AXTI Options History — June 2018

In June 2018, AXTI traded between $6.65 and $8.30. ATM implied volatility averaged 59.7%, placing in the 51.7% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 7.9% (HV 20d: 67.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.33.

Notable Days

  • 2018-06-27: Highest Volume — 1,530 contracts
  • 2018-06-29: Largest IV spike — 54.1% change
  • 2018-06-11: Highest IV Rank — 68.0%
  • 2018-06-25: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.48$6.65$8.30$7.43$6.95
Max Pain$6.90$5.00$7.50$5.00$5.00
ATM IV59.7%38.0%74.6%59.6%58.6%
Expected Move16.3%10.9%18.1%17.1%16.8%
HV 20d67.6%45.3%78.1%72.0%48.8%
HV 60d60.6%58.7%61.7%58.7%61.7%
IV Rank51.7%17.4%68.0%45.8%55.4%
IV Percentile64.1%5.2%94.0%69.4%62.3%
Term Structure9.0%-2.2%14.2%-2.2%10.7%
VWIV60.8%52.8%96.3%59.6%58.6%
Skew 25d5.5%-26.7%58.6%58.6%2.4%
Skew 10d13.4%-39.3%91.4%91.4%2.8%
Call IV 25d59.1%39.7%73.4%55.6%71.8%
Put IV 25d64.6%35.3%114.2%114.2%74.1%
Bid-Ask Spread %19.027.9645.8013.0614.66
Gamma HHI0.350.300.390.380.32
Net GEX13.1K10.7K15.9K11.2K12.5K
Net DEX-723.9K-1.0M-350.3K-623.8K-678.8K
Net VEX-4.1K-4.6K-3.6K-3.7K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.070.650.440.10
Total Volume963.196421,5306421,334
Total OI4,394.813,7345,6813,7345,681

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$7.43$5.0059.6%17.1%72.0%45.8%59.6%58.6%-2.2%11.2K-623.8K-3.7K0.4413.06N/AN/A4451972,936798
2018-06-04$7.85$7.5063.2%17.0%73.3%51.2%58.9%-2.7%7.3%13.2K-813.1K-3.9K0.4825.00N/AN/A4612202,992801
2018-06-05$7.98$7.5066.3%16.9%72.6%55.8%58.7%2.1%7.8%15.2K-933.0K-4.0K0.5325.39N/AN/A5613003,075791
2018-06-06$8.30$7.5067.0%17.2%73.2%56.7%59.2%9.5%9.5%12.2K-1.0M-4.2K0.3118.53N/AN/A7862443,040859
2018-06-07$7.88$7.5067.9%17.2%76.5%58.0%59.6%-0.2%6.7%13.6K-892.8K-4.2K0.4422.76N/AN/A5402363,179885
2018-06-08$7.63$7.5057.7%16.0%77.8%43.0%56.7%-8.1%14.2%12.9K-759.1K-4.1K0.4711.83N/AN/A6282923,250929
2018-06-11$7.65$7.5074.6%16.2%77.6%68.0%52.8%8.0%11.3%14.3K-827.5K-4.4K0.467.96N/AN/A6683043,472987
2018-06-12$7.73$7.5071.6%16.6%76.5%63.6%57.9%11.7%10.3%15.9K-906.4K-4.6K0.5011.69N/AN/A6863443,576968
2018-06-13$7.85$7.5057.3%16.4%76.4%42.4%57.3%-4.2%7.8%15.5K-1.0M-4.5K0.6511.05N/AN/A5343473,608835
2018-06-14$7.70$7.5056.1%16.1%77.0%50.7%57.2%21.3%9.8%15.1K-936.7K-4.4K0.4412.71N/AN/A5442393,625848
2018-06-15$7.58$7.5056.2%16.1%76.8%51.0%56.1%11.7%8.9%14.8K-897.7K-4.3K0.3516.73N/AN/A7142483,649862
2018-06-18$7.40$7.5056.6%16.2%76.9%51.7%56.6%5.5%8.5%13.2K-590.6K-4.0K0.3516.67N/AN/A5702023,190761
2018-06-19$7.43$7.5054.7%15.7%76.8%48.1%54.7%7.6%10.6%12.2K-558.9K-4.2K0.2512.02N/AN/A5501403,243891
2018-06-20$7.60$7.5056.2%16.1%77.0%50.9%56.2%11.9%10.5%12.4K-600.6K-4.3K0.2614.98N/AN/A5791533,243893
2018-06-21$7.38$7.5053.6%15.4%78.1%46.1%54.4%5.9%10.2%11.9K-528.1K-4.1K0.2645.80N/AN/A5621453,253894
2018-06-22$7.30$7.5054.2%15.5%45.3%47.3%54.6%3.9%10.6%11.7K-471.4K-4.0K0.1914.77N/AN/A5521033,254893
2018-06-25$6.93$7.5063.0%18.1%46.6%63.4%70.9%-1.2%6.4%10.7K-350.3K-3.6K0.1313.66N/AN/A1,1581493,289894
2018-06-26$7.00$5.0060.2%17.3%46.9%58.4%82.6%-20.4%7.9%11.6K-584.3K-3.9K0.0714.57N/AN/A1,419973,877939
2018-06-27$6.93$5.0061.5%17.6%46.7%60.7%96.3%19.1%11.0%12.5K-612.9K-3.9K0.0831.71N/AN/A1,4131174,552937
2018-06-28$6.65$5.0038.0%10.9%47.7%17.4%57.0%-26.7%10.8%12.1K-575.8K-3.7K0.0943.78N/AN/A1,3231234,685957
2018-06-29$6.95$5.0058.6%16.8%48.8%55.4%58.6%2.4%10.7%12.5K-678.8K-3.9K0.1014.66N/AN/A1,2101244,714967