AXTI Options History — January 2018

In January 2018, AXTI traded between $7.95 and $9.45. ATM implied volatility averaged 49.2%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 15.7% (HV 20d: 33.5%). 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 19 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2018-01-03: Highest Volume — 780 contracts
  • 2018-01-09: Largest IV spike — 61.9% change
  • 2018-01-30: Highest IV Rank — 60.0%
  • 2018-01-30: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.85$7.95$9.45$8.70$7.95
Max Pain$7.74$7.50$10.00$10.00$7.50
ATM IV49.2%28.6%69.2%37.0%56.9%
Expected Move15.0%10.6%19.8%10.6%16.3%
HV 20d33.5%25.6%51.6%51.6%43.1%
HV 60d53.5%52.2%55.0%53.4%53.6%
IV Rank29.8%0.0%60.0%9.2%41.7%
IV Percentile41.2%0.0%92.1%4.0%67.9%
Term Structure8.6%-2.2%27.1%19.1%9.4%
VWIV54.6%43.4%76.5%43.4%61.9%
Skew 25d5.0%-19.3%21.1%-19.3%-0.1%
Skew 10d16.7%-16.5%55.0%-16.5%5.5%
Call IV 25d54.6%38.4%68.1%54.2%61.8%
Put IV 25d59.6%34.9%69.3%34.9%61.8%
Bid-Ask Spread %80.809.66100.529.6677.53
Gamma HHI0.440.350.500.430.35
Net GEX18.4K5.5K25.0K18.9K5.5K
Net DEX-787.0K-1.1M-454.9K-715.1K-454.9K
Net VEX-3.8K-4.3K-3.2K-4.2K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.082.340.110.60
Total Volume385.381200780461452
Total OI4,785.5244,4765,0124,7884,717

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-01-02$8.70$10.0037.0%10.6%51.6%9.2%43.4%-19.3%19.1%18.9K-715.1K-4.2K0.119.66N/AN/A417443,7571,031
2018-01-03$8.73$10.0052.5%15.0%40.0%32.8%56.0%1.0%12.8%19.3K-710.5K-4.1K0.08100.52N/AN/A720603,7471,031
2018-01-04$8.88$7.5031.5%15.0%38.5%0.7%46.3%5.8%2.2%20.7K-728.2K-4.0K0.1979.07N/AN/A318603,7131,041
2018-01-05$8.90$7.5030.8%14.3%30.5%0.0%47.7%6.7%3.4%20.1K-745.3K-4.1K0.1876.92N/AN/A335603,7581,041
2018-01-08$9.15$7.5028.6%15.8%31.3%0.0%54.2%12.8%5.8%25.0K-869.9K-4.1K0.2574.02N/AN/A290723,7441,041
2018-01-09$8.95$7.5046.3%14.1%32.5%26.2%52.5%10.3%7.8%23.8K-865.8K-4.3K0.5179.97N/AN/A140723,9041,061
2018-01-10$8.82$7.5050.7%14.5%33.0%32.6%53.1%5.4%3.9%20.0K-779.4K-4.0K0.5685.64N/AN/A128723,9101,061
2018-01-11$8.95$7.5050.6%14.5%30.8%32.6%53.5%4.6%3.4%21.6K-844.7K-3.9K0.5095.09N/AN/A143723,9221,061
2018-01-12$8.93$7.5050.2%14.4%28.2%31.9%53.6%21.1%5.1%22.1K-836.5K-4.0K0.5482.56N/AN/A133723,9361,061
2018-01-16$8.73$7.5053.4%15.3%26.8%36.6%50.6%6.0%19.6%14.8K-691.7K-3.6K0.4493.65N/AN/A4171853,9311,061
2018-01-17$8.95$7.5045.5%13.0%28.3%25.0%49.5%7.5%5.4%15.1K-755.6K-3.7K1.4198.68N/AN/A1271793,9081,104
2018-01-18$9.23$7.5056.8%16.3%28.7%41.6%59.8%3.8%-2.0%20.3K-898.5K-3.9K0.6987.94N/AN/A2571773,9081,104
2018-01-19$9.30$7.5048.9%14.0%28.0%30.0%53.6%-1.1%6.7%18.5K-829.7K-3.9K0.6978.29N/AN/A2671833,8701,114
2018-01-22$9.45$7.5049.3%14.1%25.6%30.6%50.2%12.4%9.5%23.9K-1.1M-3.8K2.3481.05N/AN/A681593,537939
2018-01-23$9.40$7.5052.3%15.0%25.7%34.9%52.3%2.7%7.1%23.4K-1.1M-3.9K0.7485.10N/AN/A1781323,547939
2018-01-24$9.13$7.5057.9%16.6%27.7%43.3%57.9%4.5%2.0%22.0K-972.3K-3.9K0.7087.75N/AN/A1791253,570936
2018-01-25$8.63$7.5052.7%15.1%33.8%35.6%50.3%9.5%17.5%13.8K-720.7K-3.5K0.4978.44N/AN/A2561253,569936
2018-01-26$8.75$7.5060.1%17.2%33.9%46.6%51.6%12.7%17.2%17.5K-816.3K-3.8K0.4683.81N/AN/A2721253,718936
2018-01-29$8.13$7.5050.9%14.6%42.8%32.9%76.5%-5.7%27.1%9.9K-557.9K-3.2K0.3285.35N/AN/A3511133,685936
2018-01-30$8.10$7.5069.2%19.8%42.7%60.0%70.9%4.3%-2.2%9.1K-518.1K-3.3K0.2575.84N/AN/A4451133,764947
2018-01-31$7.95$7.5056.9%16.3%43.1%41.7%61.9%-0.1%9.4%5.5K-454.9K-3.2K0.6077.53N/AN/A2831693,770947