AXTI Options History — October 2023

In October 2023, AXTI traded between $2.00 and $2.50. ATM implied volatility averaged 60.8%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 29.7% (HV 20d: 31.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.02.

Notable Days

2023-10-20: Highest Volume — 81 contracts
2023-10-31: Largest IV drop — 29.8% change
2023-10-30: Highest IV Rank — 25.3%
2023-10-30: Largest Expected Move — 26.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.31	$2.00	$2.50	$2.38	$2.00
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	60.8%	43.3%	92.3%	48.3%	64.8%
Expected Move	17.4%	12.7%	26.5%	13.9%	18.6%
HV 20d	31.1%	22.8%	35.7%	32.2%	34.3%
HV 60d	40.8%	39.3%	43.1%	42.4%	39.4%
IV Rank	11.7%	4.1%	25.3%	6.2%	13.4%
IV Percentile	42.5%	9.9%	79.8%	17.5%	54.8%
Term Structure	-5.3%	-70.2%	42.0%	21.9%	-21.5%
VWIV	50.2%	46.1%	58.0%	46.1%	58.0%
Bid-Ask Spread %	43.80	8.41	116.94	69.89	12.96
Gamma HHI	0.94	0.82	1.00	0.92	0.82
Net GEX	4.1K	471	6.5K	4.3K	471
Net DEX	-80.3K	-144.1K	-4.4K	-99.8K	-4.4K
Net VEX	-360	-491	-160	-448	-160
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.17	0.00	0.00
Total Volume	11.682	0	81	15	20
Total OI	2,229.818	2,136	2,272	2,244	2,180

Daily Data (22 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
2023-10-02	$2.38	$2.50	48.3%	13.9%	32.2%	6.2%	0.0%	0.0%	21.9%	4.3K	-99.8K	-448	0.00	69.89	N/A	N/A	15	0	2,142	102
2023-10-03	$2.40	$2.50	51.8%	14.9%	31.0%	7.8%	0.0%	0.0%	15.4%	4.3K	-105.2K	-449	0.00	17.32	N/A	N/A	17	0	2,142	102
2023-10-04	$2.49	$2.50	60.3%	17.3%	34.1%	11.4%	0.0%	0.0%	-0.4%	4.0K	-125.4K	-454	0.00	116.94	N/A	N/A	0	0	2,152	102
2023-10-05	$2.50	$2.50	49.5%	13.5%	22.8%	6.8%	0.0%	0.0%	13.6%	5.8K	-144.1K	-491	0.00	79.25	N/A	N/A	0	0	2,156	102
2023-10-06	$2.49	$2.50	45.2%	13.8%	22.8%	4.9%	0.0%	0.0%	-14.7%	5.7K	-122.3K	-425	0.00	66.34	N/A	N/A	0	0	2,156	102
2023-10-09	$2.44	$2.50	43.3%	12.7%	23.5%	4.1%	46.1%	0.0%	2.8%	6.3K	-106.4K	-413	0.10	78.05	N/A	N/A	10	1	2,156	102
2023-10-10	$2.50	$2.50	52.7%	13.1%	25.0%	8.2%	46.5%	0.0%	7.6%	6.5K	-112.8K	-419	0.00	65.32	N/A	N/A	13	0	2,156	103
2023-10-11	$2.49	$2.50	51.4%	14.7%	24.5%	7.6%	0.0%	0.0%	8.4%	6.4K	-122.2K	-441	0.00	59.10	N/A	N/A	4	0	2,163	103
2023-10-12	$2.46	$2.50	56.1%	16.1%	25.0%	9.6%	0.0%	0.0%	0.0%	5.9K	-112.4K	-418	0.00	57.79	N/A	N/A	23	0	2,167	103
2023-10-13	$2.33	$2.50	68.4%	19.6%	31.1%	14.9%	0.0%	0.0%	-11.5%	4.4K	-88.4K	-382	0.00	37.69	N/A	N/A	2	0	2,162	103
2023-10-16	$2.38	$2.50	56.8%	16.3%	32.0%	9.9%	0.0%	0.0%	21.7%	5.6K	-83.7K	-393	0.00	41.08	N/A	N/A	8	0	2,164	103
2023-10-17	$2.35	$2.50	58.0%	16.6%	32.3%	10.4%	58.0%	0.0%	-21.7%	5.1K	-79.3K	-352	0.00	39.95	N/A	N/A	4	0	2,168	103
2023-10-18	$2.27	$2.50	65.8%	18.9%	34.5%	13.8%	0.0%	0.0%	-7.6%	3.2K	-64.6K	-332	0.00	37.18	N/A	N/A	0	0	2,169	103
2023-10-19	$2.27	$2.50	55.3%	15.9%	34.4%	9.3%	0.0%	0.0%	42.0%	3.3K	-64.0K	-337	0.00	44.97	N/A	N/A	0	0	2,169	103
2023-10-20	$2.23	$2.50	62.3%	17.9%	34.8%	12.3%	0.0%	0.0%	1.9%	2.9K	-59.8K	-319	0.00	44.48	N/A	N/A	81	0	2,169	103
2023-10-23	$2.25	$2.50	63.3%	18.2%	35.0%	12.8%	0.0%	0.0%	-1.1%	3.4K	-46.6K	-280	0.00	32.30	N/A	N/A	0	0	2,033	103
2023-10-24	$2.21	$2.50	67.8%	19.4%	34.7%	14.7%	0.0%	0.0%	-16.7%	2.8K	-48.5K	-289	0.17	20.76	N/A	N/A	29	5	2,033	103
2023-10-25	$2.13	$2.50	69.3%	19.9%	35.7%	15.3%	0.0%	0.0%	-40.0%	2.6K	-46.8K	-292	0.00	11.96	N/A	N/A	8	0	2,052	108
2023-10-26	$2.08	$2.50	77.2%	22.1%	35.4%	18.7%	0.0%	0.0%	-25.7%	2.3K	-44.7K	-275	0.00	11.59	N/A	N/A	10	0	2,060	108
2023-10-27	$2.06	$2.50	78.5%	22.5%	34.6%	19.3%	0.0%	0.0%	-22.0%	2.4K	-44.1K	-282	0.00	10.35	N/A	N/A	0	0	2,065	108
2023-10-30	$2.04	$2.50	92.3%	26.5%	34.6%	25.3%	0.0%	0.0%	-70.2%	2.1K	-40.6K	-262	0.00	8.41	N/A	N/A	7	0	2,065	108
2023-10-31	$2.00	$2.50	64.8%	18.6%	34.3%	13.4%	0.0%	0.0%	-21.5%	471	-4.4K	-160	0.00	12.96	N/A	N/A	20	0	2,072	108