AXTI Options History — February 2024

In February 2024, AXTI traded between $2.21 and $5.29. ATM implied volatility averaged 76.2%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 15.1% (HV 20d: 91.3%). 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 6 of 20 days. Put/call ratio averaged 0.10.

Notable Days

2024-02-23: Highest Volume — 10,766 contracts
2024-02-06: Largest IV spike — 194.2% change
2024-02-23: Highest IV Rank — 46.9%
2024-02-23: Largest Expected Move — 40.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.95	$2.21	$5.29	$2.50	$4.33
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	76.2%	43.3%	140.2%	49.6%	97.7%
Expected Move	21.2%	15.5%	40.2%	16.9%	28.0%
HV 20d	91.3%	45.9%	217.3%	53.2%	217.3%
HV 60d	80.6%	61.3%	137.4%	63.7%	137.4%
IV Rank	19.6%	5.6%	46.9%	8.3%	28.8%
IV Percentile	60.1%	12.3%	93.7%	27.4%	80.2%
Term Structure	-10.8%	-48.4%	6.9%	-2.1%	-19.4%
VWIV	82.1%	58.9%	129.1%	58.9%	97.9%
Bid-Ask Spread %	39.95	13.96	70.31	65.80	17.39
Gamma HHI	0.79	0.55	0.92	0.80	0.78
Net GEX	9.8K	2.3K	37.1K	5.2K	25.3K
Net DEX	-394.0K	-2.2M	-64.5K	-132.3K	-885.5K
Net VEX	-1.3K	-4.7K	-370	-602	-4.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.50	0.00	0.12
Total Volume	1,208.95	0	10,766	21	1,563
Total OI	3,407.75	1,348	10,701	2,038	10,701

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
2024-02-01	$2.50	$2.50	49.6%	16.9%	53.2%	8.3%	58.9%	0.0%	-2.1%	5.2K	-132.3K	-602	0.00	65.80	N/A	N/A	21	0	1,942	96
2024-02-02	$2.50	$2.50	51.3%	17.1%	53.2%	9.0%	0.0%	0.0%	1.5%	5.0K	-130.6K	-555	0.00	32.21	N/A	N/A	0	1	1,938	96
2024-02-05	$2.42	$2.50	43.3%	15.5%	54.1%	5.6%	0.0%	0.0%	6.9%	5.6K	-123.5K	-539	0.00	69.26	N/A	N/A	0	0	1,938	97
2024-02-06	$2.46	$2.50	127.5%	15.7%	53.7%	41.5%	0.0%	0.0%	1.1%	3.6K	-129.4K	-575	0.50	70.31	N/A	N/A	20	10	1,938	97
2024-02-07	$2.45	$2.50	55.6%	15.9%	53.6%	10.9%	0.0%	0.0%	0.4%	6.1K	-112.5K	-541	0.00	66.84	N/A	N/A	4	0	1,958	107
2024-02-08	$2.49	$2.50	60.3%	17.3%	54.0%	12.9%	60.0%	0.0%	0.6%	5.3K	-137.4K	-614	0.00	25.65	N/A	N/A	5	0	1,952	107
2024-02-09	$2.51	$2.50	68.8%	19.7%	53.8%	16.5%	0.0%	0.0%	-10.6%	7.8K	-140.7K	-565	0.00	58.82	N/A	N/A	0	0	1,957	107
2024-02-12	$2.51	$2.50	58.6%	16.8%	53.8%	12.1%	0.0%	0.0%	-2.2%	7.9K	-139.8K	-508	0.00	68.09	N/A	N/A	51	0	1,957	107
2024-02-13	$2.33	$2.50	63.5%	18.2%	56.5%	14.2%	63.8%	0.0%	-2.7%	4.5K	-73.0K	-448	0.00	28.51	N/A	N/A	9	0	1,943	107
2024-02-14	$2.34	$2.50	58.9%	16.9%	50.7%	12.3%	0.0%	0.0%	2.3%	4.7K	-73.8K	-433	0.00	45.72	N/A	N/A	20	0	1,940	107
2024-02-15	$2.42	$2.50	62.6%	18.0%	52.0%	13.9%	62.7%	0.0%	-48.4%	6.9K	-90.7K	-457	0.03	34.94	N/A	N/A	80	2	1,964	107
2024-02-16	$2.42	$2.50	63.8%	18.3%	50.8%	14.3%	63.8%	0.0%	-8.7%	2.8K	-84.4K	-486	0.09	42.02	N/A	N/A	11	1	2,044	109
2024-02-20	$2.30	$2.50	70.1%	20.1%	46.0%	17.1%	69.9%	0.0%	-13.9%	2.7K	-85.7K	-428	0.07	33.76	N/A	N/A	71	5	1,368	15
2024-02-21	$2.21	$2.50	74.8%	21.4%	45.9%	19.0%	76.0%	0.0%	-20.5%	2.3K	-64.5K	-370	0.00	17.45	N/A	N/A	56	0	1,328	20
2024-02-22	$2.30	$2.50	60.3%	17.3%	49.4%	12.9%	65.9%	0.0%	-8.9%	2.8K	-80.7K	-428	0.00	25.11	N/A	N/A	196	0	1,382	20
2024-02-23	$3.96	$2.50	140.2%	40.2%	201.5%	46.9%	129.1%	0.0%	-32.8%	2.5K	-439.3K	-947	0.33	23.20	N/A	N/A	8,070	2,696	1,551	22
2024-02-26	$4.55	$2.50	126.0%	36.1%	204.4%	40.9%	126.6%	0.0%	-37.2%	25.5K	-1.4M	-4.0K	0.05	13.96	N/A	N/A	3,208	172	6,350	1,869
2024-02-27	$5.29	$2.50	96.0%	27.5%	208.8%	28.1%	97.8%	0.0%	-13.0%	37.1K	-2.2M	-4.6K	0.13	31.87	N/A	N/A	4,901	642	6,665	1,882
2024-02-28	$4.72	$2.50	94.3%	27.0%	213.6%	27.4%	94.3%	0.0%	-8.7%	33.5K	-1.4M	-4.7K	0.33	28.01	N/A	N/A	1,784	580	7,856	2,411
2024-02-29	$4.33	$2.50	97.7%	28.0%	217.3%	28.8%	97.9%	0.0%	-19.4%	25.3K	-885.5K	-4.3K	0.12	17.39	N/A	N/A	1,400	163	7,918	2,783