AXTI Options History — August 2021

In August 2021, AXTI traded between $8.51 and $10.30. ATM implied volatility averaged 55.4%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 0.1% (HV 20d: 55.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.98.

Notable Days

  • 2021-08-11: Highest Volume — 228 contracts
  • 2021-08-12: Largest IV spike — 62.2% change
  • 2021-08-12: Highest IV Rank — 26.8%
  • 2021-08-12: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.41$8.51$10.30$10.16$9.29
Max Pain$9.89$7.50$10.00$7.50$10.00
ATM IV55.4%41.1%66.7%63.7%50.2%
Expected Move15.8%11.8%19.1%18.3%14.4%
HV 20d55.3%47.1%60.3%56.8%47.1%
HV 60d61.4%59.2%62.7%62.3%62.1%
IV Rank14.2%0.0%26.8%22.8%9.4%
IV Percentile8.7%0.0%24.6%18.7%2.4%
Term Structure8.0%-4.9%87.8%3.4%10.7%
VWIV60.2%50.7%85.7%64.7%50.7%
Skew 25d-7.1%-32.5%9.3%0.6%-1.0%
Skew 10d1.1%-33.0%53.6%5.4%2.9%
Call IV 25d59.2%45.8%75.1%70.7%50.6%
Put IV 25d52.1%37.8%80.8%71.2%49.6%
Bid-Ask Spread %75.8615.86103.3163.4487.98
Gamma HHI0.350.260.530.350.29
Net GEX18.4K8.7K32.8K27.7K12.4K
Net DEX-598.3K-1.1M-286.9K-1.1M-413.8K
Net VEX-3.8K-4.6K-2.8K-4.5K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.0016.600.010.00
Total Volume80.6821322814064
Total OI4,648.4552,3165,8165,3482,533

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$10.16$7.5063.7%18.3%56.8%22.8%64.7%0.6%3.4%27.7K-1.1M-4.5K0.0163.44N/AN/A13914,886462
2021-08-03$9.83$10.0064.1%18.4%57.5%23.2%66.8%4.6%0.3%24.0K-870.3K-4.3K0.2171.65N/AN/A71154,893504
2021-08-04$9.58$10.0064.7%18.5%57.5%23.8%64.5%5.7%-1.7%23.7K-778.3K-4.1K0.0060.34N/AN/A4504,998505
2021-08-05$9.59$10.0065.0%16.2%57.3%24.1%68.1%-20.9%8.2%24.1K-804.0K-4.4K0.7184.50N/AN/A55395,048520
2021-08-06$9.76$10.0058.1%17.3%56.4%16.8%66.3%-12.1%-0.8%25.8K-766.8K-3.9K0.0098.90N/AN/A4505,060520
2021-08-09$9.84$10.0057.5%17.1%56.4%11.0%59.8%5.3%-1.6%27.4K-808.8K-4.2K0.0099.88N/AN/A12405,103550
2021-08-10$10.30$10.0063.5%16.5%58.3%17.7%59.2%-9.3%1.3%31.3K-1.1M-4.5K0.4097.66N/AN/A151615,113550
2021-08-11$10.27$10.0041.1%11.8%57.0%0.0%62.9%-16.6%19.7%32.8K-1.1M-4.6K0.0691.02N/AN/A215135,174550
2021-08-12$9.78$10.0066.7%19.1%58.9%26.8%65.3%-19.3%-4.9%30.5K-866.7K-4.4K0.1494.10N/AN/A1425,252547
2021-08-13$9.60$10.0058.8%16.8%58.6%18.4%54.8%-2.5%4.1%28.6K-729.3K-4.2K0.0073.69N/AN/A3005,259547
2021-08-16$9.16$10.0061.2%17.5%60.3%21.0%61.2%-6.3%4.0%10.8K-425.1K-3.5K0.0585.16N/AN/A5635,264540
2021-08-17$8.70$10.0043.3%12.4%60.0%2.2%54.1%-32.5%9.3%9.5K-311.6K-3.1K1.8799.45N/AN/A31585,266539
2021-08-18$8.81$10.0063.9%18.3%55.6%23.8%63.0%-8.4%-2.2%9.7K-335.5K-3.1K0.41103.31N/AN/A27115,260538
2021-08-19$8.51$10.0042.5%12.2%55.5%1.4%85.7%-12.5%87.8%8.7K-303.3K-3.0K16.6074.53N/AN/A5835,268541
2021-08-20$8.54$10.0042.9%12.3%55.6%1.9%60.0%-5.8%12.0%9.0K-286.9K-2.8K0.0588.18N/AN/A9455,289527
2021-08-23$9.07$10.0052.3%15.0%60.3%11.6%52.3%-14.8%4.4%9.9K-323.6K-3.3K0.1715.86N/AN/A103171,953363
2021-08-24$9.24$10.0053.9%15.4%56.4%13.3%51.6%9.3%6.5%11.2K-393.1K-3.5K0.8418.42N/AN/A19162,009363
2021-08-25$9.21$10.0051.8%14.8%47.3%11.1%51.5%-9.0%5.2%12.2K-361.5K-3.1K0.0075.86N/AN/A5202,076380
2021-08-26$9.11$10.0053.1%15.2%47.1%12.6%0.0%-12.5%5.2%11.0K-329.5K-3.2K0.0040.44N/AN/A1302,081394
2021-08-27$9.35$10.0050.7%14.5%48.3%9.9%51.5%4.3%0.5%12.6K-418.4K-3.5K0.0688.90N/AN/A7852,127394
2021-08-30$9.34$10.0050.8%14.6%48.3%10.1%50.8%-1.4%4.5%12.4K-411.8K-3.6K0.0755.60N/AN/A1412,126394
2021-08-31$9.29$10.0050.2%14.4%47.1%9.4%50.7%-1.0%10.7%12.4K-413.8K-3.5K0.0087.98N/AN/A6402,142391