AXTI Options History — October 2019

In October 2019, AXTI traded between $2.74 and $3.44. ATM implied volatility averaged 79.5%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 8.1% (HV 20d: 71.4%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.37.

Notable Days

  • 2019-10-22: Highest Volume — 50 contracts
  • 2019-10-30: Largest IV spike — 39.4% change
  • 2019-10-01: Highest IV Rank — 100.0%
  • 2019-10-02: Largest Expected Move — 41.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.01$2.74$3.44$3.43$3.10
Max Pain$2.93$2.50$5.00$5.00$2.50
ATM IV79.5%50.7%143.4%133.1%61.1%
Expected Move22.5%14.5%41.1%38.2%17.5%
HV 20d71.4%39.9%81.2%41.0%43.8%
HV 60d58.3%45.3%60.3%45.3%60.0%
IV Rank41.8%15.1%100.0%100.0%24.6%
IV Percentile74.7%30.6%100.0%100.0%54.4%
Term Structure-11.8%-51.0%57.2%-25.1%-23.7%
VWIV77.1%54.9%100.7%100.7%69.0%
Bid-Ask Spread %45.238.19114.2866.8822.73
Gamma HHI0.530.500.720.700.51
Net GEX1.2K5461.6K1.3K882
Net DEX-52.4K-68.9K-20.7K-44.6K-65.5K
Net VEX-264-336-204-308-231
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.004.000.000.17
Total Volume14.304050035
Total OI1,348.7831,3231,4051,3551,395

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$3.43$5.00133.1%38.2%41.0%100.0%0.0%0.0%-25.1%1.3K-44.6K-3080.0066.88N/AN/A001,188167
2019-10-02$3.44$5.00143.4%41.1%39.9%100.0%100.7%0.0%-24.4%1.6K-49.0K-3360.00114.28N/AN/A2401,188167
2019-10-03$2.85$5.00124.2%25.5%76.3%82.4%86.2%0.0%-40.2%1.2K-20.7K-2600.0093.03N/AN/A4501,192167
2019-10-04$2.79$5.0077.2%19.9%76.2%39.3%0.0%0.0%-26.7%1.3K-27.4K-3160.0061.48N/AN/A401,235170
2019-10-07$2.89$2.5068.1%22.0%73.9%31.0%77.1%0.0%-8.6%1.2K-31.5K-2880.0038.41N/AN/A2901,238156
2019-10-08$2.89$2.5062.2%20.6%72.4%25.6%71.7%0.0%0.7%1.2K-52.3K-2794.0038.50N/AN/A4161,24894
2019-10-09$2.98$2.5060.7%17.4%73.4%24.2%0.0%0.0%-3.1%1.3K-57.1K-2790.0032.14N/AN/A011,24884
2019-10-10$2.92$2.5066.1%19.0%73.0%29.1%0.0%0.0%-17.4%1.4K-56.4K-2840.0015.84N/AN/A001,24883
2019-10-11$3.00$2.5050.7%14.5%74.3%15.1%0.0%0.0%21.8%1.0K-57.6K-2250.0032.34N/AN/A001,24883
2019-10-14$2.99$2.5058.1%16.7%73.4%21.8%0.0%0.0%2.3%1.1K-56.8K-2340.0010.01N/AN/A101,24683
2019-10-15$3.08$2.5062.5%17.9%75.0%25.8%0.0%0.0%-10.1%1.3K-63.9K-2650.008.35N/AN/A501,24583
2019-10-16$3.04$2.5080.4%23.1%74.6%42.3%0.0%0.0%-8.6%1.3K-64.2K-2800.0074.91N/AN/A001,25083
2019-10-17$3.04$2.5077.2%22.1%74.7%39.4%0.0%0.0%-23.9%1.3K-60.5K-2620.0071.24N/AN/A501,25083
2019-10-18$3.03$2.5079.1%22.7%74.6%41.0%0.0%0.0%-24.5%1.3K-61.3K-2500.0079.71N/AN/A001,25583
2019-10-21$3.00$2.5080.2%23.0%74.5%42.0%0.0%0.0%57.2%1.2K-53.7K-2460.0073.28N/AN/A2001,24083
2019-10-22$2.89$2.5091.1%26.1%75.0%52.1%90.1%0.0%-51.0%1.5K-55.0K-2870.0076.13N/AN/A5001,24083
2019-10-23$2.74$2.5063.1%18.1%75.8%26.4%0.0%0.0%-3.6%1.1K-36.8K-2120.6720.56N/AN/A15101,24083
2019-10-24$2.83$2.5067.8%19.4%77.5%30.6%54.9%0.0%-10.5%1.1K-42.2K-2310.0016.95N/AN/A011,25393
2019-10-25$2.95$2.5082.7%23.7%79.6%44.4%0.0%0.0%7.2%546-53.9K-2040.2452.97N/AN/A2151,25393
2019-10-28$3.03$2.5078.8%22.6%80.6%40.8%0.0%0.0%-27.4%1.3K-60.5K-2650.0010.37N/AN/A001,27493
2019-10-29$3.16$2.5066.6%19.1%81.0%29.6%0.0%0.0%6.7%925-68.9K-2480.008.19N/AN/A001,27493
2019-10-30$3.10$2.5092.8%26.6%81.2%53.7%67.3%0.0%-38.4%1.2K-64.7K-2750.0921.97N/AN/A3531,27493
2019-10-31$3.10$2.5061.1%17.5%43.8%24.6%69.0%0.0%-23.7%882-65.5K-2310.1722.73N/AN/A3051,29996