AXTI Options History — June 2012

In June 2012, AXTI traded between $3.60 and $4.04. ATM implied volatility averaged 93.3%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 39.6% (HV 20d: 53.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.08.

Notable Days

  • 2012-06-22: Highest Volume — 95 contracts
  • 2012-06-21: Largest IV spike — 100.3% change
  • 2012-06-01: Highest IV Rank — 100.0%
  • 2012-06-01: Largest Expected Move — 43.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.86$3.60$4.04$3.67$3.95
Max Pain$2.64$2.50$5.00$5.00$2.50
ATM IV93.3%55.4%174.1%150.4%70.1%
Expected Move20.3%15.6%43.1%43.1%20.1%
HV 20d53.7%37.4%61.1%37.9%59.9%
HV 60d71.2%69.1%72.7%69.9%72.7%
IV Rank47.2%16.2%100.0%100.0%26.6%
IV Percentile66.7%25.0%100.0%100.0%49.2%
Term Structure0.5%-72.7%27.5%-72.7%2.3%
VWIV68.9%68.9%68.9%68.9%68.9%
Skew 25d-1.2%-9.0%6.9%-4.1%6.9%
Skew 10d-1.3%-10.6%8.7%-6.5%7.4%
Call IV 25d68.4%58.0%75.0%67.8%63.7%
Put IV 25d67.3%54.6%76.3%63.7%70.6%
Bid-Ask Spread %109.2581.43122.33112.19100.29
Gamma HHI0.820.720.870.820.77
Net GEX-4.8K-5.8K-3.8K-4.2K-5.0K
Net DEX475.5K433.8K510.3K495.6K452.4K
Net VEX-1.8K-2.0K-1.5K-1.8K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.000.580.000.00
Total Volume30095752
Total OI3,407.813,2863,6633,3013,663

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-06-01$3.67$5.00150.4%43.1%37.9%100.0%0.0%-4.1%-72.7%-4.2K495.6K-1.8K0.00112.19N/AN/A7501,1142,187
2012-06-04$3.60$0.00152.8%25.3%38.2%100.0%0.0%-8.7%-37.9%-3.8K510.3K-1.6K0.00118.44N/AN/A001,1342,187
2012-06-05$3.68$0.0090.6%24.5%37.4%48.3%0.0%-4.8%-37.4%-4.2K494.5K-1.8K0.00113.50N/AN/A1001,1342,187
2012-06-06$4.02$0.0092.9%16.5%50.2%50.2%68.9%1.6%14.5%-5.5K487.4K-2.0K0.00114.83N/AN/A1701,1442,187
2012-06-07$3.98$2.5090.9%16.6%50.3%48.5%0.0%0.7%9.6%-5.6K507.1K-1.9K0.00118.62N/AN/A001,1512,187
2012-06-08$4.04$2.50136.9%15.6%50.6%86.8%0.0%1.5%14.9%-5.8K485.0K-2.0K0.00109.68N/AN/A001,1512,187
2012-06-11$3.77$2.50133.5%16.2%55.4%84.0%0.0%-4.0%11.8%-4.5K458.7K-1.9K0.00115.65N/AN/A2701,1512,187
2012-06-12$3.95$2.50118.1%18.2%56.0%71.2%0.0%-1.8%9.8%-5.2K506.2K-1.8K0.00118.20N/AN/A001,1722,187
2012-06-13$3.79$2.50174.1%16.8%57.8%100.0%0.0%-2.6%11.0%-4.7K466.1K-1.7K0.00115.19N/AN/A001,1722,187
2012-06-14$3.82$2.5063.0%18.1%57.9%21.5%0.0%-9.0%12.7%-4.5K471.5K-1.8K0.00118.80N/AN/A501,1722,187
2012-06-15$3.76$2.5059.3%17.0%57.2%18.9%0.0%-2.2%5.2%-5.0K448.8K-1.9K0.00115.85N/AN/A001,1772,187
2012-06-18$3.78$2.5055.5%15.9%57.1%16.2%0.0%-0.2%24.9%-4.7K473.5K-1.7K0.4783.25N/AN/A45211,1222,164
2012-06-19$3.86$2.5055.4%15.9%56.3%16.2%0.0%2.4%18.9%-5.1K490.1K-1.7K0.0081.43N/AN/A3001,1672,185
2012-06-20$3.91$2.5057.5%16.5%55.1%17.7%0.0%-1.0%24.2%-4.9K496.4K-1.7K0.0088.71N/AN/A3601,1972,185
2012-06-21$3.75$2.50115.1%33.0%56.5%58.4%0.0%-0.8%-36.2%-4.4K484.5K-1.6K0.00106.36N/AN/A9001,2122,185
2012-06-22$3.91$2.5059.4%17.0%58.0%19.0%0.0%-3.9%27.5%-4.4K440.4K-1.7K0.0098.88N/AN/A9501,3022,185
2012-06-25$4.00$2.5075.1%21.5%58.4%30.1%0.0%6.6%8.8%-4.9K465.0K-1.7K0.00122.33N/AN/A8201,3222,185
2012-06-26$3.99$2.5060.1%17.2%58.1%19.5%0.0%-3.4%8.9%-5.3K433.8K-1.8K0.00100.66N/AN/A001,4022,185
2012-06-27$4.02$2.5072.4%20.8%57.5%28.2%0.0%5.0%-3.6%-5.5K441.1K-1.7K0.00121.05N/AN/A001,4022,185
2012-06-28$3.80$2.5075.5%21.7%61.1%30.4%0.0%-2.6%-6.9%-4.3K477.0K-1.5K0.58120.28N/AN/A60351,4022,185
2012-06-29$3.95$2.5070.1%20.1%59.9%26.6%0.0%6.9%2.3%-5.0K452.4K-1.7K0.00100.29N/AN/A201,4622,201