AXTI Options History — April 2011

In April 2011, AXTI traded between $6.01 and $6.99. ATM implied volatility averaged 72.7%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 27.9% (HV 20d: 44.8%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.16.

Notable Days

  • 2011-04-13: Highest Volume — 820 contracts
  • 2011-04-11: Largest IV spike — 62.7% change
  • 2011-04-13: Highest IV Rank — 100.0%
  • 2011-04-18: Largest Expected Move — 22.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.51$6.01$6.99$6.74$6.99
Max Pain$5.13$5.00$7.50$7.50$5.00
ATM IV72.7%48.3%111.9%48.3%74.7%
Expected Move19.9%13.8%22.4%13.8%21.4%
HV 20d44.8%37.5%60.2%60.2%47.1%
HV 60d68.5%66.1%70.5%70.5%67.8%
IV Rank47.2%14.3%100.0%14.3%49.8%
IV Percentile62.0%5.8%100.0%5.8%76.4%
Term Structure0.4%-7.0%23.4%11.6%-5.6%
VWIV69.9%42.7%84.4%56.3%74.8%
Skew 25d-3.3%-23.3%76.6%76.6%8.2%
Skew 10d2.4%-43.2%98.5%98.5%19.5%
Call IV 25d70.5%56.3%83.9%56.3%65.1%
Put IV 25d67.2%46.9%132.9%132.9%73.3%
Bid-Ask Spread %48.559.8064.019.8062.98
Gamma HHI0.440.360.520.490.50
Net GEX22.8K12.8K32.5K21.6K32.5K
Net DEX-896.3K-1.6M-258.2K-581.7K-1.6M
Net VEX-5.3K-6.7K-3.3K-4.6K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.0017.330.160.00
Total Volume239.514820292488
Total OI7,020.955,9907,8685,9907,807

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2011-04-01$6.74$7.5048.3%13.8%60.2%14.3%56.3%76.6%11.6%21.6K-581.7K-4.6K0.169.80N/AN/A251414,7571,233
2011-04-04$6.76$5.0059.1%19.8%54.8%28.9%42.7%-23.2%-1.2%23.0K-636.1K-4.7K0.3151.03N/AN/A134424,8841,273
2011-04-05$6.73$5.0071.7%19.5%54.6%46.0%64.4%-23.3%-4.0%22.8K-612.3K-4.7K0.8650.24N/AN/A28244,9751,273
2011-04-06$6.70$5.0059.2%20.6%51.7%29.1%71.8%8.6%-4.1%22.8K-626.0K-4.7K2.2750.73N/AN/A11254,9761,263
2011-04-07$6.73$5.0050.4%19.4%40.0%17.1%0.0%-23.2%-3.2%22.2K-530.7K-4.5K17.3348.89N/AN/A3524,9741,264
2011-04-08$6.53$5.0057.3%18.7%37.5%26.4%65.5%-23.1%1.9%16.0K-401.4K-3.9K0.0250.11N/AN/A4914,9741,223
2011-04-11$6.19$5.0093.2%17.9%41.3%75.0%66.1%-5.6%5.5%13.6K-298.3K-3.6K0.3657.02N/AN/A146534,9771,224
2011-04-12$6.03$5.00105.9%20.3%42.4%92.3%69.6%-1.0%2.2%12.8K-258.2K-3.3K0.0452.47N/AN/A723325,1101,236
2011-04-13$6.08$5.00111.9%20.3%40.9%100.0%79.7%-5.5%4.2%17.2K-589.8K-4.1K0.0748.04N/AN/A768525,7791,241
2011-04-14$6.15$5.0075.8%21.7%38.6%51.2%76.0%0.7%0.4%20.4K-780.3K-5.2K0.0548.12N/AN/A214106,4761,241
2011-04-15$6.06$5.0066.4%19.0%38.8%38.6%84.4%-12.7%7.5%20.5K-804.6K-5.6K0.1956.92N/AN/A323606,6271,241
2011-04-18$6.01$5.0078.2%22.4%38.8%54.5%72.6%0.7%-0.2%21.0K-860.6K-5.6K0.7453.14N/AN/A68506,2701,060
2011-04-19$6.10$5.0060.1%17.2%39.4%30.2%63.7%-4.0%23.4%21.5K-918.3K-5.7K0.0056.62N/AN/A3906,3321,110
2011-04-20$6.52$5.0073.2%21.0%45.4%47.8%73.0%-15.2%-1.9%24.3K-1.2M-6.2K0.0042.89N/AN/A56916,3271,110
2011-04-21$6.63$5.0071.4%20.5%44.0%45.3%73.1%-13.1%-3.9%26.3K-1.3M-6.4K0.0242.32N/AN/A10326,3821,109
2011-04-25$6.68$5.0074.2%21.3%43.3%49.1%74.4%-11.4%-4.4%27.1K-1.4M-6.3K0.0041.75N/AN/A1406,4371,111
2011-04-26$6.96$5.0074.8%21.5%45.6%50.0%74.7%0.5%-6.7%29.7K-1.6M-6.7K0.1541.42N/AN/A300466,4381,111
2011-04-27$6.86$5.0074.5%21.4%45.8%49.5%74.6%-3.3%-7.0%31.3K-1.6M-6.7K0.0042.48N/AN/A2006,6421,145
2011-04-28$6.78$5.0073.6%21.1%46.0%48.3%70.0%2.7%-5.8%30.4K-1.4M-6.4K0.7164.01N/AN/A28206,6621,145
2011-04-29$6.99$5.0074.7%21.4%47.1%49.8%74.8%8.2%-5.6%32.5K-1.6M-6.5K0.0062.98N/AN/A48716,6521,155