AXTI Options History — June 2023

In June 2023, AXTI traded between $3.30 and $3.85. ATM implied volatility averaged 113.9%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 46.6% (HV 20d: 67.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-06-14: Highest Volume — 932 contracts
  • 2023-06-02: Largest IV spike — 102.4% change
  • 2023-06-12: Highest IV Rank — 78.6%
  • 2023-06-26: Largest Expected Move — 50.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.52$3.30$3.85$3.38$3.48
Max Pain$3.57$2.50$5.00$2.50$2.50
ATM IV113.9%47.5%215.3%86.3%154.2%
Expected Move25.2%11.8%50.9%24.7%44.2%
HV 20d67.3%57.9%73.3%57.9%66.6%
HV 60d63.8%59.1%66.4%59.1%66.3%
IV Rank34.7%5.9%78.6%22.7%52.1%
IV Percentile74.5%9.5%99.6%80.6%94.8%
Term Structure-16.7%-46.7%4.1%-25.8%-24.7%
VWIV98.0%59.8%160.2%88.5%160.2%
Bid-Ask Spread %42.396.53102.6917.1360.58
Gamma HHI0.620.500.740.500.60
Net GEX4.0K1.9K6.5K1.9K3.9K
Net DEX-246.5K-309.6K-170.8K-170.8K-243.7K
Net VEX-826-1.2K-484-484-798
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.060.000.00
Total Volume98.14309321040
Total OI2,152.3811,3492,7321,3492,583

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$3.38$2.5086.3%24.7%57.9%22.7%88.5%0.0%-25.8%1.9K-170.8K-4840.0017.13N/AN/A10401,203146
2023-06-02$3.48$2.50174.6%50.1%58.0%61.0%0.0%0.0%-46.7%2.4K-189.9K-5190.0060.35N/AN/A001,301146
2023-06-05$3.33$5.0096.4%27.3%60.1%27.1%0.0%0.0%-4.3%2.5K-180.1K-5900.0086.17N/AN/A5001,301146
2023-06-06$3.59$5.00103.9%20.1%62.1%30.3%0.0%0.0%-38.5%2.6K-205.7K-5610.0023.35N/AN/A10501,351146
2023-06-07$3.85$5.00118.0%20.6%62.8%36.4%0.0%0.0%-8.5%3.9K-278.0K-8000.0022.33N/AN/A25101,456146
2023-06-08$3.60$5.00114.5%13.9%68.2%34.9%0.0%0.0%-13.1%3.1K-222.5K-6680.0015.89N/AN/A10601,634146
2023-06-09$3.77$5.00154.5%15.8%69.3%52.3%0.0%0.0%-9.5%4.5K-268.8K-8750.0059.86N/AN/A3201,740146
2023-06-12$3.84$5.00215.3%11.8%68.7%78.6%0.0%0.0%-9.9%4.5K-270.3K-8290.0014.56N/AN/A2801,748146
2023-06-13$3.74$5.00182.5%16.1%68.1%64.4%0.0%0.0%4.1%4.4K-263.1K-8150.0610.71N/AN/A1811,737146
2023-06-14$3.76$5.0068.6%19.7%68.0%15.0%83.3%0.0%-17.6%4.6K-286.1K-9480.0088.74N/AN/A93201,725146
2023-06-15$3.59$5.00114.9%32.9%70.0%35.1%59.8%0.0%-16.3%6.5K-309.6K-1.1K0.0057.25N/AN/A5702,540146
2023-06-16$3.59$2.5061.0%17.5%69.5%11.8%0.0%0.0%-16.8%5.9K-302.6K-1.1K0.009.66N/AN/A28902,586146
2023-06-20$3.38$2.5047.5%13.6%73.0%5.9%0.0%0.0%-6.0%3.2K-222.4K-7780.006.53N/AN/A802,50336
2023-06-21$3.30$2.5055.8%16.0%73.3%9.5%0.0%0.0%-8.7%2.9K-227.6K-8470.0012.34N/AN/A002,50936
2023-06-22$3.31$2.5049.6%14.2%72.5%6.8%0.0%0.0%-8.4%3.1K-211.5K-7300.007.47N/AN/A5802,50936
2023-06-23$3.33$2.5095.1%27.3%72.4%26.5%0.0%0.0%-19.6%4.0K-231.8K-8090.0061.93N/AN/A002,54736
2023-06-26$3.37$2.50177.6%50.9%72.4%62.3%160.2%0.0%-23.9%5.8K-305.3K-1.2K0.00102.69N/AN/A302,54736
2023-06-27$3.49$2.50107.7%30.9%65.3%32.0%0.0%0.0%-6.9%6.1K-299.1K-1.1K0.0063.32N/AN/A102,54636
2023-06-28$3.30$2.50133.7%38.3%68.0%43.2%0.0%0.0%-25.8%5.1K-239.4K-9230.0095.26N/AN/A1802,54736
2023-06-29$3.42$2.5080.0%22.9%66.4%19.9%0.0%0.0%-23.5%4.3K-247.5K-8580.0014.03N/AN/A002,54736
2023-06-30$3.48$2.50154.2%44.2%66.6%52.1%0.0%0.0%-24.7%3.9K-243.7K-7980.0060.58N/AN/A002,54736