AAXJ Options History — December 2024

In December 2024, AAXJ traded between $72.16 and $76.86. ATM implied volatility averaged 21.6%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 6.2% (HV 20d: 15.4%). Max pain ranged from $72.00 to $80.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-12-18: Highest Volume — 3 contracts
  • 2024-12-05: Largest IV spike — 111.5% change
  • 2024-12-02: Highest IV Rank — 100.0%
  • 2024-12-02: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.12$72.16$76.86$74.60$72.21
Max Pain$73.14$72.00$80.00$80.00$72.00
ATM IV21.6%9.1%45.1%38.5%12.8%
Expected Move5.4%2.6%11.0%11.0%3.7%
HV 20d15.4%12.8%18.9%18.9%15.6%
HV 60d20.8%17.8%22.4%21.7%17.8%
IV Rank38.1%2.2%100.0%100.0%12.3%
IV Percentile70.8%0.8%100.0%100.0%31.0%
Term Structure-2.2%-40.1%12.7%-31.7%-3.7%
VWIV13.9%9.0%22.3%13.2%15.2%
Skew 25d8.5%-11.9%37.3%37.3%-0.3%
Skew 10d3.6%-31.9%32.7%32.7%1.2%
Call IV 25d17.0%11.2%31.6%14.7%13.5%
Put IV 25d25.5%9.5%51.9%51.9%13.1%
Bid-Ask Spread %130.42118.88137.69125.48133.66
Gamma HHI0.280.190.370.260.30
Net GEX-673-12.5K12.7K-7.3K7.4K
Net DEX95.7K-185.6K342.7K199.0K-161.9K
Net VEX-1.4K-1.7K-1.0K-1.6K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.001.000.000.00
Total Volume0.7140300
Total OI160.667113181178114

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$74.60$80.0038.5%11.0%18.9%100.0%0.0%37.3%-31.7%-7.3K199.0K-1.6K0.00125.48N/AN/A0069109
2024-12-03$74.64$80.0030.0%8.6%18.8%72.0%13.2%-3.5%-40.1%-2.8K253.6K-1.6K0.00121.73N/AN/A0169109
2024-12-04$74.86$80.0021.3%6.1%18.0%43.1%0.0%29.4%-3.4%1.0K220.9K-1.3K0.00123.51N/AN/A0069110
2024-12-05$75.21$72.0045.1%5.8%17.5%100.0%9.0%1.3%8.8%-9.0K137.6K-1.7K0.00137.69N/AN/A1069110
2024-12-06$75.13$72.0029.9%5.7%14.3%58.7%0.0%13.2%12.7%-11.2K113.7K-1.6K0.00136.08N/AN/A0070110
2024-12-09$76.86$72.0034.6%5.9%13.6%71.5%0.0%23.0%5.6%-10.7K25.3K-1.2K0.00132.43N/AN/A0070110
2024-12-10$75.37$72.0032.7%6.3%15.1%66.4%0.0%23.2%7.7%-7.5K157.1K-1.2K0.00132.11N/AN/A0070110
2024-12-11$75.52$72.0020.5%5.9%13.3%33.3%0.0%24.9%1.8%-8.8K179.2K-1.3K0.00137.01N/AN/A0070110
2024-12-12$75.27$72.0017.8%5.1%13.0%25.9%14.3%25.1%5.3%-12.5K168.2K-1.4K0.00137.38N/AN/A2070110
2024-12-13$75.31$72.0020.3%5.8%12.8%32.6%9.1%21.1%6.0%-7.8K90.3K-1.3K0.00118.88N/AN/A2071110
2024-12-16$74.97$72.0021.5%6.2%12.9%36.0%0.0%25.3%5.3%12.7K190.9K-1.0K0.00135.79N/AN/A0071110
2024-12-17$73.70$72.009.1%2.6%13.7%2.2%0.0%-7.7%3.9%2.8K274.0K-1.3K0.00134.57N/AN/A2069110
2024-12-18$72.16$72.0014.2%4.1%15.5%16.1%0.0%1.5%-0.8%2.5K342.7K-1.4K0.00133.72N/AN/A3068110
2024-12-19$72.59$72.0012.0%3.4%15.7%10.1%0.0%-6.7%-3.6%1.9K339.3K-1.5K0.00131.11N/AN/A0071110
2024-12-20$72.80$72.0016.6%4.8%15.8%22.8%0.0%-5.5%9.1%2.2K333.0K-1.4K0.00131.61N/AN/A0071110
2024-12-23$73.23$72.0016.0%4.6%16.0%21.1%0.0%-3.6%-4.1%5.9K-155.2K-1.3K0.00122.24N/AN/A006845
2024-12-24$73.48$72.0014.4%4.1%16.0%16.8%0.0%-11.9%-5.7%6.4K-180.0K-1.3K0.00131.94N/AN/A006845
2024-12-26$73.31$72.0015.0%4.3%15.7%18.5%0.0%1.2%-4.3%7.2K-185.6K-1.2K0.00123.78N/AN/A006845
2024-12-27$72.87$72.0012.3%3.5%15.7%11.0%22.3%-11.8%1.2%6.7K-158.7K-1.3K1.00129.41N/AN/A116845
2024-12-30$72.47$72.0019.4%5.6%15.7%30.2%15.2%2.1%-15.4%6.7K-174.5K-1.3K0.00128.77N/AN/A206845
2024-12-31$72.21$72.0012.8%3.7%15.6%12.3%0.0%-0.3%-3.7%7.4K-161.9K-1.2K0.00133.66N/AN/A006945