AXTI Options History — May 2024

In May 2024, AXTI traded between $2.94 and $3.90. ATM implied volatility averaged 106.2%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 15.3% (HV 20d: 90.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 3.54.

Notable Days

  • 2024-05-03: Highest Volume — 2,178 contracts
  • 2024-05-23: Largest IV spike — 124.4% change
  • 2024-05-14: Highest IV Rank — 96.2%
  • 2024-05-03: Largest Expected Move — 52.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.50$2.94$3.90$2.94$3.77
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV106.2%53.7%208.2%144.1%65.9%
Expected Move25.8%14.5%52.2%41.3%18.9%
HV 20d90.9%82.5%149.8%149.8%86.4%
HV 60d143.7%110.0%165.8%160.7%110.0%
IV Rank41.1%12.7%96.2%61.5%19.3%
IV Percentile74.8%30.6%99.6%96.0%54.0%
Term Structure-18.6%-210.1%41.1%-46.7%12.1%
VWIV99.6%52.9%284.1%144.1%91.2%
Bid-Ask Spread %40.258.28103.3728.4312.26
Gamma HHI0.580.470.620.570.59
Net GEX6.0K4.6K7.5K4.8K6.7K
Net DEX-280.2K-662.6K-131.7K-145.1K-323.2K
Net VEX-2.7K-3.4K-2.1K-2.4K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.540.0064.640.000.00
Total Volume249.18252,1782562
Total OI6,450.7734,5028,3387,4744,655

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$2.94$2.50144.1%41.3%149.8%61.5%144.1%0.0%-46.7%4.8K-145.1K-2.4K0.0028.43N/AN/A2505,6571,817
2024-05-02$3.02$2.50139.6%40.0%84.9%59.1%138.0%0.0%-39.0%4.6K-256.2K-2.2K0.0220.86N/AN/A590115,6821,817
2024-05-03$3.66$2.50181.9%52.2%103.6%82.0%284.1%0.0%-210.1%5.7K-662.6K-3.2K0.0166.32N/AN/A2,146326,2861,855
2024-05-06$3.90$2.5073.3%24.5%94.3%23.3%87.3%0.0%4.3%7.1K-435.1K-3.4K0.0231.04N/AN/A26655,7881,863
2024-05-07$3.87$2.5074.7%23.3%93.0%24.1%92.7%0.0%-11.6%7.5K-388.9K-3.3K1.6227.65N/AN/A681105,9261,868
2024-05-08$3.79$2.5085.9%24.5%92.9%30.1%87.7%0.0%1.9%7.2K-371.2K-3.3K0.0119.55N/AN/A13915,9301,868
2024-05-09$3.59$2.50126.8%18.3%94.9%52.2%82.2%0.0%18.1%6.5K-284.9K-3.0K1.6712.19N/AN/A12205,8611,868
2024-05-10$3.58$2.50113.5%14.5%91.4%45.0%91.2%0.0%22.1%6.3K-277.2K-2.8K7.258.38N/AN/A12875,8511,766
2024-05-13$3.62$2.50156.9%17.4%86.5%68.5%84.8%0.0%-12.2%6.6K-319.7K-2.9K0.269.35N/AN/A234605,8501,770
2024-05-14$3.44$2.50208.2%15.6%87.4%96.2%52.9%0.0%-3.9%5.6K-233.2K-2.6K0.9610.92N/AN/A53515,8211,810
2024-05-15$3.51$2.5060.2%17.3%85.4%16.3%62.9%0.0%20.8%5.8K-225.5K-2.6K1.1212.32N/AN/A42475,8011,810
2024-05-16$3.44$2.5087.9%25.2%85.8%31.2%77.2%0.0%4.8%5.9K-224.4K-2.6K64.6480.60N/AN/A117115,8251,810
2024-05-17$3.33$2.5053.7%15.4%83.8%12.7%82.3%0.0%-4.2%5.2K-194.9K-2.4K0.11103.37N/AN/A304325,8352,503
2024-05-20$3.33$2.5076.4%21.9%83.1%25.0%66.5%0.0%-37.7%5.3K-255.3K-2.6K0.108.28N/AN/A5253,714788
2024-05-21$3.25$2.5063.3%18.1%83.6%17.9%83.2%0.0%-20.8%5.0K-131.7K-2.1K0.0059.19N/AN/A3903,714790
2024-05-22$3.23$2.5065.6%18.8%83.5%19.2%0.0%0.0%-9.5%4.9K-141.3K-2.2K0.0058.78N/AN/A503,749790
2024-05-23$3.25$2.50147.3%42.2%82.5%63.3%111.4%0.0%-39.3%5.2K-155.4K-2.3K0.0273.74N/AN/A12023,749790
2024-05-24$3.45$2.5099.0%28.4%84.7%37.2%70.6%0.0%-61.9%6.2K-219.6K-2.6K0.0063.44N/AN/A1803,858790
2024-05-28$3.71$2.5099.7%28.6%87.6%37.6%97.6%0.0%-3.6%6.6K-304.3K-2.8K0.0057.99N/AN/A7803,893790
2024-05-29$3.69$2.50108.9%31.2%87.2%42.6%103.6%0.0%41.1%6.4K-295.4K-2.7K0.0061.77N/AN/A1703,863790
2024-05-30$3.73$2.50102.4%29.4%86.6%39.0%0.0%0.0%-34.2%6.4K-318.4K-2.8K0.0059.05N/AN/A1503,866790
2024-05-31$3.77$2.5065.9%18.9%86.4%19.3%91.2%0.0%12.1%6.7K-323.2K-2.8K0.0012.26N/AN/A6203,865790