AXTI Options History — October 2020

In October 2020, AXTI traded between $5.72 and $6.73. ATM implied volatility averaged 89.3%, placing in the 46.8% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded below realized volatility by 0.2% (HV 20d: 89.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.10.

Notable Days

  • 2020-10-14: Highest Volume — 1,971 contracts
  • 2020-10-09: Largest IV spike — 74.1% change
  • 2020-10-09: Highest IV Rank — 75.1%
  • 2020-10-01: Largest Expected Move — 27.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.17$5.72$6.73$6.37$5.96
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV89.3%70.4%136.8%97.1%83.7%
Expected Move24.2%20.2%27.8%27.8%24.0%
HV 20d89.4%66.9%97.1%97.1%67.8%
HV 60d85.2%82.6%86.8%82.7%85.9%
IV Rank46.8%35.5%75.1%51.4%43.5%
IV Percentile74.0%49.2%95.2%83.3%70.6%
Term Structure-1.5%-28.3%31.1%-15.8%-6.5%
VWIV85.8%58.2%107.2%99.1%81.3%
Skew 25d-0.2%-36.0%32.1%16.8%-2.3%
Skew 10d15.7%-13.8%55.6%29.9%36.5%
Call IV 25d77.1%54.5%89.3%76.7%77.6%
Put IV 25d76.9%53.3%93.5%93.5%75.4%
Bid-Ask Spread %51.0530.0787.9846.2837.51
Gamma HHI0.720.430.870.760.66
Net GEX23.1K9.1K36.5K18.6K23.0K
Net DEX-1.2M-1.6M-815.4K-1.3M-970.4K
Net VEX-4.3K-5.1K-2.9K-4.2K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.660.330.03
Total Volume344.864811,971301111
Total OI6,231.3645,3237,9086,3645,615

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$6.37$5.0097.1%27.8%97.1%51.4%99.1%0.0%-15.8%18.6K-1.3M-4.2K0.3346.28N/AN/A226755,560804
2020-10-02$6.16$5.0091.7%26.3%89.1%48.2%107.2%16.8%-3.8%29.0K-1.4M-5.1K0.0163.27N/AN/A14015,597856
2020-10-05$6.56$5.0092.1%24.9%90.6%48.4%82.8%-9.6%-6.2%36.5K-1.6M-5.0K0.0361.31N/AN/A606215,591856
2020-10-06$6.01$5.0090.5%20.8%96.8%47.5%82.4%13.9%12.8%26.0K-1.2M-4.4K0.6687.98N/AN/A2811865,708869
2020-10-07$6.07$5.0082.8%25.3%96.8%42.9%73.4%32.1%-4.7%28.5K-1.3M-4.8K0.0077.06N/AN/A8105,801936
2020-10-08$6.20$5.0078.6%21.8%96.9%40.4%88.5%-3.0%0.9%19.1K-1.2M-4.2K0.0059.76N/AN/A26605,765936
2020-10-09$6.32$5.00136.8%25.4%95.0%75.1%71.9%-19.5%6.4%19.2K-1.3M-4.4K0.0969.16N/AN/A587535,729936
2020-10-12$6.30$5.0088.0%27.5%95.2%46.0%95.5%1.1%-16.4%19.6K-1.3M-4.4K0.0159.09N/AN/A10515,936923
2020-10-13$6.15$5.00122.6%22.0%94.0%66.6%89.1%-4.1%7.5%18.8K-1.2M-4.2K0.5556.99N/AN/A91505,945923
2020-10-14$6.73$5.0088.3%25.3%93.2%46.2%88.7%2.0%-11.1%23.2K-1.6M-4.6K0.0745.75N/AN/A1,8421295,934963
2020-10-15$6.40$5.0080.8%23.2%94.2%41.7%85.7%4.8%31.1%25.0K-1.4M-4.5K0.0930.07N/AN/A524456,817889
2020-10-16$6.42$5.0089.7%25.7%92.3%47.0%90.2%7.1%-13.8%24.9K-1.6M-4.7K0.0357.22N/AN/A337116,969939
2020-10-19$6.61$5.0091.3%26.2%91.2%48.0%76.7%5.9%-5.0%28.8K-1.6M-4.9K0.0146.40N/AN/A53764,827576
2020-10-20$6.27$5.0086.5%24.8%93.5%45.1%58.2%-36.0%-5.1%26.1K-1.2M-4.5K0.0235.20N/AN/A19144,841578
2020-10-21$6.08$5.0074.2%21.3%94.3%37.8%97.6%-1.7%24.4%24.1K-1.1M-4.4K0.0043.68N/AN/A21714,898582
2020-10-22$5.80$5.0083.0%23.8%95.6%43.0%92.9%2.0%1.3%20.5K-894.9K-3.9K0.0142.21N/AN/A22624,741582
2020-10-23$5.83$5.0079.4%22.8%95.6%40.9%85.7%10.1%-7.2%20.9K-891.9K-3.9K0.0035.89N/AN/A14604,906583
2020-10-26$5.79$5.0079.2%22.7%95.7%40.8%76.7%-3.1%3.4%20.3K-922.9K-4.0K0.0842.05N/AN/A122104,914583
2020-10-27$5.87$5.0092.9%26.6%66.9%48.9%93.8%-9.4%-28.3%21.3K-975.0K-4.0K0.0140.90N/AN/A8814,922575
2020-10-28$5.72$5.0084.4%24.2%67.2%43.9%100.3%-3.3%-11.2%9.1K-815.4K-2.9K0.0134.24N/AN/A13114,967576
2020-10-29$6.04$5.0070.4%20.2%68.6%35.5%68.8%-7.2%14.0%24.7K-1.1M-4.0K0.1251.03N/AN/A121145,062580
2020-10-30$5.96$5.0083.7%24.0%67.8%43.5%81.3%-2.3%-6.5%23.0K-970.4K-3.9K0.0337.51N/AN/A10835,043572