AXTI Options History — October 2021

In October 2021, AXTI traded between $7.82 and $8.71. ATM implied volatility averaged 85.3%, placing in the 50.1% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 25.1% (HV 20d: 60.2%). 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 2 of 21 days. Put/call ratio averaged 2.20.

Notable Days

  • 2021-10-22: Highest Volume — 1,052 contracts
  • 2021-10-27: Largest IV drop — 22.6% change
  • 2021-10-04: Highest IV Rank — 65.4%
  • 2021-10-04: Largest Expected Move — 28.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.25$7.82$8.71$8.28$8.21
Max Pain$9.76$7.50$10.00$7.50$7.50
ATM IV85.3%64.5%103.7%92.5%68.3%
Expected Move24.4%18.5%28.1%26.5%19.6%
HV 20d60.2%30.7%88.8%87.6%40.5%
HV 60d63.1%59.3%66.0%65.7%61.6%
IV Rank50.1%28.0%65.4%53.6%32.5%
IV Percentile67.3%25.8%96.8%84.1%34.1%
Term Structure-9.1%-35.2%35.7%-0.1%1.6%
VWIV87.5%71.7%98.5%89.5%85.2%
Skew 25d-4.5%-19.7%16.6%2.1%16.6%
Skew 10d-3.5%-36.5%104.4%15.9%62.9%
Call IV 25d90.3%76.5%112.7%90.4%112.7%
Put IV 25d85.9%77.9%129.3%92.4%129.3%
Bid-Ask Spread %47.9311.5482.2059.1828.09
Gamma HHI0.580.250.670.660.25
Net GEX39.6K9.2K51.4K46.3K9.2K
Net DEX-1.1M-1.5M-528.6K-1.5M-528.6K
Net VEX-6.7K-8.0K-3.8K-8.0K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.200.0035.830.020.17
Total Volume457.143381,052340589
Total OI8,007.7627,1638,6708,0808,099

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$8.28$7.5092.5%26.5%87.6%53.6%89.5%2.1%-0.1%46.3K-1.5M-8.0K0.0259.18N/AN/A33377,429651
2021-10-04$7.88$10.00103.7%28.1%88.5%65.4%98.5%-1.3%-10.6%37.8K-1.2M-6.7K0.0970.67N/AN/A576497,445654
2021-10-05$7.93$10.0096.7%27.2%88.8%58.0%95.4%-16.1%-15.6%39.0K-1.2M-6.9K0.0447.84N/AN/A10847,427653
2021-10-06$7.82$10.0097.8%27.2%87.6%59.2%95.8%-19.7%-14.5%38.8K-1.2M-7.8K35.8339.85N/AN/A62157,957698
2021-10-07$8.02$10.0092.9%25.8%88.2%54.1%92.2%-16.4%-22.0%41.5K-1.3M-7.4K2.1150.16N/AN/A631337,867697
2021-10-08$8.06$10.0087.3%26.3%88.3%48.3%93.4%-13.8%-15.3%40.0K-1.2M-7.4K0.0851.38N/AN/A219177,865743
2021-10-11$8.03$10.0098.5%26.6%59.4%60.0%95.4%-16.1%-12.2%35.4K-1.2M-7.7K2.7426.42N/AN/A27747,857813
2021-10-12$8.02$10.0080.0%26.0%59.4%46.5%90.0%-13.0%-14.2%32.4K-1.1M-6.4K2.0032.91N/AN/A28567,669824
2021-10-13$8.11$10.0089.0%25.5%59.2%57.3%88.9%4.3%-11.6%34.3K-1.1M-6.5K0.9162.30N/AN/A44407,664896
2021-10-14$8.19$10.0086.2%24.7%59.1%53.9%89.2%-9.3%-35.2%35.3K-1.1M-6.6K0.0053.13N/AN/A75627,655911
2021-10-15$8.24$10.0084.6%24.3%58.9%52.1%85.3%-10.5%-27.8%36.2K-1.1M-6.5K0.1863.96N/AN/A78147,664931
2021-10-18$8.41$10.0083.6%24.0%56.6%50.9%82.6%2.9%-10.5%42.7K-1.1M-6.6K1.3782.20N/AN/A871196,462701
2021-10-19$8.50$10.0083.3%23.9%52.2%50.5%83.9%-0.9%-9.0%43.9K-1.1M-6.8K0.1264.80N/AN/A3446,487713
2021-10-20$8.56$10.0081.8%23.5%51.3%48.7%81.5%-0.1%-5.4%44.5K-1.2M-7.1K0.0611.54N/AN/A758456,506821
2021-10-21$8.62$10.0084.6%24.2%44.8%52.0%84.4%-0.6%-5.2%45.6K-1.3M-7.1K0.0520.10N/AN/A823456,515824
2021-10-22$8.54$10.0078.5%22.5%44.7%44.7%76.1%1.9%-4.3%45.6K-1.1M-6.6K0.0511.65N/AN/A1,006466,567824
2021-10-25$8.71$10.0083.0%23.8%43.8%50.1%83.3%-2.9%-10.7%50.7K-1.3M-6.8K0.0774.32N/AN/A600456,676822
2021-10-26$8.59$10.0083.3%23.9%36.0%50.5%86.8%-2.9%-1.9%49.7K-1.2M-6.7K0.0759.13N/AN/A692506,799822
2021-10-27$8.64$10.0064.5%18.5%30.7%28.0%87.6%-9.8%35.7%51.4K-1.3M-6.8K0.0660.36N/AN/A914536,834829
2021-10-28$7.97$10.0070.6%20.2%38.9%35.2%71.7%11.7%-1.3%31.4K-533.5K-5.0K0.1336.61N/AN/A746957,037855
2021-10-29$8.21$7.5068.3%19.6%40.5%32.5%85.2%16.6%1.6%9.2K-528.6K-3.8K0.1728.09N/AN/A504857,187912