AXTI Options History — December 2022

In December 2022, AXTI traded between $4.26 and $5.35. ATM implied volatility averaged 55.9%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 12.3% (HV 20d: 43.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 2.81.

Notable Days

2022-12-14: Highest Volume — 219 contracts
2022-12-19: Largest IV spike — 41.3% change
2022-12-12: Highest IV Rank — 21.6%
2022-12-22: Largest Expected Move — 20.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.77	$4.26	$5.35	$5.35	$4.34
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	55.9%	36.7%	77.4%	51.0%	36.7%
Expected Move	15.2%	10.5%	20.0%	14.6%	10.5%
HV 20d	43.6%	38.6%	47.5%	44.8%	42.6%
HV 60d	68.6%	48.2%	72.4%	72.4%	48.2%
IV Rank	9.2%	0.0%	21.6%	5.9%	0.0%
IV Percentile	21.9%	0.0%	76.6%	3.6%	0.0%
Term Structure	12.1%	-10.3%	34.0%	17.9%	28.3%
VWIV	53.3%	31.5%	69.3%	54.1%	31.5%
Skew 25d	9.6%	-8.2%	29.2%	-5.8%	3.5%
Skew 10d	19.2%	-33.3%	53.0%	27.7%	8.4%
Call IV 25d	67.9%	45.0%	96.5%	62.2%	62.7%
Put IV 25d	77.5%	56.4%	123.9%	56.4%	66.2%
Bid-Ask Spread %	60.77	15.46	99.42	75.46	47.99
Gamma HHI	0.48	0.33	0.65	0.33	0.54
Net GEX	56	-1.1K	1.4K	1.4K	-427
Net DEX	11.4K	-88.3K	68.7K	-88.3K	67.7K
Net VEX	-479	-556	-407	-556	-407
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.81	0.00	24.00	0.00	0.00
Total Volume	47.667	0	219	0	2
Total OI	1,752.143	889	2,455	2,274	978

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
2022-12-01	$5.35	$5.00	51.0%	14.6%	44.8%	5.9%	0.0%	-5.8%	17.9%	1.4K	-88.3K	-556	0.00	75.46	N/A	N/A	0	0	1,772	502
2022-12-02	$5.33	$5.00	54.8%	15.7%	44.2%	8.2%	54.1%	-8.2%	6.2%	1.3K	-72.3K	-499	0.00	81.70	N/A	N/A	11	0	1,772	502
2022-12-05	$5.17	$5.00	64.5%	16.6%	44.1%	14.0%	0.0%	0.4%	1.6%	1.3K	-70.4K	-494	0.03	99.42	N/A	N/A	36	1	1,778	502
2022-12-06	$5.12	$5.00	72.4%	18.1%	44.1%	18.7%	0.0%	12.5%	4.5%	1.3K	-54.6K	-479	0.00	63.49	N/A	N/A	0	0	1,792	501
2022-12-07	$5.01	$5.00	59.6%	14.5%	44.2%	11.0%	0.0%	18.3%	12.9%	1.3K	-45.0K	-466	0.00	68.74	N/A	N/A	23	0	1,792	501
2022-12-08	$5.09	$5.00	65.5%	16.5%	44.1%	14.6%	55.0%	22.7%	6.1%	946	-52.4K	-494	11.22	58.76	N/A	N/A	9	101	1,771	504
2022-12-09	$4.97	$5.00	75.6%	17.0%	39.3%	20.6%	0.0%	27.4%	12.2%	0	-16.6K	-547	7.63	74.50	N/A	N/A	8	61	1,776	605
2022-12-12	$5.02	$5.00	77.4%	17.6%	39.5%	21.6%	61.2%	25.0%	6.1%	-232	10.1K	-540	0.04	78.12	N/A	N/A	28	1	1,771	664
2022-12-13	$5.00	$5.00	55.2%	17.8%	38.6%	8.5%	62.2%	1.7%	2.9%	-209	12.1K	-528	1.83	33.56	N/A	N/A	6	11	1,792	663
2022-12-14	$5.14	$5.00	60.9%	17.5%	39.5%	11.8%	61.0%	29.2%	6.6%	64	-17.0K	-554	0.38	36.71	N/A	N/A	159	60	1,792	659
2022-12-15	$4.74	$5.00	52.4%	15.0%	47.5%	6.8%	52.4%	21.1%	11.5%	-371	67.8K	-439	0.36	58.41	N/A	N/A	50	18	1,766	639
2022-12-16	$4.74	$5.00	43.6%	12.5%	47.4%	1.5%	47.8%	20.0%	21.2%	-505	59.9K	-477	1.20	72.36	N/A	N/A	45	54	1,756	646
2022-12-19	$4.48	$5.00	61.6%	17.7%	47.4%	12.2%	0.0%	13.5%	13.9%	-212	48.5K	-422	24.00	46.87	N/A	N/A	1	24	588	301
2022-12-20	$4.43	$5.00	48.5%	13.9%	46.9%	4.4%	0.0%	6.3%	15.0%	-233	37.9K	-466	0.00	68.56	N/A	N/A	6	0	589	300
2022-12-21	$4.44	$5.00	55.3%	15.8%	45.8%	8.5%	54.5%	-4.8%	-10.3%	-180	40.7K	-466	2.56	60.46	N/A	N/A	39	100	594	300
2022-12-22	$4.38	$5.00	69.8%	20.0%	43.5%	17.1%	69.3%	6.9%	-6.4%	-895	58.3K	-502	0.18	68.99	N/A	N/A	56	10	627	377
2022-12-23	$4.38	$5.00	48.1%	13.8%	43.7%	4.2%	0.0%	12.7%	7.2%	-1.0K	67.5K	-464	1.11	59.44	N/A	N/A	9	10	623	377
2022-12-27	$4.26	$5.00	38.6%	11.1%	42.2%	0.0%	37.1%	-4.4%	30.2%	-369	68.7K	-411	0.05	47.17	N/A	N/A	22	1	643	339
2022-12-28	$4.34	$5.00	38.6%	11.1%	43.4%	0.0%	0.0%	-1.8%	31.7%	-660	67.8K	-410	0.00	15.46	N/A	N/A	22	0	635	339
2022-12-29	$4.46	$5.00	44.7%	12.8%	42.8%	3.6%	31.5%	6.2%	34.0%	-1.1K	48.9K	-443	0.00	59.97	N/A	N/A	17	0	628	339
2022-12-30	$4.34	$5.00	36.7%	10.5%	42.6%	0.0%	0.0%	3.5%	28.3%	-427	67.7K	-407	0.00	47.99	N/A	N/A	0	2	639	339