AXTI Options History — December 2021

In December 2021, AXTI traded between $7.79 and $8.86. ATM implied volatility averaged 65.3%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 19.7% (HV 20d: 45.5%). 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 15 of 22 days. Put/call ratio averaged 0.37.

Notable Days

  • 2021-12-10: Highest Volume — 883 contracts
  • 2021-12-22: Largest IV spike — 51.3% change
  • 2021-12-07: Highest IV Rank — 57.1%
  • 2021-12-22: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.33$7.79$8.86$8.09$8.86
Max Pain$8.98$7.50$10.00$10.00$7.50
ATM IV65.3%43.0%88.8%75.1%65.7%
Expected Move18.6%13.9%24.0%21.5%18.8%
HV 20d45.5%35.2%55.5%38.7%52.4%
HV 60d48.6%42.8%59.8%59.7%43.0%
IV Rank28.9%2.2%57.1%40.6%29.4%
IV Percentile34.0%1.2%77.4%51.6%39.7%
Term Structure2.0%-56.9%39.5%-41.2%6.1%
VWIV66.4%56.3%90.4%61.8%62.1%
Skew 25d2.8%-26.7%41.2%-16.7%1.4%
Skew 10d38.5%-7.9%105.1%45.7%13.2%
Call IV 25d65.8%48.1%84.1%84.1%65.2%
Put IV 25d68.6%38.3%95.4%67.4%66.6%
Bid-Ask Spread %78.7755.3795.8191.4967.95
Gamma HHI0.320.230.420.380.34
Net GEX11.9K6.6K15.9K13.9K15.9K
Net DEX-365.0K-587.1K-109.9K-316.4K-577.6K
Net VEX-3.9K-4.4K-2.9K-3.8K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.120.900.680.16
Total Volume608.864407883564434
Total OI4,520.53,9415,0504,6564,134

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$8.09$10.0075.1%21.5%38.7%40.6%61.8%-16.7%-41.2%13.9K-316.4K-3.8K0.6891.49N/AN/A3362283,994662
2021-12-02$8.14$10.0057.9%16.6%37.0%20.0%74.8%10.3%13.0%11.2K-186.7K-3.4K0.6788.62N/AN/A3282204,016665
2021-12-03$7.79$10.0070.3%20.2%35.2%34.9%90.4%41.2%-6.0%11.3K-209.9K-3.4K0.9081.54N/AN/A3272934,003665
2021-12-06$7.97$10.0088.3%20.7%36.4%56.5%69.6%-4.2%-10.4%8.7K-109.9K-2.9K0.8695.81N/AN/A3202754,003713
2021-12-07$8.46$10.0088.8%20.1%43.3%57.1%72.5%-0.2%-17.2%14.5K-275.5K-3.6K0.7686.89N/AN/A3342534,004715
2021-12-08$8.53$10.0062.0%20.3%43.2%25.0%69.9%1.7%-11.8%15.3K-277.0K-3.5K0.7093.08N/AN/A3482444,014681
2021-12-09$8.52$10.0079.2%20.3%40.0%45.6%69.4%2.7%6.8%15.4K-282.8K-3.5K0.4187.68N/AN/A6012444,038683
2021-12-10$8.29$10.0043.0%19.5%39.1%2.2%66.7%7.8%3.6%11.1K-367.5K-4.4K0.3881.55N/AN/A6392444,336683
2021-12-13$7.99$10.0058.9%17.9%39.7%21.3%61.9%-6.1%25.5%9.2K-247.6K-4.0K0.4190.69N/AN/A5962444,336683
2021-12-14$7.86$10.0067.2%19.5%39.9%31.2%68.1%5.5%-0.0%7.2K-172.9K-3.5K0.3685.13N/AN/A5942124,337645
2021-12-15$8.21$10.0053.6%15.4%43.7%14.9%66.0%12.5%31.5%9.9K-252.4K-4.0K0.3582.44N/AN/A6012124,335715
2021-12-16$7.87$10.0066.9%19.2%45.4%30.9%65.2%9.4%5.4%6.6K-201.5K-3.7K0.2878.04N/AN/A5851634,330715
2021-12-17$8.21$10.0065.6%18.8%48.3%29.3%63.4%7.8%5.5%10.0K-319.9K-3.9K0.2677.40N/AN/A6281634,333601
2021-12-20$8.02$7.5067.7%19.4%48.6%31.8%69.4%-1.2%7.4%9.5K-396.3K-3.7K0.1294.24N/AN/A610723,548393
2021-12-21$8.51$7.5055.4%15.9%53.6%17.1%66.0%1.7%39.5%11.4K-542.2K-4.3K0.1270.93N/AN/A413503,572405
2021-12-22$8.47$7.5083.9%24.0%53.5%51.2%69.0%2.5%-56.9%12.0K-561.8K-4.3K0.1559.56N/AN/A355523,649411
2021-12-23$8.82$7.5059.6%17.1%55.5%22.0%58.8%1.7%8.7%14.6K-584.4K-4.4K0.1368.55N/AN/A366493,620411
2021-12-27$8.77$7.5062.1%17.8%51.7%25.1%61.3%4.9%14.0%14.2K-587.1K-4.3K0.1362.59N/AN/A381513,671408
2021-12-28$8.65$7.5053.1%15.2%52.1%14.3%59.0%3.7%1.3%13.2K-528.2K-4.2K0.1355.37N/AN/A379513,685411
2021-12-29$8.50$7.5063.3%18.2%52.5%26.6%59.2%2.6%9.7%12.7K-508.0K-4.0K0.1368.06N/AN/A407513,693411
2021-12-30$8.65$7.5048.3%13.9%51.9%8.6%56.3%-26.7%8.5%13.7K-524.5K-4.0K0.1365.39N/AN/A391513,713411
2021-12-31$8.86$7.5065.7%18.8%52.4%29.4%62.1%1.4%6.1%15.9K-577.6K-4.1K0.1667.95N/AN/A373613,722412