% 10.5% 10.5% 10.5% Skew 25d 2.2% -4.7% 16.3% 0.3% -0.4% Skew 10d 2.6% -2.3% 16.8% 4.9% 6.0% Call IV 25d 14.6% 11.0% 18.2% 17.5% 13.7% Put IV 25d 16.8% 11.5% 28.0% 17.8% 13.3% Bid-Ask Spread % 115.86 83.90 125.07 115.98 120.61 Gamma HHI 0.22 0.15 0.38 0.15 0.20 Net GEX 9.4K -1.1K 24.8K 5.7K 128 Net DEX -39.4K -109.8K 18.0K -43.1K -6.1K Net VEX -437 -565 -307 -489 -323 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.842 0 14 0 0 Total OI 65 56 76 61 56
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-04-03 $68.10 $70.00 14.7% 4.2% 17.0% 2.8% 0.0% 0.3% -0.2% 5.7K -43.1K -489 0.00 115.98 N/A N/A 0 0 40 21 2023-04-04 $67.90 $70.00 19.4% 5.6% 16.1% 14.9% 0.0% 0.4% 5.3% 5.8K -45.0K -565 0.00 116.77 N/A N/A 0 0 40 21 2023-04-05 $67.43 $70.00 16.1% 4.6% 16.4% 6.4% 0.0% 1.3% 0.2% 6.3K -38.8K -562 0.00 117.31 N/A N/A 0 0 40 21 2023-04-06 $67.80 $71.00 14.1% 4.0% 13.4% 1.3% 0.0% 2.4% 6.7% 5.7K -35.8K -474 0.00 114.89 N/A N/A 0 0 40 21 2023-04-10 $67.84 $71.00 14.8% 4.2% 13.2% 3.0% 0.0% 1.1% 10.2% 5.0K -39.9K -496 0.00 115.47 N/A N/A 0 0 40 21 2023-04-11 $68.12 $71.00 15.4% 5.2% 13.1% 4.7% 0.0% 2.5% 1.9% 6.6K -38.5K -478 0.00 104.83 N/A N/A 0 0 40 21 2023-04-12 $67.32 $71.00 13.5% 3.9% 13.9% 0.0% 0.0% 1.8% 8.1% 5.6K -33.9K -480 0.00 122.18 N/A N/A 14 0 40 21 2023-04-13 $68.44 $71.00 17.7% 5.1% 13.1% 10.6% 0.0% 0.7% 1.2% 21.4K -109.8K -492 0.00 83.90 N/A N/A 0 0 54 21 2023-04-14 $67.90 $71.00 12.2% 3.5% 12.6% 0.0% 0.0% 16.3% 7.7% 21.1K -76.9K -492 0.00 124.12 N/A N/A 0 0 54 21 2023-04-17 $68.23 $71.00 15.3% 4.4% 12.5% 7.7% 0.0% 2.7% 6.8% 24.8K -93.4K -508 0.00 110.77 N/A N/A 0 0 54 21 2023-04-18 $68.15 $71.00 12.2% 3.5% 12.5% 0.0% 0.0% 0.9% 12.6% 22.2K -88.1K -454 0.00 118.92 N/A N/A 1 0 54 21 2023-04-19 $67.59 $71.00 14.2% 4.1% 12.7% 4.8% 0.0% -0.6% 1.8% 23.8K -54.7K -372 0.00 122.68 N/A N/A 0 0 55 21 2023-04-20 $67.25 $71.00 14.0% 4.0% 12.4% 4.4% 0.0% 1.2% 7.3% 22.1K -47.6K -408 0.00 120.50 N/A N/A 0 0 55 21 2023-04-21 $66.69 $71.00 11.6% 3.3% 12.2% 0.0% 10.5% 4.5% 13.9% 999 -10.2K -358 0.00 125.07 N/A N/A 1 0 55 21 2023-04-24 $66.37 $67.00 14.4% 4.1% 12.2% 6.6% 0.0% 0.9% 11.8% 1.3K -10.5K -380 0.00 112.96 N/A N/A 0 0 35 21 2023-04-25 $65.02 $67.00 16.9% 4.8% 14.0% 12.7% 0.0% -4.7% 5.3% -1.1K 18.0K -307 0.00 123.41 N/A N/A 0 0 35 21 2023-04-26 $65.52 $67.00 13.1% 3.7% 13.5% 3.5% 0.0% 0.7% 2.7% 0 9.8K -308 0.00 115.94 N/A N/A 0 0 35 21 2023-04-27 $66.38 $67.00 19.9% 5.7% 14.3% 20.1% 0.0% 10.4% 0.3% 1.1K -4.8K -362 0.00 115.05 N/A N/A 0 0 35 21 2023-04-28 $66.66 $67.00 13.6% 3.9% 14.0% 4.9% 0.0% -0.4% 2.6% 128 -6.1K -323 0.00 120.61 N/A N/A 0 0 35 21
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