AXTI Options History — December 2020

In December 2020, AXTI traded between $9.21 and $10.78. ATM implied volatility averaged 85.7%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded below realized volatility by 0.5% (HV 20d: 86.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.10.

Notable Days

  • 2020-12-23: Highest Volume — 878 contracts
  • 2020-12-24: Largest IV spike — 31.0% change
  • 2020-12-08: Highest IV Rank — 53.2%
  • 2020-12-24: Largest Expected Move — 28.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.86$9.21$10.78$9.55$9.61
Max Pain$6.14$5.00$7.50$7.50$7.50
ATM IV85.7%75.1%100.1%84.6%93.2%
Expected Move24.2%21.5%28.2%24.3%26.7%
HV 20d86.2%67.4%105.6%97.2%79.7%
HV 60d86.2%80.1%90.4%86.3%80.8%
IV Rank44.6%38.3%53.2%44.0%49.1%
IV Percentile72.7%51.6%87.7%72.2%84.9%
Term Structure-3.3%-12.3%14.4%-5.9%-11.9%
VWIV86.2%69.5%108.4%84.7%93.7%
Skew 25d-0.3%-26.9%24.9%-7.4%23.3%
Skew 10d8.5%-32.6%50.5%-5.6%39.9%
Call IV 25d88.4%77.6%104.8%85.4%80.9%
Put IV 25d88.1%65.4%105.6%77.9%104.2%
Bid-Ask Spread %68.2725.6890.3825.6889.59
Gamma HHI0.320.280.600.300.29
Net GEX42.0K28.7K110.9K28.7K40.9K
Net DEX-2.9M-3.6M-2.3M-2.4M-2.7M
Net VEX-6.6K-7.4K-5.8K-5.9K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.950.050.00
Total Volume273.5911987825519
Total OI6,296.8185,4257,2905,7466,097

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$9.55$7.5084.6%24.3%97.2%44.0%84.7%-7.4%-5.9%28.7K-2.4M-5.9K0.0525.68N/AN/A242134,2871,459
2020-12-02$9.73$7.5082.4%23.6%97.0%42.6%80.6%1.2%-3.3%30.2K-2.4M-5.8K0.1626.65N/AN/A170284,3361,472
2020-12-03$9.55$7.5084.1%22.3%96.2%43.7%69.5%-1.5%-2.6%29.4K-2.3M-5.8K0.1259.91N/AN/A122154,3361,479
2020-12-04$9.99$7.5078.5%22.3%94.4%40.3%81.7%-3.3%-0.5%32.1K-2.7M-5.9K0.0052.64N/AN/A33314,3891,493
2020-12-07$9.93$7.5081.4%22.1%93.2%42.1%75.7%-2.0%-2.7%34.8K-2.7M-6.1K0.0058.42N/AN/A34504,6471,493
2020-12-08$10.78$5.00100.1%24.6%95.7%53.2%92.2%0.6%1.8%39.1K-3.5M-6.6K0.0779.89N/AN/A624454,9011,493
2020-12-09$9.61$5.0088.1%25.3%105.6%46.1%89.7%-26.9%-12.3%35.8K-2.7M-6.4K0.0170.56N/AN/A37225,1071,481
2020-12-10$9.47$5.0086.2%24.7%104.3%44.9%87.8%-6.2%-5.3%36.7K-2.7M-6.7K0.0182.72N/AN/A27425,3431,501
2020-12-11$9.21$5.0078.9%22.6%101.2%40.6%89.5%-9.6%1.2%33.9K-2.4M-6.2K0.1687.95N/AN/A154255,3261,501
2020-12-14$9.65$5.0085.8%24.6%102.0%44.7%97.1%-8.1%-1.4%37.9K-2.7M-6.9K0.0182.75N/AN/A19725,4081,520
2020-12-15$10.33$5.0079.7%22.9%103.9%41.1%77.8%5.0%2.8%46.3K-3.3M-6.7K0.0890.38N/AN/A219185,5051,518
2020-12-16$10.24$5.0091.8%26.3%73.2%48.3%88.0%18.5%0.8%47.6K-3.3M-6.9K0.0589.63N/AN/A11265,5861,511
2020-12-17$10.19$5.0085.7%24.6%72.2%44.6%87.5%-7.4%-5.6%49.4K-3.3M-6.8K0.1368.55N/AN/A213275,6661,508
2020-12-18$9.98$5.0085.1%24.4%69.6%44.3%86.2%-5.9%-6.1%110.9K-3.2M-6.9K0.1468.65N/AN/A276405,7691,521
2020-12-21$10.03$5.0083.8%24.0%68.6%43.5%87.7%-3.9%-9.1%39.7K-3.0M-6.8K0.0042.09N/AN/A36915,142283
2020-12-22$10.10$5.0083.9%24.1%68.3%43.6%89.7%-2.3%-0.2%40.7K-3.2M-7.0K0.0064.68N/AN/A28205,320282
2020-12-23$10.51$5.0075.1%21.5%67.4%38.3%78.7%-12.8%14.4%44.8K-3.6M-7.4K0.9563.09N/AN/A4514275,469282
2020-12-24$9.59$7.5098.3%28.2%75.6%52.2%108.4%0.8%-10.7%40.8K-2.9M-7.1K0.0171.12N/AN/A7915,569402
2020-12-28$9.78$7.5082.5%23.6%75.0%42.7%83.8%-0.4%-2.4%43.2K-2.9M-6.9K0.0969.47N/AN/A226205,613402
2020-12-29$9.26$7.5092.3%26.5%77.2%48.6%81.9%24.9%-10.4%38.2K-2.5M-6.5K0.0478.06N/AN/A18075,606422
2020-12-30$9.81$7.5083.8%24.0%79.6%43.5%85.5%17.2%-3.5%42.6K-2.9M-6.8K0.0179.48N/AN/A7915,659426
2020-12-31$9.61$7.5093.2%26.7%79.7%49.1%93.7%23.3%-11.9%40.9K-2.7M-6.7K0.0089.59N/AN/A1905,672425