AXTI Options History — May 2017

In May 2017, AXTI traded between $6.65 and $7.60. ATM implied volatility averaged 43.8%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 17.8% (HV 20d: 61.6%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.30.

Notable Days

  • 2017-05-16: Highest Volume — 421 contracts
  • 2017-05-30: Largest IV spike — 58.4% change
  • 2017-05-31: Highest IV Rank — 21.8%
  • 2017-05-31: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.97$6.65$7.60$7.05$6.73
Max Pain$6.02$2.50$7.50$5.00$7.50
ATM IV43.8%32.6%54.7%46.9%54.7%
Expected Move13.0%9.3%15.7%13.4%15.7%
HV 20d61.6%42.6%68.8%67.0%44.4%
HV 60d75.0%68.9%79.6%79.4%69.1%
IV Rank15.1%8.3%21.8%17.0%21.8%
IV Percentile8.1%0.4%34.9%7.1%34.9%
Term Structure4.8%-11.9%18.1%1.4%-11.9%
VWIV45.8%33.4%53.5%48.9%53.5%
Skew 25d4.5%-5.8%11.6%9.5%-5.8%
Skew 10d15.1%-3.2%27.1%25.1%-0.9%
Call IV 25d50.6%43.7%55.5%51.3%45.3%
Put IV 25d55.1%38.5%62.3%60.7%39.5%
Bid-Ask Spread %41.9419.2489.3079.8038.29
Gamma HHI0.880.810.960.910.82
Net GEX23.5K12.4K52.1K24.0K13.5K
Net DEX-568.7K-1.1M-303.5K-696.8K-335.5K
Net VEX-2.0K-2.3K-1.8K-2.3K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.110.620.210.37
Total Volume21897421111303
Total OI2,654.6821,9683,2312,7902,158

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$7.05$5.0046.9%13.4%67.0%17.0%48.9%9.5%1.4%24.0K-696.8K-2.3K0.2179.80N/AN/A92192,115675
2017-05-02$7.08$5.0044.9%12.9%66.1%15.8%48.4%9.3%0.4%23.9K-678.5K-2.2K0.1689.30N/AN/A121192,132676
2017-05-03$6.78$5.0049.8%14.3%68.7%18.8%50.9%9.7%-3.5%18.6K-559.6K-2.1K0.2826.84N/AN/A98272,132676
2017-05-04$6.80$2.5044.3%12.9%68.2%15.4%47.9%6.7%7.1%20.0K-569.5K-2.0K0.2129.68N/AN/A116242,126667
2017-05-05$6.75$2.5040.9%13.3%67.6%13.4%50.0%6.5%5.7%17.3K-506.7K-1.9K0.1932.72N/AN/A110212,126667
2017-05-08$6.90$2.5034.6%13.5%67.2%9.5%52.4%11.6%5.2%20.6K-535.3K-1.9K0.1925.63N/AN/A109212,126667
2017-05-09$7.03$2.5036.3%14.0%64.0%10.5%48.7%6.5%1.7%27.2K-593.7K-1.9K0.1828.21N/AN/A190352,123667
2017-05-10$7.08$2.5043.3%12.4%63.1%14.8%43.3%7.6%7.5%29.6K-686.9K-2.0K0.1130.23N/AN/A336372,174642
2017-05-11$7.10$7.5047.5%13.6%62.8%17.4%47.7%9.1%4.3%34.7K-709.1K-2.0K0.1521.29N/AN/A155242,178665
2017-05-12$7.18$7.5045.9%13.2%62.1%16.4%45.8%4.8%8.1%41.1K-705.9K-2.0K0.2622.80N/AN/A167432,280677
2017-05-15$7.33$7.5046.4%13.3%61.8%16.7%46.5%4.4%7.2%52.1K-844.1K-2.0K0.2724.50N/AN/A159432,276667
2017-05-16$7.60$7.5045.6%13.1%61.9%16.2%46.3%10.3%8.0%44.1K-1.1M-1.9K0.1171.28N/AN/A378432,292667
2017-05-17$7.03$7.5047.1%13.5%68.8%17.2%47.3%5.1%5.5%37.7K-770.0K-2.1K0.4142.39N/AN/A143592,505667
2017-05-18$6.90$7.5045.3%13.0%66.5%16.1%45.4%1.9%9.9%13.4K-554.0K-2.0K0.4341.34N/AN/A136592,546685
2017-05-19$6.93$7.5044.5%12.8%66.3%15.6%44.6%3.4%9.0%14.0K-566.0K-1.9K0.4244.36N/AN/A100422,544685
2017-05-22$6.95$7.5038.8%11.1%65.9%12.1%39.4%-1.1%4.5%14.2K-359.1K-1.8K0.6240.16N/AN/A60371,403565
2017-05-23$6.93$7.5041.7%12.0%65.8%13.9%38.1%-3.4%10.0%14.3K-373.3K-1.9K0.5245.90N/AN/A157821,406565
2017-05-24$6.65$7.5043.3%12.4%64.7%14.9%41.9%3.8%-1.4%12.4K-311.9K-1.9K0.3737.34N/AN/A223821,521608
2017-05-25$6.73$7.5036.6%10.5%44.6%10.8%37.0%7.5%18.1%13.1K-303.5K-1.9K0.3657.82N/AN/A229821,553596
2017-05-26$6.83$7.5032.6%9.3%44.2%8.3%33.4%-5.1%17.0%14.7K-308.3K-1.9K0.3619.24N/AN/A230821,555596
2017-05-30$6.98$7.5051.6%14.8%42.6%19.9%50.1%-3.3%-8.1%15.9K-405.6K-2.0K0.3773.56N/AN/A221821,556596
2017-05-31$6.73$7.5054.7%15.7%44.4%21.8%53.5%-5.8%-11.9%13.5K-335.5K-1.9K0.3738.29N/AN/A221821,562596