AXTI Options History — July 2019

In July 2019, AXTI traded between $3.94 and $4.35. ATM implied volatility averaged 57.1%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 0.9% (HV 20d: 56.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.04.

Notable Days

  • 2019-07-24: Highest Volume — 704 contracts
  • 2019-07-24: Largest IV spike — 70.6% change
  • 2019-07-24: Highest IV Rank — 73.2%
  • 2019-07-24: Largest Expected Move — 24.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.11$3.94$4.35$4.22$4.30
Max Pain$4.66$2.50$5.00$2.50$5.00
ATM IV57.1%34.8%84.5%46.8%39.4%
Expected Move16.9%10.0%24.2%13.4%11.3%
HV 20d56.2%35.8%69.3%69.3%35.8%
HV 60d58.3%51.7%62.4%62.4%53.9%
IV Rank33.2%0.8%73.2%18.1%7.4%
IV Percentile43.9%0.4%97.6%18.3%3.2%
Term Structure12.0%-14.9%32.2%29.8%29.0%
VWIV62.6%38.4%113.6%98.2%44.7%
Bid-Ask Spread %23.747.1891.1791.1713.68
Gamma HHI0.790.590.890.730.86
Net GEX4.7K2.4K9.0K4.1K6.8K
Net DEX-130.8K-266.9K-34.4K-128.8K-197.1K
Net VEX-986-1.3K-708-1.1K-969
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.190.000.17
Total Volume147.63607042734
Total OI2,327.2732,0082,8172,0082,801

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$4.22$2.5046.8%13.4%69.3%18.1%98.2%0.0%29.8%4.1K-128.8K-1.1K0.0091.17N/AN/A2701,588420
2019-07-02$4.13$2.5047.5%13.6%66.3%19.3%0.0%0.0%28.1%3.6K-94.5K-9530.0012.92N/AN/A2901,588420
2019-07-03$4.19$2.5047.2%13.5%66.2%18.8%113.6%0.0%32.2%4.0K-106.3K-9960.0614.36N/AN/A1611,591420
2019-07-05$4.13$5.0052.4%21.0%66.2%26.3%73.4%0.0%-7.0%3.6K-98.3K-9600.0222.88N/AN/A5611,592420
2019-07-08$4.04$5.0058.7%23.0%66.4%35.5%0.0%0.0%-11.2%3.4K-95.2K-9080.0023.96N/AN/A001,602420
2019-07-09$4.03$5.0074.3%20.2%66.0%58.3%0.0%0.0%-1.5%3.3K-70.9K-8380.0032.38N/AN/A501,602420
2019-07-10$4.04$5.0071.0%20.3%63.0%53.4%0.0%0.0%-2.9%3.4K-75.9K-8540.0030.42N/AN/A701,607420
2019-07-11$3.99$5.0044.5%12.8%60.4%14.9%44.6%0.0%25.9%2.8K-34.4K-7080.008.78N/AN/A31601,607420
2019-07-12$4.03$5.0056.9%16.3%60.5%32.9%44.0%0.0%24.8%4.5K-115.3K-1.1K0.008.36N/AN/A31601,902420
2019-07-15$4.03$5.0082.1%23.5%59.9%69.7%0.0%0.0%-13.1%4.5K-131.8K-1.1K0.0053.01N/AN/A021,902420
2019-07-16$3.95$5.0050.3%14.4%58.9%23.3%42.3%0.0%30.0%3.9K-83.4K-9670.037.36N/AN/A6421,902418
2019-07-17$4.03$5.0061.3%17.6%57.3%39.3%48.0%0.0%20.7%4.4K-108.4K-1.0K0.0411.98N/AN/A6931,881418
2019-07-18$3.94$5.0077.3%22.2%57.8%62.7%77.3%0.0%-6.4%4.1K-103.3K-1.0K0.087.18N/AN/A3931,886419
2019-07-19$3.99$5.0064.0%18.4%57.5%43.3%76.5%0.0%-8.3%4.3K-100.4K-9950.109.95N/AN/A4241,916420
2019-07-22$4.07$5.0082.6%23.7%58.0%70.3%82.2%0.0%-14.9%4.8K-123.8K-1.0K0.0131.35N/AN/A21931,834417
2019-07-23$3.97$5.0049.5%14.2%58.0%22.2%50.8%0.0%21.9%2.4K-118.9K-7870.0112.87N/AN/A26032,052415
2019-07-24$4.22$5.0084.5%24.2%48.8%73.2%84.5%0.0%-14.2%5.5K-235.7K-1.1K0.0021.55N/AN/A70132,020415
2019-07-25$4.35$5.0046.1%13.2%41.0%17.2%38.4%0.0%27.2%9.0K-266.9K-1.3K0.0317.91N/AN/A514152,400417
2019-07-26$4.31$5.0034.8%10.0%41.1%0.8%40.3%0.0%30.9%6.9K-199.2K-1.0K0.0113.67N/AN/A44832,386404
2019-07-29$4.20$5.0040.9%11.7%41.7%9.6%0.0%0.0%25.9%5.9K-178.3K-9210.0059.00N/AN/A1102,394404
2019-07-30$4.31$5.0043.5%12.5%36.7%13.3%43.5%0.0%17.6%7.6K-211.0K-1.0K0.1917.52N/AN/A2752,396404
2019-07-31$4.30$5.0039.4%11.3%35.8%7.4%44.7%0.0%29.0%6.8K-197.1K-9690.1713.68N/AN/A2952,400401