AXTI Options History — October 2022 In October 2022, AXTI traded between $4.29 and $7.03. ATM implied volatility averaged 74.3%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded below realized volatility by 24.7% (HV 20d: 99.0%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.28.
Notable Days 2022-10-04 : Highest Volume — 518 contracts2022-10-25 : Largest IV spike — 78.3% change2022-10-25 : Highest IV Rank — 42.2%2022-10-25 : Largest Expected Move — 32.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.73 $4.29 $7.03 $7.03 $4.58 Max Pain $6.31 $5.00 $7.50 $7.50 $5.00 ATM IV 74.3% 56.3% 111.9% 73.8% 73.9% Expected Move 22.0% 17.1% 32.1% 21.2% 21.2% HV 20d 99.0% 59.7% 103.5% 59.7% 99.7% HV 60d 83.7% 71.0% 89.3% 71.0% 74.8% IV Rank 19.8% 9.1% 42.2% 19.5% 19.5% IV Percentile 61.4% 11.5% 96.8% 65.1% 69.0% Term Structure -5.3% -26.7% 13.7% -4.8% -5.2% VWIV 75.2% 60.1% 101.5% 75.0% 74.2% Skew 25d 61.2% -31.6% 142.0% 2.3% 142.0% Skew 10d 90.5% -14.1% 191.9% 9.7% 191.9% Call IV 25d 76.0% 62.8% 108.5% 66.1% 73.2% Put IV 25d 137.3% 65.0% 215.2% 68.4% 215.2% Bid-Ask Spread % 76.84 42.92 101.57 42.92 84.80 Gamma HHI 0.35 0.31 0.44 0.44 0.40 Net GEX 1.2K -143 9.1K 9.1K 1.3K Net DEX 12.1K -235.2K 71.0K -235.2K -10.4K Net VEX -586 -1.6K -379 -1.6K -524 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.16 0.42 0.16 0.42 Total Volume 283.524 217 518 306 241 Total OI 2,421.429 2,143 2,604 2,402 2,270
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-10-03 $7.03 $7.50 73.8% 21.2% 59.7% 19.5% 75.0% 2.3% -4.8% 9.1K -235.2K -1.6K 0.16 42.92 N/A N/A 264 42 2,164 238 2022-10-04 $5.49 $7.50 71.1% 20.4% 103.5% 17.9% 70.4% -31.6% 2.6% 3.7K -118.4K -1.3K 0.27 76.36 N/A N/A 409 109 2,164 238 2022-10-05 $5.32 $7.50 59.5% 17.1% 100.8% 11.0% 60.1% 0.5% 11.6% 1.9K -23.9K -837 0.28 65.00 N/A N/A 379 107 2,145 270 2022-10-06 $5.33 $7.50 67.6% 19.6% 100.9% 15.8% 76.5% 22.5% -1.6% 1.3K 788 -672 0.18 79.56 N/A N/A 271 48 2,183 271 2022-10-07 $5.10 $7.50 78.0% 29.5% 98.2% 22.0% 64.5% 82.3% -26.7% 1.4K -91 -695 0.30 80.53 N/A N/A 188 57 2,188 273 2022-10-10 $4.64 $7.50 56.3% 22.0% 100.6% 9.1% 64.9% 81.0% -6.9% 130 45.9K -482 0.23 81.63 N/A N/A 212 48 2,188 287 2022-10-11 $4.59 $7.50 79.8% 23.8% 100.5% 23.1% 82.9% 80.5% -11.6% 160 50.4K -467 0.41 64.92 N/A N/A 172 71 2,215 293 2022-10-12 $4.37 $7.50 79.1% 22.7% 99.9% 22.6% 82.7% 0.9% -9.4% 5 66.4K -392 0.26 80.78 N/A N/A 178 47 2,219 308 2022-10-13 $4.55 $7.50 80.4% 23.0% 102.4% 23.4% 84.9% 73.4% -20.4% -143 53.8K -455 0.25 101.57 N/A N/A 189 47 2,219 305 2022-10-14 $4.31 $7.50 74.6% 21.4% 101.5% 20.0% 75.9% 81.1% 4.8% 287 65.0K -401 0.31 68.55 N/A N/A 186 57 2,234 305 2022-10-17 $4.34 $7.50 74.7% 21.4% 101.6% 20.0% 74.7% 6.6% -10.2% 53 71.0K -379 0.26 70.64 N/A N/A 216 57 2,236 315 2022-10-18 $4.36 $5.00 72.0% 20.7% 101.6% 18.5% 72.8% 84.3% -4.5% 252 61.7K -410 0.28 70.38 N/A N/A 203 57 2,257 314 2022-10-19 $4.29 $5.00 70.3% 20.2% 101.0% 17.4% 70.9% -2.1% -0.4% 223 65.4K -383 0.26 86.37 N/A N/A 221 57 2,274 314 2022-10-20 $4.32 $5.00 70.8% 20.3% 101.6% 17.7% 72.2% 102.1% -11.0% 190 63.9K -389 0.25 68.24 N/A N/A 217 54 2,302 302 2022-10-21 $4.41 $5.00 72.3% 20.7% 101.2% 18.6% 72.7% 92.8% 5.4% 297 56.1K -408 0.22 78.56 N/A N/A 245 54 2,309 294 2022-10-24 $4.29 $5.00 62.8% 18.0% 101.1% 12.9% 63.0% 112.4% 13.7% 231 31.8K -424 0.28 81.72 N/A N/A 198 55 1,884 259 2022-10-25 $4.38 $5.00 111.9% 32.1% 100.8% 42.2% 101.5% 112.9% -12.6% 729 15.2K -488 0.33 93.89 N/A N/A 165 55 1,915 254 2022-10-26 $4.51 $5.00 71.7% 20.6% 100.6% 18.3% 80.0% 67.2% -14.4% 551 18.7K -482 0.34 81.02 N/A N/A 162 55 1,922 254 2022-10-27 $4.46 $5.00 89.2% 25.6% 100.6% 28.7% 94.4% 77.5% 2.0% 1.3K -2.1K -554 0.23 82.25 N/A N/A 243 57 1,944 244 2022-10-28 $4.60 $5.00 71.1% 20.4% 102.2% 17.9% 64.5% 97.3% -10.9% 1.3K -22.5K -634 0.37 73.85 N/A N/A 191 70 2,033 247 2022-10-31 $4.58 $5.00 73.9% 21.2% 99.7% 19.5% 74.2% 142.0% -5.2% 1.3K -10.4K -524 0.42 84.80 N/A N/A 170 71 2,041 229
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