AXTI Options History — April 2024

In April 2024, AXTI traded between $2.76 and $4.95. ATM implied volatility averaged 104.9%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded below realized volatility by 41.8% (HV 20d: 146.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.32.

Notable Days

  • 2024-04-04: Highest Volume — 1,416 contracts
  • 2024-04-04: Largest IV spike — 114.0% change
  • 2024-04-04: Highest IV Rank — 77.4%
  • 2024-04-04: Largest Expected Move — 36.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.40$2.76$4.95$4.86$2.99
Max Pain$4.89$2.50$5.00$5.00$2.50
ATM IV104.9%67.7%173.5%75.7%120.4%
Expected Move30.3%21.7%36.1%21.7%34.5%
HV 20d146.7%75.8%163.4%75.8%153.6%
HV 60d156.9%135.4%161.0%135.4%160.8%
IV Rank40.4%20.3%77.4%24.6%48.7%
IV Percentile84.5%60.3%98.0%66.7%93.3%
Term Structure-11.9%-43.9%22.3%10.5%-25.7%
VWIV104.8%75.8%121.8%75.8%121.8%
Bid-Ask Spread %33.7215.7977.5422.7735.86
Gamma HHI0.570.460.710.690.56
Net GEX6.7K2.2K24.2K23.2K4.8K
Net DEX-108.9K-1.1M205.3K-1.0M-198.1K
Net VEX-3.2K-6.3K-2.1K-6.3K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.002.240.010.13
Total Volume249.091181,416105127
Total OI9,382.9096,68411,0829,8187,351

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$4.86$5.0075.7%21.7%75.8%24.6%75.8%0.0%10.5%23.2K-1.0M-6.3K0.0122.77N/AN/A10417,5882,230
2024-04-02$4.62$5.0079.5%22.8%78.2%26.7%79.6%0.0%11.2%20.6K-739.8K-5.9K0.0515.79N/AN/A14177,5322,231
2024-04-03$4.95$5.0081.1%23.2%81.3%27.5%80.9%0.0%10.6%24.2K-1.1M-6.2K0.0024.26N/AN/A43617,5712,237
2024-04-04$3.46$5.00173.5%36.1%148.2%77.4%111.2%0.0%-43.9%5.8K111.5K-3.3K0.1233.90N/AN/A1,2701467,7512,237
2024-04-05$3.13$5.0067.7%32.1%151.3%20.3%112.1%0.0%-25.0%4.5K205.3K-2.6K2.2421.12N/AN/A3848617,7932,181
2024-04-08$3.59$5.0099.0%27.1%161.0%37.2%112.7%0.0%11.5%5.2K36.5K-3.6K0.0516.75N/AN/A411197,9832,874
2024-04-09$3.76$5.0087.4%33.3%162.2%30.9%111.6%0.0%-39.2%5.3K94.3K-3.2K0.0077.54N/AN/A11108,1222,872
2024-04-10$3.67$5.0088.4%25.3%162.3%31.5%100.5%0.0%22.3%6.3K52.3K-3.6K0.0559.94N/AN/A5838,2102,872
2024-04-11$3.71$5.00114.0%32.7%162.1%45.3%113.0%0.0%-19.3%6.3K31.7K-3.8K0.3052.02N/AN/A37118,1652,872
2024-04-12$3.46$5.00102.8%29.5%163.4%39.2%104.3%0.0%-10.3%4.9K106.2K-3.3K0.6764.79N/AN/A18128,1622,872
2024-04-15$3.20$5.00114.8%32.9%161.0%45.7%110.9%0.0%-27.4%3.9K178.8K-3.0K0.0116.16N/AN/A31028,1782,872
2024-04-16$3.08$5.00109.7%31.4%161.1%43.0%90.6%0.0%-18.1%3.8K36.5K-2.8K0.2417.10N/AN/A42108,4092,443
2024-04-17$2.94$5.0098.5%28.2%161.3%36.9%98.8%0.0%-8.6%2.9K76.3K-2.5K0.9518.19N/AN/A20198,4292,369
2024-04-18$2.92$5.00111.3%31.9%159.1%43.8%110.7%0.0%13.9%3.8K-23.2K-2.2K0.0117.19N/AN/A13218,4352,211
2024-04-19$2.76$5.0094.5%27.1%154.2%34.8%100.1%0.0%-2.2%2.2K66.7K-2.3K0.5429.08N/AN/A28158,5362,210
2024-04-22$2.87$5.00107.3%30.8%154.8%41.7%107.0%0.0%-13.4%2.5K12.3K-2.1K0.0928.91N/AN/A5454,8981,786
2024-04-23$2.94$5.00109.1%31.3%155.6%42.6%109.3%0.0%-20.5%3.1K-36.5K-2.3K1.2537.69N/AN/A8104,9281,791
2024-04-24$3.00$5.00116.1%33.3%156.1%46.5%0.0%0.0%-23.9%3.4K-59.7K-2.4K0.0070.86N/AN/A2704,9421,801
2024-04-25$2.91$5.00120.0%34.4%155.3%48.6%120.0%0.0%-28.8%3.1K-31.3K-2.3K0.3126.66N/AN/A39124,9671,801
2024-04-26$2.96$5.00117.1%33.6%155.7%47.0%117.6%0.0%-21.6%3.3K-53.0K-2.4K0.0117.62N/AN/A10114,9941,801
2024-04-29$3.04$5.00119.8%34.3%153.9%48.4%112.8%0.0%-14.8%4.0K-127.7K-2.6K0.0037.58N/AN/A48605,1151,802
2024-04-30$2.99$2.50120.4%34.5%153.6%48.7%121.8%0.0%-25.7%4.8K-198.1K-2.6K0.1335.86N/AN/A112155,5491,802