AXTI Options History — September 2021

In September 2021, AXTI traded between $7.39 and $9.81. ATM implied volatility averaged 81.9%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 12.8% (HV 20d: 69.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.08.

Notable Days

  • 2021-09-13: Highest Volume — 5,244 contracts
  • 2021-09-13: Largest IV spike — 60.5% change
  • 2021-09-17: Highest IV Rank — 67.0%
  • 2021-09-17: Largest Expected Move — 30.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.52$7.39$9.81$9.35$8.31
Max Pain$8.57$7.50$10.00$10.00$7.50
ATM IV81.9%51.1%105.3%54.6%98.6%
Expected Move23.5%13.8%30.2%15.7%28.3%
HV 20d69.1%45.3%89.2%46.4%89.2%
HV 60d59.7%48.0%65.8%61.9%65.8%
IV Rank42.6%10.4%67.0%14.1%60.0%
IV Percentile61.4%4.0%97.2%6.3%94.0%
Term Structure-3.4%-27.4%10.0%4.6%-4.6%
VWIV84.8%43.8%108.3%48.5%97.7%
Skew 25d-8.2%-41.3%15.7%12.8%14.1%
Skew 10d-8.4%-58.1%78.8%18.6%78.8%
Call IV 25d83.4%50.5%118.8%54.2%88.6%
Put IV 25d75.2%40.9%111.3%67.0%102.8%
Bid-Ask Spread %62.1732.89101.0084.8366.04
Gamma HHI0.510.310.660.310.66
Net GEX30.8K12.9K51.1K12.9K45.8K
Net DEX-1.0M-1.9M-376.8K-392.2K-1.5M
Net VEX-5.9K-8.9K-3.3K-3.3K-7.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.000.270.000.03
Total Volume508305,24430193
Total OI5,721.5712,5458,0612,5457,942

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$9.35$10.0054.6%15.7%46.4%14.1%0.0%12.8%4.6%12.9K-392.2K-3.3K0.0084.83N/AN/A3002,153392
2021-09-02$9.72$10.0053.6%13.8%48.6%13.0%48.5%-14.6%-3.9%17.5K-504.9K-3.6K0.02101.00N/AN/A21352,216392
2021-09-03$9.81$10.0052.8%15.5%48.3%12.2%54.0%-7.6%-6.7%19.4K-500.3K-3.3K0.0297.06N/AN/A4312,247392
2021-09-07$9.71$10.0051.1%15.7%48.3%10.4%54.6%-15.0%7.4%20.5K-583.2K-3.7K0.0062.46N/AN/A13002,339397
2021-09-08$9.24$10.0059.0%16.9%48.0%18.6%59.0%-9.6%10.0%17.1K-450.3K-3.4K0.0083.85N/AN/A56212,360398
2021-09-09$9.30$10.0061.1%17.5%48.2%20.9%61.2%-10.8%-4.1%17.9K-445.4K-3.5K0.0081.76N/AN/A61902,526398
2021-09-10$9.26$10.0062.2%17.8%45.3%22.1%43.8%-11.7%1.9%25.1K-626.6K-4.3K0.0078.47N/AN/A15003,080399
2021-09-13$7.72$10.0099.9%28.6%78.1%61.4%106.6%-3.7%-27.3%14.7K-464.5K-4.0K0.1060.07N/AN/A4,7844603,689399
2021-09-14$7.76$10.0091.0%26.1%77.1%52.1%108.3%-41.3%-4.0%14.0K-376.8K-4.0K0.2354.89N/AN/A371873,829399
2021-09-15$7.65$7.5087.9%25.2%75.5%48.8%96.2%-31.0%-0.1%39.7K-1.3M-7.5K0.2756.90N/AN/A236637,208623
2021-09-16$7.58$7.5087.0%25.0%75.1%47.9%98.8%-28.5%0.4%41.4K-1.1M-7.1K0.2444.77N/AN/A71177,291651
2021-09-17$7.71$7.50105.3%30.2%74.9%67.0%106.1%-13.0%-27.4%32.6K-1.3M-7.0K0.0742.21N/AN/A398277,357704
2021-09-20$7.39$7.5098.2%28.2%76.0%59.7%100.4%-28.6%-1.9%29.2K-976.8K-6.6K0.2138.60N/AN/A128276,707549
2021-09-21$7.89$7.50101.3%29.0%76.6%62.9%103.5%-6.4%-6.8%35.2K-1.3M-7.4K0.0863.25N/AN/A611486,690558
2021-09-22$8.13$7.5097.7%28.0%77.2%59.1%96.6%15.7%-4.0%37.7K-1.3M-7.7K0.1059.95N/AN/A178186,778586
2021-09-23$8.72$7.5096.9%27.8%81.9%58.3%96.4%0.8%-5.4%46.5K-1.8M-8.9K0.0160.29N/AN/A28626,941613
2021-09-24$8.62$7.5088.3%25.3%81.9%49.3%88.8%5.4%3.5%47.1K-1.7M-8.5K0.0362.33N/AN/A387126,947631
2021-09-27$8.89$7.5088.5%25.4%82.1%49.5%87.9%8.2%0.8%51.1K-1.9M-8.6K0.0734.56N/AN/A13296,990632
2021-09-28$8.29$7.5093.0%26.7%85.5%54.2%95.6%-5.8%-4.7%43.9K-1.5M-7.6K0.1532.89N/AN/A122187,225642
2021-09-29$7.90$7.5091.5%26.2%86.8%52.7%91.7%-2.3%-0.1%37.8K-1.1M-7.1K0.0839.29N/AN/A213167,232651
2021-09-30$8.31$7.5098.6%28.3%89.2%60.0%97.7%14.1%-4.6%45.8K-1.5M-7.7K0.0366.04N/AN/A18767,297645