AXTI Options History — August 2019

In August 2019, AXTI traded between $3.29 and $4.19. ATM implied volatility averaged 78.4%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 27.0% (HV 20d: 51.3%). 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 10 of 22 days. Put/call ratio averaged 0.04.

Notable Days

  • 2019-08-01: Highest Volume — 131 contracts
  • 2019-08-14: Largest IV drop — 41.5% change
  • 2019-08-12: Highest IV Rank — 100.0%
  • 2019-08-20: Largest Expected Move — 28.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.69$3.29$4.19$4.19$3.40
Max Pain$2.73$2.50$5.00$5.00$2.50
ATM IV78.4%39.4%129.3%39.4%77.6%
Expected Move19.3%11.3%28.8%11.3%22.2%
HV 20d51.3%36.8%59.5%36.8%56.2%
HV 60d54.2%52.6%55.7%53.3%54.1%
IV Rank50.7%7.4%100.0%7.4%45.6%
IV Percentile79.6%3.6%100.0%3.6%90.1%
Term Structure3.9%-24.0%74.0%19.2%6.0%
VWIV55.5%37.3%69.2%58.3%57.0%
Bid-Ask Spread %61.8411.07108.9118.0664.31
Gamma HHI0.690.550.820.780.59
Net GEX2.6K1.7K3.8K3.8K2.0K
Net DEX-128.8K-182.3K-95.1K-164.2K-113.8K
Net VEX-565-877-356-877-415
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.360.360.00
Total Volume27.364013113130
Total OI2,116.4091,4242,8032,8031,537

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$4.19$5.0039.4%11.3%36.8%7.4%0.0%0.0%19.2%3.8K-164.2K-8770.3618.06N/AN/A96352,402401
2019-08-02$4.07$5.0054.0%15.5%37.9%28.6%0.0%0.0%8.2%3.6K-141.5K-8030.1017.96N/AN/A5052,393385
2019-08-05$3.87$2.5064.1%16.0%41.2%43.5%0.0%0.0%-0.3%3.1K-121.5K-6970.1688.84N/AN/A2542,343374
2019-08-06$3.78$2.5064.2%16.2%41.9%43.5%0.0%0.0%-0.1%3.0K-112.5K-6900.0086.61N/AN/A4202,343374
2019-08-07$3.84$2.5082.7%19.5%42.4%70.6%0.0%0.0%-2.1%3.0K-108.1K-6720.0087.94N/AN/A012,313374
2019-08-08$4.03$2.5075.0%14.4%45.8%59.2%58.3%0.0%6.4%3.4K-131.1K-7150.0016.02N/AN/A502,313374
2019-08-09$3.83$2.5092.9%16.9%49.2%85.4%69.2%0.0%-6.0%3.0K-103.0K-6130.0688.46N/AN/A5432,313374
2019-08-12$3.80$2.50129.3%17.4%49.2%100.0%0.0%0.0%-7.2%3.0K-167.0K-6210.0059.96N/AN/A002,337220
2019-08-13$3.98$2.50126.9%12.3%51.7%97.5%37.3%0.0%30.8%3.0K-182.3K-6420.0017.93N/AN/A1002,337220
2019-08-14$3.73$2.5074.2%21.3%56.0%42.0%0.0%0.0%2.6%2.8K-156.0K-5950.0097.52N/AN/A1002,339220
2019-08-15$3.55$2.5068.2%19.5%58.0%35.6%0.0%0.0%-4.6%2.3K-124.8K-4820.00108.91N/AN/A0122,330220
2019-08-16$3.68$2.5075.3%21.6%59.5%43.1%0.0%0.0%-24.0%2.6K-149.3K-5290.0266.45N/AN/A4412,330201
2019-08-19$3.70$2.5091.5%26.2%59.0%60.2%0.0%0.0%27.7%2.7K-141.8K-5360.0027.97N/AN/A5901,262162
2019-08-20$3.68$2.50100.4%28.8%58.5%69.6%0.0%0.0%-7.7%2.7K-135.1K-5350.0090.65N/AN/A001,282162
2019-08-21$3.58$2.5099.0%28.4%53.7%68.1%57.0%0.0%-7.7%2.6K-125.1K-5010.0087.07N/AN/A201,282162
2019-08-22$3.67$2.5072.0%20.6%53.2%39.6%0.0%0.0%-9.9%2.4K-131.0K-4710.0059.02N/AN/A2501,284162
2019-08-23$3.45$2.5076.9%22.0%56.5%44.8%0.0%0.0%74.0%2.2K-111.5K-4370.0086.12N/AN/A3101,284162
2019-08-26$3.38$2.5053.6%15.4%56.3%20.3%0.0%0.0%-9.2%1.7K-109.5K-4140.0059.12N/AN/A801,314162
2019-08-27$3.29$2.5063.7%18.3%54.9%30.9%0.0%0.0%4.9%1.7K-95.1K-3560.0059.98N/AN/A3001,322162
2019-08-28$3.33$2.5067.9%19.5%55.5%35.4%0.0%0.0%1.2%1.8K-104.8K-4110.0060.41N/AN/A001,351162
2019-08-29$3.40$2.5075.8%21.7%56.5%43.7%0.0%0.0%-15.4%2.0K-104.4K-4110.0011.07N/AN/A2001,351166
2019-08-30$3.40$2.5077.6%22.2%56.2%45.6%0.0%0.0%6.0%2.0K-113.8K-4150.0064.31N/AN/A3001,371166