AXTI Options History — September 2023 In September 2023, AXTI traded between $2.29 and $2.63. ATM implied volatility averaged 68.4%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 22.2% (HV 20d: 46.2%). 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 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-11 : Highest Volume — 260 contracts2023-09-07 : Largest IV spike — 105.7% change2023-09-08 : Highest IV Rank — 44.1%2023-09-22 : Largest Expected Move — 24.4%Monthly Statistics Metric Avg Min Max Open Close Price $2.39 $2.29 $2.63 $2.63 $2.41 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 68.4% 36.2% 135.8% 48.9% 45.4% Expected Move 16.6% 10.4% 24.4% 14.0% 13.0% HV 20d 46.2% 32.6% 53.9% 53.3% 32.6% HV 60d 60.5% 44.3% 64.5% 64.5% 44.3% IV Rank 14.9% 1.0% 44.1% 6.5% 5.0% IV Percentile 41.0% 2.0% 93.7% 17.1% 12.7% Term Structure 8.1% -23.7% 31.4% -7.9% 16.6% VWIV 77.0% 77.0% 77.0% 77.0% 77.0% Bid-Ask Spread % 76.79 27.25 129.29 76.96 79.73 Gamma HHI 0.83 0.59 0.95 0.70 0.89 Net GEX 4.2K 3.2K 7.0K 4.2K 4.3K Net DEX -118.7K -170.8K -88.5K -170.8K -107.7K Net VEX -545 -705 -458 -705 -478 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 18.75 0 260 0 0 Total OI 2,324.4 2,232 2,539 2,340 2,244
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 2023-09-01 $2.63 $2.50 48.9% 14.0% 53.3% 6.5% 0.0% 0.0% -7.9% 4.2K -170.8K -705 0.00 76.96 N/A N/A 0 0 2,198 142 2023-09-05 $2.55 $2.50 55.0% 11.7% 51.3% 9.1% 0.0% 0.0% 24.6% 4.4K -161.4K -663 0.00 93.85 N/A N/A 0 0 2,198 142 2023-09-06 $2.55 $2.50 62.9% 13.8% 49.9% 12.6% 0.0% 0.0% 18.4% 4.4K -164.0K -641 0.00 64.39 N/A N/A 0 0 2,198 112 2023-09-07 $2.38 $2.50 129.4% 20.5% 53.9% 41.4% 0.0% 0.0% 29.6% 3.3K -144.6K -695 0.00 116.18 N/A N/A 2 0 2,198 112 2023-09-08 $2.37 $2.50 135.8% 21.9% 52.7% 44.1% 0.0% 0.0% -0.9% 3.2K -108.7K -559 0.00 95.75 N/A N/A 16 0 2,200 112 2023-09-11 $2.41 $2.50 133.2% 21.5% 52.8% 43.0% 0.0% 0.0% 7.2% 3.5K -133.7K -631 0.00 98.05 N/A N/A 260 0 2,200 112 2023-09-12 $2.41 $2.50 81.9% 21.7% 52.5% 20.8% 0.0% 0.0% -9.3% 6.6K -139.7K -600 0.00 129.29 N/A N/A 5 0 2,422 112 2023-09-13 $2.38 $2.50 54.4% 15.6% 49.3% 8.9% 0.0% 0.0% 9.0% 6.9K -124.3K -561 0.00 80.03 N/A N/A 0 0 2,427 112 2023-09-14 $2.38 $2.50 55.2% 15.8% 49.1% 9.2% 0.0% 0.0% 2.4% 7.0K -120.5K -532 0.00 87.09 N/A N/A 0 0 2,427 112 2023-09-15 $2.33 $2.50 36.2% 10.4% 48.6% 1.0% 0.0% 0.0% 7.5% 4.5K -92.0K -491 0.00 31.41 N/A N/A 5 0 2,427 112 2023-09-18 $2.33 $2.50 47.0% 13.5% 48.4% 5.7% 0.0% 0.0% 9.1% 3.5K -89.1K -459 0.00 78.62 N/A N/A 0 0 2,135 102 2023-09-19 $2.33 $2.50 47.3% 13.6% 47.4% 5.8% 0.0% 0.0% 23.2% 3.5K -94.1K -494 0.00 66.41 N/A N/A 30 0 2,135 102 2023-09-20 $2.31 $2.50 45.7% 13.1% 47.5% 5.1% 0.0% 0.0% 31.4% 3.4K -88.5K -458 0.00 28.99 N/A N/A 0 0 2,130 102 2023-09-21 $2.33 $2.50 44.6% 12.8% 47.5% 4.6% 0.0% 0.0% 23.0% 3.7K -93.6K -502 0.00 72.51 N/A N/A 0 0 2,130 102 2023-09-22 $2.34 $2.50 85.2% 24.4% 42.0% 22.2% 0.0% 0.0% -18.2% 3.2K -113.0K -494 0.00 90.50 N/A N/A 0 0 2,130 102 2023-09-25 $2.34 $2.50 53.3% 15.3% 41.3% 8.4% 0.0% 0.0% 23.8% 3.6K -100.0K -473 0.00 54.01 N/A N/A 36 0 2,130 102 2023-09-26 $2.29 $2.50 75.1% 21.5% 38.3% 17.9% 0.0% 0.0% -23.7% 3.3K -115.5K -496 0.00 68.34 N/A N/A 0 0 2,156 102 2023-09-27 $2.34 $2.50 82.2% 23.6% 32.7% 20.9% 77.0% 0.0% -5.1% 3.4K -111.4K -509 0.00 96.54 N/A N/A 13 0 2,159 102 2023-09-28 $2.38 $2.50 49.3% 14.1% 33.5% 6.7% 0.0% 0.0% 1.5% 5.0K -100.8K -462 0.00 27.25 N/A N/A 8 0 2,146 102 2023-09-29 $2.41 $2.50 45.4% 13.0% 32.6% 5.0% 0.0% 0.0% 16.6% 4.3K -107.7K -478 0.00 79.73 N/A N/A 0 0 2,142 102
« Aug 2023 | All History | Oct 2023 » Home AXTI History September 2023