AAXJ Options History — March 2026

In March 2026, AAXJ traded between $92.84 and $104.94. ATM implied volatility averaged 35.8%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 6.8% (HV 20d: 29.1%). Max pain ranged from $75.00 to $106.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.29.

Notable Days

  • 2026-03-04: Highest Volume — 26 contracts
  • 2026-03-03: Largest IV spike — 35.1% change
  • 2026-03-27: Highest IV Rank — 56.3%
  • 2026-03-27: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$98.26$92.84$104.94$104.94$95.97
Max Pain$93.18$75.00$106.00$75.00$94.00
ATM IV35.8%29.5%44.2%29.8%34.4%
Expected Move9.8%8.3%12.7%8.5%9.9%
HV 20d29.1%18.1%33.6%18.1%32.1%
HV 60d21.8%16.4%25.0%16.4%25.0%
IV Rank42.8%32.6%56.3%33.1%40.5%
IV Percentile91.8%84.1%98.0%88.9%89.3%
Term Structure-3.5%-12.5%0.9%-6.0%0.4%
VWIV35.4%19.1%46.8%19.1%36.0%
Skew 25d7.2%-0.7%21.5%-0.7%21.5%
Skew 10d7.7%-7.1%26.8%1.4%7.7%
Call IV 25d29.3%19.5%43.1%37.5%26.3%
Put IV 25d36.5%23.1%54.7%36.8%47.8%
Bid-Ask Spread %84.3858.50118.23118.2362.00
Gamma HHI0.220.120.360.300.19
Net GEX30.2K76265.8K16.7K762
Net DEX-623.9K-1.0M-93.9K-889.2K-143.8K
Net VEX-1.1K-1.4K-460-460-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.003.000.000.00
Total Volume8.95502612
Total OI134.68279189103118

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$104.94$75.0029.8%8.5%18.1%33.1%19.1%-0.7%-6.0%16.7K-889.2K-4600.00118.23N/AN/A011030
2026-03-03$99.85$75.0040.3%11.5%25.8%49.9%43.2%11.6%-12.5%29.2K-690.2K-7080.00113.06N/AN/A1901031
2026-03-04$100.91$75.0041.3%11.8%26.1%51.6%41.0%2.3%-8.5%35.2K-810.5K-8700.13111.43N/AN/A2331221
2026-03-05$98.14$106.0038.2%8.9%27.8%46.6%0.0%4.9%-3.7%40.9K-752.4K-8610.00107.15N/AN/A101274
2026-03-06$97.81$94.0041.0%9.5%27.7%51.1%0.0%2.9%-4.8%35.2K-681.7K-1.0K0.20109.21N/AN/A5112814
2026-03-09$99.32$94.0042.8%9.0%26.6%54.0%35.6%6.7%-5.2%40.5K-800.7K-9130.00102.84N/AN/A0213315
2026-03-10$100.27$97.0038.4%9.1%26.7%47.0%0.0%4.0%-2.8%35.3K-866.7K-9430.00103.04N/AN/A0113317
2026-03-11$100.41$97.0033.3%9.5%26.6%38.7%30.6%1.0%-4.6%37.5K-864.4K-8590.00114.25N/AN/A4013318
2026-03-12$97.83$97.0032.1%9.0%27.2%36.8%27.0%9.3%-2.9%40.2K-749.7K-1.0K0.0077.04N/AN/A8013718
2026-03-13$97.33$97.0035.5%9.7%27.1%42.2%40.1%7.8%-2.1%45.7K-788.1K-9940.0075.59N/AN/A0214318
2026-03-16$100.08$97.0029.5%8.3%29.2%32.6%30.4%9.1%0.0%38.8K-918.2K-1.0K0.0573.60N/AN/A19114320
2026-03-17$100.86$97.0031.4%8.9%29.4%35.7%0.0%16.2%-3.2%46.6K-1.0M-1.2K0.0090.84N/AN/A0015921
2026-03-18$99.04$97.0029.9%9.3%30.0%33.3%0.0%2.7%-3.3%47.9K-982.0K-1.2K0.0069.87N/AN/A0015921
2026-03-19$99.03$97.0030.6%8.3%30.0%34.4%0.0%1.1%-0.1%59.2K-944.7K-1.0K0.0574.20N/AN/A21115921
2026-03-20$95.66$97.0034.1%10.1%30.7%40.0%31.6%1.9%-2.1%65.8K-703.6K-9910.0066.42N/AN/A18016722
2026-03-23$98.39$94.0033.4%9.7%32.8%38.9%35.8%8.3%-3.5%9.8K-202.8K-1.0K3.0068.60N/AN/A136415
2026-03-24$96.79$94.0035.4%10.7%32.2%42.1%33.9%2.0%-2.5%7.9K-166.5K-1.1K0.0066.55N/AN/A2306618
2026-03-25$97.78$94.0035.1%9.7%32.1%41.6%38.3%7.9%-1.8%12.5K-268.2K-1.4K0.3366.52N/AN/A317918
2026-03-26$94.61$94.0040.9%11.7%33.6%51.0%41.0%14.2%-2.8%9.7K-207.8K-1.4K0.0066.20N/AN/A068219
2026-03-27$93.81$94.0044.2%12.7%33.6%56.3%46.8%14.5%-5.1%7.4K-163.1K-1.4K0.0061.21N/AN/A0108225
2026-03-30$92.84$94.0036.6%10.5%33.5%44.1%36.0%9.8%0.9%1.7K-93.9K-1.4K0.0058.50N/AN/A1808235
2026-03-31$95.97$94.0034.4%9.9%32.1%40.5%0.0%21.5%0.4%762-143.8K-1.4K0.0062.00N/AN/A028335