AXTI Options History — January 2019

In January 2019, AXTI traded between $3.90 and $4.61. ATM implied volatility averaged 47.0%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded below realized volatility by 16.0% (HV 20d: 63.0%). 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 18 of 21 days. Put/call ratio averaged 0.19.

Notable Days

  • 2019-01-14: Highest Volume — 403 contracts
  • 2019-01-09: Largest IV spike — 43.3% change
  • 2019-01-10: Highest IV Rank — 41.7%
  • 2019-01-04: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.17$3.90$4.61$4.45$4.09
Max Pain$7.26$5.00$7.50$5.00$5.00
ATM IV47.0%35.2%60.9%48.3%54.7%
Expected Move14.2%10.1%17.8%13.8%12.4%
HV 20d63.0%38.8%72.1%54.5%71.1%
HV 60d69.4%58.8%73.3%66.3%58.8%
IV Rank22.2%3.2%41.7%27.6%32.5%
IV Percentile18.2%0.4%56.3%13.5%29.0%
Term Structure16.4%-10.2%37.4%25.1%23.5%
VWIV54.6%37.6%78.0%37.6%43.1%
Skew 25d27.0%-23.6%60.5%16.4%21.9%
Skew 10d37.7%-48.3%68.8%27.6%30.8%
Call IV 25d59.2%41.2%160.3%58.5%69.6%
Put IV 25d86.2%65.7%136.6%74.9%91.5%
Bid-Ask Spread %19.937.2162.4112.9761.02
Gamma HHI0.490.330.600.510.35
Net GEX5.0K1.5K10.6K9.6K1.9K
Net DEX338.0K240.4K393.1K290.0K324.0K
Net VEX-1.3K-1.9K-1.0K-1.9K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.000.540.360.09
Total Volume154.23884037651
Total OI10,940.42910,80011,10710,91210,896

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$4.45$5.0048.3%13.8%54.5%27.6%37.6%16.4%25.1%9.6K290.0K-1.9K0.3612.97N/AN/A56209,3131,599
2019-01-03$4.16$7.5040.5%14.7%57.2%16.7%61.0%4.1%7.6%6.0K371.2K-1.4K0.3362.41N/AN/A66229,3381,599
2019-01-04$4.28$7.5050.1%17.8%58.9%30.2%63.1%11.3%5.8%7.4K297.0K-1.6K0.4712.73N/AN/A176829,3371,477
2019-01-07$4.39$7.5042.1%17.4%60.1%19.0%61.3%17.0%4.3%7.9K302.6K-1.6K0.0017.47N/AN/A6909,2731,527
2019-01-08$4.44$7.5041.6%17.4%60.5%18.3%61.0%20.1%8.0%8.9K269.3K-1.8K0.0012.92N/AN/A7809,2801,527
2019-01-09$4.51$7.5059.6%17.1%42.7%39.9%60.1%21.3%6.9%9.3K271.9K-1.8K0.1020.89N/AN/A7179,2901,527
2019-01-10$4.61$7.5060.9%17.5%42.9%41.7%61.5%23.1%6.0%10.6K240.4K-1.9K0.0938.48N/AN/A7679,3401,530
2019-01-11$4.55$7.5058.5%16.8%38.8%38.1%58.7%24.2%7.6%9.9K265.1K-1.8K0.5020.85N/AN/A94479,3461,527
2019-01-14$3.90$7.5043.8%12.5%67.4%16.1%43.6%29.6%25.1%3.4K393.1K-1.0K0.1757.99N/AN/A343609,3541,567
2019-01-15$4.00$7.5044.8%12.8%68.1%17.6%41.5%29.8%27.4%4.3K352.5K-1.2K0.288.83N/AN/A193549,4961,578
2019-01-16$3.92$7.5041.7%11.9%68.1%12.9%48.9%31.8%33.4%3.7K352.7K-1.2K0.549.95N/AN/A166899,4961,561
2019-01-17$3.94$7.5035.2%10.1%68.2%3.2%78.0%42.6%31.7%1.6K388.7K-1.0K0.359.23N/AN/A251889,4961,588
2019-01-18$4.00$7.5039.1%11.2%68.5%9.0%44.9%35.5%32.9%3.6K369.9K-1.2K0.377.21N/AN/A268989,5191,588
2019-01-22$3.91$7.5046.0%13.2%68.9%19.4%0.0%32.4%4.5%1.6K372.2K-1.0K0.049.48N/AN/A11049,4161,550
2019-01-23$3.94$7.5048.4%13.9%68.8%23.1%0.0%37.2%-0.9%1.5K382.1K-1.0K0.1211.54N/AN/A120149,3701,548
2019-01-24$4.17$7.5039.7%11.4%71.9%10.0%0.0%44.2%37.4%4.2K365.1K-1.2K0.128.10N/AN/A150189,3801,558
2019-01-25$4.14$7.5039.2%11.2%71.9%9.2%0.0%43.8%36.4%3.8K361.6K-1.2K0.098.28N/AN/A190189,3911,554
2019-01-28$4.04$7.5050.7%14.5%71.9%26.4%0.0%60.5%35.9%1.8K377.0K-1.1K0.0010.47N/AN/A809,4491,554
2019-01-29$3.95$7.5045.7%13.1%70.5%19.0%0.0%-23.6%-4.8%1.7K372.7K-1.1K0.009.46N/AN/A2809,4511,554
2019-01-30$4.10$7.5057.6%16.5%72.1%36.8%0.0%42.8%-10.2%1.8K379.6K-1.1K0.008.19N/AN/A4709,4511,554
2019-01-31$4.09$5.0054.7%12.4%71.1%32.5%43.1%21.9%23.5%1.9K324.0K-1.1K0.0961.02N/AN/A4749,4621,434