AXTI Options History — April 2023

In April 2023, AXTI traded between $2.63 and $3.95. ATM implied volatility averaged 100.1%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 61.4% (HV 20d: 38.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.31.

Notable Days

  • 2023-04-28: Highest Volume — 148 contracts
  • 2023-04-19: Largest IV spike — 53.1% change
  • 2023-04-10: Highest IV Rank — 69.0%
  • 2023-04-12: Largest Expected Move — 45.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.45$2.63$3.95$3.95$2.63
Max Pain$4.21$2.50$5.00$2.50$2.50
ATM IV100.1%52.1%194.0%134.0%55.6%
Expected Move25.7%11.9%45.2%38.4%16.0%
HV 20d38.7%32.5%65.1%41.1%65.1%
HV 60d62.7%61.9%67.8%63.9%67.8%
IV Rank27.8%6.8%69.0%42.7%8.3%
IV Percentile70.4%9.5%98.8%96.4%15.5%
Term Structure-27.6%-101.6%18.5%-91.7%-10.6%
VWIV79.2%40.2%151.8%64.1%56.6%
Skew 25d10.0%-59.0%88.0%36.4%-59.0%
Skew 10d12.9%-78.9%100.4%48.8%-78.9%
Call IV 25d73.0%46.7%114.7%66.1%114.7%
Put IV 25d83.0%53.9%141.2%102.5%55.6%
Bid-Ask Spread %54.645.4899.9770.8972.42
Gamma HHI0.570.440.820.590.55
Net GEX353-177849630-49
Net DEX-4.7K-27.4K13.4K-9.3K-5.3K
Net VEX-162-221-73-210-162
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.002.000.000.10
Total Volume27.10501480148
Total OI1,279.4218421,4761,3151,002

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$3.95$2.50134.0%38.4%41.1%42.7%0.0%36.4%-91.7%630-9.3K-2100.0070.89N/AN/A00609706
2023-04-04$3.85$2.5088.1%25.3%41.0%22.6%0.0%-20.7%18.5%542-8.9K-1930.0090.20N/AN/A00609706
2023-04-05$3.83$2.5094.3%27.1%41.0%25.3%64.1%30.7%11.2%849-12.3K-2200.0087.05N/AN/A20684706
2023-04-06$3.83$5.00131.9%21.6%39.8%41.7%0.0%-23.1%-16.9%2621.2K-1480.0023.99N/AN/A01682706
2023-04-10$3.85$5.00194.0%11.9%37.8%69.0%40.2%12.1%4.8%727-3.3K-1600.0062.93N/AN/A10682707
2023-04-11$3.75$5.00128.2%40.6%32.6%40.1%43.6%63.4%-101.6%678-7.0K-1971.6784.12N/AN/A610683707
2023-04-12$3.71$5.00157.6%45.2%32.5%53.0%0.0%81.7%-57.6%640-9.0K-2210.0087.18N/AN/A60682717
2023-04-13$3.54$5.00148.0%42.4%36.0%48.8%151.8%64.7%-50.1%486-5.0K-1990.0087.32N/AN/A50692717
2023-04-14$3.50$5.00109.8%31.5%34.8%32.0%66.6%88.0%16.1%416-607-1740.0042.17N/AN/A70695717
2023-04-17$3.46$5.0086.3%24.8%34.9%21.8%110.5%10.8%-25.8%344-1.2K-1630.4022.66N/AN/A52700716
2023-04-18$3.50$5.0066.7%19.1%35.3%13.2%0.0%-1.0%-10.4%2613.1K-1140.0042.93N/AN/A110703716
2023-04-19$3.33$5.00102.1%29.3%33.1%28.7%100.7%31.5%-38.6%1954.6K-1310.0017.42N/AN/A240714716
2023-04-20$3.21$5.0096.1%27.5%34.7%26.0%107.6%-16.9%-41.5%1882.6K-1502.0099.97N/AN/A2040723716
2023-04-21$3.09$5.0071.5%20.5%36.0%15.3%92.4%-11.9%-49.7%276.0K-1360.0645.38N/AN/A161720756
2023-04-24$3.04$5.0062.5%17.9%36.0%11.3%55.2%-25.4%-31.2%-17713.4K-730.115.48N/AN/A8910643199
2023-04-25$3.20$5.0052.1%14.9%42.1%6.8%58.1%-7.9%-20.3%188-8.5K-1140.0034.34N/AN/A820709201
2023-04-26$3.20$2.5053.1%15.2%42.1%7.2%0.0%-18.1%-20.9%322-27.4K-1500.006.72N/AN/A20781201
2023-04-27$3.09$2.5069.6%20.0%39.3%14.4%82.0%-45.7%-8.8%184-22.9K-1640.5955.00N/AN/A1710785201
2023-04-28$2.63$2.5055.6%16.0%65.1%8.3%56.6%-59.0%-10.6%-49-5.3K-1620.1072.42N/AN/A13414801201