AXTI Options History — June 2017

In June 2017, AXTI traded between $6.15 and $6.98. ATM implied volatility averaged 48.3%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 4.8% (HV 20d: 53.1%). 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 22 of 22 days. Put/call ratio averaged 0.29.

Notable Days

  • 2017-06-16: Highest Volume — 419 contracts
  • 2017-06-14: Largest IV drop — 54.5% change
  • 2017-06-13: Highest IV Rank — 47.2%
  • 2017-06-12: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.56$6.15$6.98$6.68$6.30
Max Pain$4.20$2.50$7.50$7.50$2.50
ATM IV48.3%32.6%96.3%34.6%42.1%
Expected Move11.9%8.9%13.7%9.9%12.1%
HV 20d53.1%41.8%59.1%41.8%56.9%
HV 60d61.5%54.9%71.7%69.1%57.3%
IV Rank17.9%8.3%47.2%9.5%14.1%
IV Percentile20.5%0.8%87.3%1.2%7.1%
Term Structure15.6%4.0%30.7%15.8%24.0%
VWIV41.6%29.6%51.1%36.2%39.4%
Skew 25d3.4%-14.4%73.5%-8.7%0.4%
Skew 10d6.3%-14.9%95.0%-7.1%1.7%
Call IV 25d45.7%26.5%57.9%47.6%40.2%
Put IV 25d49.1%34.1%120.6%38.9%40.6%
Bid-Ask Spread %49.1815.6399.9419.2815.63
Gamma HHI0.760.630.880.790.72
Net GEX8.5K4.0K20.8K10.6K6.4K
Net DEX-315.0K-434.3K-199.7K-252.3K-291.7K
Net VEX-1.7K-1.9K-1.4K-1.7K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.120.600.410.22
Total Volume228.727112419131225
Total OI2,162.5911,9682,4592,1582,094

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$6.68$7.5034.6%9.9%41.8%9.5%36.2%-8.7%15.8%10.6K-252.3K-1.7K0.4119.28N/AN/A93381,562596
2017-06-02$6.35$7.5042.5%12.2%45.4%14.4%50.9%5.1%10.1%9.2K-229.5K-1.7K0.4957.51N/AN/A75371,570597
2017-06-05$6.65$5.0048.1%10.5%48.6%17.8%33.3%13.3%30.4%11.5K-280.0K-1.7K0.3243.93N/AN/A114371,590599
2017-06-06$6.63$5.0043.2%13.0%47.9%14.8%51.1%-7.9%6.5%10.2K-266.9K-1.6K0.3624.00N/AN/A104371,616599
2017-06-07$6.53$5.0056.1%13.0%47.4%22.7%40.4%-7.5%8.1%5.1K-224.3K-1.6K0.3629.50N/AN/A104371,606599
2017-06-08$6.98$5.0054.8%13.2%53.5%21.8%45.0%-0.7%7.6%20.8K-411.4K-1.8K0.3017.75N/AN/A182541,606599
2017-06-09$6.63$5.0081.6%11.9%56.5%38.3%42.8%-10.7%4.0%14.1K-355.8K-1.7K0.4337.56N/AN/A143611,693616
2017-06-12$6.53$5.0067.5%13.7%56.3%29.6%43.3%-6.7%11.5%5.3K-282.8K-1.6K0.4229.68N/AN/A145611,737618
2017-06-13$6.48$5.0096.3%8.9%55.5%47.2%35.1%1.5%23.3%5.0K-253.0K-1.5K0.6099.94N/AN/A102611,732618
2017-06-14$6.38$5.0043.8%12.6%53.3%15.2%43.5%-14.4%5.1%4.7K-243.8K-1.5K0.4773.54N/AN/A130611,735618
2017-06-15$6.15$5.0045.4%13.0%47.9%16.1%50.8%-1.7%4.8%4.0K-199.7K-1.4K0.3088.07N/AN/A205611,761618
2017-06-16$6.48$5.0034.3%9.8%52.0%9.3%33.3%2.7%22.8%5.9K-287.9K-1.6K0.1770.04N/AN/A358611,841618
2017-06-19$6.75$5.0040.8%11.7%54.3%13.3%45.3%-3.9%11.0%9.0K-394.3K-1.8K0.1276.51N/AN/A301351,376592
2017-06-20$6.80$2.5044.6%12.8%54.3%15.6%45.0%73.5%11.5%9.2K-432.0K-1.8K0.1575.74N/AN/A231351,412592
2017-06-21$6.55$2.5043.2%12.4%55.9%14.8%48.3%1.1%11.3%8.5K-386.1K-1.9K0.1936.29N/AN/A183351,452592
2017-06-22$6.58$2.5044.1%12.6%54.0%15.3%49.5%3.0%9.9%8.5K-380.0K-1.9K0.2332.03N/AN/A182411,448592
2017-06-23$6.83$2.5041.5%11.9%55.5%13.8%32.1%16.9%30.7%9.3K-434.3K-1.9K0.2270.17N/AN/A187411,450602
2017-06-26$6.73$2.5042.2%12.1%55.5%14.2%48.7%2.8%8.3%9.1K-393.5K-1.7K0.1532.79N/AN/A268401,397602
2017-06-27$6.35$2.5038.2%11.0%58.4%11.7%35.3%7.0%27.9%6.3K-287.4K-1.6K0.1468.51N/AN/A277401,403604
2017-06-28$6.58$2.5032.6%9.3%58.8%8.3%29.6%4.7%30.7%7.5K-335.2K-1.7K0.1567.71N/AN/A275401,408604
2017-06-29$6.45$2.5046.0%13.2%59.1%16.5%37.2%5.0%28.1%7.2K-307.9K-1.6K0.2115.83N/AN/A195401,409604
2017-06-30$6.30$2.5042.1%12.1%56.9%14.1%39.4%0.4%24.0%6.4K-291.7K-1.6K0.2215.63N/AN/A185401,490604