AXTI Options History — July 2023 In July 2023, AXTI traded between $2.71 and $3.50. ATM implied volatility averaged 65.9%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded below realized volatility by 21.7% (HV 20d: 87.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.12.
Notable Days 2023-07-05 : Highest Volume — 551 contracts2023-07-05 : Largest IV drop — 71.8% change2023-07-03 : Highest IV Rank — 50.9%2023-07-03 : Largest Expected Move — 43.4%Monthly Statistics Metric Avg Min Max Open Close Price $2.98 $2.71 $3.50 $3.50 $3.09 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 65.9% 42.6% 151.3% 151.3% 76.4% Expected Move 20.7% 12.2% 43.4% 43.4% 21.9% HV 20d 87.6% 65.8% 94.8% 65.8% 86.0% HV 60d 76.8% 66.3% 80.6% 66.3% 70.6% IV Rank 13.9% 3.8% 50.9% 50.9% 18.4% IV Percentile 37.9% 7.5% 94.4% 94.4% 70.2% Term Structure -5.8% -67.7% 89.9% -31.2% -10.9% VWIV 78.0% 44.8% 128.3% 44.8% 89.5% Bid-Ask Spread % 28.11 5.63 85.89 85.89 20.68 Gamma HHI 0.51 0.50 0.58 0.58 0.50 Net GEX 3.5K 2.8K 4.0K 3.5K 3.9K Net DEX -221.3K -251.8K -152.7K -248.0K -247.7K Net VEX -895 -1.1K -657 -805 -909 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.00 1.66 0.00 0.00 Total Volume 74.45 0 551 3 16 Total OI 3,001.8 2,582 3,241 2,583 2,806
Daily Data (20 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 2023-07-03 $3.50 $2.50 151.3% 43.4% 65.8% 50.9% 0.0% 0.0% -31.2% 3.5K -248.0K -805 0.00 85.89 N/A N/A 3 0 2,547 36 2023-07-05 $2.88 $2.50 42.6% 12.2% 94.8% 3.8% 44.8% 0.0% 30.9% 2.8K -152.7K -657 0.22 60.21 N/A N/A 453 98 2,546 36 2023-07-06 $2.71 $2.50 55.6% 28.7% 91.3% 9.4% 128.3% 0.0% -67.7% 3.8K -215.7K -914 1.66 70.96 N/A N/A 44 73 2,991 96 2023-07-07 $2.88 $2.50 45.6% 21.6% 90.2% 5.1% 74.9% 0.0% -8.1% 3.3K -214.2K -950 0.00 14.84 N/A N/A 257 0 3,026 169 2023-07-10 $2.88 $2.50 51.6% 20.8% 88.2% 7.7% 71.5% 0.0% -4.3% 3.3K -208.5K -920 0.00 29.01 N/A N/A 108 0 3,004 169 2023-07-11 $2.83 $2.50 50.4% 23.7% 85.5% 7.2% 82.4% 0.0% -16.8% 3.4K -206.7K -920 0.00 21.96 N/A N/A 49 0 3,072 169 2023-07-12 $2.84 $2.50 68.0% 19.5% 85.0% 14.8% 60.5% 0.0% -9.5% 3.1K -200.6K -887 0.21 11.03 N/A N/A 19 4 3,062 169 2023-07-13 $3.08 $2.50 55.5% 15.9% 91.4% 9.4% 0.0% 0.0% 3.3% 3.6K -251.8K -970 0.00 6.41 N/A N/A 66 0 3,062 169 2023-07-14 $3.00 $2.50 64.9% 18.6% 91.4% 13.4% 74.9% 0.0% -12.2% 3.7K -233.4K -958 0.02 7.84 N/A N/A 64 1 3,065 169 2023-07-17 $2.96 $2.50 82.1% 23.5% 90.5% 20.9% 0.0% 0.0% -18.4% 3.6K -216.4K -907 0.00 37.75 N/A N/A 1 0 3,063 169 2023-07-18 $2.96 $2.50 83.5% 23.9% 90.5% 21.5% 83.5% 0.0% -17.8% 3.6K -225.0K -950 0.00 35.17 N/A N/A 3 0 3,063 169 2023-07-19 $3.01 $2.50 103.6% 29.7% 88.9% 30.2% 0.0% 0.0% -37.4% 4.0K -248.5K -1.1K 0.00 74.70 N/A N/A 1 0 3,064 169 2023-07-20 $3.00 $2.50 45.3% 13.0% 88.6% 5.0% 0.0% 0.0% 89.9% 3.3K -231.3K -906 0.00 25.06 N/A N/A 15 0 3,065 169 2023-07-21 $3.04 $2.50 48.9% 14.0% 88.8% 6.5% 0.0% 0.0% 6.8% 3.3K -236.8K -890 0.00 19.09 N/A N/A 4 0 3,060 169 2023-07-24 $3.00 $2.50 48.9% 14.0% 88.8% 6.5% 0.0% 0.0% 19.5% 3.3K -212.4K -802 0.00 8.81 N/A N/A 0 0 2,533 122 2023-07-25 $2.96 $2.50 62.5% 17.9% 88.6% 12.4% 0.0% 0.0% -14.7% 3.4K -213.1K -850 0.00 5.63 N/A N/A 3 0 2,533 122 2023-07-26 $2.99 $2.50 60.4% 17.3% 87.5% 11.5% 69.1% 0.0% -7.9% 3.3K -215.3K -828 0.00 8.22 N/A N/A 122 0 2,532 122 2023-07-27 $2.92 $2.50 65.5% 18.8% 85.8% 13.7% 0.0% 0.0% -22.7% 3.5K -218.6K -921 0.00 8.56 N/A N/A 29 0 2,642 122 2023-07-28 $2.98 $2.50 54.9% 15.7% 85.0% 9.1% 0.0% 0.0% 13.6% 3.5K -228.7K -907 0.22 10.37 N/A N/A 46 10 2,663 122 2023-07-31 $3.09 $2.50 76.4% 21.9% 86.0% 18.4% 89.5% 0.0% -10.9% 3.9K -247.7K -909 0.00 20.68 N/A N/A 16 0 2,674 132
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