AXTI Options History — April 2012

In April 2012, AXTI traded between $5.09 and $6.40. ATM implied volatility averaged 62.5%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 12.8% (HV 20d: 49.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.56.

Notable Days

  • 2012-04-10: Highest Volume — 649 contracts
  • 2012-04-03: Largest IV spike — 47.8% change
  • 2012-04-11: Highest IV Rank — 51.3%
  • 2012-04-26: Largest Expected Move — 21.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.91$5.09$6.40$6.33$5.09
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV62.5%43.5%82.8%48.0%69.5%
Expected Move16.8%12.5%21.4%13.8%19.9%
HV 20d49.7%42.8%72.8%43.4%72.3%
HV 60d52.4%50.3%60.6%51.4%59.4%
IV Rank30.6%11.2%51.3%15.8%37.7%
IV Percentile40.4%6.0%79.0%13.5%57.1%
Term Structure-5.7%-54.5%21.3%12.4%-9.0%
VWIV69.5%53.8%77.7%71.5%69.5%
Skew 25d8.4%-12.9%23.8%-12.9%23.8%
Skew 10d29.8%-11.2%57.1%-11.2%57.1%
Call IV 25d54.5%37.7%82.2%56.4%82.2%
Put IV 25d62.9%37.4%106.0%43.5%106.0%
Bid-Ask Spread %98.3179.23113.0684.4284.40
Gamma HHI0.630.500.890.500.89
Net GEX-7.2K-16.0K-1.1K-1.1K-16.0K
Net DEX-616.0K-935.6K37.9K-825.6K37.9K
Net VEX-3.8K-4.3K-3.0K-3.1K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.0012.810.000.45
Total Volume90.0506493332
Total OI5,926.654,8486,2504,8486,235

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-04-02$6.33$5.0048.0%13.8%43.4%15.8%0.0%-12.9%12.4%-1.1K-825.6K-3.1K0.0084.42N/AN/A3302,3522,496
2012-04-03$6.22$5.0070.9%20.3%44.1%39.2%0.0%10.9%-54.5%-1.3K-820.3K-3.0K8.4193.72N/AN/A635302,3842,496
2012-04-04$5.99$5.0070.1%20.1%47.1%38.4%0.0%3.7%-21.6%-6.5K-628.1K-3.7K0.20109.55N/AN/A50102,4352,996
2012-04-05$5.99$5.0058.0%16.6%47.0%26.0%0.0%-2.5%-16.8%-6.6K-641.1K-3.7K0.0082.76N/AN/A502,4443,006
2012-04-09$5.84$5.0074.4%16.0%45.3%42.7%71.5%-10.8%-11.5%-7.0K-497.3K-4.0K0.00113.06N/AN/A19502,4413,006
2012-04-10$5.63$5.0077.7%15.4%47.2%46.1%67.2%4.9%-3.5%-7.0K-430.2K-4.2K12.81105.22N/AN/A476022,6363,006
2012-04-11$5.89$5.0082.8%13.8%49.7%51.3%53.8%5.2%9.8%-8.9K-593.1K-4.2K0.00112.87N/AN/A5002,6263,506
2012-04-12$6.14$5.0063.7%18.3%50.9%31.9%66.8%15.5%-0.3%-5.3K-746.9K-4.3K0.00106.80N/AN/A1102,6763,506
2012-04-13$6.00$5.0043.5%12.5%46.8%11.2%0.0%9.1%19.0%-7.1K-770.4K-3.7K0.00112.71N/AN/A002,6763,506
2012-04-16$6.19$5.0059.5%17.1%42.8%27.6%0.0%11.5%-2.4%-5.6K-785.1K-4.0K0.00103.54N/AN/A802,6763,506
2012-04-17$6.40$5.0056.7%16.3%44.3%24.7%77.7%13.5%-5.8%-3.7K-918.9K-3.9K0.00107.04N/AN/A4002,6843,506
2012-04-18$6.35$5.0051.3%14.7%43.8%19.2%72.9%14.0%1.4%-3.7K-935.6K-3.7K0.00100.25N/AN/A2002,7243,506
2012-04-19$6.13$5.0067.4%19.3%45.4%35.7%0.0%11.8%-6.7%-5.3K-829.5K-3.9K0.00111.31N/AN/A002,7443,506
2012-04-20$6.02$5.0047.8%13.7%43.0%15.6%0.0%15.6%21.3%-6.6K-847.2K-3.3K0.00108.30N/AN/A002,7443,506
2012-04-23$5.79$5.0063.3%18.2%44.5%31.5%71.9%-1.8%-16.8%-9.0K-508.3K-4.2K0.0088.15N/AN/A502,6893,506
2012-04-24$5.85$5.0048.6%13.9%44.9%16.4%0.0%13.8%-0.1%-10.0K-681.2K-3.4K0.0087.31N/AN/A002,6843,506
2012-04-25$6.07$5.0050.7%14.6%46.5%18.6%0.0%0.9%-10.6%-6.3K-839.9K-3.2K0.0079.23N/AN/A002,6843,506
2012-04-26$5.15$5.0074.6%21.4%72.8%42.9%74.0%18.8%-7.9%-12.6K-96.8K-4.2K0.0087.33N/AN/A0582,6843,506
2012-04-27$5.15$5.0071.5%20.5%72.7%39.8%0.0%23.5%-10.0%-14.8K36.7K-4.2K0.0088.13N/AN/A4202,6833,554
2012-04-30$5.09$5.0069.5%19.9%72.3%37.7%69.5%23.8%-9.0%-16.0K37.9K-4.1K0.4584.40N/AN/A22102,6813,554