AXTI Options History — October 2014

In October 2014, AXTI traded between $2.09 and $2.42. ATM implied volatility averaged 80.1%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 47.0% (HV 20d: 33.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.06.

Notable Days

  • 2014-10-31: Highest Volume — 431 contracts
  • 2014-10-15: Largest IV drop — 67.3% change
  • 2014-10-14: Highest IV Rank — 100.0%
  • 2014-10-30: Largest Expected Move — 17.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.24$2.09$2.42$2.42$2.38
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV80.1%46.6%192.3%46.6%49.5%
Expected Move15.3%10.9%17.9%12.9%17.3%
HV 20d33.1%29.4%47.7%33.3%47.7%
HV 60d43.0%40.0%45.5%43.3%44.1%
IV Rank31.4%8.5%100.0%9.1%8.5%
IV Percentile68.2%19.0%100.0%19.0%23.0%
Term Structure-16.8%-42.9%13.5%13.5%-7.8%
VWIV56.6%44.8%68.0%59.0%60.2%
Bid-Ask Spread %67.7737.29106.1180.1491.45
Gamma HHI0.990.961.000.990.99
Net GEX1.8K1.5K2.6K1.9K2.6K
Net DEX-57.2K-80.6K-39.0K-68.3K-80.6K
Net VEX-303-355-264-338-336
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.030.130.110.05
Total Volume227.652043160431
Total OI784.435732855732855

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-10-01$2.42$2.5046.6%12.9%33.3%9.1%59.0%0.0%13.5%1.9K-68.3K-3380.1180.14N/AN/A54670923
2014-10-02$2.40$2.5061.8%16.6%32.4%21.1%0.0%0.0%-9.8%1.8K-78.4K-3550.0042.70N/AN/A0076124
2014-10-03$2.40$2.5094.6%14.7%32.4%47.0%0.0%0.0%-31.5%1.9K-70.2K-3510.0083.62N/AN/A0076124
2014-10-06$2.38$2.5091.4%15.5%32.1%44.4%0.0%0.0%-7.5%1.9K-67.3K-3420.0037.29N/AN/A0076124
2014-10-07$2.35$2.5056.8%10.9%30.3%16.3%0.0%0.0%-25.8%2.4K-59.6K-3350.0095.27N/AN/A0076124
2014-10-08$2.33$2.5091.9%13.8%30.3%44.3%48.0%0.0%-11.9%2.0K-56.6K-3180.1342.78N/AN/A1401876124
2014-10-09$2.33$2.5088.2%12.9%29.4%41.4%44.9%0.0%-15.9%2.1K-58.7K-3250.1345.29N/AN/A1401876124
2014-10-10$2.35$2.50111.2%12.9%29.8%59.7%44.8%0.0%-25.2%2.1K-60.7K-3240.1344.32N/AN/A1401876124
2014-10-13$2.18$2.50149.3%17.0%37.9%90.1%68.0%0.0%-2.9%1.5K-68.3K-3080.0587.37N/AN/A3301876124
2014-10-14$2.22$2.50192.3%16.3%36.9%100.0%59.0%0.0%-19.0%1.7K-64.4K-3070.05106.11N/AN/A3301876124
2014-10-15$2.15$2.5062.9%14.9%36.9%17.1%52.2%0.0%-15.8%1.8K-47.3K-2800.0571.65N/AN/A3301876124
2014-10-16$2.16$2.5059.3%13.3%32.1%14.7%0.0%0.0%-21.3%1.9K-39.0K-2700.0071.13N/AN/A0076124
2014-10-17$2.17$2.5055.6%15.7%32.3%12.4%0.0%0.0%-2.4%1.7K-47.2K-2800.0068.37N/AN/A0076114
2014-10-20$2.16$2.5062.8%17.3%31.1%17.0%56.8%0.0%-4.7%1.7K-52.7K-2850.0486.80N/AN/A3301376114
2014-10-21$2.16$2.5063.7%16.1%31.1%17.6%57.0%0.0%-19.6%1.7K-47.0K-2770.0487.71N/AN/A3301376114
2014-10-22$2.16$2.5069.9%15.8%30.9%21.5%55.5%0.0%-13.0%1.7K-48.6K-2780.0457.01N/AN/A3301376114
2014-10-23$2.16$2.5065.8%16.3%30.8%18.9%57.5%0.0%-21.1%1.7K-47.0K-2740.0458.37N/AN/A3301376114
2014-10-24$2.15$2.5056.2%14.0%30.5%12.7%55.3%0.0%-16.2%1.7K-46.9K-2730.0458.28N/AN/A3451376114
2014-10-27$2.09$2.5074.9%15.2%31.1%24.7%60.1%0.0%-42.9%1.6K-46.2K-2640.0456.02N/AN/A3451377614
2014-10-28$2.16$2.5077.8%17.4%34.0%26.6%60.5%0.0%-33.4%1.7K-48.2K-2730.0456.05N/AN/A3451377614
2014-10-29$2.18$2.5062.6%16.3%34.5%16.8%57.0%0.0%-18.9%1.8K-49.3K-2750.0458.28N/AN/A3451377614
2014-10-30$2.18$2.5097.8%17.9%34.5%39.4%66.7%0.0%-33.5%1.6K-62.9K-2930.0372.61N/AN/A4101378614
2014-10-31$2.38$2.5049.5%17.3%47.7%8.5%60.2%0.0%-7.8%2.6K-80.6K-3360.0591.45N/AN/A4102184114