AXTI Options History — May 2021

In May 2021, AXTI traded between $8.74 and $10.35. ATM implied volatility averaged 66.0%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 3.6% (HV 20d: 62.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.29.

Notable Days

  • 2021-05-21: Highest Volume — 488 contracts
  • 2021-05-10: Largest IV spike — 16.9% change
  • 2021-05-11: Highest IV Rank — 32.9%
  • 2021-05-13: Largest Expected Move — 21.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.61$8.74$10.35$9.87$10.20
Max Pain$9.63$7.50$10.00$7.50$10.00
ATM IV66.0%55.5%77.8%69.1%60.1%
Expected Move18.6%15.9%21.4%19.8%17.2%
HV 20d62.4%48.6%68.1%66.7%48.6%
HV 60d81.1%67.5%92.1%91.9%67.5%
IV Rank22.0%12.4%32.9%24.9%16.6%
IV Percentile23.6%10.3%44.0%27.8%15.1%
Term Structure2.0%-5.5%21.4%-3.6%-1.2%
VWIV64.3%41.2%78.3%70.4%60.0%
Skew 25d-4.6%-22.8%13.5%-15.8%13.5%
Skew 10d-4.6%-37.2%38.8%-25.1%17.7%
Call IV 25d63.8%41.7%76.8%74.4%42.6%
Put IV 25d59.2%44.3%75.2%58.6%56.0%
Bid-Ask Spread %50.6415.0782.1045.7139.25
Gamma HHI0.210.180.340.220.24
Net GEX16.7K12.7K25.3K20.0K17.6K
Net DEX-868.1K-1.1M-560.1K-1.1M-896.0K
Net VEX-4.3K-4.8K-3.5K-4.8K-4.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.002.320.140.19
Total Volume160.151948812719
Total OI5,505.93,8006,3365,6854,055

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$9.87$7.5069.1%19.8%66.7%24.9%70.4%-15.8%-3.6%20.0K-1.1M-4.8K0.1445.71N/AN/A111165,057628
2021-05-04$9.51$7.5066.2%19.0%67.3%22.2%78.3%-21.3%1.2%16.9K-918.9K-4.5K0.1944.96N/AN/A118235,065639
2021-05-05$9.61$7.5067.3%19.3%66.8%23.3%77.8%-20.3%-2.4%17.8K-980.8K-4.7K0.0250.07N/AN/A15735,137657
2021-05-06$9.42$10.0072.0%19.3%63.1%27.5%67.5%1.6%3.7%16.9K-899.3K-4.5K0.3162.04N/AN/A62195,166689
2021-05-07$9.67$10.0066.4%18.7%64.3%22.4%66.8%4.0%6.2%17.4K-1.0M-4.8K0.4753.84N/AN/A40195,170693
2021-05-10$9.07$10.0077.6%19.9%58.8%32.7%70.2%-1.8%3.0%14.4K-692.2K-3.9K0.1855.28N/AN/A92175,172702
2021-05-11$9.33$10.0077.8%20.1%60.2%32.9%70.1%0.3%4.3%14.4K-797.3K-4.1K0.0353.74N/AN/A30095,200718
2021-05-12$8.78$10.0074.0%21.2%62.7%29.4%74.9%-0.4%1.6%14.5K-623.5K-3.9K0.2964.98N/AN/A1755,417715
2021-05-13$8.74$10.0074.5%21.4%62.8%29.8%73.5%11.3%1.3%12.7K-560.1K-3.7K0.1216.32N/AN/A172205,431720
2021-05-14$8.93$10.0067.6%19.4%63.8%23.5%57.4%8.7%3.0%12.9K-608.4K-3.5K0.0482.10N/AN/A2415,333702
2021-05-17$9.46$10.0068.3%19.6%68.1%24.2%69.2%-21.7%5.1%13.5K-832.4K-4.0K0.0872.29N/AN/A291245,346702
2021-05-18$9.56$10.0065.7%18.8%65.3%21.8%66.7%-17.2%2.0%18.0K-955.8K-4.2K0.0368.64N/AN/A30885,508705
2021-05-19$9.64$10.0061.4%17.6%63.5%17.8%61.5%-11.3%21.4%15.8K-998.1K-4.4K0.1371.70N/AN/A210275,527721
2021-05-20$9.98$10.0064.6%18.5%64.9%20.7%41.2%-13.1%-2.3%19.4K-1.1M-4.4K2.3270.05N/AN/A34795,583727
2021-05-21$9.95$10.0055.5%15.9%62.9%12.4%48.4%-22.8%2.1%25.3K-1.0M-4.2K0.6524.97N/AN/A2951935,580756
2021-05-24$10.08$10.0059.5%17.1%61.6%16.0%60.1%-10.3%-5.5%14.6K-755.2K-4.2K0.0448.37N/AN/A326143,396404
2021-05-25$9.93$10.0058.8%16.9%61.6%15.4%58.8%4.1%-2.2%16.5K-796.2K-4.7K0.5015.57N/AN/A1893,617404
2021-05-26$10.09$10.0057.0%16.3%61.9%13.7%57.0%7.1%1.3%16.9K-848.6K-4.7K0.0057.76N/AN/A5203,619413
2021-05-27$10.35$10.0057.0%16.3%53.7%13.7%55.8%13.2%0.3%18.3K-934.9K-4.8K0.1515.07N/AN/A6293,631413
2021-05-28$10.20$10.0060.1%17.2%48.6%16.6%60.0%13.5%-1.2%17.6K-896.0K-4.8K0.1939.25N/AN/A1633,640415