AXTI Options History — November 2023 In November 2023, AXTI traded between $1.96 and $2.29. ATM implied volatility averaged 56.2%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 4.1% (HV 20d: 52.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.08.
Notable Days 2023-11-21 : Highest Volume — 101 contracts2023-11-28 : Largest IV spike — 64.9% change2023-11-29 : Highest IV Rank — 32.0%2023-11-29 : Largest Expected Move — 30.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.06 $1.96 $2.29 $1.96 $1.98 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 56.2% 35.5% 107.8% 63.1% 67.2% Expected Move 16.0% 10.2% 30.9% 18.1% 19.3% HV 20d 52.1% 29.9% 57.3% 29.9% 57.3% HV 60d 43.2% 39.0% 46.1% 39.0% 42.4% IV Rank 9.6% 0.7% 32.0% 12.6% 14.4% IV Percentile 33.7% 0.4% 85.7% 50.8% 59.9% Term Structure 3.3% -24.2% 70.5% -24.2% -17.0% VWIV 56.3% 44.5% 74.2% 50.2% 74.2% Bid-Ask Spread % 29.23 12.04 90.03 12.49 15.61 Gamma HHI 0.95 0.86 1.00 0.86 0.97 Net GEX 913 420 4.8K 420 805 Net DEX -8.9K -34.3K 2.9K -699 -17.9K Net VEX -167 -237 -121 -142 -216 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.08 0.00 0.50 0.00 0.07 Total Volume 17 0 101 0 76 Total OI 1,669.81 699 2,203 2,200 900
Daily Data (21 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 2023-11-01 $1.96 $2.50 63.1% 18.1% 29.9% 12.6% 0.0% 0.0% -24.2% 420 -699 -142 0.00 12.49 N/A N/A 0 0 2,092 108 2023-11-02 $2.06 $2.50 56.0% 11.1% 36.7% 9.5% 0.0% 0.0% 27.8% 464 -2.2K -150 0.00 60.58 N/A N/A 9 0 2,092 108 2023-11-03 $2.25 $2.50 37.6% 13.9% 50.6% 1.6% 50.2% 0.0% 0.1% 1.3K -9.0K -176 0.14 12.96 N/A N/A 7 1 2,094 108 2023-11-06 $2.29 $2.50 46.1% 14.9% 50.9% 5.3% 0.0% 0.0% -2.5% 4.8K -34.3K -237 0.00 20.66 N/A N/A 0 0 2,088 109 2023-11-07 $2.20 $2.50 50.8% 12.2% 51.4% 7.3% 0.0% 0.0% 16.3% 2.8K -18.0K -199 0.00 17.90 N/A N/A 1 0 2,083 109 2023-11-08 $2.10 $2.50 43.7% 12.5% 53.3% 4.3% 0.0% 0.0% 16.0% 498 -5.6K -157 0.00 63.67 N/A N/A 0 0 2,083 109 2023-11-09 $2.06 $2.50 42.5% 12.2% 53.4% 3.7% 0.0% 0.0% 6.4% 470 -994 -135 0.00 12.04 N/A N/A 5 0 2,083 109 2023-11-10 $1.98 $2.50 55.7% 16.0% 52.0% 9.4% 0.0% 0.0% 19.4% 434 1.2K -132 0.00 23.87 N/A N/A 7 0 2,083 109 2023-11-13 $2.01 $2.50 41.8% 12.0% 51.6% 3.4% 44.5% 0.0% 12.7% 479 -1.2K -133 0.00 16.81 N/A N/A 0 6 2,090 106 2023-11-14 $2.10 $2.50 35.5% 10.2% 54.8% 0.7% 0.0% 0.0% 6.2% 640 -3.9K -147 0.00 20.33 N/A N/A 20 0 2,090 108 2023-11-15 $2.13 $2.50 37.8% 10.8% 54.1% 1.7% 0.0% 0.0% 17.1% 552 -1.4K -142 0.00 13.10 N/A N/A 2 0 2,090 108 2023-11-16 $2.04 $2.50 39.0% 11.2% 55.9% 2.2% 0.0% 0.0% 0.0% 474 -162 -134 0.29 12.63 N/A N/A 7 2 2,092 108 2023-11-17 $2.01 $2.50 57.4% 16.5% 55.8% 10.2% 0.0% 0.0% -5.1% 452 2.9K -121 0.20 26.87 N/A N/A 10 2 2,094 109 2023-11-20 $2.04 $2.50 55.8% 16.0% 56.0% 9.5% 0.0% 0.0% -15.4% 493 -5.2K -133 0.00 22.77 N/A N/A 22 0 612 87 2023-11-21 $2.00 $2.50 54.7% 15.7% 56.1% 9.0% 0.0% 0.0% -17.1% 493 -4.8K -134 0.00 22.18 N/A N/A 101 0 634 87 2023-11-22 $1.98 $2.50 61.7% 17.7% 54.9% 12.0% 0.0% 0.0% -8.5% 620 -12.9K -187 0.00 20.51 N/A N/A 0 0 735 87 2023-11-24 $2.00 $2.50 58.3% 16.7% 54.5% 10.6% 0.0% 0.0% -9.5% 665 -12.0K -181 0.00 19.61 N/A N/A 0 0 735 87 2023-11-27 $2.00 $2.50 63.1% 18.1% 54.5% 12.6% 0.0% 0.0% -22.7% 663 -12.0K -178 0.00 22.18 N/A N/A 36 0 735 87 2023-11-28 $2.05 $2.50 104.0% 29.8% 55.2% 30.3% 0.0% 0.0% 70.5% 863 -21.9K -231 0.50 90.03 N/A N/A 2 1 771 87 2023-11-29 $2.08 $2.50 107.8% 30.9% 54.8% 32.0% 0.0% 0.0% -3.8% 797 -27.2K -232 0.00 86.94 N/A N/A 40 0 773 87 2023-11-30 $1.98 $2.50 67.2% 19.3% 57.3% 14.4% 74.2% 0.0% -17.0% 805 -17.9K -216 0.07 15.61 N/A N/A 71 5 813 87
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