AXTI Options History — July 2018

In July 2018, AXTI traded between $6.95 and $8.95. ATM implied volatility averaged 76.9%, placing in the 80.6% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 18.4% (HV 20d: 58.5%). 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 3 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2018-07-20: Highest Volume — 7,946 contracts
  • 2018-07-26: Largest IV drop — 31.3% change
  • 2018-07-11: Highest IV Rank — 100.0%
  • 2018-07-25: Largest Expected Move — 28.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.91$6.95$8.95$6.98$7.53
Max Pain$6.43$5.00$7.50$5.00$7.50
ATM IV76.9%60.5%98.3%62.4%65.6%
Expected Move22.5%17.7%28.2%17.9%18.8%
HV 20d58.5%36.9%69.9%43.8%66.7%
HV 60d63.0%60.1%65.0%60.9%62.3%
IV Rank80.6%47.5%100.0%62.3%53.1%
IV Percentile88.3%69.0%100.0%75.4%75.4%
Term Structure-5.2%-18.5%7.8%7.3%-1.6%
VWIV82.3%63.6%114.7%78.0%74.6%
Skew 25d-3.5%-21.0%11.6%3.8%-18.4%
Skew 10d-9.3%-43.6%40.9%4.9%-27.8%
Call IV 25d84.1%72.3%106.5%72.5%83.3%
Put IV 25d80.6%64.9%92.4%76.4%64.9%
Bid-Ask Spread %30.4410.3849.0142.7111.98
Gamma HHI0.390.310.540.330.45
Net GEX34.7K12.9K59.4K13.1K51.0K
Net DEX-2.2M-3.4M-687.4K-716.7K-2.2M
Net VEX-11.6K-19.9K-3.7K-3.9K-18.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.070.430.100.42
Total Volume2,056.811,0987,9461,3081,325
Total OI10,3965,69816,6025,69816,602

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$6.98$5.0062.4%17.9%43.8%62.3%78.0%3.8%7.3%13.1K-716.7K-3.9K0.1042.71N/AN/A1,1841244,731967
2018-07-03$6.95$5.0062.1%17.8%43.1%61.8%78.7%-0.8%7.8%12.9K-687.4K-3.8K0.1149.01N/AN/A1,1781284,744967
2018-07-05$7.10$5.0061.9%20.4%40.9%61.3%70.1%7.1%-4.4%13.2K-770.8K-3.9K0.1125.38N/AN/A9881104,748972
2018-07-06$7.13$5.0060.5%20.7%37.6%58.9%71.1%3.4%-5.1%13.1K-778.5K-3.9K0.1138.20N/AN/A1,0171084,748975
2018-07-09$7.25$5.0064.1%20.3%36.9%65.6%67.1%5.2%-3.8%13.4K-794.5K-3.8K0.0918.41N/AN/A1,030934,770980
2018-07-10$7.18$5.0067.5%19.8%36.9%71.7%69.3%4.4%-1.9%13.4K-778.2K-3.7K0.1018.53N/AN/A1,1091074,777985
2018-07-11$8.23$5.0083.3%23.9%61.8%100.0%85.0%0.8%-1.5%25.9K-1.6M-4.9K0.1017.73N/AN/A3,4703314,823987
2018-07-12$8.55$5.0086.3%24.7%62.9%100.0%86.5%-9.7%-8.0%39.4K-2.5M-9.1K0.2738.60N/AN/A2,0475626,8301,244
2018-07-13$8.13$5.0085.2%24.4%65.4%98.1%91.7%-15.7%-8.0%34.4K-2.4M-10.6K0.3238.51N/AN/A1,0613388,0151,661
2018-07-16$8.23$7.5087.1%25.0%65.1%100.0%90.2%-15.0%-10.6%32.6K-2.5M-10.9K0.3237.97N/AN/A1,1363668,2001,846
2018-07-17$8.48$7.5086.3%24.8%64.8%98.7%85.2%1.1%-10.5%32.0K-2.9M-12.0K0.2347.41N/AN/A1,3153088,6382,022
2018-07-18$8.73$7.5086.9%24.9%65.3%99.6%84.7%8.4%-9.3%33.5K-2.9M-12.5K0.3047.33N/AN/A1,2413738,5762,135
2018-07-19$8.60$7.5087.9%25.2%65.5%100.0%82.0%6.5%-11.0%32.7K-2.8M-12.9K0.4327.28N/AN/A8773788,6012,235
2018-07-20$8.95$7.5086.7%24.9%65.2%98.1%88.1%-2.0%-6.7%35.5K-3.2M-13.2K0.0736.76N/AN/A7,4564908,6212,249
2018-07-23$8.40$7.5090.5%26.0%69.9%100.0%103.2%-10.3%-10.7%55.7K-3.4M-18.9K0.1241.08N/AN/A3,21938710,6352,098
2018-07-24$8.15$7.5093.6%26.8%67.8%100.0%114.7%-7.5%-8.6%59.4K-3.4M-19.9K0.1140.48N/AN/A1,91522012,3462,344
2018-07-25$8.00$7.5098.3%28.2%68.5%100.0%102.7%-21.0%-18.5%55.7K-3.1M-19.7K0.2015.29N/AN/A1,06320912,5282,464
2018-07-26$7.93$7.5067.5%19.4%68.4%55.8%68.0%-9.7%-2.4%51.2K-2.8M-19.0K0.1722.93N/AN/A1,90433012,8522,547
2018-07-27$7.88$7.5061.7%17.7%66.3%47.5%63.6%11.6%2.2%56.9K-3.0M-19.5K0.1613.26N/AN/A1,49424513,7232,721
2018-07-30$7.63$7.5070.3%20.2%66.4%59.9%74.5%-15.1%-2.8%54.5K-2.5M-18.2K0.2810.38N/AN/A1,52543213,6882,721
2018-07-31$7.53$7.5065.6%18.8%66.7%53.1%74.6%-18.4%-1.6%51.0K-2.2M-18.4K0.4211.98N/AN/A93039513,7102,892