AXTI Options History — December 2017

In December 2017, AXTI traded between $8.40 and $9.48. ATM implied volatility averaged 46.9%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 20.1% (HV 20d: 67.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.60.

Notable Days

  • 2017-12-07: Highest Volume — 1,324 contracts
  • 2017-12-05: Largest IV spike — 30.6% change
  • 2017-12-11: Highest IV Rank — 31.5%
  • 2017-12-06: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.84$8.40$9.48$9.48$8.73
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV46.9%32.5%55.0%52.3%32.5%
Expected Move13.8%9.3%15.8%15.0%9.3%
HV 20d67.0%51.8%76.7%65.7%51.8%
HV 60d54.7%50.8%56.3%50.8%53.5%
IV Rank22.5%2.1%31.5%27.9%2.1%
IV Percentile26.3%0.4%56.0%42.5%0.4%
Term Structure6.7%-1.8%27.4%-1.8%27.4%
VWIV46.4%31.6%53.8%52.2%45.3%
Skew 25d-7.3%-20.2%6.6%-4.7%-20.1%
Skew 10d1.3%-15.0%35.8%-3.3%-8.0%
Call IV 25d48.6%43.2%53.3%50.8%52.2%
Put IV 25d41.4%28.8%55.7%46.1%32.1%
Bid-Ask Spread %27.228.3082.4118.6740.85
Gamma HHI0.410.380.430.420.42
Net GEX23.1K17.4K29.2K23.3K21.0K
Net DEX-876.5K-1.1M-614.5K-1.1M-767.2K
Net VEX-5.3K-6.1K-4.5K-5.6K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.092.480.320.09
Total Volume728.52101,3241,319539
Total OI5,005.454,2365,4374,2364,945

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-12-01$9.48$10.0052.3%15.0%65.7%27.9%52.2%-4.7%-1.8%23.3K-1.1M-5.6K0.3218.67N/AN/A9973223,1781,058
2017-12-04$8.65$10.0041.6%14.0%73.4%13.9%53.8%-5.2%0.1%21.0K-743.3K-5.4K0.3382.41N/AN/A7992663,8001,078
2017-12-05$8.95$10.0054.3%14.6%73.9%30.6%50.5%6.6%4.9%25.0K-923.9K-5.7K0.3223.22N/AN/A8322663,8251,055
2017-12-06$8.40$10.0043.5%15.8%76.6%16.4%53.6%2.4%7.8%17.4K-614.5K-4.8K0.3322.72N/AN/A9693233,7931,057
2017-12-07$8.55$10.0041.6%15.4%75.6%13.9%53.1%1.5%2.4%20.5K-778.4K-5.6K0.3221.29N/AN/A1,0013233,9901,117
2017-12-08$8.50$10.0048.1%14.7%73.8%22.4%50.6%1.1%15.8%19.6K-733.4K-5.5K0.2521.61N/AN/A1,0312554,0491,117
2017-12-11$8.53$10.0055.0%15.4%73.7%31.5%49.3%6.3%6.8%19.6K-770.9K-5.2K0.2725.60N/AN/A1,0452774,1151,154
2017-12-12$8.85$10.0055.0%14.2%74.9%31.5%49.1%-0.4%7.0%23.5K-957.6K-5.7K0.2823.56N/AN/A1,0072834,1171,167
2017-12-13$9.15$10.0050.7%14.5%75.8%25.8%50.0%5.3%4.8%27.4K-1.1M-6.1K0.8515.03N/AN/A3623084,1231,215
2017-12-14$8.85$10.0050.3%14.4%76.7%29.4%45.6%-17.4%4.8%24.0K-941.9K-5.8K0.8816.46N/AN/A3513084,1691,268
2017-12-15$8.85$10.0048.5%13.9%73.3%26.8%41.6%-17.0%3.3%23.0K-866.0K-5.4K2.4818.47N/AN/A1243084,1111,268
2017-12-18$9.10$10.0049.7%14.3%73.9%28.6%47.8%-13.2%2.9%26.1K-1.0M-5.5K1.3012.38N/AN/A1582053,8171,026
2017-12-19$9.28$10.0047.8%13.7%60.7%25.7%45.2%-7.5%4.0%29.2K-1.1M-5.8K1.0778.07N/AN/A1781903,8611,028
2017-12-20$8.98$10.0043.5%12.5%59.9%19.1%40.5%-12.5%8.5%25.2K-906.0K-5.2K0.5451.97N/AN/A160873,8811,028
2017-12-21$8.95$10.0046.8%13.4%57.8%24.2%39.9%-12.7%3.1%25.5K-911.7K-5.1K0.5415.95N/AN/A161873,8931,029
2017-12-22$8.85$10.0044.0%12.6%57.8%19.9%36.6%-11.4%4.7%23.4K-845.2K-4.8K0.4918.97N/AN/A178873,9181,029
2017-12-26$8.68$10.0041.0%11.7%57.2%15.2%31.6%-20.2%12.8%21.0K-762.8K-4.8K0.598.30N/AN/A1781053,9171,029
2017-12-27$8.78$10.0050.3%14.4%56.1%29.5%46.9%-10.0%9.2%22.3K-792.6K-4.7K0.579.14N/AN/A1851053,9131,029
2017-12-28$8.78$10.0041.1%11.8%51.9%15.4%43.7%-16.2%4.8%23.7K-842.9K-4.7K0.2719.83N/AN/A166443,9131,029
2017-12-29$8.73$10.0032.5%9.3%51.8%2.1%45.3%-20.1%27.4%21.0K-767.2K-4.5K0.0940.85N/AN/A495443,9141,031