AXTI Options History — February 2012

In February 2012, AXTI traded between $5.01 and $5.84. ATM implied volatility averaged 55.4%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 2.0% (HV 20d: 53.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.34.

Notable Days

  • 2012-02-23: Highest Volume — 586 contracts
  • 2012-02-09: Largest IV spike — 109.7% change
  • 2012-02-09: Highest IV Rank — 36.4%
  • 2012-02-09: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.37$5.01$5.84$5.39$5.73
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV55.4%32.5%68.1%67.9%35.3%
Expected Move17.1%10.1%19.5%19.5%10.1%
HV 20d53.4%48.1%62.4%52.2%57.5%
HV 60d53.3%51.0%54.5%54.2%51.0%
IV Rank21.3%0.0%36.4%29.2%2.9%
IV Percentile23.6%0.0%47.6%46.8%0.4%
Term Structure4.4%-6.0%22.6%-5.2%21.4%
VWIV59.1%38.8%70.3%38.8%40.4%
Skew 25d0.3%-79.7%28.4%18.7%0.0%
Skew 10d7.6%-113.0%43.6%14.8%29.1%
Call IV 25d66.1%32.5%177.6%177.6%57.2%
Put IV 25d66.4%32.5%196.3%196.3%57.2%
Bid-Ask Spread %82.1574.4393.4974.4381.22
Gamma HHI0.680.440.880.520.54
Net GEX2.9K-6.1K15.7K-828-2.5K
Net DEX-332.8K-736.2K-67.6K-396.3K-678.0K
Net VEX-3.1K-3.8K-2.6K-2.7K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.002.140.000.00
Total Volume133.40586344
Total OI4,704.13,7535,3234,7544,671

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-02-01$5.39$5.0067.9%19.5%52.2%29.2%0.0%18.7%-5.2%-828-396.3K-2.7K0.0074.43N/AN/A3402,6132,141
2012-02-02$5.57$5.0043.5%12.5%52.5%1.7%38.8%8.8%22.6%673-417.7K-2.8K0.3292.45N/AN/A47152,6182,141
2012-02-03$5.45$5.0045.4%18.2%53.7%3.8%70.3%4.4%5.5%3.2K-346.2K-2.9K0.6682.91N/AN/A61402,6132,134
2012-02-06$5.51$5.0040.9%17.9%52.4%0.0%0.0%7.4%-1.5%-114-403.0K-2.7K0.0076.11N/AN/A062,6632,174
2012-02-07$5.37$5.0044.0%18.5%53.8%3.5%64.9%-14.2%-0.5%5.5K-336.3K-2.8K0.2775.18N/AN/A82222,6632,171
2012-02-08$5.55$5.0032.5%15.6%54.1%0.0%0.0%0.0%15.6%-5.2K-420.2K-2.6K0.0084.39N/AN/A102,6512,182
2012-02-09$5.23$5.0068.1%19.5%56.2%36.4%0.0%-35.8%0.5%6.0K-220.7K-2.9K0.0082.70N/AN/A6102,6512,156
2012-02-10$5.15$5.0066.2%19.0%56.1%34.4%0.0%-79.7%-6.0%11.0K-127.6K-2.9K0.0082.30N/AN/A002,6932,156
2012-02-13$5.12$5.0063.6%18.2%55.4%31.8%63.7%7.1%-0.7%12.6K-115.8K-2.8K2.1479.84N/AN/A28602,6932,156
2012-02-14$5.11$5.0064.7%18.6%52.0%32.9%64.7%28.4%-0.2%15.7K-124.5K-2.8K0.0080.41N/AN/A38702,7102,189
2012-02-15$5.07$5.0066.0%18.9%48.1%34.2%66.1%27.4%-2.1%14.3K-191.8K-3.2K0.0081.01N/AN/A3503,0802,189
2012-02-16$5.23$5.0062.6%17.9%48.5%30.7%0.0%2.4%0.5%12.8K-371.1K-3.1K0.0477.24N/AN/A9043,1102,189
2012-02-17$5.32$5.0063.0%18.1%48.2%31.1%66.9%2.1%0.5%6.7K-443.7K-3.1K0.4793.49N/AN/A2791303,1302,193
2012-02-21$5.16$5.0067.1%19.2%49.5%35.3%67.1%7.0%-3.9%-6.1K-67.6K-3.3K0.0482.18N/AN/A21081,6712,082
2012-02-22$5.01$5.0065.9%18.9%49.0%34.1%65.9%4.7%-5.5%-5.2K-75.7K-3.5K0.0082.23N/AN/A3501,8782,085
2012-02-23$5.10$5.0063.8%18.3%49.4%31.9%63.8%2.5%1.5%-4.4K-99.4K-3.6K0.3883.76N/AN/A4261601,9132,085
2012-02-24$5.68$5.0056.0%16.1%62.4%24.0%56.0%6.6%7.3%-1.7K-515.7K-3.8K0.6485.01N/AN/A1661062,3182,102
2012-02-27$5.73$5.0051.6%14.8%58.9%19.5%39.7%6.2%22.2%-1.8K-568.8K-3.7K0.0080.85N/AN/A12302,3722,183
2012-02-28$5.84$5.0040.6%11.6%58.6%8.3%40.4%2.4%15.8%-1.8K-736.2K-3.5K1.1885.23N/AN/A22262,4802,183
2012-02-29$5.73$5.0035.3%10.1%57.5%2.9%0.0%0.0%21.4%-2.5K-678.0K-3.5K0.0081.22N/AN/A402,4822,189