AXTI Options History — November 2021

In November 2021, AXTI traded between $8.20 and $9.30. ATM implied volatility averaged 60.2%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 16.9% (HV 20d: 43.4%). 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 18 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2021-11-18: Highest Volume — 1,483 contracts
  • 2021-11-23: Largest IV spike — 38.2% change
  • 2021-11-01: Highest IV Rank — 39.1%
  • 2021-11-08: Largest Expected Move — 22.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.79$8.20$9.30$8.52$8.29
Max Pain$9.64$7.50$10.00$7.50$10.00
ATM IV60.2%47.5%73.8%73.8%50.7%
Expected Move17.8%13.6%22.4%21.2%14.5%
HV 20d43.4%37.8%47.6%38.1%37.8%
HV 60d60.4%59.2%62.2%62.0%59.6%
IV Rank22.9%7.6%39.1%39.1%11.5%
IV Percentile19.9%1.6%45.6%45.6%3.6%
Term Structure6.8%-8.3%27.1%3.4%13.8%
VWIV63.4%42.0%81.6%72.9%81.6%
Skew 25d-4.6%-34.6%31.2%2.5%6.5%
Skew 10d37.3%-3.6%102.7%63.0%55.9%
Call IV 25d60.4%38.6%77.0%72.4%43.1%
Put IV 25d55.8%39.1%78.1%74.9%49.5%
Bid-Ask Spread %71.5713.6191.3213.6184.76
Gamma HHI0.530.260.820.650.33
Net GEX45.0K10.3K103.9K52.4K14.0K
Net DEX-822.4K-1.7M-286.7K-1.0M-304.4K
Net VEX-5.1K-7.2K-3.9K-6.2K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.070.650.200.62
Total Volume713.9054621,483628592
Total OI7,067.6674,0518,3618,0824,650

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$8.52$7.5073.8%21.2%38.1%39.1%72.9%2.5%3.4%52.4K-1.0M-6.2K0.2013.61N/AN/A5241047,173909
2021-11-02$8.51$7.5058.0%16.6%38.2%20.2%58.8%-30.1%-5.7%51.7K-991.0K-6.0K0.2585.85N/AN/A395977,166906
2021-11-03$8.76$7.5062.8%18.0%38.6%26.0%64.8%10.8%8.2%62.5K-1.1M-5.9K0.1374.44N/AN/A429577,193924
2021-11-04$9.15$10.0055.2%19.4%40.3%16.8%64.0%-6.7%1.8%103.9K-1.6M-6.6K0.0771.34N/AN/A658457,159924
2021-11-05$9.23$10.0055.9%19.3%40.3%17.7%65.6%-5.9%-7.6%98.5K-1.7M-7.2K0.1283.16N/AN/A671787,251927
2021-11-08$9.30$10.0065.4%22.4%40.1%29.0%70.2%-34.6%-8.3%102.7K-1.6M-6.5K0.1691.32N/AN/A480757,232897
2021-11-09$9.13$10.0062.1%18.9%41.1%25.1%67.3%2.9%10.0%90.5K-1.3M-6.0K0.1772.87N/AN/A441767,217902
2021-11-10$8.71$10.0054.9%15.8%45.2%16.5%58.4%2.5%27.1%60.4K-929.4K-5.3K0.3772.94N/AN/A4751747,218903
2021-11-11$8.99$10.0065.1%18.7%46.3%28.7%64.2%-13.6%1.8%84.1K-1.1M-5.3K0.4454.32N/AN/A5462407,174835
2021-11-12$9.16$10.0061.0%17.5%46.5%23.8%61.3%15.0%16.4%84.4K-872.6K-5.1K0.2173.03N/AN/A5971257,204906
2021-11-15$9.12$10.0062.2%17.8%46.3%25.2%61.9%-11.0%2.0%12.0K-586.1K-4.4K0.2971.59N/AN/A4291257,065901
2021-11-16$9.01$10.0061.4%17.6%46.6%24.3%60.5%-17.1%8.5%11.5K-569.4K-4.2K0.2956.93N/AN/A4231237,071902
2021-11-17$8.82$10.0061.7%17.7%47.3%24.6%62.1%-1.9%5.9%10.3K-509.4K-3.9K0.1463.71N/AN/A404587,079901
2021-11-18$8.70$10.0066.6%19.1%47.6%30.5%62.1%-0.0%8.5%10.3K-483.1K-4.0K0.2568.69N/AN/A1,1852987,063892
2021-11-19$8.79$10.0060.1%17.2%47.5%22.8%58.5%-19.7%11.2%15.4K-618.6K-4.6K0.6588.26N/AN/A4823127,422939
2021-11-22$8.75$10.0047.5%13.6%47.1%7.6%69.3%-24.1%22.6%15.5K-544.0K-4.4K0.3165.18N/AN/A7122223,549502
2021-11-23$8.64$10.0065.6%18.8%47.0%29.3%68.1%0.2%18.4%17.4K-422.5K-4.3K0.3366.42N/AN/A7132353,937633
2021-11-24$8.65$10.0052.2%15.0%47.0%13.3%42.0%2.1%0.3%18.6K-448.8K-4.5K0.3290.12N/AN/A6952203,972654
2021-11-26$8.20$10.0069.7%20.0%41.4%34.2%46.1%31.2%0.2%14.7K-322.8K-4.2K0.3272.99N/AN/A6872233,976655
2021-11-29$8.23$10.0053.0%15.2%40.1%14.2%71.6%-5.9%4.6%14.0K-286.7K-3.9K0.6581.36N/AN/A3442233,979659
2021-11-30$8.29$10.0050.7%14.5%37.8%11.5%81.6%6.5%13.8%14.0K-304.4K-4.0K0.6284.76N/AN/A3662263,991659