AAXJ Options History — March 2024 In March 2024, AAXJ traded between $65.95 and $68.63. ATM implied volatility averaged 15.7%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 1.5% (HV 20d: 14.2%). Max pain ranged from $64.00 to $69.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-01 : Highest Volume — 6 contracts2024-03-22 : Largest IV spike — 104.9% change2024-03-22 : Highest IV Rank — 33.2%2024-03-22 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $67.52 $65.95 $68.63 $66.78 $67.80 Max Pain $68.75 $64.00 $69.00 $64.00 $69.00 ATM IV 15.7% 12.2% 27.3% 14.7% 12.2% Expected Move 4.4% 3.5% 7.8% 4.2% 3.5% HV 20d 14.2% 12.0% 16.8% 16.2% 12.1% HV 60d 16.7% 15.0% 17.7% 17.2% 15.0% IV Rank 10.0% 3.0% 33.2% 7.9% 3.0% IV Percentile 28.2% 2.8% 93.7% 15.1% 2.8% Term Structure 0.6% -7.3% 3.0% 1.0% 2.0% VWIV 13.6% 12.0% 14.5% 14.5% 12.0% Skew 25d 1.4% -12.3% 6.6% 1.8% 3.5% Skew 10d 3.1% -4.2% 9.4% 5.5% 3.0% Call IV 25d 12.6% 9.1% 21.5% 13.8% 9.2% Put IV 25d 14.0% 9.3% 19.8% 15.6% 12.8% Bid-Ask Spread % 108.64 85.47 120.90 110.75 116.25 Gamma HHI 0.51 0.24 0.79 0.76 0.44 Net GEX 140.1K 13.4K 628.2K 414.3K 15.2K Net DEX -2.7M -5.2M -186.5K -4.1M -195.6K Net VEX -1.4K -3.4K -857 -3.3K -857 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 0.9 0 6 6 0 Total OI 453 53 783 771 53
Daily Data (20 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 2024-03-01 $66.78 $64.00 14.7% 4.2% 16.2% 7.9% 14.5% 1.8% 1.0% 414.3K -4.1M -3.3K 0.00 110.75 N/A N/A 6 0 762 9 2024-03-04 $66.70 $69.00 14.9% 4.3% 16.1% 8.4% 0.0% 1.4% 1.6% 442.5K -4.1M -2.9K 0.00 85.47 N/A N/A 0 0 768 9 2024-03-05 $65.95 $69.00 15.1% 4.5% 16.8% 8.8% 0.0% 2.4% 2.2% 628.2K -3.6M -3.4K 0.00 99.82 N/A N/A 0 0 768 9 2024-03-06 $67.13 $69.00 19.5% 4.3% 16.0% 17.5% 0.0% 5.4% 2.3% 329.0K -4.4M -2.3K 0.00 110.43 N/A N/A 6 0 768 9 2024-03-07 $67.56 $69.00 15.0% 5.4% 16.1% 8.6% 14.3% 0.4% 0.2% 305.5K -4.9M -1.5K 0.00 109.30 N/A N/A 4 0 774 9 2024-03-08 $67.59 $69.00 15.3% 4.1% 15.8% 9.2% 0.0% 2.5% 1.9% 188.8K -4.9M -1.5K 0.00 109.27 N/A N/A 0 0 774 9 2024-03-11 $67.81 $69.00 19.1% 4.3% 15.8% 16.8% 0.0% 2.1% 1.4% 143.1K -5.0M -1.2K 0.00 108.66 N/A N/A 0 0 774 9 2024-03-12 $68.63 $69.00 15.4% 3.9% 16.0% 9.3% 0.0% 3.9% 1.8% 19.8K -5.2M -895 0.00 110.12 N/A N/A 0 0 774 9 2024-03-13 $68.28 $69.00 13.3% 3.8% 13.4% 5.1% 12.0% 2.8% 3.0% 27.0K -5.1M -904 0.00 110.46 N/A N/A 2 0 774 9 2024-03-14 $67.88 $69.00 13.7% 3.9% 12.7% 5.9% 0.0% 1.8% 0.5% 26.5K -5.1M -903 0.00 111.05 N/A N/A 0 0 774 9 2024-03-15 $67.48 $69.00 13.3% 3.8% 13.0% 5.0% 0.0% 2.7% 1.1% 149.3K -4.9M -931 0.00 111.12 N/A N/A 0 0 774 9 2024-03-18 $67.66 $69.00 15.0% 4.3% 12.9% 8.5% 0.0% 2.3% 0.5% 13.4K -194.8K -903 0.00 99.88 N/A N/A 0 0 53 0 2024-03-19 $67.18 $69.00 15.5% 4.4% 13.3% 9.5% 0.0% 2.5% -0.6% 13.4K -186.5K -890 0.00 98.78 N/A N/A 0 0 53 0 2024-03-20 $67.80 $69.00 14.2% 4.1% 13.6% 6.9% 0.0% 0.4% -0.3% 13.7K -197.3K -896 0.00 106.56 N/A N/A 0 0 53 0 2024-03-21 $67.98 $69.00 13.3% 3.8% 12.8% 5.2% 0.0% 3.3% 2.7% 14.5K -205.6K -876 0.00 109.96 N/A N/A 0 0 53 0 2024-03-22 $67.43 $69.00 27.3% 7.8% 13.2% 33.2% 0.0% 6.6% -1.8% 13.6K -191.6K -881 0.00 114.60 N/A N/A 0 0 53 0 2024-03-25 $67.60 $69.00 13.0% 3.7% 13.1% 4.5% 0.0% 1.4% -0.2% 15.1K -194.2K -866 0.00 113.82 N/A N/A 0 0 53 0 2024-03-26 $67.57 $69.00 18.6% 5.3% 13.1% 15.7% 0.0% -6.9% -0.1% 13.8K -195.2K -867 0.00 115.56 N/A N/A 0 0 53 0 2024-03-27 $67.50 $69.00 16.1% 4.6% 12.0% 10.8% 0.0% -12.3% -7.3% 14.5K -191.9K -862 0.00 120.90 N/A N/A 0 0 53 0 2024-03-28 $67.80 $69.00 12.2% 3.5% 12.1% 3.0% 0.0% 3.5% 2.0% 15.2K -195.6K -857 0.00 116.25 N/A N/A 0 0 53 0
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