AXTI Options History — August 2022

In August 2022, AXTI traded between $8.69 and $9.72. ATM implied volatility averaged 62.2%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded below realized volatility by 21.7% (HV 20d: 83.9%). 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 13 of 23 days. Put/call ratio averaged 0.18.

Notable Days

  • 2022-08-01: Highest Volume — 925 contracts
  • 2022-08-31: Largest IV drop — 28.7% change
  • 2022-08-02: Highest IV Rank — 18.7%
  • 2022-08-02: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.23$8.69$9.72$9.15$8.69
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV62.2%41.0%72.6%72.5%41.0%
Expected Move17.8%11.8%20.8%20.8%11.8%
HV 20d83.9%60.1%95.2%82.3%61.1%
HV 60d67.5%65.7%69.6%67.7%68.2%
IV Rank12.0%0.0%18.7%18.6%0.0%
IV Percentile31.3%0.0%57.9%57.9%0.0%
Term Structure0.5%-26.8%28.2%-5.5%28.2%
VWIV63.4%38.0%74.4%73.1%61.7%
Skew 25d-6.2%-33.7%11.9%-1.1%-33.7%
Skew 10d-0.8%-27.3%49.8%-12.4%-21.2%
Call IV 25d62.8%51.3%78.1%78.1%72.6%
Put IV 25d56.6%38.9%79.8%77.1%38.9%
Bid-Ask Spread %62.4842.3684.6847.4568.83
Gamma HHI0.670.540.870.690.56
Net GEX28.1K15.9K77.8K27.4K17.2K
Net DEX-984.3K-1.4M-677.8K-1.1M-677.8K
Net VEX-3.6K-4.0K-3.2K-3.7K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.000.810.120.22
Total Volume180.65220925925230
Total OI3,031.3042,2983,7703,1092,541

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$9.15$7.5072.5%20.8%82.3%18.6%73.1%-1.1%-5.5%27.4K-1.1M-3.7K0.1247.45N/AN/A8241012,654455
2022-08-02$9.17$7.5072.6%20.8%82.0%18.7%74.4%11.9%-6.6%24.2K-1.1M-3.8K0.2862.49N/AN/A170472,581506
2022-08-03$9.26$7.5071.2%20.4%82.1%17.9%71.2%-14.4%-8.5%24.9K-1.1M-3.8K0.3843.83N/AN/A190732,568508
2022-08-04$9.30$7.5072.3%17.5%82.3%18.6%62.1%-5.6%4.9%24.0K-1.1M-3.7K0.1958.30N/AN/A160302,531536
2022-08-05$8.76$7.5063.5%19.4%87.3%13.3%67.0%-23.6%-11.7%20.4K-812.8K-3.4K0.6874.42N/AN/A1571072,552536
2022-08-08$8.79$7.5062.4%17.6%85.6%12.7%61.8%6.4%-7.9%22.4K-844.6K-3.3K0.4673.07N/AN/A179822,596510
2022-08-09$8.99$7.5059.7%19.9%84.2%11.0%68.4%9.0%-1.4%24.7K-945.6K-3.5K0.1253.05N/AN/A208252,636523
2022-08-10$9.72$7.5064.5%18.5%86.1%13.9%65.5%-7.5%1.4%35.5K-1.4M-4.0K0.0364.28N/AN/A308102,773528
2022-08-11$9.22$7.5061.5%17.6%90.2%12.1%64.4%0.4%3.3%39.7K-1.2M-3.7K0.0064.56N/AN/A23312,945523
2022-08-12$9.48$7.5062.3%17.9%89.8%11.9%62.3%-1.1%2.9%45.7K-1.3M-4.0K0.0261.91N/AN/A12423,024523
2022-08-15$9.60$7.5060.2%17.3%88.6%10.6%60.2%-16.3%5.4%48.4K-1.3M-3.9K0.0558.58N/AN/A4323,093525
2022-08-16$9.56$7.5060.9%17.5%89.0%11.0%73.2%-17.6%5.0%52.7K-1.3M-3.8K0.0460.89N/AN/A2413,129525
2022-08-17$9.24$7.5048.8%14.0%90.7%3.8%52.3%-7.9%20.5%15.9K-970.5K-3.5K0.0278.64N/AN/A15333,138526
2022-08-18$9.68$7.5061.2%17.5%91.2%11.2%61.0%-16.3%1.2%77.8K-1.2M-3.7K0.0962.37N/AN/A3233,224525
2022-08-19$9.08$7.5062.0%17.8%95.2%11.7%62.0%5.3%1.2%16.1K-913.8K-3.3K0.4270.30N/AN/A78333,248522
2022-08-22$9.14$7.5062.7%18.0%95.1%11.9%62.8%8.9%-26.8%16.6K-759.8K-3.4K0.0159.60N/AN/A10612,070235
2022-08-23$9.26$7.5060.1%17.2%94.9%10.3%60.2%-8.1%5.7%17.5K-776.6K-3.3K0.2145.56N/AN/A48102,063235
2022-08-24$9.28$7.5056.4%16.2%94.3%8.1%38.0%-9.3%9.3%18.3K-792.3K-3.3K0.8142.36N/AN/A16132,085235
2022-08-25$9.69$7.5062.0%17.8%94.8%11.5%62.3%8.6%-2.2%20.4K-929.3K-3.5K0.0081.80N/AN/A7402,098235
2022-08-26$9.12$7.5068.3%19.6%62.2%15.2%67.2%-10.8%-8.3%17.8K-781.6K-3.3K0.0063.57N/AN/A20102,130235
2022-08-29$9.11$7.5066.7%19.1%60.1%14.3%71.1%-15.0%-11.6%20.5K-817.9K-3.4K0.0356.51N/AN/A3212,306235
2022-08-30$8.95$7.5057.5%16.5%60.4%8.7%55.2%-5.8%13.5%18.9K-744.8K-3.3K0.0084.68N/AN/A2002,319235
2022-08-31$8.69$7.5041.0%11.8%61.1%0.0%61.7%-33.7%28.2%17.2K-677.8K-3.2K0.2268.83N/AN/A188422,306235