AXTI Options History — October 2017

In October 2017, AXTI traded between $8.85 and $9.45. ATM implied volatility averaged 65.9%, placing in the 45.7% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 26.5% (HV 20d: 39.4%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.59.

Notable Days

  • 2017-10-27: Highest Volume — 1,775 contracts
  • 2017-10-30: Largest IV spike — 44.6% change
  • 2017-10-25: Highest IV Rank — 61.8%
  • 2017-10-25: Largest Expected Move — 22.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.20$8.85$9.45$9.23$9.30
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV65.9%42.2%78.0%61.3%56.5%
Expected Move19.2%12.1%22.4%17.6%16.2%
HV 20d39.4%31.7%43.3%43.3%37.3%
HV 60d49.3%40.3%53.0%53.0%41.1%
IV Rank45.7%14.6%61.8%39.7%33.5%
IV Percentile80.4%9.1%97.2%75.4%57.1%
Term Structure-7.9%-16.7%6.6%4.8%-2.6%
VWIV64.0%46.9%74.7%54.8%53.9%
Skew 25d-2.8%-25.4%14.0%-12.4%-8.0%
Skew 10d6.9%-29.3%65.1%-11.4%7.0%
Call IV 25d61.0%44.8%73.3%59.7%44.8%
Put IV 25d58.2%34.5%75.9%47.3%36.8%
Bid-Ask Spread %52.0726.4883.1254.1351.27
Gamma HHI0.600.490.860.490.79
Net GEX28.2K22.8K44.2K26.5K41.3K
Net DEX-1.9M-2.4M-1.6M-2.0M-2.1M
Net VEX-4.6K-5.4K-4.3K-4.5K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.091.800.761.33
Total Volume752.5453671,775468751
Total OI4,578.3184,2295,4894,2295,237

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$9.23$7.5061.3%17.6%43.3%39.7%54.8%-12.4%4.8%26.5K-2.0M-4.5K0.7654.13N/AN/A2662023,297932
2017-10-03$9.20$7.5071.4%20.5%41.1%53.0%61.2%-13.7%-1.2%26.9K-2.0M-4.6K0.6837.46N/AN/A2962023,333928
2017-10-04$9.40$7.5060.2%17.3%41.2%38.3%57.2%-2.0%6.6%28.2K-2.1M-4.5K0.8149.28N/AN/A5564503,358928
2017-10-05$9.25$7.5059.1%19.7%42.1%36.8%59.3%-13.4%-11.2%24.9K-1.9M-4.7K1.8028.10N/AN/A2614693,2001,194
2017-10-06$9.38$7.5058.6%19.6%41.9%36.2%68.3%-7.3%-9.7%25.9K-1.9M-4.7K0.5728.49N/AN/A3151783,1951,194
2017-10-09$9.30$7.5064.4%19.6%42.3%43.8%64.6%-14.0%-9.0%25.0K-1.8M-4.4K0.3731.50N/AN/A4791773,1521,201
2017-10-10$9.30$7.5066.5%20.1%41.9%46.5%64.9%-25.4%-13.3%25.7K-1.8M-4.5K0.2844.06N/AN/A5931693,1261,199
2017-10-11$9.40$7.5068.8%19.7%37.7%49.6%59.9%-18.7%-11.6%26.6K-1.9M-4.5K0.3249.69N/AN/A5311693,2071,204
2017-10-12$9.38$7.5070.5%20.2%37.7%51.8%69.7%4.8%-13.3%26.9K-1.9M-4.5K0.3645.23N/AN/A4681673,2071,204
2017-10-13$9.01$7.5065.5%18.8%40.6%45.3%66.3%1.4%-8.9%26.2K-1.7M-4.6K0.2282.14N/AN/A8151803,2211,204
2017-10-16$9.10$7.5073.2%21.0%40.6%55.4%71.9%11.9%-14.5%29.3K-1.7M-4.7K0.2980.65N/AN/A6251803,4271,234
2017-10-17$9.15$7.5070.8%20.3%40.6%52.2%69.5%14.0%-12.0%23.0K-1.7M-4.5K0.3569.04N/AN/A4941753,3571,231
2017-10-18$9.28$7.5071.5%20.5%38.8%53.1%63.0%7.3%-12.7%23.7K-1.8M-4.3K0.5333.60N/AN/A3331753,3561,217
2017-10-19$8.98$7.5072.6%20.8%40.3%54.7%73.4%0.7%-13.8%22.8K-1.7M-4.4K0.7467.61N/AN/A2111563,3701,217
2017-10-20$8.93$7.5073.0%20.9%39.6%55.1%74.4%6.6%-13.5%23.2K-1.6M-4.3K0.7651.77N/AN/A2742093,3531,217
2017-10-23$8.85$7.5074.8%21.4%39.6%57.5%74.6%3.4%-11.6%24.2K-1.6M-4.4K0.2349.14N/AN/A4931143,1571,089
2017-10-24$9.10$7.5074.7%21.4%40.4%57.4%74.0%5.2%-8.7%25.2K-1.7M-4.4K0.0980.11N/AN/A597543,2241,089
2017-10-25$8.90$7.5078.0%22.4%31.7%61.8%74.7%3.7%-16.7%28.3K-1.8M-4.7K0.3348.95N/AN/A5351753,5351,090
2017-10-26$9.45$7.5054.4%15.6%36.4%30.7%54.4%-6.0%1.1%34.0K-2.3M-4.6K0.2283.12N/AN/A1,3142833,7901,155
2017-10-27$9.43$7.5042.2%12.1%34.9%14.6%46.9%11.5%6.1%44.2K-2.4M-5.3K0.3253.62N/AN/A1,3474284,1521,337
2017-10-30$9.13$7.5061.0%17.5%36.7%39.3%50.3%-11.4%-8.0%37.5K-2.0M-5.4K1.6326.48N/AN/A2624284,0091,396
2017-10-31$9.30$7.5056.5%16.2%37.3%33.5%53.9%-8.0%-2.6%41.3K-2.1M-5.1K1.3351.27N/AN/A3234283,9771,260