AXTI Options History — February 2023 In February 2023, AXTI traded between $4.42 and $6.48. ATM implied volatility averaged 58.9%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 0.0% (HV 20d: 59.0%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.03.
Notable Days 2023-02-17 : Highest Volume — 148 contracts2023-02-16 : Largest IV spike — 94.6% change2023-02-06 : Highest IV Rank — 28.6%2023-02-16 : Largest Expected Move — 23.7%Monthly Statistics Metric Avg Min Max Open Close Price $5.61 $4.42 $6.48 $6.30 $4.42 Max Pain $5.53 $5.00 $7.50 $5.00 $5.00 ATM IV 58.9% 39.2% 86.0% 70.0% 39.2% Expected Move 16.1% 11.2% 23.7% 20.1% 11.2% HV 20d 59.0% 35.0% 93.5% 36.5% 92.9% HV 60d 51.3% 42.9% 64.1% 44.7% 63.7% IV Rank 12.9% 1.4% 28.6% 19.3% 1.4% IV Percentile 29.4% 1.2% 88.9% 58.3% 1.2% Term Structure 14.8% -6.9% 194.8% 13.0% 31.9% VWIV 58.1% 48.3% 77.4% 48.3% 54.2% Skew 25d 5.3% -122.9% 106.0% 26.8% 0.4% Skew 10d -1.1% -184.8% 97.1% 10.8% -2.8% Call IV 25d 87.3% 51.9% 288.9% 54.1% 63.7% Put IV 25d 92.6% 50.6% 351.8% 80.9% 64.0% Bid-Ask Spread % 70.31 49.49 109.64 89.03 58.86 Gamma HHI 0.53 0.37 0.77 0.57 0.70 Net GEX 2.5K 1.2K 4.3K 2.4K 2.3K Net DEX -103.4K -183.4K -11.6K -137.7K -25.0K Net VEX -560 -786 -353 -616 -368 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.03 0.00 11.00 0.00 0.00 Total Volume 44.789 0 148 128 6 Total OI 980.316 732 1,455 852 901
Daily Data (19 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 2023-02-01 $6.30 $5.00 70.0% 20.1% 36.5% 19.3% 48.3% 26.8% 13.0% 2.4K -137.7K -616 0.00 89.03 N/A N/A 128 0 707 145 2023-02-02 $6.38 $5.00 68.5% 16.4% 35.8% 18.4% 0.0% 19.5% -1.6% 3.5K -154.1K -637 0.00 84.63 N/A N/A 100 0 792 145 2023-02-03 $6.48 $5.00 78.2% 19.6% 35.2% 24.1% 0.0% 30.5% -3.2% 4.3K -183.4K -786 11.00 109.64 N/A N/A 2 22 891 145 2023-02-06 $6.29 $5.00 86.0% 15.8% 35.0% 28.6% 63.6% 106.0% -2.3% 4.1K -167.3K -724 0.00 68.27 N/A N/A 6 0 913 129 2023-02-07 $6.36 $5.00 56.0% 16.6% 35.0% 11.2% 0.0% 62.4% 3.9% 2.1K -151.7K -686 0.00 84.45 N/A N/A 3 0 922 129 2023-02-08 $6.34 $5.00 62.3% 17.9% 35.3% 14.9% 0.0% 62.9% -0.5% 2.1K -148.1K -645 0.00 75.16 N/A N/A 20 0 921 129 2023-02-09 $6.36 $5.00 59.7% 17.1% 35.2% 13.4% 66.3% -122.9% -6.9% 2.1K -152.4K -669 0.67 79.78 N/A N/A 3 2 941 129 2023-02-10 $5.94 $5.00 54.0% 15.5% 44.9% 10.1% 52.5% -11.4% 1.3% 3.0K -126.7K -669 0.00 50.13 N/A N/A 19 0 943 129 2023-02-13 $5.96 $7.50 54.8% 15.7% 44.9% 10.5% 0.0% -7.2% 21.9% 1.8K -125.1K -617 0.00 71.22 N/A N/A 0 0 940 129 2023-02-14 $6.13 $7.50 56.7% 16.3% 45.6% 11.6% 0.0% -0.7% 22.0% 2.0K -131.4K -625 0.00 78.71 N/A N/A 34 0 939 129 2023-02-15 $6.21 $7.50 42.5% 12.2% 45.6% 3.4% 0.0% -1.7% 10.6% 2.1K -139.5K -625 1.13 56.70 N/A N/A 15 17 960 129 2023-02-16 $5.91 $7.50 82.6% 23.7% 49.1% 26.6% 77.4% -13.7% 194.8% 1.8K -123.0K -586 0.07 88.57 N/A N/A 55 4 973 145 2023-02-17 $4.83 $5.00 57.2% 16.4% 87.4% 11.9% 61.3% -3.6% 0.9% 1.2K -11.6K -392 0.06 71.50 N/A N/A 140 8 1,309 146 2023-02-21 $4.42 $5.00 60.0% 17.2% 90.9% 13.5% 61.4% 1.5% -3.8% 1.7K -23.1K -353 0.12 59.47 N/A N/A 50 6 622 110 2023-02-22 $4.49 $5.00 41.2% 11.8% 91.4% 2.6% 49.7% 4.5% 4.3% 2.1K -29.4K -385 0.07 49.49 N/A N/A 43 3 633 107 2023-02-23 $4.70 $5.00 53.1% 15.2% 93.5% 9.5% 53.1% -26.3% -2.7% 3.3K -59.5K -451 0.08 56.66 N/A N/A 13 1 669 108 2023-02-24 $4.50 $5.00 50.5% 14.5% 93.1% 8.0% 51.8% -5.8% -1.1% 2.8K -37.5K -406 0.05 52.92 N/A N/A 19 1 675 108 2023-02-27 $4.50 $5.00 46.8% 13.4% 92.9% 5.9% 54.2% -20.6% -1.2% 3.0K -38.6K -394 5.24 50.75 N/A N/A 21 110 676 108 2023-02-28 $4.42 $5.00 39.2% 11.2% 92.9% 1.4% 0.0% 0.4% 31.9% 2.3K -25.0K -368 0.00 58.86 N/A N/A 6 0 685 216
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