AXTI Options History — November 2017

In November 2017, AXTI traded between $8.65 and $10.45. ATM implied volatility averaged 53.0%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 0.9% (HV 20d: 54.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.93.

Notable Days

  • 2017-11-20: Highest Volume — 2,478 contracts
  • 2017-11-08: Largest IV drop — 29.0% change
  • 2017-11-07: Highest IV Rank — 54.3%
  • 2017-11-29: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.36$8.65$10.45$8.78$9.65
Max Pain$8.81$7.50$10.00$7.50$10.00
ATM IV53.0%42.7%72.4%52.8%53.7%
Expected Move14.8%12.3%16.5%15.1%15.4%
HV 20d54.0%41.7%69.3%41.7%65.7%
HV 60d44.6%40.6%50.7%42.0%50.6%
IV Rank28.9%15.3%54.3%28.6%29.8%
IV Percentile43.6%11.9%94.0%42.5%48.0%
Term Structure2.3%-6.9%26.2%-6.9%-1.9%
VWIV51.6%43.7%57.8%43.7%54.2%
Skew 25d0.8%-20.3%28.3%-20.3%-1.8%
Skew 10d12.4%-21.7%46.8%-17.8%0.3%
Call IV 25d49.8%37.0%60.0%60.0%49.2%
Put IV 25d50.6%36.1%69.1%39.7%47.4%
Bid-Ask Spread %23.7211.6655.5930.9916.37
Gamma HHI0.670.420.890.710.42
Net GEX24.9K13.0K37.5K34.0K23.5K
Net DEX-1.6M-1.9M-1.2M-1.7M-1.2M
Net VEX-4.8K-5.9K-3.9K-5.0K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.121.731.591.73
Total Volume626.0483362,478617492
Total OI4,592.6672,9965,2385,1354,191

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-11-01$8.78$7.5052.8%15.1%41.7%28.6%43.7%-20.3%-6.9%34.0K-1.7M-5.0K1.5930.99N/AN/A2383793,8751,260
2017-11-02$9.00$10.0055.4%15.4%42.6%32.0%54.9%5.6%1.1%36.5K-1.8M-5.0K1.6917.01N/AN/A2303883,9071,297
2017-11-03$8.82$10.0059.0%15.4%42.7%36.7%53.4%1.1%3.4%34.0K-1.7M-5.0K1.5017.69N/AN/A2603893,9111,309
2017-11-06$9.05$10.0061.9%16.4%43.8%40.5%56.5%3.9%1.2%37.5K-1.9M-4.7K1.2115.75N/AN/A1862253,9291,309
2017-11-07$8.80$10.0072.4%15.7%44.8%54.3%53.2%0.5%2.3%34.8K-1.8M-4.8K0.8222.99N/AN/A2371953,9271,309
2017-11-08$9.13$7.5051.4%14.7%46.8%26.7%53.4%10.2%4.5%37.1K-1.8M-4.4K0.5316.99N/AN/A3681953,8981,329
2017-11-09$8.70$7.5048.6%13.9%49.6%23.1%52.3%-2.9%12.4%21.6K-1.6M-4.3K1.3826.14N/AN/A1411953,7591,329
2017-11-10$8.78$7.5054.4%15.6%47.9%30.7%56.1%2.2%0.9%22.8K-1.6M-4.2K0.9420.02N/AN/A1951833,7661,329
2017-11-13$8.78$7.5050.7%14.5%47.7%25.8%54.8%3.3%4.1%20.4K-1.6M-4.1K0.9427.32N/AN/A1951833,7661,329
2017-11-14$8.75$7.5046.3%13.3%47.6%20.0%45.8%3.6%26.2%13.2K-1.6M-4.0K0.7339.92N/AN/A2491833,7631,329
2017-11-15$8.65$7.5042.7%12.3%47.3%15.3%46.6%-16.1%3.1%13.0K-1.6M-4.0K0.3934.12N/AN/A4671833,7691,329
2017-11-16$9.20$7.5047.1%13.5%51.3%21.0%43.9%-10.0%5.5%15.0K-1.7M-3.9K0.4817.75N/AN/A3821833,7171,329
2017-11-17$9.32$7.5050.3%14.4%51.4%25.3%47.8%-7.5%1.4%16.6K-1.8M-4.0K0.5415.32N/AN/A3531903,7231,329
2017-11-20$10.45$7.5053.6%15.4%64.8%29.6%53.6%-1.1%-3.9%18.7K-1.7M-4.0K0.1253.26N/AN/A2,2122662,249747
2017-11-21$10.00$10.0050.1%14.4%66.9%25.0%49.8%-13.6%0.6%21.6K-1.3M-5.2K0.2311.66N/AN/A8862002,638873
2017-11-22$10.38$10.0050.6%14.5%67.0%25.6%51.2%10.9%-0.3%23.7K-1.5M-5.6K0.8512.76N/AN/A2662272,751914
2017-11-24$10.33$10.0049.8%14.3%64.2%24.6%48.8%10.8%2.5%25.1K-1.5M-5.6K1.4717.51N/AN/A1502202,844902
2017-11-27$10.00$10.0053.2%15.2%65.5%29.1%53.4%28.3%-2.2%24.1K-1.4M-5.5K0.7714.58N/AN/A2862192,883906
2017-11-28$10.30$10.0052.5%15.1%64.8%28.2%52.4%8.5%-1.4%26.8K-1.5M-5.5K0.7214.44N/AN/A2972152,942911
2017-11-29$9.65$10.0057.6%16.5%69.3%34.9%57.8%1.2%-5.1%22.8K-1.3M-5.5K0.9055.59N/AN/A3363032,957912
2017-11-30$9.65$10.0053.7%15.4%65.7%29.8%54.2%-1.8%-1.9%23.5K-1.2M-5.9K1.7316.37N/AN/A1803123,1441,047