AXTI Options History — April 2022

In April 2022, AXTI traded between $5.75 and $7.04. ATM implied volatility averaged 83.5%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 40.6% (HV 20d: 42.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.11.

Notable Days

  • 2022-04-13: Highest Volume — 314 contracts
  • 2022-04-11: Largest IV spike — 89.8% change
  • 2022-04-08: Highest IV Rank — 100.0%
  • 2022-04-28: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.32$5.75$7.04$6.84$5.82
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV83.5%55.4%209.2%55.4%76.3%
Expected Move20.1%15.9%24.0%19.3%21.9%
HV 20d42.8%32.5%57.8%56.2%39.6%
HV 60d54.5%52.5%56.0%55.3%53.5%
IV Rank36.1%9.5%100.0%20.9%20.9%
IV Percentile65.6%13.1%100.0%13.1%72.2%
Term Structure-3.6%-26.8%19.1%11.7%-0.6%
VWIV76.9%59.0%155.7%68.2%136.6%
Skew 25d-8.9%-101.5%24.0%13.7%-101.5%
Skew 10d-6.6%-120.7%44.9%17.1%-120.7%
Call IV 25d84.8%54.0%230.7%56.4%230.7%
Put IV 25d75.9%46.7%129.3%70.0%129.3%
Bid-Ask Spread %69.0730.4488.6374.5787.98
Gamma HHI0.360.290.450.350.29
Net GEX4.2K1.3K10.5K10.0K1.3K
Net DEX-72.3K-177.2K9.8K-163.7K-10.7K
Net VEX-2.2K-2.8K-1.6K-2.7K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.661.951.630.88
Total Volume246.644314205218
Total OI2,845.52,6572,9882,8632,821

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$6.84$7.5055.4%19.3%56.2%20.9%68.2%13.7%11.7%10.0K-163.7K-2.7K1.6374.57N/AN/A781272,440423
2022-04-04$7.04$7.5066.5%19.5%56.8%37.4%65.5%-13.3%-1.7%10.5K-177.2K-2.8K1.9556.96N/AN/A651272,456424
2022-04-05$6.79$7.5079.8%19.6%57.8%56.8%74.6%-20.4%-9.1%8.3K-149.9K-2.6K1.3153.90N/AN/A1001312,456429
2022-04-06$6.64$7.5099.3%19.7%55.0%85.6%70.4%5.9%2.4%7.9K-159.0K-2.6K0.8973.07N/AN/A1471312,498429
2022-04-07$6.54$7.5086.6%19.7%55.1%66.8%67.9%-0.6%-2.6%3.9K-88.2K-2.4K0.9830.44N/AN/A1331312,514429
2022-04-08$6.35$7.50110.3%21.2%52.8%100.0%64.7%8.4%-9.8%3.3K-75.9K-2.3K0.9981.59N/AN/A1321312,527429
2022-04-11$6.23$7.50209.2%15.9%45.7%100.0%63.6%-18.3%17.6%3.1K-58.7K-2.2K1.0174.51N/AN/A1311322,527429
2022-04-12$6.43$7.50104.1%21.5%46.5%37.4%73.1%1.6%-8.7%3.3K-64.4K-2.2K0.9970.01N/AN/A1431412,531434
2022-04-13$6.46$7.5073.1%21.0%36.5%19.0%59.6%6.7%-8.6%3.7K-80.0K-2.3K0.8166.39N/AN/A1731412,544444
2022-04-14$6.34$7.5071.2%20.4%36.5%17.9%75.4%-4.5%-7.4%3.1K-51.9K-2.2K1.2980.44N/AN/A1091412,539444
2022-04-18$6.38$7.5075.4%21.6%35.2%20.4%73.9%3.4%-0.0%3.3K-60.3K-2.1K0.8642.09N/AN/A1631402,228429
2022-04-19$6.46$7.5059.3%17.0%35.1%10.8%59.3%10.5%4.3%3.3K-59.2K-2.1K0.8574.14N/AN/A1651402,277429
2022-04-20$6.36$7.5066.0%18.9%32.5%14.8%65.0%-18.0%-12.9%3.4K-59.7K-2.2K1.0168.63N/AN/A1381402,291439
2022-04-21$6.11$7.5080.8%23.2%34.5%23.6%80.1%-7.4%-26.8%3.1K-59.7K-2.2K1.3570.09N/AN/A1041402,328439
2022-04-22$6.11$7.5074.6%21.4%34.3%19.9%67.7%1.2%-8.1%2.9K-38.2K-2.0K1.2571.54N/AN/A1121402,333439
2022-04-25$6.08$7.5062.1%17.8%34.3%12.5%59.0%-6.3%-8.3%3.0K-51.4K-2.0K1.4157.13N/AN/A991402,332439
2022-04-26$5.76$7.5057.2%16.4%37.5%9.5%155.7%-62.1%19.1%1.3K9.8K-1.6K1.3288.63N/AN/A1071412,329439
2022-04-27$5.75$7.5078.4%22.5%35.4%22.2%78.4%24.0%-7.3%2.2K-19.1K-1.8K0.7676.48N/AN/A25192,349441
2022-04-28$5.99$7.5083.7%24.0%39.6%25.3%79.7%-1.2%-16.1%2.6K-28.6K-1.8K0.6682.76N/AN/A1551022,332450
2022-04-29$5.82$7.5076.3%21.9%39.6%20.9%136.6%-101.5%-0.6%1.3K-10.7K-1.7K0.8887.98N/AN/A1161022,366455