AXTI Options History — December 2023

In December 2023, AXTI traded between $2.00 and $2.69. ATM implied volatility averaged 60.4%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 8.3% (HV 20d: 68.7%). 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 19 of 20 days. Put/call ratio averaged 0.36.

Notable Days

2023-12-14: Highest Volume — 851 contracts
2023-12-11: Largest IV spike — 68.4% change
2023-12-06: Highest IV Rank — 28.5%
2023-12-01: Largest Expected Move — 27.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.33	$2.00	$2.69	$2.00	$2.37
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	60.4%	30.1%	99.8%	96.7%	43.7%
Expected Move	13.9%	8.6%	27.7%	27.7%	12.5%
HV 20d	68.7%	39.9%	87.9%	54.4%	85.4%
HV 60d	53.5%	40.3%	62.7%	40.3%	62.3%
IV Rank	12.4%	0.0%	28.5%	27.2%	5.8%
IV Percentile	39.1%	0.0%	82.5%	82.1%	13.9%
Term Structure	12.5%	-28.6%	34.0%	-28.6%	22.0%
VWIV	47.6%	33.0%	53.9%	50.2%	33.0%
Bid-Ask Spread %	37.65	13.23	78.14	29.46	66.79
Gamma HHI	0.86	0.64	0.99	0.98	0.78
Net GEX	2.6K	800	3.9K	800	3.4K
Net DEX	-80.4K	-167.2K	-13.5K	-13.5K	-90.3K
Net VEX	-444	-766	-204	-204	-532
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.36	0.00	5.00	0.00	0.00
Total Volume	64.75	0	851	34	22
Total OI	1,387.9	894	1,745	894	1,745

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
2023-12-01	$2.00	$2.50	96.7%	27.7%	54.4%	27.2%	0.0%	0.0%	-28.6%	800	-13.5K	-204	0.00	29.46	N/A	N/A	34	0	804	90
2023-12-04	$2.04	$2.50	83.7%	23.4%	43.9%	21.6%	0.0%	0.0%	24.0%	914	-24.0K	-241	0.00	33.17	N/A	N/A	0	0	835	90
2023-12-05	$2.01	$2.50	73.9%	10.2%	43.2%	17.3%	0.0%	0.0%	24.8%	915	-17.8K	-221	0.00	16.81	N/A	N/A	25	0	865	90
2023-12-06	$2.00	$2.50	99.8%	10.1%	41.3%	28.5%	0.0%	0.0%	26.7%	953	-17.4K	-225	0.00	13.75	N/A	N/A	55	0	890	90
2023-12-07	$2.06	$2.50	99.6%	9.6%	39.9%	28.5%	0.0%	0.0%	30.7%	1.2K	-25.0K	-242	0.00	13.23	N/A	N/A	13	0	945	90
2023-12-08	$2.29	$2.50	46.5%	11.8%	54.4%	5.5%	0.0%	0.0%	5.7%	1.9K	-54.2K	-319	0.00	42.89	N/A	N/A	62	0	956	90
2023-12-11	$2.46	$2.50	78.3%	11.9%	56.5%	19.2%	0.0%	0.0%	20.5%	2.9K	-75.8K	-339	0.00	78.14	N/A	N/A	61	0	1,006	90
2023-12-12	$2.33	$2.50	76.1%	15.0%	61.0%	18.3%	0.0%	0.0%	0.6%	2.7K	-60.3K	-332	0.00	39.70	N/A	N/A	46	0	1,054	90
2023-12-13	$2.29	$2.50	30.1%	8.6%	60.0%	0.0%	0.0%	0.0%	26.2%	2.1K	-50.6K	-318	0.00	18.30	N/A	N/A	0	0	1,100	90
2023-12-14	$2.66	$2.50	50.5%	14.5%	79.2%	8.7%	50.2%	0.0%	0.4%	3.5K	-130.8K	-355	0.09	42.10	N/A	N/A	779	72	1,100	90
2023-12-15	$2.69	$2.50	52.9%	15.2%	76.6%	9.7%	53.9%	0.0%	4.0%	3.3K	-167.2K	-644	0.27	48.08	N/A	N/A	75	20	1,638	90
2023-12-18	$2.56	$2.50	47.9%	13.7%	79.2%	7.6%	48.1%	0.0%	7.2%	3.6K	-150.4K	-766	0.00	45.21	N/A	N/A	3	0	1,627	90
2023-12-19	$2.48	$2.50	46.7%	13.4%	80.7%	7.1%	0.0%	0.0%	13.1%	3.4K	-118.2K	-606	0.00	51.67	N/A	N/A	2	0	1,628	90
2023-12-20	$2.31	$2.50	52.0%	14.9%	85.1%	9.3%	52.7%	0.0%	3.7%	3.0K	-84.7K	-551	0.00	23.74	N/A	N/A	11	0	1,628	90
2023-12-21	$2.42	$2.50	41.2%	11.8%	86.0%	4.7%	0.0%	0.0%	34.0%	3.2K	-101.7K	-592	0.00	24.09	N/A	N/A	0	0	1,639	90
2023-12-22	$2.46	$2.50	45.1%	12.9%	86.0%	6.4%	0.0%	0.0%	13.4%	3.6K	-106.3K	-593	0.00	46.55	N/A	N/A	0	0	1,644	90
2023-12-26	$2.48	$2.50	48.3%	13.9%	85.9%	7.8%	47.7%	0.0%	5.7%	3.9K	-128.2K	-708	0.00	47.20	N/A	N/A	9	0	1,644	90
2023-12-27	$2.42	$2.50	49.3%	14.1%	86.7%	8.2%	0.0%	0.0%	7.9%	3.5K	-100.5K	-553	0.00	47.28	N/A	N/A	0	0	1,650	90
2023-12-28	$2.34	$2.50	45.5%	13.0%	87.9%	6.6%	0.0%	0.0%	8.0%	3.1K	-91.4K	-535	5.00	24.81	N/A	N/A	1	5	1,650	90
2023-12-29	$2.37	$2.50	43.7%	12.5%	85.4%	5.8%	33.0%	0.0%	22.0%	3.4K	-90.3K	-532	0.00	66.79	N/A	N/A	22	0	1,650	95