AXTI Options History — April 2021

In April 2021, AXTI traded between $9.88 and $12.40. ATM implied volatility averaged 74.1%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 4.3% (HV 20d: 69.8%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.24.

Notable Days

  • 2021-04-13: Highest Volume — 410 contracts
  • 2021-04-12: Largest IV spike — 39.6% change
  • 2021-04-27: Highest IV Rank — 38.9%
  • 2021-04-27: Largest Expected Move — 24.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.29$9.88$12.40$12.26$9.88
Max Pain$7.74$7.50$12.50$12.50$7.50
ATM IV74.1%59.7%84.3%61.8%69.6%
Expected Move21.7%17.7%24.2%17.7%19.9%
HV 20d69.8%60.8%83.9%83.9%66.7%
HV 60d91.4%89.7%93.9%92.0%92.4%
IV Rank29.3%15.4%38.9%15.4%25.3%
IV Percentile40.2%16.7%63.9%18.7%28.2%
Term Structure-2.3%-13.7%16.7%14.4%-4.3%
VWIV75.5%53.5%84.3%53.5%70.5%
Skew 25d-4.7%-24.8%6.0%-18.2%-18.0%
Skew 10d-13.6%-47.2%16.4%-29.3%-29.3%
Call IV 25d78.8%69.9%86.6%71.7%75.7%
Put IV 25d74.2%53.5%84.7%53.5%57.6%
Bid-Ask Spread %63.6526.6987.4187.4126.69
Gamma HHI0.210.180.240.220.22
Net GEX32.4K21.8K41.0K37.6K21.8K
Net DEX-2.0M-2.6M-1.2M-2.5M-1.2M
Net VEX-6.9K-8.6K-5.3K-8.6K-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.002.140.010.02
Total Volume1721741016593
Total OI5,420.8574,9625,6855,2445,685

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$12.26$12.5061.8%17.7%83.9%15.4%53.5%-18.2%14.4%37.6K-2.5M-8.6K0.0187.41N/AN/A16414,616628
2021-04-05$12.26$7.5073.0%22.1%83.0%28.5%60.8%6.0%-4.8%39.3K-2.6M-8.4K0.0072.01N/AN/A2904,728629
2021-04-06$12.20$7.5067.0%21.5%80.9%22.9%76.6%-3.7%2.7%39.0K-2.5M-8.1K2.1432.58N/AN/A43924,733660
2021-04-07$11.71$7.5070.1%21.4%78.3%25.8%75.2%-0.3%2.5%34.1K-2.1M-7.6K0.0050.69N/AN/A1704,725752
2021-04-08$12.30$7.5062.1%21.3%79.8%18.4%73.3%4.2%-2.8%39.6K-2.5M-8.0K0.0261.44N/AN/A4714,731750
2021-04-09$12.40$7.5059.7%20.4%70.1%16.2%71.0%4.5%5.7%41.0K-2.6M-8.0K0.1883.07N/AN/A105194,748751
2021-04-12$11.22$7.5083.3%21.5%70.7%37.9%81.2%-6.3%16.7%31.6K-1.9M-7.1K0.0979.68N/AN/A137124,777766
2021-04-13$11.26$7.5070.0%21.6%70.2%25.7%73.3%-5.4%-0.5%32.0K-1.9M-6.8K0.4777.30N/AN/A2791314,830776
2021-04-14$11.29$7.5073.2%21.0%70.0%28.7%75.6%-2.5%6.1%30.5K-1.8M-6.7K0.4742.68N/AN/A53254,817765
2021-04-15$11.20$7.5075.4%21.6%69.9%30.7%72.7%-3.0%6.3%29.6K-1.8M-6.6K0.1775.81N/AN/A58104,827780
2021-04-16$10.97$7.5076.3%21.9%67.2%31.5%79.0%-8.4%-7.6%29.3K-1.7M-6.3K0.2877.71N/AN/A263734,845775
2021-04-19$10.76$7.5077.9%22.3%66.6%33.0%78.6%-9.9%-7.3%28.3K-1.7M-5.9K0.0873.04N/AN/A330254,524438
2021-04-20$10.14$7.5079.0%22.7%68.3%34.0%81.8%-24.8%-8.2%24.6K-1.4M-5.5K0.4766.30N/AN/A161754,566467
2021-04-21$10.55$7.5081.1%23.2%63.1%35.9%80.6%2.3%-10.8%26.7K-1.6M-6.0K0.0968.21N/AN/A261234,647531
2021-04-22$10.66$7.5083.3%23.9%60.8%37.9%81.2%-9.5%-10.4%28.8K-1.7M-6.3K0.0146.54N/AN/A15024,786550
2021-04-23$11.08$7.5079.1%22.7%62.6%34.1%80.5%-4.4%-7.8%32.2K-1.9M-6.7K0.0071.49N/AN/A6104,777552
2021-04-26$11.47$7.5079.9%22.9%63.8%34.8%79.0%2.1%-12.4%35.4K-2.1M-6.6K0.0257.10N/AN/A32074,787557
2021-04-27$11.44$7.5084.3%24.2%61.8%38.9%84.3%-0.0%-13.7%36.1K-2.2M-7.0K0.3773.30N/AN/A137514,931563
2021-04-28$11.56$7.5082.4%23.6%61.0%37.1%82.2%-0.9%-12.2%36.4K-2.1M-6.9K0.0140.77N/AN/A20724,857614
2021-04-29$10.53$7.5067.1%19.2%66.6%23.0%74.9%-2.0%1.0%27.1K-1.5M-5.8K0.1372.76N/AN/A131174,979618
2021-04-30$9.88$7.5069.6%19.9%66.7%25.3%70.5%-18.0%-4.3%21.8K-1.2M-5.3K0.0226.69N/AN/A9125,055630