AXTI Options History — March 2024

In March 2024, AXTI traded between $4.21 and $5.42. ATM implied volatility averaged 87.7%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded below realized volatility by 98.0% (HV 20d: 185.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.20.

Notable Days

  • 2024-03-15: Highest Volume — 1,705 contracts
  • 2024-03-12: Largest IV drop — 40.1% change
  • 2024-03-06: Highest IV Rank — 36.2%
  • 2024-03-01: Largest Expected Move — 29.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.68$4.21$5.42$4.30$4.58
Max Pain$4.88$2.50$5.00$2.50$5.00
ATM IV87.7%66.7%115.1%102.8%82.2%
Expected Move23.4%21.7%29.5%29.5%23.6%
HV 20d185.7%73.2%219.4%217.6%73.2%
HV 60d135.1%132.3%138.6%137.5%135.1%
IV Rank27.3%15.6%36.2%31.0%28.1%
IV Percentile74.1%59.5%86.1%81.7%75.0%
Term Structure3.9%-25.4%20.1%-25.4%1.8%
VWIV81.9%75.7%103.8%103.8%82.0%
Bid-Ask Spread %21.8411.2353.4820.3722.66
Gamma HHI0.680.540.960.820.67
Net GEX36.6K12.2K276.9K27.6K19.7K
Net DEX-1.1M-2.0M-679.7K-991.4K-679.7K
Net VEX-5.0K-6.5K-3.5K-4.2K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.000.960.030.05
Total Volume538211,7051,08121
Total OI10,547.77,43612,62111,2899,810

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$4.30$2.50102.8%29.5%217.6%31.0%103.8%0.0%-25.4%27.6K-991.4K-4.2K0.0320.37N/AN/A1,046358,5542,735
2024-03-04$4.25$5.00110.3%24.1%217.9%34.2%84.3%0.0%0.3%12.2K-744.1K-3.5K0.0322.74N/AN/A28298,9662,734
2024-03-05$4.21$5.00104.8%24.3%217.2%31.9%84.8%0.0%1.7%12.2K-737.0K-3.5K0.1153.48N/AN/A125149,0302,737
2024-03-06$4.64$5.00115.1%23.6%218.5%36.2%82.7%0.0%6.9%40.1K-1.5M-4.8K0.2844.67N/AN/A5771599,0552,741
2024-03-07$4.54$5.00103.9%23.6%219.0%31.4%83.3%0.0%-0.5%40.8K-1.3M-4.8K0.2636.84N/AN/A5271399,2582,897
2024-03-08$4.55$5.0088.1%22.7%219.2%24.7%79.2%0.0%6.0%43.0K-1.2M-4.8K0.0311.23N/AN/A19469,3093,036
2024-03-11$4.59$5.00111.4%24.3%219.2%34.7%84.1%0.0%-0.0%46.7K-1.2M-4.8K0.0015.14N/AN/A63439,3873,035
2024-03-12$4.54$5.0066.7%23.8%219.4%15.6%83.2%0.0%1.5%14.6K-905.2K-4.3K0.2818.35N/AN/A334949,3313,026
2024-03-13$4.63$5.0078.0%22.4%216.0%20.4%78.0%0.0%9.0%14.2K-913.6K-4.4K0.0021.13N/AN/A54619,3543,120
2024-03-14$4.62$5.0079.2%22.7%216.1%20.9%78.6%0.0%8.5%16.0K-902.7K-4.3K0.0518.02N/AN/A478269,3893,120
2024-03-15$5.00$5.0077.1%22.1%216.7%25.4%77.5%0.0%20.1%276.9K-2.0M-4.8K0.0514.48N/AN/A1,630759,4933,128
2024-03-18$4.88$5.0079.3%22.7%217.4%26.5%79.9%0.0%7.3%19.9K-1.1M-5.0K0.0015.39N/AN/A32916,1181,318
2024-03-19$4.76$5.0075.7%21.7%216.3%24.6%75.7%0.0%6.7%20.2K-984.2K-4.9K0.6713.90N/AN/A1961326,2491,318
2024-03-20$5.00$5.0076.7%22.0%214.4%25.1%76.6%0.0%7.1%21.6K-1.2M-5.4K0.4212.97N/AN/A166706,4091,442
2024-03-21$5.42$5.0081.2%23.3%214.9%27.6%83.4%0.0%12.7%23.9K-1.7M-5.8K0.0915.35N/AN/A1,1801086,5121,512
2024-03-22$4.96$5.0077.5%22.2%112.2%25.6%77.6%0.0%6.8%22.9K-1.3M-6.0K0.9617.25N/AN/A3173056,9701,597
2024-03-25$4.71$5.0083.6%24.0%103.5%28.9%83.6%0.0%-1.6%20.6K-969.8K-5.9K0.6720.91N/AN/A4182797,1721,816
2024-03-26$4.71$5.0080.1%23.0%87.3%27.0%80.1%0.0%4.7%19.2K-913.1K-6.5K0.0014.21N/AN/A2907,4182,229
2024-03-27$4.81$5.0080.1%23.0%77.8%27.0%80.1%0.0%3.8%19.9K-995.0K-6.5K0.0027.69N/AN/A27507,4002,229
2024-03-28$4.58$5.0082.2%23.6%73.2%28.1%82.0%0.0%1.8%19.7K-679.7K-5.9K0.0522.66N/AN/A2017,5812,229