AXTI Options History — February 2018

In February 2018, AXTI traded between $7.00 and $8.48. ATM implied volatility averaged 67.8%, placing in the 58.0% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 14.7% (HV 20d: 53.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.28.

Notable Days

  • 2018-02-22: Highest Volume — 1,370 contracts
  • 2018-02-22: Largest IV drop — 30.6% change
  • 2018-02-21: Highest IV Rank — 80.1%
  • 2018-02-21: Largest Expected Move — 23.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.85$7.00$8.48$7.95$7.50
Max Pain$6.84$5.00$7.50$7.50$7.50
ATM IV67.8%49.7%82.8%49.7%59.4%
Expected Move20.0%16.5%23.7%19.2%17.0%
HV 20d53.2%40.9%82.5%43.0%80.1%
HV 60d53.1%44.2%60.3%53.5%59.3%
IV Rank58.0%31.2%80.1%31.2%45.5%
IV Percentile83.5%35.7%99.6%35.7%74.2%
Term Structure-6.4%-15.3%0.8%-6.4%-0.6%
VWIV69.7%56.8%85.5%65.3%59.6%
Skew 25d9.7%-20.4%55.3%20.4%55.3%
Skew 10d15.8%-43.6%94.6%8.6%86.1%
Call IV 25d60.6%41.1%83.1%41.5%52.6%
Put IV 25d70.2%52.5%107.9%61.9%107.9%
Bid-Ask Spread %61.8040.0385.4775.1655.28
Gamma HHI0.390.340.470.350.38
Net GEX7.1K2.7K14.7K2.7K5.7K
Net DEX-532.4K-969.5K-212.7K-396.2K-281.4K
Net VEX-3.4K-4.1K-2.7K-3.1K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.170.630.270.18
Total Volume928.1054411,3707931,036
Total OI4,516.8423,2285,5464,7483,650

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$7.95$7.5049.7%19.2%43.0%31.2%65.3%20.4%-6.4%2.7K-396.2K-3.1K0.2775.16N/AN/A6231703,7451,003
2018-02-02$7.95$7.5051.3%18.6%42.3%33.5%63.2%19.9%-1.5%7.7K-502.6K-3.6K0.5085.47N/AN/A3381704,0751,010
2018-02-05$7.78$7.5061.7%18.9%42.6%48.9%66.8%-10.6%-6.3%5.2K-426.5K-3.4K0.2871.11N/AN/A6061704,0631,010
2018-02-06$7.85$7.5069.9%21.1%41.0%61.0%73.3%-7.3%-8.2%4.4K-423.3K-3.2K0.6367.08N/AN/A2711703,8211,010
2018-02-07$7.90$7.5069.9%20.0%40.9%61.0%68.1%17.9%-6.3%7.0K-448.4K-3.2K0.2966.42N/AN/A5741643,8071,010
2018-02-08$7.60$7.5072.4%20.8%42.5%64.8%70.9%22.4%-6.4%5.0K-385.9K-3.5K0.2778.82N/AN/A6081644,0831,011
2018-02-09$7.80$7.5075.7%21.7%43.4%69.5%74.9%-8.3%-7.7%3.3K-512.4K-3.6K0.2640.03N/AN/A6191604,1211,011
2018-02-12$8.05$7.5072.8%20.9%45.5%65.4%73.7%-1.5%-7.1%6.7K-621.0K-3.6K0.3478.53N/AN/A5832004,110993
2018-02-13$8.00$7.5074.5%21.4%45.0%67.9%72.3%21.8%-8.5%4.7K-564.5K-3.6K0.3551.55N/AN/A5692004,0581,044
2018-02-14$8.25$7.5076.3%21.9%45.6%70.5%73.3%31.2%-11.1%8.4K-699.9K-3.7K0.2751.53N/AN/A9432594,0561,019
2018-02-15$8.30$5.0079.7%22.8%43.9%75.5%72.4%10.4%-15.3%11.7K-964.2K-3.7K0.2052.91N/AN/A8811744,3491,124
2018-02-16$8.28$5.0077.1%22.1%43.7%71.7%85.5%6.1%-9.8%12.0K-969.5K-3.9K0.1969.18N/AN/A9281754,3981,148
2018-02-20$8.43$5.0080.3%23.0%43.8%76.4%82.6%3.8%-7.4%12.3K-855.4K-3.8K0.1751.34N/AN/A1,0471792,566662
2018-02-21$8.48$5.0082.8%23.7%44.0%80.1%81.8%4.3%-14.3%14.7K-906.4K-4.1K0.2040.75N/AN/A9421862,735712
2018-02-22$7.00$5.0057.5%16.5%79.4%42.6%56.8%-20.4%0.8%5.9K-357.1K-2.7K0.2153.58N/AN/A1,1362342,812729
2018-02-23$7.48$7.5059.3%17.0%82.5%45.4%60.7%7.9%-2.5%6.8K-309.0K-3.3K0.2354.00N/AN/A9032092,673916
2018-02-26$7.30$7.5060.1%17.2%82.3%46.5%60.2%6.3%-2.5%5.7K-278.6K-3.2K0.2577.40N/AN/A8352092,710944
2018-02-27$7.23$7.5058.5%16.8%78.7%44.2%63.4%3.8%-0.5%5.0K-212.7K-3.1K0.1754.09N/AN/A8521472,688944
2018-02-28$7.50$7.5059.4%17.0%80.1%45.5%59.6%55.3%-0.6%5.7K-281.4K-3.2K0.1855.28N/AN/A8811552,701949