AXTI Options History — July 2020

In July 2020, AXTI traded between $4.44 and $5.35. ATM implied volatility averaged 62.4%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 9.5% (HV 20d: 52.9%). 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 19 of 22 days. Put/call ratio averaged 0.07.

Notable Days

  • 2020-07-06: Highest Volume — 333 contracts
  • 2020-07-09: Largest IV spike — 139.0% change
  • 2020-07-10: Highest IV Rank — 61.4%
  • 2020-07-06: Largest Expected Move — 34.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.80$4.44$5.35$4.54$4.82
Max Pain$3.86$2.50$5.00$2.50$2.50
ATM IV62.4%43.5%113.9%61.4%62.4%
Expected Move18.8%13.7%34.1%17.6%17.9%
HV 20d52.9%43.5%63.0%63.0%58.5%
HV 60d65.6%61.1%69.5%69.5%61.6%
IV Rank30.7%19.4%61.4%30.1%30.7%
IV Percentile37.8%9.5%88.5%39.3%40.1%
Term Structure12.6%-52.5%89.5%42.3%-0.2%
VWIV69.7%52.2%156.3%156.3%62.4%
Bid-Ask Spread %74.9914.71146.3769.2840.62
Gamma HHI0.510.470.570.480.56
Net GEX9.1K5.6K13.0K6.3K12.3K
Net DEX-318.1K-476.5K-216.4K-291.7K-360.4K
Net VEX-1.6K-1.9K-1.3K-1.7K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.070.000.480.000.00
Total Volume102.9098333890
Total OI2,445.1362,2072,8912,2102,887

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$4.54$2.5061.4%17.6%63.0%30.1%156.3%0.0%42.3%6.3K-291.7K-1.7K0.0069.28N/AN/A802,11397
2020-07-02$4.55$2.5083.9%24.0%56.6%43.6%0.0%0.0%22.5%6.4K-300.9K-1.7K0.00134.63N/AN/A1402,11097
2020-07-06$4.64$5.0063.5%34.1%55.5%31.4%71.0%0.0%-52.5%6.5K-270.6K-1.5K0.11146.37N/AN/A301322,11097
2020-07-07$4.44$5.0048.3%21.1%55.5%22.3%85.1%0.0%-6.9%5.6K-241.2K-1.4K0.3285.52N/AN/A2272,11897
2020-07-08$4.57$5.0043.5%19.5%56.5%19.4%69.0%0.0%12.1%5.7K-216.4K-1.3K0.0069.64N/AN/A5402,119104
2020-07-09$4.79$5.00103.8%24.6%59.2%55.5%81.2%0.0%19.1%7.2K-323.8K-1.7K0.0481.58N/AN/A2812,131104
2020-07-10$4.76$5.00113.9%20.4%45.9%61.4%71.3%0.0%40.8%7.0K-294.0K-1.5K0.0093.85N/AN/A9302,146104
2020-07-13$4.71$5.0052.8%18.9%45.4%25.0%66.0%0.0%43.4%6.5K-293.0K-1.5K0.00132.75N/AN/A1602,231104
2020-07-14$4.84$5.0047.1%17.9%46.5%21.6%0.0%0.0%8.5%9.4K-286.1K-1.5K0.00112.37N/AN/A2902,237104
2020-07-15$4.82$5.0063.4%18.2%44.7%31.3%65.5%0.0%10.6%9.1K-319.5K-1.6K0.2075.04N/AN/A157312,259104
2020-07-16$4.73$5.0050.9%14.6%43.5%23.9%52.2%0.0%89.5%7.7K-259.6K-1.3K0.07135.96N/AN/A1512,279104
2020-07-17$4.86$5.0060.8%17.4%44.2%29.8%60.8%0.0%15.0%8.2K-277.1K-1.5K0.0043.81N/AN/A11102,283104
2020-07-20$5.02$5.0056.7%16.2%45.6%27.3%70.1%0.0%0.2%9.4K-364.0K-1.7K0.00101.97N/AN/A9002,19595
2020-07-21$5.35$5.0065.4%18.7%50.6%32.5%65.7%0.0%10.0%11.1K-455.7K-1.8K0.1631.61N/AN/A200322,24295
2020-07-22$5.23$2.5049.1%14.1%50.0%22.8%59.3%0.0%4.8%11.4K-446.3K-1.8K0.0268.82N/AN/A29862,357122
2020-07-23$5.23$2.5047.8%13.7%46.0%22.0%60.2%0.0%7.2%13.0K-476.5K-1.9K0.0163.74N/AN/A17112,570128
2020-07-24$4.76$2.5058.2%16.7%58.1%28.2%58.2%0.0%4.0%11.3K-304.6K-1.5K0.0032.22N/AN/A12502,532128
2020-07-27$4.86$2.5054.9%15.8%58.3%26.3%55.0%0.0%1.5%12.7K-347.1K-1.6K0.4814.71N/AN/A21102,589128
2020-07-28$4.61$2.5058.8%16.9%61.6%28.6%58.9%0.0%0.1%10.7K-263.9K-1.4K0.0526.63N/AN/A2112,596138
2020-07-29$4.68$2.5061.9%17.8%59.8%30.5%62.1%0.0%4.5%11.0K-284.3K-1.4K0.0029.51N/AN/A16602,606138
2020-07-30$4.70$2.5063.3%18.1%57.9%31.3%63.5%0.0%0.8%12.0K-322.0K-1.6K0.0059.18N/AN/A11202,753138
2020-07-31$4.82$2.5062.4%17.9%58.5%30.7%62.4%0.0%-0.2%12.3K-360.4K-1.7K0.0040.62N/AN/A9002,749138