AXTI Options History — May 2013

In May 2013, AXTI traded between $2.74 and $2.93. ATM implied volatility averaged 43.3%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 7.0% (HV 20d: 36.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2013-05-17: Highest Volume — 15 contracts
  • 2013-05-16: Largest IV drop — 52.6% change
  • 2013-05-15: Highest IV Rank — 25.3%
  • 2013-05-01: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.81$2.74$2.93$2.75$2.84
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV43.3%30.9%72.3%50.6%39.4%
Expected Move10.9%8.4%14.5%14.5%11.3%
HV 20d36.3%23.2%45.8%44.9%23.9%
HV 60d39.7%36.2%42.3%42.0%36.6%
IV Rank7.7%0.2%25.3%12.1%5.3%
IV Percentile15.3%0.4%62.3%25.4%9.1%
Term Structure4.7%-9.7%19.5%-2.1%1.2%
Bid-Ask Spread %16.578.7125.6119.0518.58
Gamma HHI0.970.920.990.990.94
Net GEX-5.3K-11.0K-1.3K-11.0K-1.4K
Net DEX-12.4K-46.6K40.3K40.3K-6.2K
Net VEX-386-651-271-651-297
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.136015140
Total OI1,915.1367632,7102,710773

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-05-01$2.75$2.5050.6%14.5%44.9%12.1%0.0%0.0%-2.1%-11.0K40.3K-6510.0019.05N/AN/A1404982,212
2013-05-02$2.76$2.5038.4%11.0%44.9%4.7%0.0%0.0%4.6%-9.9K-4.7K-5360.0023.25N/AN/A204972,212
2013-05-03$2.82$2.5034.4%9.9%45.5%2.3%0.0%0.0%11.6%-5.1K-38.4K-4280.0017.09N/AN/A014952,212
2013-05-06$2.77$2.5043.5%13.5%45.8%7.9%0.0%0.0%0.7%-9.1K-10.3K-4840.0013.19N/AN/A004952,213
2013-05-07$2.78$2.5044.6%10.6%45.6%8.5%0.0%0.0%1.8%-8.1K-18.6K-4630.0013.19N/AN/A004952,213
2013-05-08$2.74$2.5041.7%9.4%44.8%6.8%0.0%0.0%7.6%-9.6K-12.0K-4630.0015.41N/AN/A004952,213
2013-05-09$2.75$2.5043.0%13.5%44.8%7.5%0.0%0.0%-2.6%-8.8K-15.7K-4470.008.71N/AN/A004952,213
2013-05-10$2.78$2.5052.3%10.9%45.0%13.1%0.0%0.0%3.0%-7.8K-22.0K-4360.0013.19N/AN/A004952,213
2013-05-13$2.75$2.5057.6%12.4%39.9%16.4%0.0%0.0%-9.7%-8.1K-21.4K-4180.0013.19N/AN/A004952,213
2013-05-14$2.75$2.5064.4%8.4%39.8%20.5%0.0%0.0%18.5%-7.9K-23.4K-3980.0015.46N/AN/A004952,213
2013-05-15$2.76$2.5072.3%8.4%32.3%25.3%0.0%0.0%19.5%-6.8K-29.0K-3720.0015.46N/AN/A004952,213
2013-05-16$2.75$2.5034.3%9.8%32.0%2.3%0.0%0.0%9.9%-9.9K-7.5K-4030.0019.05N/AN/A004952,213
2013-05-17$2.77$2.5038.8%11.1%31.1%5.0%0.0%0.0%4.3%-1.3K-46.6K-3370.009.48N/AN/A1504952,213
2013-05-20$2.81$2.5033.9%9.7%28.7%2.0%0.0%0.0%11.3%-1.4K867-3190.0016.06N/AN/A00242521
2013-05-21$2.93$2.5037.7%10.8%32.0%4.3%0.0%0.0%-2.1%-1.4K-11.3K-2810.0019.25N/AN/A00242521
2013-05-22$2.88$2.5030.9%8.9%32.5%0.2%0.0%0.0%14.6%-1.3K-8.2K-2990.0015.15N/AN/A100242521
2013-05-23$2.87$2.5037.0%10.6%32.4%3.9%0.0%0.0%2.1%-1.3K-3.5K-3180.0016.27N/AN/A00252521
2013-05-24$2.85$2.5044.0%12.6%32.5%8.1%0.0%0.0%0.2%-1.4K-5.8K-2990.0025.61N/AN/A00252521
2013-05-28$2.91$2.5038.2%10.9%29.7%4.6%0.0%0.0%10.2%-1.4K-10.7K-2710.0016.39N/AN/A00252521
2013-05-29$2.89$2.5040.2%11.5%28.1%5.8%0.0%0.0%2.8%-1.4K-9.1K-2910.0023.49N/AN/A05252521
2013-05-30$2.88$2.5035.9%10.3%23.2%3.3%0.0%0.0%-4.9%-1.3K-8.6K-2880.0017.96N/AN/A00252521
2013-05-31$2.84$2.5039.4%11.3%23.9%5.3%0.0%0.0%1.2%-1.4K-6.2K-2970.0018.58N/AN/A00252521