AXTI Options History — June 2022

In June 2022, AXTI traded between $5.35 and $6.26. ATM implied volatility averaged 77.2%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 20.3% (HV 20d: 56.9%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.14.

Notable Days

  • 2022-06-09: Highest Volume — 485 contracts
  • 2022-06-23: Largest IV spike — 74.0% change
  • 2022-06-16: Highest IV Rank — 63.0%
  • 2022-06-16: Largest Expected Move — 42.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.84$5.35$6.26$5.80$5.81
Max Pain$6.50$5.00$7.50$5.00$5.00
ATM IV77.2%48.5%147.0%54.6%130.8%
Expected Move21.8%13.9%42.1%15.6%37.5%
HV 20d56.9%52.5%60.2%52.5%60.2%
HV 60d49.6%45.5%51.6%49.8%51.0%
IV Rank21.5%4.4%63.0%8.0%53.3%
IV Percentile55.5%3.6%99.6%12.3%99.2%
Term Structure-5.0%-64.1%76.3%1.2%-45.9%
VWIV85.9%53.7%131.7%65.8%131.7%
Skew 25d14.3%-27.9%77.5%-7.1%20.6%
Skew 10d48.1%-7.5%112.9%12.8%32.8%
Call IV 25d66.1%45.6%82.5%51.2%69.3%
Put IV 25d80.4%44.1%144.0%44.1%89.9%
Bid-Ask Spread %85.1443.73132.2969.07102.33
Gamma HHI0.440.360.550.410.38
Net GEX1.9K1.4K2.2K1.7K2.1K
Net DEX-57.3K-114.8K-28.7K-41.7K-80.5K
Net VEX-1.5K-1.7K-1.4K-1.5K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.050.260.260.06
Total Volume419.952367485439375
Total OI1,690.4291,6381,7321,6381,697

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$5.80$5.0054.6%15.6%52.5%8.0%65.8%-7.1%1.2%1.7K-41.7K-1.5K0.2669.07N/AN/A348911,270368
2022-06-02$6.07$0.0056.3%17.5%54.6%9.0%0.0%6.5%1.8%1.9K-70.0K-1.7K0.2563.65N/AN/A369911,271368
2022-06-03$5.81$0.0062.9%22.4%52.5%12.9%0.0%13.8%-12.2%2.0K-52.2K-1.5K0.25122.15N/AN/A368911,300368
2022-06-06$6.15$0.0091.3%18.5%55.7%29.9%0.0%64.2%15.0%2.0K-56.4K-1.5K0.2598.40N/AN/A367931,305368
2022-06-07$5.97$0.0080.4%17.7%56.0%23.4%0.0%-2.0%1.2%2.2K-64.0K-1.6K0.2485.45N/AN/A380911,327370
2022-06-08$5.86$0.0065.2%18.7%55.7%14.3%0.0%-27.9%2.1%2.0K-52.3K-1.5K0.2482.67N/AN/A380911,341370
2022-06-09$5.88$0.0081.9%23.5%55.0%24.3%0.0%77.5%-40.9%2.1K-54.9K-1.5K0.23107.03N/AN/A394911,341370
2022-06-10$5.76$0.0081.4%23.3%54.2%24.0%0.0%2.3%-25.7%1.9K-53.2K-1.5K0.2382.89N/AN/A394911,336370
2022-06-13$5.35$0.0068.8%19.7%56.0%16.5%0.0%25.5%56.1%1.8K-37.3K-1.4K0.2576.12N/AN/A370911,336370
2022-06-14$5.60$0.0071.2%20.4%56.9%17.9%0.0%32.0%76.3%1.9K-69.0K-1.5K0.0668.14N/AN/A371211,346370
2022-06-15$5.75$0.0089.8%25.8%56.8%29.0%0.0%20.8%-20.5%1.7K-101.7K-1.7K0.06119.63N/AN/A374211,348371
2022-06-16$5.50$0.00147.0%42.1%57.7%63.0%121.2%54.8%-29.1%1.7K-114.8K-1.7K0.06132.29N/AN/A374221,360371
2022-06-17$5.60$7.5065.2%18.7%58.0%14.3%60.1%19.7%4.3%1.4K-50.4K-1.4K0.0565.44N/AN/A426221,360372
2022-06-21$5.85$7.5068.4%19.6%59.0%16.2%97.8%1.8%-9.8%1.7K-28.7K-1.5K0.0570.71N/AN/A366201,291368
2022-06-22$5.92$7.5056.9%16.3%58.8%9.4%107.8%-0.7%29.9%1.9K-48.1K-1.6K0.0868.51N/AN/A350281,295368
2022-06-23$5.99$7.5099.0%28.4%58.9%34.4%53.7%1.0%-63.4%1.9K-35.9K-1.5K0.0861.16N/AN/A339281,310368
2022-06-24$6.05$7.5048.5%13.9%58.8%4.4%54.1%-0.2%9.7%2.1K-47.0K-1.6K0.0875.24N/AN/A342281,311368
2022-06-27$6.26$7.5049.8%14.3%57.7%5.1%62.5%11.3%22.3%2.2K-59.7K-1.5K0.0643.73N/AN/A351201,313369
2022-06-28$5.90$5.0060.3%17.3%59.4%11.4%65.0%-6.1%-13.8%2.0K-42.8K-1.5K0.0695.76N/AN/A355201,328369
2022-06-29$5.74$5.0091.4%26.2%60.1%29.9%125.6%-7.0%-64.1%1.9K-41.9K-1.4K0.0697.51N/AN/A355201,328369
2022-06-30$5.81$5.00130.8%37.5%60.2%53.3%131.7%20.6%-45.9%2.1K-80.5K-1.7K0.06102.33N/AN/A355201,329368