AXTI Options History — July 2010

In July 2010, AXTI traded between $4.08 and $5.89. ATM implied volatility averaged 77.6%. The 30-day expected move averaged 22.2%. IV traded below realized volatility by 0.6% (HV 20d: 78.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.05.

Notable Days

  • 2010-07-06: Highest Volume — 170 contracts
  • 2010-07-02: Largest IV drop — 37.8% change
  • 2010-07-26: Largest Expected Move — 32.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.72$4.08$5.89$4.48$5.89
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV77.6%51.0%111.6%108.3%68.9%
Expected Move22.2%14.6%32.0%31.0%19.8%
HV 20d78.3%73.1%93.3%75.0%93.3%
Term Structure-8.2%-55.6%21.1%-55.6%-21.2%
VWIV72.5%68.7%76.5%75.8%76.5%
Bid-Ask Spread %54.0116.82156.10135.94156.10
Gamma HHI0.910.491.001.000.49
Net GEX16409230251
Net DEX-45.7K-98.3K00-65.1K
Net VEX-13-9400-42
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.310.000.00
Total Volume23.2501700114
Total OI98.0502050130

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-07-01$4.48$0.00108.3%31.0%0.0%0.0%0.0%0.0%-55.6%0000.00135.94N/AN/A0000
2010-07-02$4.33$0.0067.3%19.3%0.0%0.0%0.0%0.0%8.2%0000.0073.36N/AN/A0000
2010-07-06$4.08$0.0079.0%22.4%0.0%0.0%0.0%0.0%5.2%0000.0069.21N/AN/A170000
2010-07-07$4.29$0.0067.3%22.0%0.0%0.0%0.0%0.0%21.1%0-4.3K00.0028.74N/AN/A00100
2010-07-08$4.45$0.0080.0%24.1%0.0%0.0%0.0%0.0%-18.0%0-4.5K00.0031.21N/AN/A00100
2010-07-09$4.77$0.0080.7%27.1%0.0%0.0%0.0%0.0%-13.5%54-80.5K-130.0037.88N/AN/A001700
2010-07-12$4.67$0.0075.3%20.9%0.0%0.0%0.0%0.0%-9.9%3-79.4K-10.0030.22N/AN/A001700
2010-07-13$4.75$0.0075.9%22.1%0.0%0.0%0.0%0.0%-25.7%53-80.2K-100.0046.41N/AN/A001700
2010-07-14$4.72$0.0086.6%16.9%0.0%0.0%0.0%0.0%0.0%54-79.7K-100.0016.82N/AN/A001700
2010-07-15$4.63$0.0075.9%21.8%0.0%0.0%0.0%0.0%-19.4%61-78.1K-130.0030.19N/AN/A001700
2010-07-16$4.39$0.0051.0%14.6%0.0%0.0%0.0%0.0%-38.1%0-4.4K00.0070.39N/AN/A00100
2010-07-19$4.57$0.0066.0%18.9%0.0%0.0%0.0%0.0%4.1%0000.0064.00N/AN/A0000
2010-07-20$4.47$0.0075.8%21.7%0.0%0.0%75.8%0.0%-0.8%0000.0055.36N/AN/A10000
2010-07-22$4.71$5.0082.8%23.7%0.0%0.0%0.0%0.0%-3.0%397-69.8K-940.0035.32N/AN/A001700
2010-07-23$4.84$5.0089.0%25.5%0.0%0.0%0.0%0.0%9.2%259-79.0K-50.0033.52N/AN/A3501700
2010-07-26$5.36$0.00111.6%32.0%75.0%0.0%0.0%0.0%0.0%21-85.6K-50.0029.75N/AN/A001600
2010-07-27$5.19$5.0069.8%20.0%74.5%0.0%69.8%0.0%2.5%923-98.3K-350.0032.27N/AN/A11302050
2010-07-28$4.95$5.0068.7%19.7%75.4%0.0%68.7%0.0%3.3%690-53.5K-190.3153.30N/AN/A1341220
2010-07-29$4.96$5.0072.7%20.8%73.1%0.0%71.6%0.0%4.1%523-52.4K-160.0050.14N/AN/A061204
2010-07-30$5.89$5.0068.9%19.8%93.3%0.0%76.5%0.0%-21.2%251-65.1K-420.00156.10N/AN/A114012010