AXTI Options History — May 2019

In May 2019, AXTI traded between $3.98 and $5.78. ATM implied volatility averaged 55.1%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded below realized volatility by 7.0% (HV 20d: 62.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.68.

Notable Days

  • 2019-05-06: Highest Volume — 495 contracts
  • 2019-05-29: Largest IV spike — 33.0% change
  • 2019-05-17: Highest IV Rank — 53.6%
  • 2019-05-13: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.99$3.98$5.78$5.70$3.98
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV55.1%36.9%69.4%41.9%53.4%
Expected Move17.0%10.6%20.5%12.0%15.3%
HV 20d62.1%44.7%74.8%64.2%46.8%
HV 60d55.3%53.6%58.4%54.3%54.8%
IV Rank31.8%3.9%53.6%11.6%29.2%
IV Percentile42.7%1.2%78.6%10.7%26.6%
Term Structure4.8%-30.7%25.7%14.5%-6.7%
VWIV61.4%39.0%77.6%39.0%56.3%
Skew 25d-11.4%-18.7%-4.1%-4.1%-16.3%
Skew 10d-16.4%-23.9%-7.6%-7.6%-23.9%
Call IV 25d52.0%46.9%63.0%46.9%63.0%
Put IV 25d40.6%29.8%46.7%42.8%46.7%
Bid-Ask Spread %66.8122.2094.6663.4949.49
Gamma HHI0.650.520.880.590.64
Net GEX6.8K2.5K18.1K6.2K2.6K
Net DEX-410.3K-836.4K-3.7K-775.5K-3.7K
Net VEX-1.5K-1.8K-1.0K-1.5K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.002.401.520.85
Total Volume178.545349516976
Total OI2,840.8641,6783,7673,3171,869

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$5.70$5.0041.9%12.0%64.2%11.6%39.0%-4.1%14.5%6.2K-775.5K-1.5K1.5263.49N/AN/A671022,600717
2019-05-02$5.66$5.0036.9%10.6%64.1%3.9%44.0%-18.7%16.6%5.7K-780.2K-1.4K1.4664.21N/AN/A701022,608717
2019-05-03$5.71$5.0039.7%11.4%63.7%8.2%47.2%-6.5%11.1%5.4K-787.0K-1.4K1.3943.97N/AN/A69962,597717
2019-05-06$5.78$5.0045.4%18.4%63.0%16.9%0.0%-16.3%6.2%4.7K-803.8K-1.4K0.1571.45N/AN/A431642,598717
2019-05-07$5.50$5.0040.0%18.0%64.4%8.7%63.1%0.0%6.8%8.8K-782.3K-1.6K0.4581.05N/AN/A199892,787777
2019-05-08$5.64$5.0048.8%18.2%64.5%22.1%64.2%0.0%5.9%7.2K-836.4K-1.6K0.6577.60N/AN/A120782,812789
2019-05-09$5.43$5.0048.9%18.4%66.5%22.3%64.0%0.0%3.6%11.1K-737.8K-1.7K0.7971.77N/AN/A117932,817791
2019-05-10$5.39$5.0058.3%18.6%66.4%36.6%0.0%0.0%6.5%11.4K-661.0K-1.8K0.0480.82N/AN/A5022,817792
2019-05-13$5.10$5.0063.4%20.5%69.8%44.5%70.2%0.0%-0.8%15.1K-496.4K-1.7K0.4268.44N/AN/A168712,817792
2019-05-14$5.24$5.0062.0%19.1%70.2%42.3%66.7%0.0%1.7%16.0K-631.3K-1.7K0.9273.66N/AN/A72662,859870
2019-05-15$5.34$5.0063.6%18.2%70.3%44.8%0.0%0.0%5.1%12.7K-687.1K-1.7K0.0073.76N/AN/A702,872895
2019-05-16$4.99$5.0063.9%18.3%74.8%45.3%63.4%0.0%3.3%18.1K-370.3K-1.6K0.1375.61N/AN/A82112,832895
2019-05-17$4.89$5.0069.4%19.9%73.7%53.6%69.4%0.0%-1.8%2.8K-17.9K-1.5K2.4045.37N/AN/A972332,727912
2019-05-20$4.59$5.0066.2%19.0%71.9%48.7%66.3%0.0%-1.6%2.8K-102.6K-1.3K0.1371.01N/AN/A380511,235443
2019-05-21$4.60$5.0067.2%19.3%68.9%50.3%67.3%0.0%-2.1%2.9K-101.1K-1.4K0.2922.20N/AN/A175511,300479
2019-05-22$4.57$5.0063.0%18.1%68.1%43.8%62.5%0.0%0.3%3.0K-92.0K-1.4K0.5074.99N/AN/A102511,320479
2019-05-23$4.46$5.0064.1%18.4%49.4%45.5%69.4%0.0%-30.7%2.7K-69.1K-1.3K0.3482.07N/AN/A150511,316479
2019-05-24$4.41$5.0052.2%15.0%47.5%27.4%41.8%0.0%25.7%3.0K-96.6K-1.4K0.3450.50N/AN/A148511,385479
2019-05-28$4.38$5.0045.2%13.0%47.2%16.7%0.0%0.0%19.7%3.0K-76.1K-1.3K0.0094.66N/AN/A301,385479
2019-05-29$4.33$5.0060.1%17.2%44.7%39.4%77.6%0.0%-1.5%2.5K-80.4K-1.3K0.8385.59N/AN/A12101,384479
2019-05-30$4.11$5.0058.4%16.7%46.6%36.8%72.4%0.0%24.2%2.6K-38.1K-1.1K1.3548.10N/AN/A26351,383481
2019-05-31$3.98$5.0053.4%15.3%46.8%29.2%56.3%0.0%-6.7%2.6K-3.7K-1.0K0.8549.49N/AN/A41351,388481