AXTI Options History — April 2018

In April 2018, AXTI traded between $5.88 and $7.30. ATM implied volatility averaged 60.9%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 15.1% (HV 20d: 45.8%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.19.

Notable Days

  • 2018-04-30: Highest Volume — 634 contracts
  • 2018-04-05: Largest IV spike — 69.2% change
  • 2018-04-24: Highest IV Rank — 74.5%
  • 2018-04-24: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.74$5.88$7.30$6.98$5.88
Max Pain$6.55$5.00$7.50$7.50$5.00
ATM IV60.9%33.1%79.0%46.0%42.5%
Expected Move18.2%9.5%22.7%13.2%12.2%
HV 20d45.8%35.0%57.7%42.7%56.9%
HV 60d59.5%57.5%61.6%57.7%61.6%
IV Rank47.8%6.5%74.5%25.7%20.5%
IV Percentile65.8%2.8%98.0%25.4%13.9%
Term Structure-2.8%-23.2%25.4%16.4%21.4%
VWIV64.2%32.8%81.0%50.0%43.6%
Skew 25d-7.7%-34.3%20.8%20.8%0.5%
Skew 10d-9.5%-32.7%28.6%17.9%0.1%
Call IV 25d66.9%37.0%78.0%55.8%41.7%
Put IV 25d59.2%34.4%84.8%76.6%42.2%
Bid-Ask Spread %29.907.81106.23106.237.81
Gamma HHI0.390.250.530.430.51
Net GEX768-5.7K5.8K-2.4K2.7K
Net DEX-18.1K-302.0K235.9K88.9K-209.6K
Net VEX-1.6K-2.4K-837-2.0K-837
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.080.400.200.36
Total Volume507.19337634557634
Total OI3,662.5713,1693,8663,5723,663

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$6.98$7.5046.0%13.2%42.7%25.7%50.0%20.8%16.4%-2.4K88.9K-2.0K0.20106.23N/AN/A463942,3961,176
2018-04-03$7.05$7.5044.9%12.9%42.8%24.0%46.2%-9.6%12.4%-2.6K55.7K-2.1K0.2774.16N/AN/A350942,4321,177
2018-04-04$7.18$7.5033.1%9.5%38.9%6.5%32.8%-2.7%25.4%-5.7K105.1K-1.9K0.2092.49N/AN/A473942,4701,176
2018-04-05$7.30$7.5055.9%20.1%35.0%40.3%65.2%-11.9%-4.5%127-117.0K-2.4K0.2512.84N/AN/A380942,6211,176
2018-04-06$6.95$7.5050.2%19.4%38.3%31.9%68.1%-17.4%-0.8%-24-16-2.2K0.2028.50N/AN/A461942,6351,176
2018-04-09$6.88$7.5057.9%20.3%37.6%43.2%68.9%-17.4%-7.4%-5987.5K-1.8K0.1715.59N/AN/A487852,5781,175
2018-04-10$6.98$7.5059.1%20.5%38.3%45.0%80.0%-17.5%-5.7%-91065.8K-1.9K0.2112.23N/AN/A400852,5991,174
2018-04-11$7.30$7.5070.1%20.1%42.2%61.3%65.0%-13.1%-5.6%-2.3K-111.6K-2.0K0.2415.90N/AN/A4281042,6391,174
2018-04-12$7.10$7.5069.5%19.9%42.0%60.4%64.2%6.9%-4.8%-3.5K-4.3K-1.9K0.1618.83N/AN/A430692,6141,154
2018-04-13$7.20$7.5067.7%19.4%42.4%57.8%73.2%8.2%-3.6%-4.4K-21.8K-1.9K0.0824.81N/AN/A436372,6211,162
2018-04-16$6.78$7.5066.9%19.2%46.6%56.7%66.6%-17.3%-2.4%4.2K235.9K-1.3K0.0919.03N/AN/A520472,6821,162
2018-04-17$7.13$7.5071.3%20.4%48.8%63.0%69.0%0.7%-5.4%-5.7K-5.6K-1.8K0.0913.68N/AN/A552472,6931,173
2018-04-18$6.85$7.5071.3%20.5%50.1%63.2%69.3%-6.8%-5.8%5.8K178.7K-1.5K0.1114.78N/AN/A432472,6931,173
2018-04-19$6.58$5.0075.2%21.6%50.8%68.8%73.7%14.1%-10.9%5.1K111.0K-1.3K0.1144.35N/AN/A360402,7031,025
2018-04-20$6.48$5.0074.0%21.2%49.8%67.2%81.0%6.4%-8.7%4.7K81.7K-1.2K0.1124.96N/AN/A358402,764998
2018-04-23$6.43$5.0071.0%20.4%48.6%62.7%74.5%-15.0%-4.7%3.9K-159.1K-1.1K0.1117.29N/AN/A333362,578591
2018-04-24$6.28$5.0079.0%22.7%48.4%74.5%68.9%-19.6%-23.2%4.4K-162.3K-1.2K0.1228.00N/AN/A301362,624591
2018-04-25$6.00$5.0066.4%19.0%50.0%55.9%76.9%-21.1%-21.9%3.5K-103.7K-9790.1237.90N/AN/A469562,657591
2018-04-26$6.30$5.0056.5%16.2%54.1%41.3%61.0%-14.8%-9.8%4.5K-302.0K-9540.328.58N/AN/A4431402,959612
2018-04-27$5.88$5.0051.0%14.6%57.7%33.1%50.7%-34.3%-8.5%4.8K-194.2K-1.0K0.409.84N/AN/A4291732,956701
2018-04-30$5.88$5.0042.5%12.2%56.9%20.5%43.6%0.5%21.4%2.7K-209.6K-8370.367.81N/AN/A4671672,965698