AXTI Options History — May 2020

In May 2020, AXTI traded between $4.97 and $5.65. ATM implied volatility averaged 68.2%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded above realized volatility by 0.2% (HV 20d: 68.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.08.

Notable Days

2020-05-06: Highest Volume — 685 contracts
2020-05-28: Largest IV spike — 55.2% change
2020-05-01: Highest IV Rank — 46.9%
2020-05-01: Largest Expected Move — 25.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.36	$4.97	$5.65	$5.61	$5.30
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	68.2%	50.0%	89.4%	89.4%	71.9%
Expected Move	20.2%	14.4%	25.6%	25.6%	20.6%
HV 20d	68.1%	58.2%	75.7%	61.1%	61.8%
HV 60d	93.6%	91.6%	94.8%	91.7%	94.1%
IV Rank	34.2%	23.3%	46.9%	46.9%	36.4%
IV Percentile	52.8%	23.4%	78.2%	78.2%	58.7%
Term Structure	20.4%	-21.8%	134.2%	-21.8%	68.2%
VWIV	70.3%	47.7%	90.2%	90.2%	71.9%
Bid-Ask Spread %	51.31	19.53	105.44	51.17	74.60
Gamma HHI	0.57	0.49	0.86	0.77	0.49
Net GEX	10.3K	5.9K	44.9K	5.9K	6.8K
Net DEX	-451.5K	-622.3K	-339.9K	-399.3K	-381.3K
Net VEX	-1.7K	-2.0K	-979	-979	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.43	0.04	0.00
Total Volume	171.5	24	685	651	27
Total OI	1,931.5	1,231	2,305	1,231	1,891

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2020-05-01	$5.61	$5.00	89.4%	25.6%	61.1%	46.9%	90.2%	0.0%	-21.8%	5.9K	-399.3K	-979	0.04	51.17	N/A	N/A	625	26	1,099	132
2020-05-04	$5.65	$5.00	68.7%	20.4%	58.2%	34.5%	73.0%	0.0%	4.1%	6.7K	-470.1K	-1.0K	0.15	49.97	N/A	N/A	331	50	1,257	154
2020-05-05	$5.21	$5.00	67.2%	20.8%	69.8%	33.6%	77.9%	0.0%	32.9%	7.1K	-339.9K	-1.1K	0.06	69.46	N/A	N/A	309	17	1,314	192
2020-05-06	$5.42	$5.00	77.3%	19.6%	70.0%	39.6%	70.2%	0.0%	12.8%	6.8K	-407.8K	-1.2K	0.02	60.73	N/A	N/A	671	14	1,374	201
2020-05-07	$5.60	$5.00	50.0%	20.6%	69.9%	23.3%	72.1%	0.0%	13.8%	7.8K	-622.3K	-2.0K	0.00	40.14	N/A	N/A	103	0	1,943	193
2020-05-08	$5.52	$5.00	52.9%	19.5%	63.3%	25.1%	68.1%	0.0%	7.4%	8.8K	-580.3K	-2.0K	0.33	22.36	N/A	N/A	18	6	1,976	193
2020-05-11	$5.58	$5.00	79.3%	20.1%	62.9%	40.8%	70.2%	0.0%	-1.4%	9.0K	-591.6K	-2.0K	0.04	30.49	N/A	N/A	84	3	1,970	199
2020-05-12	$5.30	$5.00	57.7%	20.6%	68.1%	27.9%	47.7%	0.0%	-2.3%	10.9K	-521.5K	-1.9K	0.00	23.70	N/A	N/A	59	0	1,992	199
2020-05-13	$5.06	$5.00	78.3%	22.5%	71.9%	40.3%	78.3%	0.0%	7.5%	11.6K	-406.6K	-1.8K	0.43	63.47	N/A	N/A	122	52	2,037	199
2020-05-14	$4.97	$5.00	70.1%	20.1%	70.2%	35.4%	66.8%	0.0%	40.5%	14.6K	-419.0K	-1.9K	0.06	70.23	N/A	N/A	266	15	2,099	147
2020-05-15	$5.00	$5.00	73.0%	20.9%	70.3%	37.0%	72.8%	0.0%	0.2%	44.9K	-438.2K	-1.8K	0.03	33.75	N/A	N/A	77	2	2,158	147
2020-05-18	$5.39	$5.00	74.7%	21.4%	73.4%	38.1%	75.8%	0.0%	-4.9%	8.4K	-462.7K	-2.0K	0.00	30.30	N/A	N/A	97	0	1,850	89
2020-05-19	$5.30	$5.00	68.0%	19.5%	74.3%	34.1%	68.0%	0.0%	126.2%	8.7K	-425.9K	-1.9K	0.00	30.28	N/A	N/A	46	0	1,887	109
2020-05-20	$5.49	$5.00	68.4%	19.6%	74.0%	34.3%	68.5%	0.0%	-3.1%	8.8K	-477.2K	-2.0K	0.08	61.86	N/A	N/A	147	12	1,867	109
2020-05-21	$5.56	$5.00	70.5%	20.2%	72.8%	35.6%	70.5%	0.0%	134.2%	8.1K	-480.8K	-2.0K	0.32	55.48	N/A	N/A	63	20	1,812	112
2020-05-22	$5.28	$5.00	68.9%	19.8%	75.7%	34.6%	69.0%	0.0%	1.2%	7.3K	-403.2K	-1.9K	0.00	19.53	N/A	N/A	50	0	1,778	132
2020-05-26	$5.27	$5.00	50.6%	14.5%	66.4%	23.7%	61.1%	0.0%	-6.6%	7.9K	-380.6K	-1.8K	0.00	105.44	N/A	N/A	37	0	1,823	132
2020-05-27	$5.51	$5.00	50.1%	14.4%	62.7%	23.4%	56.3%	0.0%	7.9%	8.2K	-422.6K	-1.8K	0.00	89.79	N/A	N/A	35	0	1,801	132
2020-05-28	$5.27	$5.00	77.8%	22.3%	64.5%	39.9%	76.7%	0.0%	-8.8%	7.5K	-398.7K	-1.8K	0.12	43.51	N/A	N/A	41	5	1,799	132
2020-05-29	$5.30	$5.00	71.9%	20.6%	61.8%	36.4%	71.9%	0.0%	68.2%	6.8K	-381.3K	-1.8K	0.00	74.60	N/A	N/A	27	0	1,759	132