AXTI Options History — July 2022

In July 2022, AXTI traded between $5.69 and $8.75. ATM implied volatility averaged 88.5%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 38.1% (HV 20d: 50.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.12.

Notable Days

  • 2022-07-29: Highest Volume — 1,716 contracts
  • 2022-07-08: Largest IV spike — 95.3% change
  • 2022-07-12: Highest IV Rank — 97.9%
  • 2022-07-01: Largest Expected Move — 25.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.47$5.69$8.75$5.72$8.75
Max Pain$7.38$5.00$7.50$5.00$7.50
ATM IV88.5%58.1%205.7%88.7%63.6%
Expected Move20.6%15.5%25.4%25.4%18.2%
HV 20d50.3%38.4%83.0%57.9%83.0%
HV 60d52.3%50.4%67.3%50.6%67.3%
IV Rank28.2%10.1%97.9%28.3%13.4%
IV Percentile63.3%21.0%99.6%85.7%32.9%
Term Structure1.6%-45.1%108.7%-45.1%26.1%
VWIV74.2%50.0%118.5%118.5%65.6%
Skew 25d-0.7%-26.3%20.7%20.7%10.8%
Skew 10d22.5%-22.4%78.2%54.3%52.1%
Call IV 25d73.1%62.8%85.2%76.4%64.3%
Put IV 25d72.4%43.7%97.1%97.1%75.1%
Bid-Ask Spread %69.9516.46104.7091.8837.58
Gamma HHI0.390.360.450.440.43
Net GEX3.2K1.7K10.4K1.9K10.4K
Net DEX-116.9K-696.5K-11.9K-47.4K-696.5K
Net VEX-1.7K-2.8K-1.3K-1.4K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.040.300.060.23
Total Volume579.053741,7163741,716
Total OI1,890.51,6952,2331,6982,233

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$5.72$5.0088.7%25.4%57.9%28.3%118.5%20.7%-45.1%1.9K-47.4K-1.4K0.0691.88N/AN/A354201,330368
2022-07-05$5.69$7.5066.8%21.5%55.9%15.2%79.0%2.1%-3.5%1.7K-11.9K-1.3K0.0691.23N/AN/A354201,328368
2022-07-06$5.86$7.5089.3%19.1%52.9%28.6%70.0%2.8%-3.4%1.9K-38.7K-1.4K0.0692.50N/AN/A354201,327368
2022-07-07$5.95$7.5072.8%15.5%52.2%18.8%62.3%-26.3%13.1%1.9K-38.0K-1.4K0.0487.35N/AN/A477201,327368
2022-07-08$6.03$7.50142.1%19.8%51.9%60.1%69.2%-0.5%-9.6%2.0K-56.1K-1.5K0.0486.43N/AN/A481201,331368
2022-07-11$5.85$7.50181.7%21.1%53.1%83.6%75.6%-1.1%2.1%1.8K-42.1K-1.4K0.0478.10N/AN/A481201,333368
2022-07-12$6.23$7.50205.7%24.4%57.0%97.9%74.4%19.6%5.1%2.1K-64.8K-1.5K0.18104.70N/AN/A6601171,333368
2022-07-13$6.18$7.5080.7%23.1%49.4%23.5%88.3%2.5%-2.9%1.9K-47.5K-1.6K0.1875.35N/AN/A6441171,575446
2022-07-14$6.26$7.5073.3%21.0%47.3%19.1%73.5%7.5%108.7%1.9K-58.8K-1.7K0.1861.85N/AN/A6511171,575446
2022-07-15$6.54$7.5058.1%16.7%48.7%10.1%50.0%0.4%-10.1%2.1K-94.3K-1.8K0.1977.42N/AN/A6261171,574445
2022-07-18$6.41$7.5064.0%18.3%46.1%13.6%63.8%11.3%6.8%2.1K-56.4K-1.7K0.2886.32N/AN/A4131141,371444
2022-07-19$6.48$7.5073.2%21.0%45.9%19.1%73.1%5.7%-5.4%2.2K-68.6K-1.7K0.2453.29N/AN/A4801141,379444
2022-07-20$6.72$7.5071.7%20.6%45.2%18.2%71.6%-12.1%-6.0%3.7K-121.2K-1.8K0.3046.16N/AN/A3761141,518444
2022-07-21$6.75$7.5068.0%19.5%45.2%16.0%67.9%-13.3%-10.0%4.1K-124.7K-1.8K0.0661.69N/AN/A385231,548438
2022-07-22$6.65$7.5072.5%20.8%45.8%18.6%72.4%-16.9%-9.4%4.2K-140.8K-1.9K0.0660.27N/AN/A386231,557438
2022-07-25$6.65$7.5078.4%22.5%45.8%22.2%76.3%-17.6%-9.3%4.1K-132.3K-1.8K0.0616.46N/AN/A372231,563438
2022-07-26$6.66$7.5075.6%21.7%44.4%20.5%75.1%-7.4%-5.8%4.0K-129.8K-1.8K0.0674.83N/AN/A371231,563438
2022-07-27$6.99$7.5069.5%19.9%40.7%16.8%83.6%8.7%-1.9%4.5K-177.8K-1.9K0.0451.34N/AN/A384171,564438
2022-07-28$7.04$7.5074.3%21.3%38.4%19.8%74.4%-11.1%-7.4%5.0K-190.2K-1.9K0.0564.19N/AN/A551261,609437
2022-07-29$8.75$7.5063.6%18.2%83.0%13.4%65.6%10.8%26.1%10.4K-696.5K-2.8K0.2337.58N/AN/A1,3943221,786447