AXTI Options History — November 2020

In November 2020, AXTI traded between $5.63 and $10.24. ATM implied volatility averaged 75.5%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded below realized volatility by 5.3% (HV 20d: 80.8%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.46.

Notable Days

  • 2020-11-17: Highest Volume — 5,037 contracts
  • 2020-11-17: Largest IV spike — 27.3% change
  • 2020-11-17: Highest IV Rank — 48.5%
  • 2020-11-06: Largest Expected Move — 26.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.08$5.63$10.24$5.76$9.78
Max Pain$6.75$5.00$7.50$5.00$7.50
ATM IV75.5%58.1%92.2%68.8%82.5%
Expected Move21.1%16.3%26.5%19.7%23.6%
HV 20d80.8%56.7%99.7%64.2%98.0%
HV 60d89.4%85.9%97.4%86.1%86.2%
IV Rank38.5%28.2%48.5%34.6%42.7%
IV Percentile57.7%30.6%81.7%46.4%69.0%
Term Structure5.2%-20.1%79.6%-6.9%-2.3%
VWIV78.6%52.8%97.6%55.8%85.2%
Skew 25d0.1%-38.1%34.9%3.5%-5.2%
Skew 10d10.8%-44.1%52.8%20.2%13.9%
Call IV 25d75.8%53.2%100.0%68.8%86.8%
Put IV 25d75.9%57.1%89.8%72.4%81.6%
Bid-Ask Spread %58.1618.94110.9642.9718.94
Gamma HHI0.570.290.840.620.31
Net GEX35.8K18.4K80.5K19.0K28.9K
Net DEX-2.3M-4.7M-787.7K-797.2K-2.5M
Net VEX-4.6K-6.1K-3.3K-3.4K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.004.460.000.07
Total Volume792.65135,037249211
Total OI5,991.355,1377,9465,6505,648

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$5.76$5.0068.8%19.7%64.2%34.6%55.8%3.5%-6.9%19.0K-797.2K-3.4K0.0042.97N/AN/A24905,076574
2020-11-03$5.80$5.0069.8%20.0%56.7%35.2%85.4%-3.9%17.7%20.0K-834.8K-3.5K0.0837.80N/AN/A1215,076574
2020-11-04$5.63$5.0080.8%23.2%57.3%41.7%82.2%0.7%3.9%18.4K-787.7K-3.3K0.0840.24N/AN/A7565,022575
2020-11-05$6.10$7.5070.1%18.0%64.1%35.3%77.7%-0.9%29.3%26.6K-1.1M-3.8K0.0055.48N/AN/A19205,081578
2020-11-06$6.56$7.5071.0%26.5%69.0%35.8%92.5%-4.1%-20.1%33.2K-1.3M-3.9K0.5986.88N/AN/A81485,124578
2020-11-09$6.79$7.5087.3%16.7%69.9%45.6%60.3%0.9%10.3%42.0K-1.5M-4.2K0.19105.72N/AN/A337645,104617
2020-11-10$6.54$7.5077.3%16.3%70.8%39.6%65.9%-0.7%9.9%36.0K-1.3M-3.8K0.06102.26N/AN/A10364,948582
2020-11-11$7.03$5.0058.1%16.6%68.1%28.2%63.0%2.5%4.8%53.8K-1.5M-3.9K0.00110.96N/AN/A28704,933579
2020-11-12$7.71$5.0059.6%17.1%72.2%29.1%52.8%3.3%20.1%64.6K-2.4M-4.3K0.0383.73N/AN/A1,134365,014579
2020-11-13$7.70$5.0064.4%18.5%72.3%31.9%94.8%8.7%1.8%55.6K-2.2M-4.2K4.4661.36N/AN/A3641,6254,707592
2020-11-16$7.79$7.5072.4%20.8%71.9%36.7%93.2%34.9%-2.4%61.5K-2.4M-4.2K2.0370.22N/AN/A7041,4274,7141,052
2020-11-17$9.63$7.5092.2%26.4%98.6%48.5%97.6%3.9%-18.2%23.4K-4.0M-4.4K0.2040.66N/AN/A4,2118265,0721,634
2020-11-18$9.34$7.5081.7%23.4%98.6%42.3%78.4%3.4%-7.5%20.1K-3.5M-5.2K0.3056.91N/AN/A6652005,8432,096
2020-11-19$9.91$7.5080.4%23.1%96.0%41.5%80.6%2.7%79.6%80.5K-4.2M-5.3K0.1752.57N/AN/A482845,8092,137
2020-11-20$10.24$7.5082.0%23.5%95.6%42.4%86.2%-38.1%-5.5%23.2K-4.7M-5.4K0.1027.98N/AN/A1,0331005,6492,155
2020-11-23$10.03$7.5085.0%24.4%96.4%44.2%85.4%0.3%-3.0%23.8K-2.5M-5.6K0.0940.38N/AN/A771693,7021,435
2020-11-24$9.59$7.5065.6%18.8%99.7%32.7%73.4%7.5%6.9%28.2K-2.4M-6.0K0.1350.93N/AN/A223304,1531,462
2020-11-25$9.64$7.5078.0%22.4%98.2%40.1%79.3%-13.9%-3.3%27.5K-2.4M-6.1K0.3345.11N/AN/A66224,2051,469
2020-11-27$9.96$7.5082.3%23.6%97.7%42.6%83.0%-3.3%-11.1%29.6K-2.6M-6.1K0.3832.17N/AN/A79304,2121,467
2020-11-30$9.78$7.5082.5%23.6%98.0%42.7%85.2%-5.2%-2.3%28.9K-2.5M-5.8K0.0718.94N/AN/A198134,1961,452