AXTI Options History — September 2018

In September 2018, AXTI traded between $7.03 and $7.75. ATM implied volatility averaged 55.5%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 24.6% (HV 20d: 31.0%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.56.

Notable Days

  • 2018-09-10: Highest Volume — 1,341 contracts
  • 2018-09-12: Largest IV spike — 33.3% change
  • 2018-09-21: Highest IV Rank — 45.3%
  • 2018-09-10: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.31$7.03$7.75$7.75$7.08
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV55.5%44.5%60.2%52.0%56.0%
Expected Move16.3%14.9%17.4%14.9%16.1%
HV 20d31.0%29.2%33.0%29.3%30.6%
HV 60d46.7%45.4%47.5%46.9%45.5%
IV Rank38.6%22.8%45.3%33.6%39.4%
IV Percentile42.5%13.5%62.7%29.4%40.9%
Term Structure7.7%2.3%13.0%2.3%10.5%
VWIV56.0%51.3%60.2%51.3%56.1%
Skew 25d7.7%-15.5%46.0%11.1%2.0%
Skew 10d15.0%-27.0%86.6%22.4%3.8%
Call IV 25d55.0%42.6%71.3%43.9%69.0%
Put IV 25d62.7%37.9%94.0%55.0%71.0%
Bid-Ask Spread %18.7411.4434.5727.5422.17
Gamma HHI0.450.400.540.410.40
Net GEX80.3K55.8K106.7K83.5K57.6K
Net DEX-2.2M-3.6M-1.5M-3.2M-1.5M
Net VEX-18.0K-20.1K-16.3K-20.1K-16.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.172.690.530.47
Total Volume767.5793221,341869574
Total OI17,343.73716,32018,08316,85516,938

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-09-04$7.75$7.5052.0%14.9%29.3%33.6%51.3%11.1%2.3%83.5K-3.2M-20.1K0.5327.54N/AN/A56830113,3723,483
2018-09-05$7.68$7.5054.3%15.6%29.3%36.8%54.2%46.0%3.5%83.2K-2.8M-19.7K0.5419.35N/AN/A45925013,3823,483
2018-09-06$7.38$7.5053.5%16.2%32.4%35.7%54.8%5.4%4.7%79.1K-2.3M-18.8K0.4911.44N/AN/A39019313,4533,452
2018-09-07$7.35$7.5055.3%16.0%31.4%38.2%54.4%4.5%6.7%78.9K-2.3M-18.8K0.4517.03N/AN/A42519313,4763,506
2018-09-10$7.33$7.5057.0%17.4%30.1%40.7%57.4%3.8%4.7%79.8K-2.2M-18.4K0.1712.52N/AN/A1,14719413,4833,514
2018-09-11$7.13$7.5044.5%17.1%31.4%22.8%59.2%6.7%5.8%77.7K-2.0M-18.1K0.1814.92N/AN/A1,08319314,0083,514
2018-09-12$7.25$7.5059.3%17.0%31.8%44.0%59.1%13.0%7.3%90.9K-2.3M-18.9K0.4112.90N/AN/A68728014,4183,496
2018-09-13$7.18$7.5055.6%15.9%29.7%38.7%54.5%-15.5%9.4%89.0K-2.0M-18.2K0.3620.15N/AN/A77428014,3953,567
2018-09-14$7.35$7.5057.1%16.4%30.2%40.8%55.8%3.4%9.9%97.2K-2.5M-19.1K0.4514.27N/AN/A62528014,4203,567
2018-09-17$7.20$7.5059.3%17.0%31.0%44.0%57.9%-0.4%6.3%106.7K-2.2M-17.2K0.5323.03N/AN/A36919514,3143,546
2018-09-18$7.23$7.5055.9%16.0%30.9%39.1%54.6%2.9%11.5%94.2K-2.0M-17.7K0.3413.45N/AN/A55219014,3333,546
2018-09-19$7.20$7.5057.1%16.4%29.9%40.9%57.1%38.0%8.2%94.8K-1.9M-16.9K0.3616.74N/AN/A47417014,4113,556
2018-09-20$7.23$7.5059.4%17.0%29.2%44.2%59.2%3.5%5.7%99.5K-1.9M-17.1K0.4713.73N/AN/A41619414,5243,559
2018-09-21$7.55$7.5060.2%17.2%33.0%45.3%60.2%11.0%5.1%67.1K-3.6M-18.1K0.4714.58N/AN/A69332814,4943,566
2018-09-24$7.48$7.5054.3%15.6%33.0%36.9%54.1%1.8%10.9%69.6K-2.4M-17.6K2.6934.57N/AN/A17547113,1843,136
2018-09-25$7.28$7.5053.6%15.4%31.6%35.9%53.7%6.4%11.2%61.2K-1.9M-17.4K0.3424.48N/AN/A36312513,2093,524
2018-09-26$7.18$7.5053.7%15.4%31.6%36.1%53.8%1.4%13.0%60.5K-1.7M-16.7K0.3624.14N/AN/A47917213,3293,482
2018-09-27$7.03$7.5056.7%16.3%31.9%40.3%56.6%0.5%10.2%55.8K-1.5M-16.3K1.0918.97N/AN/A15416813,3603,531
2018-09-28$7.08$7.5056.0%16.1%30.6%39.4%56.1%2.0%10.5%57.6K-1.5M-16.4K0.4722.17N/AN/A39018413,4083,530