AXTI Options History — August 2023

In August 2023, AXTI traded between $2.24 and $3.06. ATM implied volatility averaged 50.2%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 4.6% (HV 20d: 45.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.50.

Notable Days

  • 2023-08-25: Highest Volume — 173 contracts
  • 2023-08-29: Largest IV spike — 40.5% change
  • 2023-08-01: Highest IV Rank — 11.9%
  • 2023-08-01: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.57$2.24$3.06$3.06$2.60
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV50.2%36.5%61.3%61.3%47.4%
Expected Move14.5%10.5%17.6%17.6%13.6%
HV 20d45.6%37.1%85.9%85.9%52.9%
HV 60d68.9%66.3%70.6%70.6%66.3%
IV Rank7.1%1.1%11.9%11.9%5.8%
IV Percentile18.1%2.0%36.5%36.5%13.9%
Term Structure-0.8%-114.6%58.1%8.9%-0.0%
VWIV48.0%30.0%61.3%61.3%46.3%
Bid-Ask Spread %69.5814.70125.1015.4977.57
Gamma HHI0.720.500.900.500.77
Net GEX3.2K2.3K4.2K3.6K4.2K
Net DEX-134.4K-241.8K-67.3K-241.8K-171.1K
Net VEX-656-960-475-889-691
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.002.502.270.00
Total Volume32.261017336121
Total OI2,575.0432,0242,9092,8122,219

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$3.06$2.5061.3%17.6%85.9%11.9%61.3%0.0%8.9%3.6K-241.8K-8892.2715.49N/AN/A11252,681131
2023-08-02$2.96$2.5057.6%16.5%50.9%10.3%55.3%0.0%58.1%3.4K-226.3K-9600.0414.70N/AN/A2812,672155
2023-08-03$2.96$2.5059.5%14.3%45.3%11.1%0.0%0.0%6.3%3.4K-221.3K-9072.0032.00N/AN/A24482,690156
2023-08-04$2.94$2.5047.5%10.5%40.2%5.9%0.0%0.0%-114.6%3.3K-200.4K-7790.06125.10N/AN/A1712,700197
2023-08-07$2.79$2.5043.3%17.0%44.5%4.1%0.0%0.0%1.4%3.1K-175.0K-7490.2671.04N/AN/A1952,706178
2023-08-08$2.69$2.5045.5%15.6%45.9%5.0%0.0%0.0%9.1%3.1K-153.2K-7250.0098.10N/AN/A302,706183
2023-08-09$2.59$2.5060.7%17.4%47.5%11.6%0.0%0.0%-7.7%3.1K-136.4K-6622.3377.80N/AN/A6142,704184
2023-08-10$2.66$2.5056.1%16.1%37.3%9.6%0.0%0.0%0.3%3.2K-149.0K-6580.0077.43N/AN/A302,706175
2023-08-11$2.60$2.5057.1%16.4%37.1%10.0%0.0%0.0%-4.2%3.4K-136.6K-6150.1886.56N/AN/A2852,706175
2023-08-14$2.55$2.5053.4%15.3%37.3%8.5%0.0%0.0%6.3%3.3K-137.4K-6720.0064.46N/AN/A2902,721180
2023-08-15$2.42$2.5055.7%16.0%40.4%9.4%0.0%0.0%1.7%3.1K-89.8K-5590.6083.65N/AN/A532,702180
2023-08-16$2.45$2.5057.2%16.4%40.0%10.1%0.0%0.0%-0.7%3.1K-96.5K-5962.5063.31N/AN/A252,707185
2023-08-17$2.38$2.5057.3%16.4%40.4%10.1%57.5%0.0%0.0%3.0K-87.9K-5960.0361.09N/AN/A2912,707179
2023-08-18$2.35$2.5046.6%13.4%39.4%5.5%30.0%0.0%2.4%2.8K-72.5K-5330.2864.73N/AN/A67192,731178
2023-08-21$2.41$2.5049.6%14.2%41.6%6.8%0.0%0.0%3.8%2.9K-89.4K-5440.0094.10N/AN/A001,884140
2023-08-22$2.41$2.5043.2%12.4%41.8%4.0%47.1%0.0%3.0%2.7K-100.6K-5760.0073.84N/AN/A501,884140
2023-08-23$2.38$2.5048.4%13.9%41.1%6.3%53.7%0.0%-13.1%2.9K-90.1K-5450.0088.12N/AN/A301,889140
2023-08-24$2.24$2.5036.7%10.5%44.5%1.2%0.0%0.0%-4.1%2.6K-67.3K-4750.3329.54N/AN/A311,892140
2023-08-25$2.29$2.5039.8%11.4%44.7%2.6%0.0%0.0%-8.9%2.3K-70.4K-5010.0178.61N/AN/A17211,895141
2023-08-28$2.40$2.5036.5%10.5%46.4%1.1%32.7%0.0%11.2%3.9K-102.6K-5840.0036.35N/AN/A1202,047142
2023-08-29$2.54$2.5051.3%14.7%52.5%7.5%0.0%0.0%9.9%3.8K-135.5K-6390.0091.43N/AN/A602,057142
2023-08-30$2.54$2.5043.6%12.5%51.8%4.2%46.3%0.0%13.6%3.8K-141.0K-6390.0095.41N/AN/A2002,057142
2023-08-31$2.60$2.5047.4%13.6%52.9%5.8%0.0%0.0%-0.0%4.2K-171.1K-6910.0077.57N/AN/A12102,077142