AXTI Options History — September 2017

In September 2017, AXTI traded between $7.75 and $9.13. ATM implied volatility averaged 53.2%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 13.8% (HV 20d: 39.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.67.

Notable Days

  • 2017-09-01: Highest Volume — 1,010 contracts
  • 2017-09-28: Largest IV spike — 78.7% change
  • 2017-09-28: Highest IV Rank — 47.2%
  • 2017-09-28: Largest Expected Move — 19.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.47$7.75$9.13$8.00$9.13
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV53.2%37.5%68.3%40.0%59.2%
Expected Move15.3%10.7%19.2%11.5%17.0%
HV 20d39.3%31.9%45.2%43.6%43.9%
HV 60d53.7%51.6%56.0%56.0%53.1%
IV Rank25.6%6.3%47.2%16.8%37.0%
IV Percentile46.4%3.6%88.5%6.0%68.7%
Term Structure10.9%1.5%31.4%19.1%9.2%
VWIV54.8%47.6%67.1%49.5%48.8%
Skew 25d2.6%-13.5%25.2%13.4%-9.9%
Skew 10d22.6%-20.1%67.0%45.1%-7.9%
Call IV 25d58.1%35.6%65.5%62.6%57.4%
Put IV 25d60.7%47.5%81.0%76.1%47.5%
Bid-Ask Spread %64.3134.30105.52105.5264.52
Gamma HHI0.510.480.560.520.50
Net GEX15.8K-4.8K27.4K-2.7K26.0K
Net DEX-1.5M-1.9M-826.7K-1.1M-1.9M
Net VEX-4.4K-4.8K-3.7K-4.6K-4.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.172.270.190.69
Total Volume455.052141,0101,010495
Total OI4,712.53,9995,4624,6904,239

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-09-01$8.00$7.5040.0%11.5%43.6%16.8%49.5%13.4%19.1%-2.7K-1.1M-4.6K0.19105.52N/AN/A8461643,0781,612
2017-09-05$7.75$7.5055.4%16.3%45.2%21.6%67.1%-13.5%7.4%-4.6K-826.7K-4.6K0.4651.48N/AN/A3391553,6731,612
2017-09-06$7.90$7.5068.3%15.7%42.8%33.0%58.1%1.7%7.8%2.3K-1.0M-4.7K0.4865.05N/AN/A3221543,7491,634
2017-09-07$7.98$7.5038.2%16.2%42.9%6.3%54.8%25.2%7.5%-3.5K-1.2M-4.4K0.5063.11N/AN/A3191583,7551,665
2017-09-08$7.95$7.5051.4%15.5%38.9%18.1%48.2%1.2%8.8%-4.8K-1.1M-4.4K0.4485.80N/AN/A3611583,7511,679
2017-09-11$7.98$7.5058.6%16.8%38.5%24.4%54.0%0.3%4.2%-3.1K-1.1M-4.1K0.6045.77N/AN/A2421453,6981,679
2017-09-12$8.18$7.5062.0%15.7%38.0%27.4%60.9%-3.3%9.5%11.1K-1.3M-3.9K0.7693.51N/AN/A3222453,6941,699
2017-09-13$8.65$7.5057.0%16.4%41.6%23.0%58.2%-1.3%6.5%20.3K-1.6M-3.8K0.4546.23N/AN/A3141423,6581,762
2017-09-14$8.65$7.5044.5%12.8%41.7%17.7%49.3%-2.4%25.8%20.4K-1.6M-3.8K0.5051.76N/AN/A2651333,6851,777
2017-09-15$8.78$7.5058.0%16.6%41.8%35.4%58.4%3.1%3.6%20.3K-1.6M-3.7K0.1757.25N/AN/A7801303,6651,777
2017-09-18$8.88$7.5051.8%14.8%41.5%27.2%50.4%10.4%10.5%25.6K-1.8M-4.8K0.3250.19N/AN/A243773,247807
2017-09-19$8.88$7.5055.0%15.8%31.9%31.4%54.5%6.2%8.1%25.3K-1.8M-4.6K0.5664.57N/AN/A137773,194806
2017-09-20$8.60$7.5060.8%17.4%34.5%39.0%60.1%2.1%2.8%25.9K-1.6M-4.5K0.3158.25N/AN/A248773,193806
2017-09-21$8.45$7.5056.5%16.2%34.2%33.5%55.8%-3.3%8.4%26.2K-1.5M-4.6K0.7270.01N/AN/A2161553,231806
2017-09-22$8.65$7.5053.5%15.3%33.4%29.4%47.6%-1.9%12.8%26.7K-1.6M-4.5K1.2134.30N/AN/A1281553,234860
2017-09-25$8.57$7.5042.4%12.2%33.6%14.9%47.8%2.3%16.2%27.4K-1.6M-4.3K1.4892.70N/AN/A1051553,226860
2017-09-26$8.48$7.5046.5%13.3%34.0%20.2%51.6%-0.6%16.7%26.9K-1.6M-4.4K2.2771.13N/AN/A1072433,223860
2017-09-27$9.13$7.5037.5%10.7%41.5%8.4%56.3%22.9%31.4%25.0K-1.9M-4.4K0.4880.24N/AN/A3211533,223950
2017-09-28$8.85$7.5067.0%19.2%43.5%47.2%64.7%0.2%1.5%24.9K-1.7M-4.6K0.8634.75N/AN/A1691463,239944
2017-09-29$9.13$7.5059.2%17.0%43.9%37.0%48.8%-9.9%9.2%26.0K-1.9M-4.7K0.6964.52N/AN/A2932023,292947