AXTI Options History — August 2013

In August 2013, AXTI traded between $2.29 and $2.67. ATM implied volatility averaged 41.9%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 13.3% (HV 20d: 28.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.95.

Notable Days

  • 2013-08-01: Highest Volume — 312 contracts
  • 2013-08-06: Largest IV spike — 70.5% change
  • 2013-08-06: Highest IV Rank — 16.3%
  • 2013-08-19: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.41$2.29$2.67$2.67$2.31
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV41.9%33.1%57.5%43.5%33.3%
Expected Move12.3%9.5%14.6%12.5%9.5%
HV 20d28.6%17.5%31.9%24.8%17.5%
HV 60d28.8%27.5%30.0%27.6%27.8%
IV Rank7.3%1.8%16.3%7.8%1.9%
IV Percentile21.9%1.6%61.5%22.2%2.4%
Term Structure8.9%-5.2%23.1%-5.2%10.4%
VWIV41.1%41.1%41.1%41.1%41.1%
Bid-Ask Spread %33.3316.4852.9028.5419.82
Gamma HHI0.990.921.000.991.00
Net GEX-3.1K-9.5K405-2.9K401
Net DEX40.5K-23.5K159.7K-23.5K-11.0K
Net VEX-117-230-55-181-70
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.003.803.800.00
Total Volume20.27303123120
Total OI633.3181301,039909169

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-08-01$2.67$2.5043.5%12.5%24.8%7.8%41.1%0.0%-5.2%-2.9K-23.5K-1813.8028.54N/AN/A65247353556
2013-08-02$2.53$2.5042.6%12.2%31.2%7.3%0.0%0.0%4.3%-6.4K46.1K-2300.0041.48N/AN/A100303726
2013-08-05$2.55$0.0033.8%13.8%30.7%1.9%0.0%0.0%5.8%-8.6K28.7K-2120.0032.72N/AN/A00313726
2013-08-06$2.48$0.0057.5%13.2%31.9%16.3%0.0%0.0%6.6%-5.4K53.4K-2110.0043.10N/AN/A00313726
2013-08-07$2.45$0.0038.7%13.2%31.7%4.9%0.0%0.0%6.9%-7.9K81.2K-1940.0024.94N/AN/A00313726
2013-08-08$2.46$0.0043.9%14.5%31.9%8.1%0.0%0.0%0.2%-6.8K72.5K-1910.0033.08N/AN/A024313726
2013-08-09$2.45$0.0043.3%13.7%31.7%7.7%0.0%0.0%0.8%-7.9K81.4K-1790.0025.79N/AN/A00313726
2013-08-12$2.43$0.0041.6%14.1%31.7%6.7%0.0%0.0%2.8%-9.5K103.0K-1450.0023.98N/AN/A00313726
2013-08-13$2.40$0.0044.6%12.9%31.7%8.5%0.0%0.0%12.6%-7.9K120.6K-1200.0039.94N/AN/A00313726
2013-08-14$2.41$0.0052.4%13.0%31.8%13.2%0.0%0.0%7.1%-8.5K115.2K-1160.0039.94N/AN/A00313726
2013-08-15$2.38$0.0043.1%12.4%30.6%7.6%0.0%0.0%9.7%-137159.7K-580.0052.90N/AN/A00313726
2013-08-16$2.37$0.0046.6%13.3%28.2%11.1%0.0%0.0%6.8%281159.7K-570.0040.37N/AN/A035313726
2013-08-19$2.35$0.0050.9%14.6%28.2%14.1%0.0%0.0%-3.5%295-9.9K-550.0048.38N/AN/A2601246
2013-08-20$2.34$0.0033.1%9.5%28.2%1.8%0.0%0.0%23.1%328-10.8K-600.0031.95N/AN/A0101356
2013-08-21$2.36$0.0034.0%9.7%28.8%2.4%0.0%0.0%21.7%302-9.9K-660.0036.55N/AN/A29013516
2013-08-22$2.37$0.0039.3%11.3%28.3%6.0%0.0%0.0%18.5%405-10.9K-730.0050.06N/AN/A0015316
2013-08-23$2.35$0.0036.7%10.5%27.1%4.2%0.0%0.0%15.0%368-11.8K-740.0026.68N/AN/A0015316
2013-08-26$2.33$0.0036.6%10.5%26.9%4.2%0.0%0.0%15.6%388-11.1K-710.0028.58N/AN/A0015316
2013-08-27$2.29$0.0041.7%12.0%26.0%7.7%0.0%0.0%12.4%366-10.5K-700.0021.93N/AN/A0015316
2013-08-28$2.31$0.0044.3%12.7%26.9%9.5%0.0%0.0%11.0%371-10.5K-700.0016.48N/AN/A0015316
2013-08-29$2.35$0.0041.2%11.8%24.5%7.3%0.0%0.0%13.9%396-10.8K-710.0025.97N/AN/A0015316
2013-08-30$2.31$0.0033.3%9.5%17.5%1.9%0.0%0.0%10.4%401-11.0K-700.0019.82N/AN/A0015316