AXTI Options History — February 2021

In February 2021, AXTI traded between $10.95 and $15.59. ATM implied volatility averaged 94.6%, placing in the 50.0% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 11.3% (HV 20d: 83.4%). Max pain ranged from $5.00 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.14.

Notable Days

  • 2021-02-18: Highest Volume — 2,622 contracts
  • 2021-02-05: Largest IV drop — 37.7% change
  • 2021-02-18: Highest IV Rank — 67.9%
  • 2021-02-18: Largest Expected Move — 35.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.52$10.95$15.59$10.99$13.16
Max Pain$10.66$5.00$12.50$5.00$12.50
ATM IV94.6%69.2%124.6%87.4%88.3%
Expected Move27.2%19.8%35.7%25.1%25.3%
HV 20d83.4%64.7%115.8%67.6%115.7%
HV 60d80.8%67.8%87.9%82.9%87.9%
IV Rank50.0%34.8%67.9%45.7%46.2%
IV Percentile77.2%33.7%94.8%73.0%70.2%
Term Structure-6.3%-20.6%18.0%16.8%-13.9%
VWIV97.1%81.1%110.9%95.9%81.3%
Skew 25d-19.9%-47.1%2.1%-37.3%2.1%
Skew 10d-10.4%-63.2%46.8%-63.2%-9.5%
Call IV 25d107.9%88.4%130.3%130.3%88.4%
Put IV 25d87.9%65.8%98.6%93.0%90.5%
Bid-Ask Spread %82.8233.88110.3392.1074.88
Gamma HHI0.310.210.390.290.22
Net GEX46.7K23.2K69.6K46.4K27.8K
Net DEX-4.3M-15.8M-2.5M-3.4M-2.6M
Net VEX-6.7K-8.0K-5.9K-7.1K-7.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.000.700.020.07
Total Volume498.316492,622111374
Total OI6,394.8953,77111,5606,6824,380

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$10.99$5.0087.4%25.1%67.6%45.7%95.9%-37.3%16.8%46.4K-3.4M-7.1K0.0292.10N/AN/A10926,221461
2021-02-02$11.25$5.0069.2%19.8%67.7%34.8%109.6%-47.1%8.6%45.7K-3.5M-6.6K0.00110.33N/AN/A4906,251463
2021-02-03$10.95$5.0091.1%26.1%67.6%47.9%102.7%-25.9%18.0%47.3K-3.4M-6.8K0.0390.92N/AN/A15446,284463
2021-02-04$11.43$10.00121.8%31.3%67.2%66.2%101.4%-45.7%-20.6%50.1K-3.7M-6.7K0.00108.95N/AN/A6906,255466
2021-02-05$11.23$10.0075.9%24.2%64.7%38.8%110.9%-39.3%-9.2%51.6K-3.5M-6.6K0.0396.62N/AN/A15456,264466
2021-02-08$12.43$10.0086.9%25.9%73.8%45.3%81.1%-20.5%1.6%68.0K-4.4M-6.4K0.4092.00N/AN/A2601046,302469
2021-02-09$11.84$10.00100.7%29.6%76.3%53.6%103.3%-20.4%-20.6%57.6K-3.9M-6.4K0.11103.34N/AN/A107126,288569
2021-02-10$11.73$12.5099.8%28.6%75.5%53.0%100.4%-10.0%-12.6%56.3K-3.9M-6.5K0.0677.00N/AN/A287186,341581
2021-02-11$12.16$12.5093.0%26.7%76.4%49.0%89.5%-10.5%-6.2%63.5K-4.1M-6.3K0.0077.30N/AN/A45906,341594
2021-02-12$12.38$12.5094.7%27.2%71.5%50.0%95.5%-10.5%-8.5%60.5K-4.4M-6.7K0.0174.15N/AN/A49356,224594
2021-02-16$12.62$12.5097.8%28.1%67.3%51.9%96.8%-8.5%-6.8%69.6K-4.6M-6.1K0.0377.26N/AN/A14546,372592
2021-02-17$12.58$12.5092.7%26.6%65.7%48.8%91.2%-4.5%-0.9%69.3K-4.6M-6.1K0.0582.38N/AN/A288156,447595
2021-02-18$12.18$12.50124.6%35.7%64.9%67.9%109.2%-42.4%-18.3%23.2K-3.7M-5.9K0.0497.69N/AN/A2,531916,581602
2021-02-19$15.59$10.0094.3%27.0%108.3%49.8%96.1%-18.2%-8.9%25.6K-15.8M-6.2K0.1833.88N/AN/A1,62429310,887673
2021-02-22$14.61$12.5093.9%26.9%111.8%49.5%95.5%-8.4%-2.9%30.9K-3.5M-6.7K0.1771.30N/AN/A7141223,403368
2021-02-23$13.84$12.5098.9%28.3%114.0%52.5%94.8%-15.6%-6.6%30.8K-3.0M-7.2K0.7068.08N/AN/A2972093,595444
2021-02-24$14.08$12.5097.3%27.9%112.0%51.5%97.0%-3.4%-14.0%33.0K-3.2M-8.0K0.1476.23N/AN/A77113,804519
2021-02-25$12.77$12.5089.6%25.7%115.8%47.0%92.8%-12.5%-14.3%30.4K-2.5M-7.5K0.5769.11N/AN/A2431393,815529
2021-02-26$13.16$12.5088.3%25.3%115.7%46.2%81.3%2.1%-13.9%27.8K-2.6M-7.7K0.0774.88N/AN/A351233,722658