AXTI Options History — March 2022

In March 2022, AXTI traded between $6.38 and $7.49. ATM implied volatility averaged 65.1%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 1.0% (HV 20d: 64.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.28.

Notable Days

  • 2022-03-04: Highest Volume — 513 contracts
  • 2022-03-07: Largest IV spike — 42.9% change
  • 2022-03-07: Highest IV Rank — 89.0%
  • 2022-03-07: Largest Expected Move — 31.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.10$6.38$7.49$7.12$7.01
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV65.1%46.6%109.1%74.4%52.0%
Expected Move19.9%15.3%31.3%21.3%17.8%
HV 20d64.2%57.1%69.9%58.1%57.1%
HV 60d55.3%53.2%57.4%53.4%56.0%
IV Rank34.0%8.0%89.0%43.6%16.0%
IV Percentile37.4%2.0%99.6%63.9%6.7%
Term Structure4.0%-16.4%24.7%-3.6%1.1%
VWIV70.8%53.8%105.0%76.0%67.9%
Skew 25d25.9%-33.9%136.3%18.2%45.7%
Skew 10d37.9%-70.0%196.7%29.3%67.6%
Call IV 25d64.5%48.3%102.3%68.0%58.5%
Put IV 25d90.4%53.6%185.3%86.3%104.2%
Bid-Ask Spread %77.7130.3994.6145.3184.34
Gamma HHI0.310.270.360.270.34
Net GEX10.9K6.5K14.4K10.1K10.2K
Net DEX-268.8K-461.5K-116.4K-294.5K-185.9K
Net VEX-3.3K-4.1K-2.7K-3.5K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.511.691.111.44
Total Volume294.826202513337215
Total OI2,908.5222,7473,0712,7472,846

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$7.12$7.5074.4%21.3%58.1%43.6%76.0%18.2%-3.6%10.1K-294.5K-3.5K1.1145.31N/AN/A1601772,298449
2022-03-02$7.49$7.5064.0%18.3%61.0%29.9%67.2%1.5%6.9%12.3K-328.1K-3.6K1.1585.70N/AN/A1511732,359449
2022-03-03$7.17$7.5071.9%20.6%62.9%40.2%72.5%-17.8%7.8%11.4K-341.1K-3.7K1.1530.39N/AN/A1511732,392450
2022-03-04$6.91$7.5076.4%21.9%63.2%46.2%78.4%-17.5%-16.4%10.3K-450.8K-4.1K0.5186.42N/AN/A3401732,396450
2022-03-07$6.80$7.50109.1%31.3%63.3%89.0%105.0%-32.6%5.3%11.4K-326.6K-3.7K1.1293.33N/AN/A1551732,590450
2022-03-08$6.96$7.5072.4%21.7%61.2%46.0%81.1%32.9%3.3%12.5K-296.6K-3.4K1.1979.92N/AN/A1491782,551450
2022-03-09$7.31$7.5064.2%22.6%63.8%33.9%79.8%4.3%9.8%14.4K-461.5K-4.1K1.4079.21N/AN/A1271782,547456
2022-03-10$7.28$7.5070.5%20.3%62.5%43.2%71.4%15.6%-10.7%14.2K-370.5K-3.7K1.4087.22N/AN/A1271782,565457
2022-03-11$6.89$7.5074.2%20.2%65.0%48.6%70.5%-7.8%-3.8%11.9K-293.8K-3.4K0.7690.00N/AN/A2461872,565452
2022-03-14$6.38$7.5078.9%27.1%68.6%55.5%71.0%16.6%11.2%6.5K-161.6K-2.9K0.8094.61N/AN/A2461972,571472
2022-03-15$6.52$7.5059.7%21.5%69.2%27.3%83.4%26.6%24.7%6.9K-116.4K-2.8K0.8288.65N/AN/A2391972,570472
2022-03-16$7.04$7.5066.8%18.7%69.6%37.7%73.3%34.5%6.5%13.1K-322.4K-3.5K1.3386.71N/AN/A1191582,575472
2022-03-17$7.10$7.5063.2%16.3%69.6%32.4%64.2%-33.9%-2.1%8.9K-187.7K-3.1K1.5279.74N/AN/A1041582,596473
2022-03-18$7.27$7.5061.1%16.9%69.4%29.4%60.5%27.2%-2.3%10.3K-228.4K-3.2K1.6263.82N/AN/A1011642,598473
2022-03-21$7.09$7.5058.6%18.0%69.7%25.7%68.0%36.5%-0.4%8.8K-204.5K-3.0K1.6979.63N/AN/A751272,343423
2022-03-22$7.32$7.5055.6%18.0%69.9%21.2%64.1%45.7%7.6%10.6K-237.5K-3.1K1.4669.55N/AN/A871272,345423
2022-03-23$7.25$7.5052.2%19.8%65.7%16.3%68.9%136.3%16.9%11.3K-245.9K-3.1K1.6169.79N/AN/A791272,373423
2022-03-24$7.29$7.5055.7%18.4%62.7%21.5%67.9%47.6%7.7%10.9K-226.0K-3.0K1.6170.86N/AN/A791272,380423
2022-03-25$7.21$7.5054.6%15.6%62.8%19.8%53.8%44.1%0.1%9.6K-186.4K-2.7K1.6193.88N/AN/A791272,402423
2022-03-28$7.25$7.5057.0%18.4%62.1%23.3%64.0%55.5%6.2%11.3K-240.1K-3.1K1.5568.63N/AN/A821272,403423
2022-03-29$7.42$7.5059.0%15.3%60.3%26.2%58.7%55.3%-0.7%11.6K-249.6K-3.0K1.3792.24N/AN/A931272,401423
2022-03-30$7.21$7.5046.6%18.4%58.3%8.0%60.2%61.0%18.0%12.7K-226.0K-2.9K1.3167.48N/AN/A971272,421423
2022-03-31$7.01$7.5052.0%17.8%57.1%16.0%67.9%45.7%1.1%10.2K-185.9K-2.8K1.4484.34N/AN/A881272,423423