AXTI Options History — January 2021

In January 2021, AXTI traded between $9.78 and $12.39. ATM implied volatility averaged 90.7%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded above realized volatility by 20.7% (HV 20d: 70.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.23.

Notable Days

2021-01-14: Highest Volume — 2,340 contracts
2021-01-12: Largest IV spike — 51.8% change
2021-01-05: Highest IV Rank — 57.0%
2021-01-25: Largest Expected Move — 28.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.25	$9.78	$12.39	$9.78	$10.46
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	90.7%	68.8%	106.5%	98.5%	79.6%
Expected Move	25.1%	20.4%	28.8%	24.9%	22.8%
HV 20d	70.0%	62.5%	80.9%	79.6%	66.3%
HV 60d	81.0%	79.2%	82.5%	80.8%	82.5%
IV Rank	47.6%	34.5%	57.0%	52.3%	41.0%
IV Percentile	76.2%	36.9%	90.5%	87.7%	54.0%
Term Structure	2.6%	-13.0%	40.0%	-3.8%	40.0%
VWIV	91.4%	67.2%	133.7%	87.4%	105.4%
Skew 25d	-23.0%	-59.4%	2.3%	-22.3%	-40.2%
Skew 10d	-6.0%	-65.3%	68.3%	5.4%	-65.3%
Call IV 25d	98.7%	81.8%	139.5%	99.8%	111.7%
Put IV 25d	75.7%	60.4%	93.3%	77.5%	71.5%
Bid-Ask Spread %	80.15	57.91	97.32	87.17	71.39
Gamma HHI	0.36	0.28	0.85	0.30	0.28
Net GEX	60.0K	37.7K	235.1K	41.1K	40.5K
Net DEX	-3.9M	-5.0M	-2.9M	-2.9M	-3.0M
Net VEX	-7.2K	-8.6K	-6.4K	-6.4K	-6.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.00	2.71	0.01	0.02
Total Volume	301.105	27	2,340	192	46
Total OI	6,531.053	6,096	8,121	6,096	6,661

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-01-04	$9.78	$5.00	98.5%	24.9%	79.6%	52.3%	87.4%	-22.3%	-3.8%	41.1K	-2.9M	-6.4K	0.01	87.17	N/A	N/A	191	1	5,671	425
2021-01-05	$10.18	$5.00	106.5%	26.3%	79.3%	57.0%	100.0%	-14.4%	-6.0%	43.9K	-3.2M	-6.6K	0.00	86.73	N/A	N/A	271	1	5,686	426
2021-01-06	$10.68	$5.00	89.3%	24.0%	80.9%	46.8%	93.6%	0.4%	-0.5%	52.6K	-3.6M	-6.8K	0.13	84.58	N/A	N/A	181	24	5,863	427
2021-01-07	$11.28	$5.00	90.9%	25.3%	77.9%	47.7%	85.6%	2.3%	-8.6%	54.3K	-4.1M	-6.4K	0.17	90.24	N/A	N/A	195	33	5,825	430
2021-01-08	$11.13	$5.00	80.5%	21.2%	65.0%	41.6%	83.9%	-15.5%	-12.4%	55.3K	-4.0M	-7.1K	0.01	89.69	N/A	N/A	172	1	5,884	451
2021-01-11	$11.22	$5.00	68.8%	20.4%	64.4%	34.5%	95.6%	-17.8%	0.8%	54.3K	-4.0M	-6.7K	0.00	92.98	N/A	N/A	62	0	5,813	452
2021-01-12	$11.59	$5.00	104.4%	24.1%	63.5%	55.8%	85.0%	-2.9%	-7.0%	61.9K	-4.2M	-6.7K	0.24	74.04	N/A	N/A	429	103	5,824	452
2021-01-13	$11.47	$5.00	92.5%	26.5%	62.5%	48.7%	91.5%	-36.9%	-13.0%	37.7K	-4.2M	-6.6K	0.00	97.32	N/A	N/A	83	0	6,066	553
2021-01-14	$12.39	$5.00	94.0%	27.0%	63.7%	49.6%	91.1%	-17.8%	23.4%	235.1K	-5.0M	-7.0K	0.01	87.20	N/A	N/A	2,320	20	6,061	553
2021-01-15	$11.59	$5.00	94.1%	27.0%	69.0%	49.7%	100.2%	-24.4%	5.0%	56.2K	-4.7M	-8.6K	0.03	70.46	N/A	N/A	280	9	7,537	584
2021-01-19	$12.11	$5.00	91.5%	26.2%	70.1%	48.1%	86.2%	0.9%	14.1%	55.9K	-4.4M	-8.1K	0.02	57.91	N/A	N/A	288	6	6,173	385
2021-01-20	$11.61	$5.00	88.3%	25.3%	71.7%	46.2%	83.8%	-30.6%	3.2%	53.9K	-3.9M	-7.6K	0.03	68.04	N/A	N/A	154	4	6,062	388
2021-01-21	$11.91	$5.00	94.2%	27.0%	72.0%	49.7%	85.4%	-38.8%	-5.0%	50.7K	-4.0M	-7.8K	0.09	79.72	N/A	N/A	242	21	6,020	391
2021-01-22	$11.87	$5.00	92.9%	26.6%	72.1%	48.9%	77.0%	-25.7%	1.1%	55.7K	-4.2M	-7.7K	0.69	67.82	N/A	N/A	16	11	6,240	407
2021-01-25	$11.80	$5.00	100.5%	28.8%	71.2%	53.5%	91.9%	-35.5%	-9.2%	53.6K	-4.1M	-7.6K	0.13	76.11	N/A	N/A	127	16	6,177	418
2021-01-26	$11.24	$5.00	90.7%	26.0%	64.8%	47.6%	67.2%	-45.1%	-11.2%	49.3K	-3.6M	-7.4K	2.71	71.01	N/A	N/A	24	65	6,135	417
2021-01-27	$10.57	$5.00	82.8%	23.7%	69.1%	42.9%	133.7%	-59.4%	11.6%	43.0K	-3.1M	-7.1K	0.03	87.59	N/A	N/A	127	4	6,140	452
2021-01-28	$10.95	$5.00	83.2%	23.9%	66.3%	43.2%	92.6%	-13.9%	27.6%	44.9K	-3.3M	-7.3K	0.10	82.80	N/A	N/A	177	17	6,185	456
2021-01-29	$10.46	$5.00	79.6%	22.8%	66.3%	41.0%	105.4%	-40.2%	40.0%	40.5K	-3.0M	-6.9K	0.02	71.39	N/A	N/A	45	1	6,200	461