AXTI Options History — December 2015

In December 2015, AXTI traded between $2.45 and $2.69. ATM implied volatility averaged 61.1%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 19.8% (HV 20d: 41.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.08.

Notable Days

  • 2015-12-02: Highest Volume — 1,504 contracts
  • 2015-12-11: Largest IV spike — 52.9% change
  • 2015-12-14: Highest IV Rank — 30.5%
  • 2015-12-14: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.52$2.45$2.69$2.53$2.48
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV61.1%47.9%84.9%57.8%73.4%
Expected Move16.7%12.7%24.3%16.6%21.0%
HV 20d41.3%31.4%48.3%34.9%39.8%
HV 60d36.1%32.8%38.6%34.2%36.0%
IV Rank15.8%7.6%30.5%13.7%23.4%
IV Percentile26.2%5.6%67.5%21.8%47.6%
Term Structure-7.3%-37.5%10.4%3.4%10.4%
VWIV60.0%39.0%94.2%58.7%39.7%
Bid-Ask Spread %97.6953.29126.28110.05119.37
Gamma HHI1.001.001.001.001.00
Net GEX7.9K1.1K14.4K1.1K6.2K
Net DEX-186.3K-285.6K-38.1K-38.1K-171.6K
Net VEX-557-691-215-215-456
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.060.190.140.06
Total Volume1,299.59101,5041,3751,310
Total OI1,740.4554201,8164201,786

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-12-01$2.53$2.5057.8%16.6%34.9%13.7%0.0%0.0%3.4%1.1K-38.1K-2150.14110.05N/AN/A1,21016535070
2015-12-02$2.53$2.5058.9%16.9%35.0%14.4%58.7%0.0%-8.5%7.2K-199.5K-6910.1965.00N/AN/A1,2692351,560235
2015-12-03$2.51$2.5061.7%14.6%34.8%16.1%55.0%0.0%-4.5%7.3K-193.1K-6890.1995.08N/AN/A1,2692351,580235
2015-12-04$2.51$2.5070.1%12.7%34.7%21.4%44.3%0.0%7.7%8.3K-184.2K-6830.19117.32N/AN/A1,2692351,580235
2015-12-07$2.51$2.5056.9%13.2%31.4%13.2%0.0%0.0%-1.7%8.4K-187.2K-6640.00107.43N/AN/A001,580235
2015-12-08$2.51$2.5067.7%15.6%31.4%19.9%54.3%0.0%-3.8%7.4K-184.0K-6540.1953.29N/AN/A1,2692351,580235
2015-12-09$2.68$2.5049.4%14.2%37.2%8.6%39.0%0.0%1.5%7.1K-256.1K-6270.0665.79N/AN/A1,269711,580235
2015-12-10$2.69$2.5047.9%13.7%37.2%7.6%47.1%0.0%-14.4%14.4K-285.6K-5220.0665.25N/AN/A1,269711,580236
2015-12-11$2.50$2.5073.2%21.0%47.2%23.3%73.2%0.0%-16.2%6.1K-189.0K-6320.06100.41N/AN/A1,269711,580236
2015-12-14$2.52$2.5084.9%24.3%47.2%30.5%84.8%0.0%-23.8%5.4K-186.9K-5710.06126.28N/AN/A1,269711,580236
2015-12-15$2.45$2.5054.5%15.6%48.3%11.7%62.8%0.0%-7.1%7.0K-190.2K-5680.06112.82N/AN/A1,269711,580236
2015-12-16$2.45$2.5070.4%20.2%47.8%21.5%88.2%0.0%-26.4%7.0K-158.7K-5760.06113.41N/AN/A1,269711,580236
2015-12-17$2.50$2.5048.5%13.9%47.5%8.0%48.8%0.0%-1.2%9.7K-170.1K-5810.06115.18N/AN/A1,269711,580236
2015-12-18$2.50$2.5049.9%14.3%47.3%8.8%54.3%0.0%0.2%8.7K-177.5K-5770.0698.30N/AN/A1,269711,580236
2015-12-21$2.52$2.5052.3%15.0%47.3%10.3%52.2%0.0%9.1%8.7K-185.4K-5400.06116.61N/AN/A1,239711,550236
2015-12-22$2.50$2.5057.9%16.6%47.3%13.8%59.8%0.0%-10.5%8.3K-197.8K-5350.06108.67N/AN/A1,239711,550236
2015-12-23$2.53$2.5049.1%14.1%43.4%8.4%49.0%0.0%1.0%10.4K-181.7K-5370.0671.58N/AN/A1,239711,550236
2015-12-24$2.53$2.5069.9%20.0%43.4%21.2%78.9%0.0%-28.5%7.8K-229.8K-5040.0673.58N/AN/A1,239711,550236
2015-12-28$2.50$2.5056.5%16.2%43.4%13.0%56.5%0.0%-4.2%9.6K-180.4K-4890.0697.60N/AN/A1,239711,550236
2015-12-29$2.50$2.5058.1%16.7%43.3%14.0%58.2%0.0%-4.9%9.6K-177.1K-4820.0697.60N/AN/A1,239711,550236
2015-12-30$2.45$2.5076.2%21.8%39.5%25.1%94.2%0.0%-37.5%7.7K-175.1K-4580.06118.64N/AN/A1,239711,550236
2015-12-31$2.48$2.5073.4%21.0%39.8%23.4%39.7%0.0%10.4%6.2K-171.6K-4560.06119.37N/AN/A1,239711,550236