AXTI Options History — July 2021

In July 2021, AXTI traded between $9.14 and $10.72. ATM implied volatility averaged 67.4%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 10.7% (HV 20d: 56.6%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.64.

Notable Days

  • 2021-07-01: Highest Volume — 583 contracts
  • 2021-07-28: Largest IV drop — 18.5% change
  • 2021-07-27: Highest IV Rank — 42.5%
  • 2021-07-27: Largest Expected Move — 23.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.02$9.14$10.72$10.72$10.18
Max Pain$7.38$5.00$10.00$10.00$7.50
ATM IV67.4%54.1%82.4%54.1%67.6%
Expected Move20.0%15.5%23.6%15.5%19.4%
HV 20d56.6%37.9%80.8%80.8%56.9%
HV 60d62.9%60.6%66.2%66.2%62.5%
IV Rank26.6%12.6%42.5%12.6%26.9%
IV Percentile28.5%6.3%60.3%6.3%26.2%
Term Structure-3.4%-19.6%15.9%15.9%-4.4%
VWIV71.1%54.4%84.7%54.4%67.7%
Skew 25d-11.0%-28.1%13.0%-7.9%4.7%
Skew 10d-13.7%-47.0%41.5%4.7%11.4%
Call IV 25d74.5%62.3%90.7%62.3%66.6%
Put IV 25d63.5%49.7%82.7%54.4%71.3%
Bid-Ask Spread %51.8523.7581.9381.9349.49
Gamma HHI0.380.260.660.260.33
Net GEX6.5K-34.2K29.3K29.3K26.7K
Net DEX-676.7K-1.1M138.4K-1.1M-1.0M
Net VEX-4.0K-5.1K-3.2K-5.0K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.006.996.992.50
Total Volume177.5241358358384
Total OI5,187.6194,3976,0724,8685,232

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$10.72$10.0054.1%15.5%80.8%12.6%54.4%-7.9%15.9%29.3K-1.1M-5.0K6.9981.93N/AN/A735104,552316
2021-07-02$10.72$10.0058.7%16.8%79.8%17.5%59.7%-6.9%8.5%7.3K-905.8K-5.1K0.4073.87N/AN/A72294,562974
2021-07-06$10.50$5.0061.8%20.6%80.1%20.8%66.5%-3.9%-2.6%-1.8K-741.4K-4.7K0.0457.22N/AN/A333144,5671,003
2021-07-07$10.22$5.0059.4%20.2%80.3%18.3%80.2%-1.4%-2.4%-7.1K-636.5K-4.6K0.0970.56N/AN/A9184,6521,004
2021-07-08$10.08$5.0062.8%20.6%79.4%21.8%72.8%-0.2%-4.7%-9.5K-534.8K-4.3K0.2073.07N/AN/A82164,613999
2021-07-09$10.41$7.5055.9%19.6%80.2%14.6%69.9%-1.6%-1.1%-6.4K-797.5K-4.4K0.1061.45N/AN/A8994,6801,012
2021-07-12$10.49$7.5065.0%19.7%80.3%24.1%57.6%-14.8%-1.0%-7.6K-835.3K-4.2K0.8031.71N/AN/A76614,7011,039
2021-07-13$10.22$7.5066.8%20.3%41.2%26.1%77.4%-21.0%-5.0%-19.3K-647.7K-4.2K1.0632.39N/AN/A961024,7571,066
2021-07-14$9.89$7.5068.3%19.6%38.8%27.7%77.6%-24.9%-1.0%-34.2K-368.3K-4.1K0.0423.75N/AN/A7734,8371,167
2021-07-15$9.62$7.5069.0%19.8%38.3%28.3%69.6%-4.9%-13.4%-11.2K26.7K-3.7K0.1853.88N/AN/A121224,8461,165
2021-07-16$9.39$7.5072.8%20.9%38.6%32.4%73.1%-28.1%-8.1%12.9K138.4K-3.4K0.2333.53N/AN/A132314,8931,179
2021-07-19$9.14$7.5072.8%20.9%39.0%32.4%66.4%-26.2%4.2%12.5K-504.7K-3.2K0.3754.20N/AN/A38143,964433
2021-07-20$9.60$7.5072.5%20.8%37.9%32.1%78.9%-25.1%-14.4%15.1K-649.4K-3.5K0.0026.82N/AN/A12503,992445
2021-07-21$10.18$7.5069.1%19.8%44.2%28.5%73.2%-17.7%-3.7%18.0K-832.4K-3.8K0.0131.00N/AN/A15213,995445
2021-07-22$9.82$7.5069.4%19.9%45.6%28.8%78.0%-4.1%-19.6%17.1K-734.4K-3.6K0.0060.02N/AN/A1304,092446
2021-07-23$9.80$7.5068.4%19.6%42.6%27.7%68.3%-21.3%-3.0%16.9K-722.2K-3.5K0.3056.72N/AN/A64194,101446
2021-07-26$9.89$7.5075.8%21.7%42.9%35.6%77.6%-23.1%-6.7%17.6K-768.9K-3.6K0.0065.76N/AN/A7104,101446
2021-07-27$9.27$7.5082.4%23.6%47.3%42.5%84.7%-7.9%1.7%15.1K-587.2K-3.3K0.0241.28N/AN/A51194,117451
2021-07-28$10.06$7.5067.2%19.3%57.3%26.4%67.8%-7.6%0.3%19.6K-787.6K-3.5K0.0168.75N/AN/A39954,182451
2021-07-29$10.16$7.5074.6%21.4%57.5%34.3%70.8%13.0%-10.4%25.7K-1.1M-4.0K0.0041.35N/AN/A17604,560457
2021-07-30$10.18$7.5067.6%19.4%56.9%26.9%67.7%4.7%-4.4%26.7K-1.0M-4.5K2.5049.49N/AN/A24604,770462