AXTI Options History — September 2022

In September 2022, AXTI traded between $6.63 and $8.67. ATM implied volatility averaged 68.7%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 13.2% (HV 20d: 55.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2022-09-16: Highest Volume — 260 contracts
  • 2022-09-14: Largest IV drop — 37.9% change
  • 2022-09-13: Highest IV Rank — 49.0%
  • 2022-09-26: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.71$6.63$8.67$8.50$6.73
Max Pain$8.10$7.50$10.00$7.50$7.50
ATM IV68.7%49.8%123.4%52.5%61.9%
Expected Move18.3%14.3%24.1%15.0%17.7%
HV 20d55.4%52.1%61.7%61.4%56.6%
HV 60d68.6%66.6%70.6%68.0%70.5%
IV Rank16.4%5.2%49.0%6.8%12.4%
IV Percentile40.0%3.6%97.6%5.6%27.0%
Term Structure3.0%-16.6%23.6%-16.6%1.3%
VWIV70.1%55.1%104.7%72.9%71.2%
Skew 25d11.2%-38.1%47.8%-31.6%-7.7%
Skew 10d34.8%-19.1%96.2%18.5%-8.3%
Call IV 25d64.0%42.0%74.9%72.0%69.3%
Put IV 25d75.2%36.8%106.3%40.4%61.6%
Bid-Ask Spread %84.9045.34119.8373.9364.31
Gamma HHI0.510.430.610.570.47
Net GEX11.8K6.8K18.2K16.4K8.8K
Net DEX-402.6K-640.5K-148.5K-619.0K-213.3K
Net VEX-2.2K-3.0K-1.3K-3.0K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.003.000.180.20
Total Volume124.4291226013202
Total OI2,523.1432,3032,8352,5422,397

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$8.50$7.5052.5%15.0%61.4%6.8%72.9%-31.6%-16.6%16.4K-619.0K-3.0K0.1873.93N/AN/A1122,307235
2022-09-02$8.29$7.5049.8%14.3%58.4%5.2%79.1%-38.1%10.9%15.4K-541.9K-2.8K0.0066.63N/AN/A2402,316237
2022-09-06$7.95$10.0059.5%14.9%59.9%11.0%73.6%35.7%22.4%11.3K-459.8K-2.5K0.19106.61N/AN/A165322,317237
2022-09-07$8.31$10.0065.7%18.2%61.7%14.7%73.8%22.1%7.9%12.2K-523.9K-2.6K0.1687.22N/AN/A194322,316239
2022-09-08$8.32$10.0081.6%18.3%53.7%24.1%0.0%4.0%-3.3%15.2K-542.7K-2.7K3.00104.41N/AN/A392,332239
2022-09-09$8.67$10.0071.2%19.6%53.6%18.0%0.0%-12.3%-15.5%16.7K-594.8K-2.7K0.00119.83N/AN/A14302,338232
2022-09-12$8.66$10.0094.3%19.3%52.3%31.7%60.8%9.1%3.1%18.2K-640.5K-2.7K0.0194.03N/AN/A9912,437232
2022-09-13$8.22$7.50123.4%22.1%54.5%49.0%75.9%6.3%16.2%17.1K-587.7K-2.7K0.2087.63N/AN/A208422,523233
2022-09-14$8.26$7.5076.6%22.0%54.7%21.2%0.0%35.8%0.6%13.3K-544.8K-2.6K0.33112.50N/AN/A932,583243
2022-09-15$8.30$7.5069.3%19.9%53.9%16.8%104.7%31.9%23.6%12.3K-555.3K-2.6K0.44108.68N/AN/A1672,590245
2022-09-16$7.70$7.5059.2%17.0%55.6%10.8%64.4%21.7%5.3%10.8K-417.3K-2.2K0.1680.88N/AN/A224362,576251
2022-09-19$7.73$7.5060.8%17.4%52.3%11.8%60.8%27.6%1.6%10.7K-357.8K-2.1K0.0292.02N/AN/A5812,076227
2022-09-20$7.77$7.5063.1%18.1%52.2%13.2%74.8%-6.3%-1.0%12.1K-397.2K-2.2K0.0045.34N/AN/A3202,128228
2022-09-21$7.32$7.5056.7%16.3%54.6%9.3%56.9%46.2%5.1%8.9K-238.6K-1.7K0.0683.21N/AN/A6642,137228
2022-09-22$7.23$7.5068.5%19.7%54.4%16.4%66.6%34.7%-7.7%9.6K-257.9K-1.7K0.0072.60N/AN/A10302,125232
2022-09-23$6.71$7.5063.1%18.1%54.5%13.2%64.6%-16.8%4.6%7.6K-183.8K-1.5K0.1259.36N/AN/A3342,155232
2022-09-26$6.63$7.5084.1%24.1%52.1%25.6%73.7%-0.4%-2.0%6.8K-148.5K-1.3K0.2273.21N/AN/A157352,151235
2022-09-27$6.81$7.5057.7%16.5%54.1%9.9%63.8%-12.3%1.8%8.0K-197.9K-1.5K0.1780.89N/AN/A207352,149233
2022-09-28$7.03$7.5064.6%18.5%56.5%14.1%68.3%47.8%1.0%9.4K-240.4K-1.6K0.2077.16N/AN/A177352,166233
2022-09-29$6.79$7.5058.0%16.6%56.8%10.1%55.1%37.2%4.0%7.9K-191.6K-1.5K0.2192.46N/AN/A169352,163233
2022-09-30$6.73$7.5061.9%17.7%56.6%12.4%71.2%-7.7%1.3%8.8K-213.3K-1.4K0.2064.31N/AN/A169332,164233