AXTI Options History — April 2019

In April 2019, AXTI traded between $4.38 and $5.73. ATM implied volatility averaged 64.8%, placing in the 46.2% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 16.9% (HV 20d: 47.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2019-04-25: Highest Volume — 774 contracts
  • 2019-04-10: Largest IV spike — 47.3% change
  • 2019-04-22: Highest IV Rank — 75.7%
  • 2019-04-22: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.95$4.38$5.73$4.73$5.73
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV64.8%34.3%84.0%59.2%42.8%
Expected Move19.9%9.8%24.1%20.5%12.3%
HV 20d47.9%37.1%68.0%42.8%65.4%
HV 60d50.8%45.0%55.9%54.9%54.3%
IV Rank46.2%0.0%75.7%39.3%13.0%
IV Percentile64.8%0.0%94.4%55.6%12.3%
Term Structure-0.8%-12.1%46.4%46.4%12.1%
VWIV68.5%32.9%85.0%71.2%38.6%
Skew 25d17.7%-2.9%31.3%12.8%-2.9%
Skew 10d33.8%-6.1%75.4%20.5%-6.1%
Call IV 25d64.7%45.9%82.5%65.5%45.9%
Put IV 25d82.4%43.0%99.5%78.3%43.0%
Bid-Ask Spread %29.9010.7781.2126.0766.50
Gamma HHI0.760.590.880.670.59
Net GEX10.0K4.9K18.8K4.9K6.3K
Net DEX-383.1K-773.4K-170.7K-210.8K-773.4K
Net VEX-1.4K-1.8K-1.1K-1.2K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.002.600.111.24
Total Volume148.5712774103184
Total OI2,911.3332,4293,3102,4293,276

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$4.73$5.0059.2%20.5%42.8%39.3%71.2%12.8%46.4%4.9K-210.8K-1.2K0.1126.07N/AN/A93101,980449
2019-04-02$4.95$5.0061.7%21.6%44.1%43.0%73.6%20.5%13.7%8.2K-318.3K-1.5K0.0825.11N/AN/A315262,202449
2019-04-03$4.90$5.0055.2%20.4%44.1%33.2%70.9%31.3%-6.9%9.6K-355.4K-1.5K0.2681.21N/AN/A121322,274449
2019-04-04$4.85$5.0058.8%20.2%43.5%36.6%68.2%22.0%-7.1%10.6K-364.3K-1.6K0.6414.48N/AN/A50322,402455
2019-04-05$5.02$5.0056.2%20.1%44.3%32.6%64.7%0.0%-5.2%11.5K-427.6K-1.6K1.2313.02N/AN/A22272,399455
2019-04-08$4.84$5.0062.8%21.1%46.7%42.7%73.6%0.0%-5.6%10.9K-363.9K-1.5K0.0314.26N/AN/A3112,400454
2019-04-09$4.81$5.0049.8%20.2%43.8%22.7%70.4%17.5%-4.4%11.0K-323.8K-1.5K0.8711.83N/AN/A30262,401470
2019-04-10$4.85$5.0073.4%21.0%43.6%59.2%73.4%18.2%-6.1%10.9K-330.3K-1.5K0.3811.63N/AN/A68262,376481
2019-04-11$4.79$5.0070.5%20.2%41.0%54.7%70.5%22.0%-3.8%12.8K-319.4K-1.5K2.6045.30N/AN/A10262,426481
2019-04-12$4.77$5.0071.1%20.4%38.8%55.7%71.1%17.9%-3.2%11.0K-311.8K-1.4K0.9711.63N/AN/A37362,428481
2019-04-15$4.83$5.0072.5%20.8%37.2%57.9%0.0%20.0%-5.1%14.0K-325.8K-1.4K0.0013.97N/AN/A202,438506
2019-04-16$4.92$5.0075.6%21.7%37.1%62.7%75.3%20.6%-9.6%18.8K-349.6K-1.4K0.0018.01N/AN/A4602,440506
2019-04-17$4.92$5.0074.9%21.5%37.1%61.6%74.5%26.1%-8.5%14.0K-379.4K-1.4K0.0315.26N/AN/A9432,450506
2019-04-18$4.73$5.0075.6%21.7%39.8%62.6%75.5%23.1%-11.6%6.7K-260.7K-1.3K0.0313.17N/AN/A13442,474506
2019-04-22$4.38$5.0084.0%24.1%48.3%75.7%85.0%17.0%-12.1%5.6K-170.7K-1.1K0.0020.46N/AN/A4102,251505
2019-04-23$4.64$5.0078.0%22.4%52.2%66.4%78.1%5.5%-10.4%6.9K-230.2K-1.3K0.0610.77N/AN/A9462,286506
2019-04-24$4.77$5.0077.8%22.3%53.0%66.0%77.8%0.0%-10.8%8.0K-301.4K-1.4K0.0319.74N/AN/A23462,363511
2019-04-25$5.40$5.0062.2%17.8%68.0%41.9%62.2%17.8%-1.0%13.0K-590.5K-1.6K0.5476.47N/AN/A5042702,579511
2019-04-26$5.55$5.0063.3%18.2%67.5%43.6%62.7%11.8%-4.5%9.0K-619.4K-1.8K0.3775.27N/AN/A238872,565745
2019-04-29$5.57$5.0034.3%9.8%67.4%0.0%32.9%0.0%26.9%6.6K-718.8K-1.4K1.0843.73N/AN/A74802,555747
2019-04-30$5.73$5.0042.8%12.3%65.4%13.0%38.6%-2.9%12.1%6.3K-773.4K-1.4K1.2466.50N/AN/A821022,585691