AXTI Options History — July 2017

In July 2017, AXTI traded between $6.10 and $8.75. ATM implied volatility averaged 57.0%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 6.8% (HV 20d: 50.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.23.

Notable Days

  • 2017-07-20: Highest Volume — 2,412 contracts
  • 2017-07-12: Largest IV spike — 43.3% change
  • 2017-07-26: Highest IV Rank — 41.4%
  • 2017-07-26: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.25$6.10$8.75$6.10$8.75
Max Pain$4.75$2.50$5.00$2.50$5.00
ATM IV57.0%36.9%76.7%57.2%36.9%
Expected Move17.4%10.6%22.0%16.4%10.6%
HV 20d50.2%45.2%57.9%55.2%50.8%
HV 60d54.5%48.1%57.6%57.3%52.3%
IV Rank25.4%12.6%41.4%23.3%12.8%
IV Percentile50.5%3.2%90.1%49.6%3.2%
Term Structure-0.6%-12.5%27.3%-7.8%2.5%
VWIV57.5%29.8%73.3%52.6%38.6%
Skew 25d2.9%-8.1%11.8%-6.8%2.0%
Skew 10d10.8%-12.2%29.5%-6.0%-12.2%
Call IV 25d55.6%43.8%63.8%58.9%54.7%
Put IV 25d58.5%46.3%67.1%52.1%56.7%
Bid-Ask Spread %29.6112.1689.2689.2612.60
Gamma HHI0.880.670.960.670.83
Net GEX25.0K5.2K43.9K5.2K25.2K
Net DEX-1.1M-2.9M-227.9K-227.9K-2.9M
Net VEX-2.9K-5.2K-1.5K-1.5K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.030.820.230.82
Total Volume491.751782,412214472
Total OI3,351.352,1044,9662,1044,759

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$6.10$2.5057.2%16.4%55.2%23.3%52.6%-6.8%-7.8%5.2K-227.9K-1.5K0.2389.26N/AN/A174401,500604
2017-07-05$6.38$2.5044.6%12.8%57.9%15.6%41.4%2.5%24.0%6.8K-306.0K-1.6K0.2316.93N/AN/A176401,509604
2017-07-06$6.38$5.0051.8%17.5%57.7%20.0%59.6%1.5%-5.9%7.2K-312.9K-1.6K0.2021.33N/AN/A202401,517604
2017-07-07$6.53$5.0043.2%18.4%52.8%14.8%51.1%2.8%-6.2%8.3K-360.8K-1.7K0.2918.34N/AN/A138401,556604
2017-07-10$6.75$5.0039.6%17.7%51.0%12.6%61.4%4.0%-4.2%10.3K-418.9K-1.7K0.1419.83N/AN/A280401,570604
2017-07-11$6.83$5.0043.7%18.2%50.8%15.1%62.6%4.0%-6.1%12.6K-464.5K-1.8K0.2216.05N/AN/A182401,671604
2017-07-12$6.98$5.0062.6%17.9%51.1%26.6%62.6%5.0%-4.2%14.8K-510.8K-1.8K0.0814.36N/AN/A771591,664604
2017-07-13$7.23$5.0061.1%17.5%51.7%26.4%60.9%2.9%-3.3%25.4K-816.1K-2.4K0.2516.53N/AN/A232592,294628
2017-07-14$7.18$5.0060.5%17.3%49.5%26.0%60.4%1.6%-4.4%27.7K-796.8K-2.4K0.2267.11N/AN/A268592,332630
2017-07-17$7.08$5.0062.3%17.9%47.1%27.2%61.6%4.9%-4.0%28.6K-776.5K-2.4K0.3323.50N/AN/A181592,483630
2017-07-18$7.03$5.0068.9%19.7%45.2%31.3%66.0%4.4%-10.1%25.1K-760.1K-2.3K0.2823.66N/AN/A163452,484630
2017-07-19$7.18$5.0062.6%17.9%45.7%31.3%62.3%5.6%-3.8%31.8K-843.1K-2.4K0.1125.03N/AN/A412452,493640
2017-07-20$7.55$5.0067.8%19.4%46.1%35.0%66.6%11.8%-3.9%42.7K-1.2M-2.6K0.0322.01N/AN/A2,334782,692640
2017-07-21$7.40$5.0069.8%20.0%47.1%36.4%66.9%5.3%-1.3%33.5K-1.4M-4.3K0.1022.10N/AN/A705673,767678
2017-07-24$7.45$5.0075.3%21.6%45.6%40.4%70.2%-8.1%-12.5%37.3K-1.6M-5.0K0.2123.17N/AN/A323673,982707
2017-07-25$7.23$5.0069.8%20.0%46.8%36.4%69.2%4.5%-5.9%38.1K-1.5M-4.9K0.2180.48N/AN/A325674,030717
2017-07-26$7.70$5.0076.7%22.0%45.3%41.4%73.3%3.3%-7.7%39.4K-1.9M-5.2K0.2330.86N/AN/A253594,148717
2017-07-27$8.45$5.0043.5%12.5%53.5%17.6%32.0%4.8%25.4%43.9K-2.7M-4.7K0.1736.88N/AN/A7541304,254712
2017-07-28$8.73$5.0042.4%12.2%52.5%16.8%29.8%2.4%27.3%35.5K-2.8M-4.4K0.2312.16N/AN/A371854,015750
2017-07-31$8.75$5.0036.9%10.6%50.8%12.8%38.6%2.0%2.5%25.2K-2.9M-3.8K0.8212.60N/AN/A2592134,021738