AAXJ Options History — June 2023 In June 2023, AAXJ traded between $65.75 and $69.13. ATM implied volatility averaged 23.5%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 5.8% (HV 20d: 17.7%). Max pain ranged from $65.00 to $69.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-16 : Highest Volume — 8 contracts2023-06-09 : Largest IV drop — 69.4% change2023-06-07 : Highest IV Rank — 100.0%2023-06-02 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $67.11 $65.75 $69.13 $65.78 $66.50 Max Pain $66.75 $65.00 $69.00 $65.00 $65.79 ATM IV 23.5% 10.8% 60.7% 28.3% 10.8% Expected Move 5.3% 3.1% 8.1% 8.1% 3.1% HV 20d 17.7% 16.1% 19.0% 17.7% 16.7% HV 60d 15.6% 15.0% 16.4% 15.9% 16.0% IV Rank 26.0% 0.0% 100.0% 40.2% 0.0% IV Percentile 35.6% 0.0% 100.0% 79.0% 0.0% Term Structure -1.0% -8.2% 4.6% -1.9% 1.3% VWIV 15.8% 14.3% 16.8% 16.2% 14.3% Skew 25d 3.5% -1.7% 38.6% 8.0% -1.7% Skew 10d 2.2% -5.1% 36.2% 6.4% -5.1% Call IV 25d 17.2% 10.6% 36.7% 20.1% 15.1% Put IV 25d 20.7% 13.1% 56.5% 28.1% 13.4% Bid-Ask Spread % 113.13 93.81 146.74 125.09 115.96 Gamma HHI 0.22 0.13 0.55 0.34 0.22 Net GEX 8.6K -9.2K 37.4K -9.2K 2.4K Net DEX -36.0K -104.7K 10.5K 10.5K -9.5K Net VEX -149 -261 -83 -143 -86 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 1.476 0 8 1 2 Total OI 51.952 20 78 72 22
Daily Data (21 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 2023-06-01 $65.78 $65.00 28.3% 8.1% 17.7% 40.2% 0.0% 8.0% -1.9% -9.2K 10.5K -143 0.00 125.09 N/A N/A 1 0 51 21 2023-06-02 $67.10 $65.00 28.4% 8.1% 18.9% 40.6% 0.0% 38.6% 4.5% 4.3K -38.3K -224 0.00 129.85 N/A N/A 1 0 53 21 2023-06-05 $66.84 $69.00 32.6% 5.9% 18.5% 50.6% 0.0% 2.4% 2.0% 5.0K -31.6K -223 0.00 133.12 N/A N/A 0 0 53 21 2023-06-06 $67.38 $69.00 36.6% 6.1% 18.7% 60.4% 0.0% 1.4% 0.8% 4.8K -46.7K -133 0.00 127.56 N/A N/A 0 0 53 21 2023-06-07 $66.62 $69.00 57.2% 7.4% 18.8% 100.0% 0.0% 0.8% -8.2% 5.2K -30.2K -233 0.00 146.74 N/A N/A 3 0 52 21 2023-06-08 $67.08 $69.00 60.7% 7.5% 19.0% 100.0% 0.0% 0.6% -8.0% 6.7K -51.6K -261 0.00 144.11 N/A N/A 0 0 51 21 2023-06-09 $67.28 $68.79 18.6% 4.5% 18.9% 14.2% 16.2% 1.8% 0.5% 10.3K -41.4K -146 0.00 95.79 N/A N/A 4 0 51 21 2023-06-12 $67.52 $68.79 21.3% 4.7% 17.9% 19.7% 0.0% 1.1% -0.8% 14.3K -49.9K -150 0.00 106.91 N/A N/A 0 0 55 21 2023-06-13 $68.25 $68.79 21.0% 4.7% 16.4% 19.2% 16.8% 1.4% -1.0% 22.6K -72.6K -151 0.00 101.13 N/A N/A 0 4 55 21 2023-06-14 $68.55 $65.79 18.5% 5.3% 16.1% 14.0% 14.3% 5.2% -6.3% 20.1K -85.8K -179 0.00 115.36 N/A N/A 2 0 55 21 2023-06-15 $69.13 $65.79 15.8% 4.5% 16.2% 8.4% 0.0% 2.8% 4.6% 33.3K -104.7K -163 0.00 113.04 N/A N/A 1 0 57 21 2023-06-16 $68.94 $65.79 13.4% 3.8% 16.2% 3.6% 0.0% 0.3% -1.0% 37.4K -96.3K -145 0.00 113.02 N/A N/A 8 0 57 21 2023-06-20 $67.38 $65.79 16.8% 4.8% 18.5% 10.6% 0.0% 2.8% -0.4% 3.4K -17.4K -122 0.00 105.52 N/A N/A 2 0 13 7 2023-06-21 $67.00 $65.79 16.2% 4.6% 18.3% 9.3% 0.0% 1.8% -5.4% 3.7K -19.2K -126 0.00 97.03 N/A N/A 2 0 15 7 2023-06-22 $66.88 $65.79 16.0% 4.6% 17.3% 8.8% 0.0% 2.5% -3.5% 3.5K -14.4K -111 0.00 102.46 N/A N/A 0 0 15 7 2023-06-23 $65.75 $65.79 16.2% 4.6% 18.1% 9.3% 0.0% 0.6% 0.1% 2.2K -10.5K -115 0.00 97.20 N/A N/A 1 0 15 7 2023-06-26 $66.09 $65.79 16.6% 4.8% 18.2% 10.2% 0.0% 0.4% -0.2% 2.2K -10.3K -102 0.00 93.81 N/A N/A 0 0 15 7 2023-06-27 $66.87 $65.79 15.3% 4.4% 17.6% 7.4% 0.0% 0.7% 1.8% 2.9K -19.5K -131 0.00 104.05 N/A N/A 0 0 15 7 2023-06-28 $66.43 $65.79 16.0% 4.6% 17.1% 8.9% 0.0% 1.4% 1.0% 2.7K -10.2K -94 0.00 102.51 N/A N/A 0 0 15 7 2023-06-29 $65.88 $65.79 17.1% 4.9% 17.2% 11.1% 0.0% 0.3% -1.7% 1.9K -6.8K -83 0.00 105.36 N/A N/A 0 0 15 7 2023-06-30 $66.50 $65.79 10.8% 3.1% 16.7% 0.0% 0.0% -1.7% 1.3% 2.4K -9.5K -86 0.00 115.96 N/A N/A 2 0 15 7
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