AXTI Options History — August 2020

In August 2020, AXTI traded between $4.53 and $5.94. ATM implied volatility averaged 68.3%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 6.2% (HV 20d: 62.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.01.

Notable Days

  • 2020-08-25: Highest Volume — 2,109 contracts
  • 2020-08-07: Largest IV spike — 107.3% change
  • 2020-08-25: Highest IV Rank — 48.1%
  • 2020-08-25: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.12$4.53$5.94$4.86$5.61
Max Pain$4.64$2.50$5.00$2.50$5.00
ATM IV68.3%42.1%91.5%61.5%74.5%
Expected Move19.9%13.7%26.2%17.6%21.3%
HV 20d62.1%49.4%88.3%58.2%88.1%
HV 60d62.4%57.4%73.8%61.3%68.6%
IV Rank34.3%18.7%48.1%30.2%37.9%
IV Percentile49.3%6.3%79.8%38.5%60.7%
Term Structure3.4%-23.5%37.9%-1.2%8.4%
VWIV68.2%34.1%91.5%61.5%74.5%
Bid-Ask Spread %77.2240.35106.5940.3554.43
Gamma HHI0.600.480.780.560.53
Net GEX16.3K5.6K26.9K13.3K11.3K
Net DEX-477.3K-1.0M-185.1K-341.0K-853.5K
Net VEX-1.7K-2.6K-935-1.6K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.010.000.090.000.06
Total Volume228.14352,10949261
Total OI2,933.6192,1563,6342,8613,272

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$4.86$2.5061.5%17.6%58.2%30.2%61.5%0.0%-1.2%13.3K-341.0K-1.6K0.0040.35N/AN/A4902,726135
2020-08-04$4.94$2.5058.2%16.7%55.7%28.2%58.2%0.0%5.9%14.1K-358.4K-1.6K0.0041.97N/AN/A20002,706135
2020-08-05$4.91$2.5053.9%15.5%55.1%25.7%54.4%0.0%28.4%16.3K-360.7K-1.6K0.0042.22N/AN/A8302,806135
2020-08-06$5.10$5.0042.1%20.8%54.3%18.7%71.1%0.0%-11.2%18.3K-459.0K-1.8K0.0192.80N/AN/A9112,778135
2020-08-07$5.01$5.0087.3%22.0%54.7%45.6%77.5%0.0%-22.5%15.3K-382.3K-1.6K0.0297.08N/AN/A5012,748136
2020-08-10$4.89$5.0086.0%17.2%55.3%44.8%0.0%0.0%7.4%14.1K-387.7K-1.7K0.0067.71N/AN/A702,770136
2020-08-11$4.93$5.0051.8%22.9%54.6%24.4%78.0%0.0%-13.2%16.9K-403.9K-1.6K0.0081.37N/AN/A3602,773136
2020-08-12$5.03$5.0047.7%13.7%55.0%22.0%34.1%0.0%37.9%22.3K-422.2K-1.6K0.0095.61N/AN/A1102,763136
2020-08-13$5.01$5.0066.4%19.0%54.5%33.1%0.0%0.0%5.5%15.3K-403.4K-1.5K0.0077.10N/AN/A502,768136
2020-08-14$4.88$5.0049.8%14.3%54.6%23.2%49.8%0.0%18.1%18.3K-319.1K-1.4K0.0087.52N/AN/A2002,765136
2020-08-17$5.11$5.0077.5%22.2%55.9%39.7%66.7%0.0%14.7%26.6K-482.1K-1.5K0.00100.30N/AN/A11902,774136
2020-08-18$5.01$5.0080.3%23.0%51.1%41.4%71.8%0.0%-23.5%26.4K-349.9K-1.2K0.0099.71N/AN/A1502,759136
2020-08-19$5.01$5.0073.1%21.0%50.6%37.1%64.6%0.0%0.8%26.9K-418.0K-1.6K0.0093.60N/AN/A5002,756136
2020-08-20$4.95$5.0059.1%16.9%50.7%28.7%60.7%0.0%0.0%22.0K-354.2K-1.3K0.00106.59N/AN/A3602,748136
2020-08-21$4.53$5.0080.2%23.0%49.4%41.4%82.6%0.0%-16.9%5.6K-185.1K-9350.0999.98N/AN/A7772,748136
2020-08-24$4.90$5.0054.6%15.7%56.7%26.1%54.7%0.0%16.1%7.6K-264.3K-1.2K0.0094.57N/AN/A27502,034122
2020-08-25$5.94$5.0091.5%26.2%85.6%48.1%91.5%0.0%-13.7%9.8K-685.0K-2.0K0.0059.38N/AN/A2,10092,334122
2020-08-26$5.71$5.0076.7%22.0%87.6%39.2%78.1%0.0%1.2%14.1K-1.0M-2.5K0.0366.41N/AN/A873223,505129
2020-08-27$5.59$5.0074.7%21.4%88.3%38.1%75.9%0.0%25.7%16.7K-764.3K-2.6K0.0454.74N/AN/A350143,251150
2020-08-28$5.58$5.0088.3%25.3%88.1%46.2%90.0%0.0%0.2%10.7K-806.6K-2.4K0.0068.09N/AN/A2903,106157
2020-08-31$5.61$5.0074.5%21.3%88.1%37.9%74.5%0.0%8.4%11.3K-853.5K-2.5K0.0654.43N/AN/A246153,115157