AXTI Options History — March 2023

In March 2023, AXTI traded between $3.54 and $4.37. ATM implied volatility averaged 111.4%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 42.2% (HV 20d: 69.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 2.67.

Notable Days

  • 2023-03-07: Highest Volume — 431 contracts
  • 2023-03-02: Largest IV spike — 161.3% change
  • 2023-03-14: Highest IV Rank — 100.0%
  • 2023-03-15: Largest Expected Move — 41.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.88$3.54$4.37$4.30$3.96
Max Pain$2.83$2.50$5.00$5.00$2.50
ATM IV111.4%39.7%264.7%39.7%71.5%
Expected Move24.4%8.1%41.2%11.4%20.5%
HV 20d69.2%43.6%91.6%91.6%46.2%
HV 60d64.4%63.5%66.1%63.8%63.9%
IV Rank36.9%1.7%100.0%1.7%15.3%
IV Percentile85.2%1.6%100.0%1.6%63.5%
Term Structure-12.5%-104.5%29.2%19.1%15.6%
VWIV97.6%60.0%230.6%95.1%110.4%
Skew 25d-2.0%-21.8%32.8%-1.9%-3.3%
Skew 10d-14.0%-57.4%46.4%-6.1%-18.0%
Call IV 25d64.7%39.9%77.8%67.7%71.7%
Put IV 25d62.7%49.6%88.2%65.8%68.5%
Bid-Ask Spread %69.5417.28107.0457.1925.61
Gamma HHI0.520.380.760.640.75
Net GEX649-1512.3K1.8K593
Net DEX-6.7K-30.0K10.4K-18.5K-4.6K
Net VEX-259-352-150-345-170
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.670.0016.670.000.00
Total Volume52.435043152
Total OI1,203.3919061,5009061,315

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$4.30$5.0039.7%11.4%91.6%1.7%0.0%-1.9%19.1%1.8K-18.5K-3450.0057.19N/AN/A50690216
2023-03-02$4.26$5.00103.7%29.7%86.1%38.8%95.1%-13.1%-44.5%2.1K-29.2K-3520.0083.46N/AN/A100693216
2023-03-03$4.37$5.0094.7%27.1%86.8%33.6%230.6%-10.6%-43.0%2.3K-30.0K-3460.0077.89N/AN/A50693216
2023-03-06$4.11$2.50121.8%13.6%87.1%49.4%0.0%-13.5%11.7%2.0K-26.6K-3150.0065.30N/AN/A210696217
2023-03-07$4.00$2.5096.0%8.1%87.0%34.4%63.2%32.8%28.1%720-284-2252.2958.20N/AN/A131300716205
2023-03-08$3.99$2.50122.8%10.0%86.5%49.9%0.0%-8.3%29.2%814-8.8K-2560.2789.78N/AN/A154795505
2023-03-09$3.88$2.5099.3%13.3%86.2%36.3%0.0%-0.4%17.5%690-2.4K-2350.0017.28N/AN/A170799505
2023-03-10$3.75$2.50145.4%20.7%85.6%63.0%60.0%-9.5%21.7%3081.5K-2520.2160.76N/AN/A7115808505
2023-03-13$3.54$2.50175.4%26.2%85.0%80.4%0.0%-4.7%0.3%-1519.4K-26216.67102.03N/AN/A6100808515
2023-03-14$3.60$2.50264.7%27.7%85.7%100.0%0.0%-5.8%21.1%633-31915.60107.04N/AN/A578810610
2023-03-15$3.67$2.50143.7%41.2%85.0%46.9%0.0%-13.8%-59.0%-147.1K-2750.0098.49N/AN/A00812688
2023-03-16$3.76$2.5083.0%23.8%85.8%20.3%0.0%0.1%-35.2%292190-2570.0097.63N/AN/A300812685
2023-03-17$3.75$2.5064.2%18.4%85.6%12.1%0.0%8.8%-8.9%439-2.2K-2420.0059.70N/AN/A60812685
2023-03-20$3.71$2.50116.2%33.3%53.5%34.9%0.0%24.2%19.7%175760-2380.0069.13N/AN/A10564510
2023-03-21$3.90$2.5081.2%23.3%50.0%19.5%64.6%2.4%16.6%484-3.2K-2170.0077.65N/AN/A290564510
2023-03-22$3.87$2.50123.5%35.4%49.4%38.1%0.0%29.8%-98.6%357-12.4K-3080.00104.35N/AN/A100592510
2023-03-23$3.79$2.5075.6%21.7%45.4%17.0%84.6%-21.8%22.0%577-13.2K-2450.0044.60N/AN/A050602510
2023-03-24$3.75$2.50121.0%34.7%43.7%37.0%73.1%-7.7%-50.1%-10010.4K-1500.0081.14N/AN/A0210602560
2023-03-27$3.75$2.50128.1%36.7%43.7%40.1%0.0%-12.2%-49.9%508-11.2K-2330.0055.83N/AN/A200602671
2023-03-28$3.69$2.50117.2%33.6%43.6%35.3%0.0%-9.2%-104.5%-41-3.7K-3060.0076.81N/AN/A00602671
2023-03-29$3.84$2.5080.4%23.0%46.3%19.2%97.2%-10.3%29.1%511-9.1K-20615.6730.97N/AN/A347602671
2023-03-30$3.90$2.5094.0%27.0%46.9%25.1%110.4%1.9%-44.7%580-7.5K-2030.0058.63N/AN/A150602706
2023-03-31$3.96$2.5071.5%20.5%46.2%15.3%0.0%-3.3%15.6%593-4.6K-1700.0025.61N/AN/A20609706