AXTI Options History — November 2022

In November 2022, AXTI traded between $4.70 and $5.48. ATM implied volatility averaged 64.0%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 20.0% (HV 20d: 44.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.72.

Notable Days

2022-11-18: Highest Volume — 795 contracts
2022-11-07: Largest IV spike — 36.5% change
2022-11-07: Highest IV Rank — 20.4%
2022-11-04: Largest Expected Move — 21.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.13	$4.70	$5.48	$4.76	$5.29
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	64.0%	55.2%	75.4%	70.9%	60.9%
Expected Move	18.5%	16.5%	21.5%	20.3%	17.4%
HV 20d	44.0%	35.7%	55.7%	55.7%	44.7%
HV 60d	73.1%	72.1%	75.5%	75.5%	73.0%
IV Rank	13.7%	8.5%	20.4%	17.8%	11.8%
IV Percentile	35.9%	9.5%	72.6%	57.5%	24.2%
Term Structure	3.1%	-18.8%	24.2%	1.3%	-2.0%
VWIV	66.1%	57.5%	76.3%	71.3%	61.2%
Skew 25d	35.3%	-0.4%	120.5%	35.7%	5.5%
Skew 10d	71.9%	24.6%	171.6%	49.6%	31.2%
Call IV 25d	63.1%	51.1%	78.3%	75.3%	66.6%
Put IV 25d	98.4%	57.3%	190.4%	111.0%	72.1%
Bid-Ask Spread %	71.72	16.61	100.10	66.91	67.83
Gamma HHI	0.43	0.34	0.63	0.41	0.34
Net GEX	1.8K	884	3.4K	1.8K	1.2K
Net DEX	-60.5K	-104.3K	-15.0K	-28.0K	-68.2K
Net VEX	-568	-650	-534	-588	-541
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.72	0.00	2.90	0.46	0.05
Total Volume	400.381	0	795	241	23
Total OI	2,458.571	2,209	2,776	2,291	2,263

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
2022-11-01	$4.76	$5.00	70.9%	20.3%	55.7%	17.8%	71.3%	35.7%	1.3%	1.8K	-28.0K	-588	0.46	66.91	N/A	N/A	165	76	2,061	230
2022-11-02	$4.78	$5.00	60.6%	17.4%	55.1%	11.7%	61.3%	120.5%	24.2%	2.2K	-27.8K	-618	0.38	86.78	N/A	N/A	157	59	2,066	236
2022-11-03	$4.70	$5.00	63.4%	18.9%	55.1%	13.3%	68.8%	15.8%	6.0%	1.7K	-15.0K	-567	0.33	47.63	N/A	N/A	157	52	2,067	242
2022-11-04	$4.89	$5.00	55.2%	21.5%	55.5%	8.5%	73.1%	68.3%	-18.8%	2.3K	-31.5K	-579	2.49	86.99	N/A	N/A	157	391	2,067	243
2022-11-07	$4.97	$5.00	75.4%	20.0%	43.8%	20.4%	72.5%	63.0%	15.7%	2.1K	-52.2K	-650	2.54	77.19	N/A	N/A	154	391	2,067	583
2022-11-08	$5.07	$5.00	71.1%	18.7%	43.8%	17.9%	64.9%	38.6%	-1.3%	2.1K	-52.2K	-572	2.58	55.83	N/A	N/A	151	389	2,060	583
2022-11-09	$4.98	$5.00	67.1%	19.2%	39.9%	15.5%	66.8%	29.1%	2.7%	2.3K	-49.5K	-564	2.48	90.29	N/A	N/A	157	389	2,079	578
2022-11-10	$5.28	$5.00	64.4%	18.5%	42.4%	13.9%	64.7%	40.4%	8.9%	2.0K	-68.5K	-540	2.86	96.09	N/A	N/A	136	389	2,079	578
2022-11-11	$5.30	$5.00	64.2%	18.4%	35.7%	13.8%	76.3%	27.7%	18.2%	2.3K	-84.2K	-630	2.16	93.10	N/A	N/A	178	384	2,075	578
2022-11-14	$5.17	$5.00	67.9%	19.5%	37.8%	16.0%	69.6%	21.6%	4.7%	1.0K	-88.1K	-535	2.16	62.40	N/A	N/A	178	384	2,075	579
2022-11-15	$5.26	$5.00	62.2%	17.8%	37.9%	12.6%	61.1%	54.1%	10.4%	2.6K	-86.5K	-587	2.03	81.84	N/A	N/A	190	386	2,078	578
2022-11-16	$5.09	$5.00	60.3%	17.3%	39.8%	11.5%	60.9%	52.5%	8.0%	2.8K	-56.0K	-534	1.97	100.10	N/A	N/A	200	393	2,089	580
2022-11-17	$5.12	$5.00	63.2%	18.1%	39.8%	13.2%	66.9%	70.8%	1.7%	3.4K	-62.9K	-544	2.69	84.38	N/A	N/A	183	492	2,083	586
2022-11-18	$5.35	$5.00	65.5%	18.8%	41.5%	14.6%	67.3%	42.9%	1.1%	1.1K	-104.3K	-576	2.90	84.73	N/A	N/A	204	591	2,090	686
2022-11-21	$5.21	$5.00	57.9%	16.6%	41.4%	10.1%	58.3%	16.7%	6.5%	884	-49.4K	-537	1.78	16.61	N/A	N/A	139	247	1,705	513
2022-11-22	$5.32	$5.00	65.9%	18.9%	41.4%	14.8%	67.1%	17.2%	-3.9%	1.0K	-61.7K	-544	1.56	61.45	N/A	N/A	158	247	1,709	500
2022-11-23	$5.48	$5.00	57.6%	16.5%	41.5%	9.9%	57.5%	2.6%	2.7%	1.3K	-85.8K	-560	1.22	43.89	N/A	N/A	203	247	1,736	500
2022-11-25	$5.41	$5.00	63.3%	18.1%	41.6%	13.3%	0.0%	7.0%	-3.5%	1.4K	-82.0K	-580	0.00	54.58	N/A	N/A	0	0	1,772	500
2022-11-28	$5.17	$5.00	60.3%	17.3%	45.1%	11.5%	0.0%	-0.4%	-6.9%	1.2K	-59.7K	-546	0.00	72.96	N/A	N/A	11	0	1,772	501
2022-11-29	$5.12	$5.00	67.7%	19.4%	45.3%	15.9%	0.0%	12.0%	-9.7%	1.1K	-56.3K	-534	0.00	74.46	N/A	N/A	0	0	1,762	501
2022-11-30	$5.29	$5.00	60.9%	17.4%	44.7%	11.8%	61.2%	5.5%	-2.0%	1.2K	-68.2K	-541	0.05	67.83	N/A	N/A	22	1	1,762	501