AXTI Options History — December 2010

In December 2010, AXTI traded between $8.38 and $10.52. ATM implied volatility averaged 60.2%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 5.2% (HV 20d: 55.0%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.25.

Notable Days

  • 2010-12-30: Highest Volume — 407 contracts
  • 2010-12-08: Largest IV spike — 60.9% change
  • 2010-12-31: Highest IV Rank — 14.7%
  • 2010-12-09: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.04$8.38$10.52$8.62$10.44
Max Pain$7.16$5.00$7.50$7.50$7.50
ATM IV60.2%47.5%89.4%66.8%51.1%
Expected Move17.2%14.4%20.8%19.2%14.7%
HV 20d55.0%45.9%61.9%54.6%50.0%
HV 60d61.2%59.4%63.0%61.1%60.2%
IV Rank14.7%14.7%14.7%14.7%14.7%
IV Percentile11.1%11.1%11.1%11.1%11.1%
Term Structure4.1%-6.4%22.9%15.7%8.0%
VWIV58.0%40.3%85.8%60.3%51.1%
Skew 25d3.7%2.0%5.5%2.0%5.5%
Skew 10d1.3%-1.7%4.2%-1.7%4.2%
Call IV 25d55.4%52.3%58.6%52.3%58.6%
Put IV 25d59.2%54.3%64.0%54.3%64.0%
Bid-Ask Spread %43.7317.4890.1775.0824.98
Gamma HHI0.470.380.680.420.68
Net GEX7.5K3.3K13.4K3.7K13.4K
Net DEX-811.8K-1.3M-502.3K-511.2K-1.3M
Net VEX-1.8K-2.6K-1.3K-1.4K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.001.930.750.38
Total Volume113.51140770198
Total OI2,410.1361,9142,9191,9142,919

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-12-01$8.62$7.5066.8%19.2%54.6%0.0%60.3%0.0%15.7%3.7K-511.2K-1.4K0.7575.08N/AN/A40309071,007
2010-12-02$8.51$7.5061.9%17.7%54.8%0.0%0.0%0.0%22.9%3.3K-502.3K-1.5K0.0046.74N/AN/A4409261,037
2010-12-03$9.21$7.5055.4%15.9%61.3%0.0%85.8%0.0%0.2%4.6K-627.0K-1.3K0.0090.17N/AN/A7409311,037
2010-12-06$8.99$5.0047.5%18.4%61.2%0.0%69.1%0.0%-1.4%4.2K-595.7K-1.3K0.0032.98N/AN/A9409511,037
2010-12-07$8.69$5.0049.0%18.9%61.9%0.0%66.3%0.0%-1.0%5.2K-601.7K-1.5K0.0138.87N/AN/A9911,0341,037
2010-12-08$8.52$5.0078.8%20.7%60.3%0.0%65.4%0.0%-6.4%5.2K-595.7K-1.5K0.0130.96N/AN/A30221,0721,038
2010-12-09$8.70$7.5068.9%20.8%60.7%0.0%59.7%0.0%-5.6%7.5K-761.8K-1.8K0.0023.44N/AN/A13001,3461,040
2010-12-10$8.81$7.5057.3%16.5%60.1%0.0%59.6%0.0%6.5%8.6K-812.5K-1.9K1.9329.89N/AN/A27521,3701,040
2010-12-13$8.67$7.5089.4%18.9%59.1%0.0%61.0%0.0%-0.3%6.3K-791.7K-1.9K0.2940.77N/AN/A63181,3881,092
2010-12-14$8.38$7.5071.0%17.4%60.5%0.0%58.7%0.0%4.3%6.1K-691.2K-2.0K0.1633.60N/AN/A92151,3731,109
2010-12-15$8.44$7.5062.9%18.0%56.7%0.0%60.4%0.0%2.4%6.5K-745.1K-2.1K0.1934.06N/AN/A54101,4621,124
2010-12-16$8.59$7.5065.4%18.7%56.5%0.0%0.0%0.0%4.0%6.6K-803.4K-2.1K0.0045.37N/AN/A1101,5061,134
2010-12-17$8.58$7.5061.1%17.5%52.9%0.0%59.9%0.0%4.2%7.2K-803.4K-2.1K0.0567.33N/AN/A2111,5171,134
2010-12-20$8.69$7.5065.8%18.9%52.7%0.0%53.5%0.0%-1.5%7.6K-747.7K-2.0K0.2542.71N/AN/A40101,3691,116
2010-12-21$8.73$7.5060.2%17.3%50.1%0.0%49.1%0.0%3.4%8.5K-785.6K-2.0K0.0029.71N/AN/A1201,4051,126
2010-12-22$8.93$7.5050.8%14.6%47.3%0.0%51.4%0.0%4.6%9.0K-828.1K-1.9K0.4150.72N/AN/A49201,4061,126
2010-12-23$9.17$7.5050.4%14.4%46.5%0.0%40.3%0.0%5.1%9.6K-875.8K-1.9K0.0063.35N/AN/A7001,3941,126
2010-12-27$9.23$7.5052.5%15.0%45.9%0.0%52.0%0.0%9.3%9.1K-905.2K-2.0K0.2863.36N/AN/A36101,4121,126
2010-12-28$10.08$7.5053.5%15.3%54.2%0.0%52.4%0.0%4.6%10.0K-1.1M-1.9K0.0929.08N/AN/A267231,4361,136
2010-12-29$10.30$7.5052.8%15.1%51.6%0.0%52.8%0.0%5.1%11.0K-1.2M-1.9K0.2217.48N/AN/A144311,4441,150
2010-12-30$10.52$7.5052.3%15.0%50.3%0.0%51.3%2.0%6.3%12.3K-1.3M-2.0K0.4351.46N/AN/A2851221,5021,181
2010-12-31$10.44$7.5051.1%14.7%50.0%14.7%51.1%5.5%8.0%13.4K-1.3M-2.6K0.3824.98N/AN/A143551,6501,269