AXTI Options History — December 2016

In December 2016, AXTI traded between $4.43 and $5.20. ATM implied volatility averaged 58.7%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 3.0% (HV 20d: 55.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2016-12-01: Highest Volume — 367 contracts
  • 2016-12-12: Largest IV spike — 59.5% change
  • 2016-12-13: Highest IV Rank — 53.8%
  • 2016-12-01: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.89$4.43$5.20$4.43$4.82
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV58.7%42.5%107.1%69.2%50.1%
Expected Move15.3%11.7%19.8%19.8%14.4%
HV 20d55.7%44.8%60.9%57.2%44.8%
HV 60d53.3%51.0%55.0%52.8%51.4%
IV Rank24.3%14.4%53.8%30.7%19.0%
IV Percentile29.6%1.2%86.9%50.4%11.5%
Term Structure4.1%-12.0%19.0%-0.7%6.7%
VWIV52.9%39.4%70.2%70.2%52.0%
Bid-Ask Spread %79.3335.91119.7470.4861.94
Gamma HHI0.940.930.960.940.95
Net GEX11.7K8.7K17.0K8.7K11.3K
Net DEX-392.8K-523.1K-260.3K-260.3K-383.3K
Net VEX-1.4K-1.5K-1.2K-1.3K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.120.710.120.36
Total Volume131.71487367367106
Total OI1,835.811,7041,9571,8261,709

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-12-01$4.43$5.0069.2%19.8%57.2%30.7%70.2%0.0%-0.7%8.7K-260.3K-1.3K0.1270.48N/AN/A327401,706120
2016-12-02$4.70$5.0063.6%18.2%60.9%27.3%64.8%0.0%-12.0%10.6K-329.6K-1.5K0.50110.82N/AN/A88441,781124
2016-12-05$4.72$5.0063.0%12.5%57.0%26.9%42.6%0.0%19.0%10.4K-345.7K-1.5K0.7181.83N/AN/A62441,798124
2016-12-06$4.80$5.0060.4%14.7%56.2%25.3%51.1%0.0%4.8%11.7K-359.0K-1.5K0.5268.33N/AN/A85441,803124
2016-12-07$4.65$5.0043.6%11.7%55.7%15.0%39.4%0.0%17.4%10.7K-334.6K-1.4K0.5247.00N/AN/A85441,796124
2016-12-08$4.93$5.0055.2%13.6%60.0%22.1%47.4%0.0%6.8%12.9K-395.4K-1.5K0.65109.74N/AN/A68441,796124
2016-12-09$5.10$5.0042.5%13.0%59.2%14.4%45.4%0.0%6.7%17.0K-523.1K-1.5K0.5478.36N/AN/A82441,795124
2016-12-12$5.08$5.0067.8%14.2%59.2%29.8%49.4%0.0%5.9%13.8K-473.8K-1.5K0.5435.91N/AN/A82441,826124
2016-12-13$4.95$5.00107.1%13.3%59.9%53.8%45.9%0.0%8.2%13.2K-462.0K-1.4K0.5986.45N/AN/A74441,826124
2016-12-14$4.83$5.0055.5%15.9%60.3%22.3%54.4%0.0%-0.7%12.8K-375.3K-1.4K0.5281.97N/AN/A77401,826124
2016-12-15$4.75$5.0058.2%16.7%56.7%24.0%56.0%0.0%-3.3%10.2K-325.1K-1.3K0.4897.02N/AN/A84401,831126
2016-12-16$4.80$5.0046.9%13.4%54.9%17.0%46.2%0.0%7.9%10.4K-327.0K-1.3K0.47119.74N/AN/A85401,831126
2016-12-19$4.83$5.0050.6%14.5%54.0%19.3%50.1%0.0%6.6%10.1K-368.8K-1.3K0.30103.80N/AN/A94281,65566
2016-12-20$4.90$5.0052.0%14.9%53.4%20.2%51.9%0.0%8.7%10.1K-382.4K-1.3K0.39103.31N/AN/A71281,63866
2016-12-21$5.00$5.0060.6%17.4%52.4%25.4%59.9%0.0%-5.0%11.0K-401.8K-1.3K0.28112.12N/AN/A99281,63966
2016-12-22$5.01$5.0048.6%13.9%52.4%18.1%48.8%0.0%5.0%12.4K-411.1K-1.3K0.1558.05N/AN/A188281,66966
2016-12-23$5.20$5.0053.7%15.4%54.1%21.2%53.7%0.0%2.3%12.0K-471.3K-1.3K0.4154.46N/AN/A69281,64266
2016-12-27$5.10$5.0057.4%16.5%54.6%23.5%55.4%0.0%5.0%12.0K-433.2K-1.3K0.4166.26N/AN/A69281,64366
2016-12-28$5.13$5.0058.5%16.8%53.4%24.1%58.1%0.0%0.3%12.3K-449.3K-1.3K0.4760.09N/AN/A59281,66366
2016-12-29$5.00$5.0068.5%19.6%53.5%30.2%69.0%0.0%-4.2%11.3K-436.3K-1.2K0.3758.21N/AN/A76281,66366
2016-12-30$4.82$5.0050.1%14.4%44.8%19.0%52.0%0.0%6.7%11.3K-383.3K-1.2K0.3661.94N/AN/A78281,64366