AAXJ Options History — June 2024 In June 2024, AAXJ traded between $70.13 and $72.65. ATM implied volatility averaged 12.8%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded below realized volatility by 1.5% (HV 20d: 14.3%). Max pain ranged from $71.00 to $73.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-04 : Highest Volume — 3 contracts2024-06-10 : Largest IV spike — 38.2% change2024-06-27 : Highest IV Rank — 20.5%2024-06-04 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $71.69 $70.13 $72.65 $71.03 $71.95 Max Pain $71.89 $71.00 $73.00 $71.00 $72.00 ATM IV 12.8% 9.8% 19.0% 11.7% 11.0% Expected Move 3.5% 2.8% 4.5% 3.4% 3.2% HV 20d 14.3% 11.9% 15.3% 11.9% 13.5% HV 60d 13.9% 13.2% 14.1% 13.2% 14.0% IV Rank 10.2% 1.4% 20.5% 4.4% 6.6% IV Percentile 16.3% 0.4% 84.5% 4.4% 3.2% Term Structure 1.0% -4.8% 4.5% 3.0% -0.6% VWIV 14.6% 11.8% 18.7% 12.1% 11.8% Skew 25d 0.1% -12.6% 12.9% -12.6% 3.5% Skew 10d 1.4% -19.3% 18.5% 18.5% 7.8% Call IV 25d 12.5% 7.6% 31.8% 25.5% 10.2% Put IV 25d 12.6% 8.3% 23.6% 12.9% 13.8% Bid-Ask Spread % 128.15 118.58 138.84 122.55 129.55 Gamma HHI 0.37 0.29 0.47 0.39 0.40 Net GEX 19.2K 8.1K 30.7K 18.2K 8.1K Net DEX -286.4K -351.7K -205.3K -233.9K -281.4K Net VEX -569 -754 -396 -729 -444 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 0.895 0 3 0 0 Total OI 74.263 59 82 78 60
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 2024-06-03 $71.03 $71.00 11.7% 3.4% 11.9% 4.4% 0.0% -12.6% 3.0% 18.2K -233.9K -729 0.00 122.55 N/A N/A 0 0 72 6 2024-06-04 $70.13 $71.00 15.6% 4.5% 12.8% 12.1% 0.0% -3.5% -2.6% 16.6K -205.3K -748 0.00 126.06 N/A N/A 3 0 72 6 2024-06-05 $71.32 $71.00 13.0% 3.7% 14.0% 6.9% 0.0% -12.3% -2.0% 21.3K -258.9K -725 0.00 125.35 N/A N/A 1 0 75 6 2024-06-06 $71.78 $71.00 16.5% 3.9% 14.1% 13.8% 12.1% 0.1% -0.0% 23.2K -294.2K -700 0.00 124.44 N/A N/A 3 0 76 6 2024-06-07 $71.06 $72.00 13.7% 3.7% 14.6% 8.3% 18.7% -0.7% 1.7% 19.3K -244.6K -754 0.00 120.71 N/A N/A 1 0 74 6 2024-06-10 $71.52 $73.00 19.0% 3.4% 14.7% 18.6% 0.0% -0.4% -1.0% 21.1K -263.5K -680 0.00 127.86 N/A N/A 0 0 73 6 2024-06-11 $70.84 $73.00 12.8% 3.6% 14.7% 14.1% 15.2% 3.4% -0.9% 19.7K -263.1K -631 0.00 118.58 N/A N/A 2 0 73 6 2024-06-12 $71.69 $72.00 9.8% 2.8% 15.3% 1.4% 15.4% 5.0% 4.5% 23.8K -307.9K -567 0.00 127.83 N/A N/A 1 0 74 6 2024-06-13 $71.66 $72.00 11.7% 3.3% 14.6% 9.3% 0.0% 0.6% 0.7% 24.2K -303.1K -559 0.00 132.15 N/A N/A 1 0 74 6 2024-06-14 $71.63 $72.00 12.2% 3.5% 14.5% 11.4% 0.0% 1.1% -0.5% 23.7K -297.8K -546 0.00 131.00 N/A N/A 0 0 73 6 2024-06-17 $72.25 $72.00 12.4% 3.6% 14.8% 12.5% 0.0% 0.4% 3.8% 27.3K -333.0K -513 0.00 129.50 N/A N/A 0 0 73 6 2024-06-18 $72.65 $72.00 11.8% 3.4% 14.9% 9.7% 0.0% 0.4% 0.7% 29.4K -344.3K -519 0.00 138.84 N/A N/A 0 0 73 6 2024-06-20 $72.53 $72.00 12.1% 3.5% 14.6% 11.0% 0.0% 0.8% -4.8% 24.5K -351.7K -442 0.00 130.79 N/A N/A 0 0 73 6 2024-06-21 $72.16 $72.00 10.1% 2.9% 14.7% 2.6% 0.0% -0.0% 4.1% 30.7K -316.1K -439 0.00 132.17 N/A N/A 3 0 73 6 2024-06-24 $72.19 $72.00 11.1% 3.2% 14.5% 6.9% 11.8% 0.7% 4.1% 8.1K -300.5K -396 0.00 129.13 N/A N/A 0 2 54 5 2024-06-25 $71.94 $72.00 12.2% 3.5% 14.6% 11.6% 0.0% 12.9% 3.7% 8.7K -286.5K -451 0.00 132.32 N/A N/A 0 0 54 6 2024-06-26 $71.81 $72.00 12.1% 3.5% 14.6% 11.1% 0.0% 0.7% 4.5% 8.8K -276.8K -486 0.00 134.51 N/A N/A 0 0 54 6 2024-06-27 $71.88 $72.00 14.3% 4.1% 13.6% 20.5% 0.0% 1.1% 1.5% 8.6K -279.2K -479 0.00 121.61 N/A N/A 0 0 54 6 2024-06-28 $71.95 $72.00 11.0% 3.2% 13.5% 6.6% 0.0% 3.5% -0.6% 8.1K -281.4K -444 0.00 129.55 N/A N/A 0 0 54 6
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