AXTI Options History — January 2024

In January 2024, AXTI traded between $2.46 and $2.88. ATM implied volatility averaged 53.3%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 11.5% (HV 20d: 64.8%). 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 13 of 21 days. Put/call ratio averaged 0.01.

Notable Days

2024-01-23: Highest Volume — 184 contracts
2024-01-03: Largest IV spike — 47.3% change
2024-01-22: Highest IV Rank — 18.3%
2024-01-22: Largest Expected Move — 21.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.61	$2.46	$2.88	$2.49	$2.46
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	53.3%	37.6%	73.1%	40.5%	47.0%
Expected Move	15.7%	10.8%	21.0%	11.6%	13.5%
HV 20d	64.8%	48.5%	86.9%	86.6%	53.0%
HV 60d	64.0%	61.9%	66.7%	63.2%	66.0%
IV Rank	9.9%	3.2%	18.3%	4.4%	7.2%
IV Percentile	33.9%	4.4%	66.3%	7.5%	20.2%
Term Structure	3.6%	-8.8%	21.3%	21.3%	10.9%
VWIV	54.0%	45.1%	73.1%	53.0%	47.3%
Bid-Ask Spread %	35.66	14.35	60.23	42.57	59.74
Gamma HHI	0.75	0.57	0.86	0.78	0.82
Net GEX	4.4K	2.6K	6.9K	4.3K	5.0K
Net DEX	-153.1K	-228.2K	-107.7K	-120.1K	-131.5K
Net VEX	-580	-678	-508	-583	-572
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.03	0.00	0.00
Total Volume	41.143	0	184	20	113
Total OI	1,814.857	1,605	1,965	1,767	1,931

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
2024-01-02	$2.49	$2.50	40.5%	11.6%	86.6%	4.4%	0.0%	0.0%	21.3%	4.3K	-120.1K	-583	0.00	42.57	N/A	N/A	20	0	1,672	95
2024-01-03	$2.46	$2.50	59.6%	17.1%	86.9%	12.6%	0.0%	0.0%	-4.6%	3.8K	-107.7K	-542	0.00	51.36	N/A	N/A	0	0	1,672	95
2024-01-04	$2.46	$2.50	48.5%	16.9%	86.5%	7.8%	0.0%	0.0%	0.1%	4.1K	-113.0K	-538	0.00	28.44	N/A	N/A	1	0	1,672	95
2024-01-05	$2.50	$2.50	51.3%	16.0%	86.4%	9.0%	0.0%	0.0%	7.2%	4.3K	-123.2K	-620	0.00	24.64	N/A	N/A	4	0	1,671	95
2024-01-08	$2.56	$2.50	42.1%	15.2%	86.2%	5.1%	53.0%	0.0%	8.1%	4.9K	-131.6K	-561	0.00	33.74	N/A	N/A	27	0	1,671	95
2024-01-09	$2.58	$2.50	50.5%	17.2%	78.6%	8.7%	0.0%	0.0%	0.2%	4.2K	-142.2K	-597	0.00	30.76	N/A	N/A	1	0	1,680	95
2024-01-10	$2.58	$2.50	60.7%	17.4%	74.7%	13.0%	0.0%	0.0%	-0.9%	5.1K	-147.6K	-587	0.00	35.83	N/A	N/A	0	0	1,681	95
2024-01-11	$2.62	$2.50	61.3%	17.6%	71.7%	13.3%	0.0%	0.0%	-3.3%	4.7K	-151.9K	-614	0.00	33.71	N/A	N/A	0	0	1,681	95
2024-01-12	$2.62	$2.50	57.2%	16.4%	71.2%	11.6%	0.0%	0.0%	1.0%	4.9K	-153.6K	-577	0.00	24.67	N/A	N/A	0	0	1,681	95
2024-01-16	$2.74	$2.50	65.3%	18.7%	49.8%	15.0%	65.3%	0.0%	-3.3%	3.1K	-182.3K	-545	0.00	36.08	N/A	N/A	15	0	1,681	95
2024-01-17	$2.54	$2.50	60.3%	17.3%	56.6%	12.9%	0.0%	0.0%	-1.7%	6.9K	-130.1K	-508	0.00	37.45	N/A	N/A	5	0	1,685	100
2024-01-18	$2.58	$2.50	64.9%	18.6%	54.2%	14.8%	0.0%	0.0%	1.2%	5.1K	-137.7K	-517	0.00	42.65	N/A	N/A	1	0	1,682	100
2024-01-19	$2.65	$2.50	57.5%	16.5%	53.6%	11.7%	0.0%	0.0%	9.5%	2.9K	-164.2K	-508	0.03	44.19	N/A	N/A	169	5	1,682	100
2024-01-22	$2.83	$2.50	73.1%	21.0%	50.3%	18.3%	73.1%	0.0%	-8.8%	2.6K	-153.4K	-573	0.00	18.57	N/A	N/A	158	0	1,510	95
2024-01-23	$2.88	$2.50	56.6%	16.2%	48.5%	11.3%	51.7%	0.0%	-5.9%	3.3K	-204.8K	-618	0.03	14.35	N/A	N/A	179	5	1,666	95
2024-01-24	$2.81	$2.50	45.7%	13.1%	49.8%	6.6%	0.0%	0.0%	-4.7%	4.3K	-228.2K	-678	0.00	20.72	N/A	N/A	0	0	1,845	95
2024-01-25	$2.69	$2.50	40.5%	11.6%	52.9%	4.4%	45.1%	0.0%	12.0%	4.3K	-207.4K	-619	0.00	60.23	N/A	N/A	78	0	1,846	95
2024-01-26	$2.58	$2.50	46.7%	13.4%	54.5%	7.1%	45.2%	0.0%	14.5%	4.8K	-168.1K	-641	0.00	35.46	N/A	N/A	32	0	1,848	95
2024-01-29	$2.60	$2.50	37.6%	10.8%	52.7%	3.2%	0.0%	0.0%	12.0%	5.5K	-176.7K	-615	0.00	34.80	N/A	N/A	0	0	1,870	95
2024-01-30	$2.48	$2.50	51.2%	14.7%	55.8%	9.0%	51.1%	0.0%	9.9%	4.8K	-139.3K	-575	0.02	38.96	N/A	N/A	50	1	1,870	95
2024-01-31	$2.46	$2.50	47.0%	13.5%	53.0%	7.2%	47.3%	0.0%	10.9%	5.0K	-131.5K	-572	0.00	59.74	N/A	N/A	113	0	1,835	96