AXTI Options History — February 2022

In February 2022, AXTI traded between $6.83 and $7.92. ATM implied volatility averaged 77.7%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 24.8% (HV 20d: 53.0%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.55.

Notable Days

2022-02-15: Highest Volume — 847 contracts
2022-02-24: Largest IV spike — 33.1% change
2022-02-24: Highest IV Rank — 74.4%
2022-02-24: Largest Expected Move — 28.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.41	$6.83	$7.92	$7.46	$7.46
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	77.7%	65.7%	97.9%	79.6%	71.5%
Expected Move	21.3%	18.8%	28.1%	22.8%	20.5%
HV 20d	53.0%	46.9%	62.4%	49.2%	59.7%
HV 60d	48.7%	46.0%	52.7%	46.0%	52.7%
IV Rank	45.2%	32.2%	74.4%	46.1%	39.7%
IV Percentile	65.6%	42.5%	96.8%	68.3%	57.5%
Term Structure	-1.2%	-38.4%	57.7%	-9.3%	-4.0%
VWIV	77.3%	65.8%	107.4%	85.2%	71.6%
Skew 25d	19.8%	-18.9%	83.2%	15.0%	51.5%
Skew 10d	32.3%	-29.8%	126.9%	26.5%	81.8%
Call IV 25d	71.2%	53.5%	101.4%	90.9%	57.0%
Put IV 25d	91.0%	58.6%	138.9%	105.9%	108.5%
Bid-Ask Spread %	79.78	51.08	97.30	77.09	61.24
Gamma HHI	0.28	0.23	0.45	0.31	0.27
Net GEX	9.9K	6.1K	17.5K	9.7K	10.6K
Net DEX	-292.8K	-507.2K	-190.4K	-251.0K	-306.0K
Net VEX	-3.3K	-3.6K	-2.9K	-3.2K	-3.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.32	1.17	0.50	0.86
Total Volume	611.789	314	847	589	383
Total OI	4,461.579	2,194	5,792	4,781	2,630

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$7.46	$7.50	79.6%	22.8%	49.2%	46.1%	85.2%	15.0%	-9.3%	9.7K	-251.0K	-3.2K	0.50	77.09	N/A	N/A	393	196	4,182	599
2022-02-02	$7.39	$7.50	87.7%	25.1%	48.7%	55.7%	107.4%	25.9%	-14.6%	9.6K	-285.1K	-3.4K	0.38	93.43	N/A	N/A	520	196	4,199	603
2022-02-03	$7.15	$7.50	77.4%	20.1%	46.9%	43.5%	71.0%	2.4%	6.9%	8.9K	-227.3K	-3.2K	0.41	95.34	N/A	N/A	459	187	4,270	603
2022-02-04	$7.05	$7.50	89.6%	20.9%	46.9%	58.0%	73.5%	5.9%	-0.5%	8.2K	-193.1K	-3.2K	0.42	78.25	N/A	N/A	454	191	4,296	604
2022-02-07	$7.40	$7.50	87.0%	19.9%	51.2%	54.9%	68.5%	-15.0%	-0.6%	9.9K	-234.9K	-3.2K	0.43	82.17	N/A	N/A	503	216	4,305	608
2022-02-08	$7.48	$7.50	93.5%	20.5%	48.9%	62.7%	69.8%	-9.7%	0.6%	10.8K	-252.0K	-3.2K	0.47	62.23	N/A	N/A	385	180	4,393	616
2022-02-09	$7.73	$7.50	71.8%	20.6%	50.7%	36.7%	78.8%	12.0%	0.5%	12.1K	-315.8K	-3.3K	0.35	75.50	N/A	N/A	489	173	4,444	614
2022-02-10	$7.59	$7.50	70.2%	20.1%	50.4%	34.8%	75.3%	13.1%	4.6%	11.9K	-296.0K	-3.4K	0.34	83.90	N/A	N/A	452	152	4,538	615
2022-02-11	$7.26	$7.50	73.4%	21.0%	49.5%	38.6%	80.0%	-13.0%	-1.6%	9.8K	-223.8K	-3.1K	0.32	87.82	N/A	N/A	475	152	4,585	615
2022-02-14	$7.30	$7.50	81.6%	23.4%	49.5%	48.5%	84.5%	-18.9%	-15.4%	9.8K	-290.6K	-3.2K	0.52	84.19	N/A	N/A	439	229	4,623	617
2022-02-15	$7.86	$7.50	77.0%	22.1%	55.2%	42.9%	78.9%	23.4%	-2.3%	13.4K	-424.8K	-3.6K	0.57	88.28	N/A	N/A	540	307	4,638	653
2022-02-16	$7.92	$7.50	68.2%	19.5%	53.9%	32.4%	69.4%	-3.1%	4.3%	7.6K	-433.2K	-3.3K	0.35	51.08	N/A	N/A	623	217	4,812	747
2022-02-17	$7.64	$7.50	68.9%	19.8%	54.9%	36.3%	68.6%	35.2%	57.7%	17.5K	-372.6K	-3.3K	0.52	97.30	N/A	N/A	514	265	5,061	722
2022-02-18	$7.52	$7.50	75.3%	21.6%	55.2%	44.7%	74.5%	58.6%	-8.1%	6.9K	-507.2K	-3.3K	0.62	88.41	N/A	N/A	465	289	5,083	709
2022-02-22	$7.29	$7.50	67.1%	19.2%	54.8%	34.0%	67.6%	35.5%	2.6%	6.1K	-190.4K	-2.9K	0.56	77.50	N/A	N/A	311	175	1,761	433
2022-02-23	$6.83	$7.50	73.6%	21.1%	59.1%	42.4%	72.7%	1.1%	-4.9%	7.2K	-256.5K	-3.4K	0.67	65.78	N/A	N/A	260	173	1,990	433
2022-02-24	$7.22	$7.50	97.9%	28.1%	62.4%	74.4%	105.9%	73.2%	-38.4%	7.6K	-255.7K	-3.3K	0.99	81.14	N/A	N/A	174	173	2,108	438
2022-02-25	$7.27	$7.50	65.7%	18.8%	59.7%	32.2%	65.8%	83.2%	0.4%	9.7K	-247.4K	-3.3K	1.17	85.21	N/A	N/A	145	169	2,185	438
2022-02-28	$7.46	$7.50	71.5%	20.5%	59.7%	39.7%	71.6%	51.5%	-4.0%	10.6K	-306.0K	-3.5K	0.86	61.24	N/A	N/A	206	177	2,191	439