AAXJ Options History — February 2025

In February 2025, AAXJ traded between $72.03 and $76.53. ATM implied volatility averaged 15.3%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 0.1% (HV 20d: 15.4%). Max pain ranged from $71.00 to $72.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-02-21: Highest Volume — 12 contracts
  • 2025-02-26: Largest IV spike — 87.5% change
  • 2025-02-07: Highest IV Rank — 41.5%
  • 2025-02-26: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.57$72.03$76.53$72.03$73.41
Max Pain$71.16$71.00$72.00$72.00$71.00
ATM IV15.3%10.5%23.5%13.9%18.8%
Expected Move4.1%3.0%6.0%4.0%5.4%
HV 20d15.4%13.5%17.6%16.7%16.8%
HV 60d15.2%14.4%17.0%16.8%16.0%
IV Rank19.0%6.0%41.5%15.2%28.7%
IV Percentile55.1%9.9%92.5%48.4%79.4%
Term Structure0.5%-9.0%9.6%-1.9%-5.9%
VWIV12.9%9.5%16.3%9.5%16.3%
Skew 25d0.4%-4.6%6.2%6.2%-0.3%
Skew 10d1.1%-13.8%24.9%-4.2%-13.8%
Call IV 25d13.4%10.4%20.3%12.5%20.3%
Put IV 25d13.7%11.3%20.0%18.7%20.0%
Bid-Ask Spread %124.93107.13132.69131.86126.57
Gamma HHI0.310.190.450.430.34
Net GEX13.2K10.7K16.1K12.6K16.1K
Net DEX-299.2K-384.4K-176.0K-176.0K-251.6K
Net VEX-592-884-359-884-602
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.78901200
Total OI115.421112121112121

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$72.03$72.0013.9%4.0%16.7%15.2%0.0%6.2%-1.9%12.6K-176.0K-8840.00131.86N/AN/A006844
2025-02-04$73.38$72.0016.0%4.6%17.5%20.9%0.0%0.2%-3.8%10.7K-224.4K-8490.00132.69N/AN/A006844
2025-02-05$73.09$72.0016.2%4.7%17.6%21.7%0.0%1.6%-4.9%13.1K-235.7K-7500.00132.00N/AN/A006844
2025-02-06$73.19$71.0015.6%3.3%17.3%19.9%0.0%0.7%9.6%12.7K-238.4K-7600.00128.60N/AN/A006844
2025-02-07$73.32$71.0023.5%3.4%17.1%41.5%0.0%0.8%3.5%13.1K-254.0K-6950.00126.99N/AN/A006844
2025-02-10$74.13$71.0016.0%3.4%15.2%21.1%0.0%3.1%3.3%11.7K-287.7K-6150.00129.61N/AN/A006844
2025-02-11$73.73$71.0014.3%3.7%14.8%16.4%0.0%-1.7%7.7%11.5K-247.2K-7430.00126.86N/AN/A006844
2025-02-12$74.41$71.0011.0%3.2%14.5%7.4%0.0%-1.1%7.7%11.2K-293.7K-5900.00128.31N/AN/A006844
2025-02-13$74.72$71.0010.5%3.0%14.2%6.0%0.0%0.9%4.4%12.1K-300.8K-6070.00125.54N/AN/A026944
2025-02-14$75.28$71.0016.0%4.6%14.3%20.9%9.5%-0.6%-1.8%11.8K-322.9K-5380.00120.69N/AN/A106946
2025-02-18$75.87$71.0015.0%4.3%14.3%18.4%0.0%-4.6%1.3%13.0K-354.8K-4440.00127.39N/AN/A007046
2025-02-19$75.85$71.0011.8%3.4%14.2%9.5%0.0%0.1%3.6%11.7K-365.7K-3590.00125.46N/AN/A007046
2025-02-20$76.48$71.0012.5%3.6%14.3%11.6%0.0%0.6%-2.0%14.4K-359.8K-4750.00122.48N/AN/A007046
2025-02-21$76.53$71.0017.1%4.9%14.3%24.1%16.3%1.2%2.0%14.0K-373.4K-3880.00107.13N/AN/A1207046
2025-02-24$75.25$71.0013.8%3.9%15.8%15.0%0.0%-0.9%-0.4%15.0K-348.8K-4900.00122.60N/AN/A007744
2025-02-25$75.19$71.0011.1%3.2%13.5%7.7%0.0%2.6%0.1%15.1K-344.3K-5090.00115.29N/AN/A007744
2025-02-26$76.22$71.0020.8%6.0%13.9%34.0%0.0%-1.9%-9.0%14.8K-384.4K-4250.00121.53N/AN/A007744
2025-02-27$74.78$71.0016.0%4.6%15.9%21.0%0.0%0.1%-4.4%15.5K-322.3K-5220.00122.16N/AN/A007744
2025-02-28$73.41$71.0018.8%5.4%16.8%28.7%0.0%-0.3%-5.9%16.1K-251.6K-6020.00126.57N/AN/A007744