AXTI Options History — June 2024

In June 2024, AXTI traded between $3.37 and $3.80. ATM implied volatility averaged 98.3%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 39.7% (HV 20d: 58.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.10.

Notable Days

  • 2024-06-04: Highest Volume — 315 contracts
  • 2024-06-20: Largest IV spike — 143.5% change
  • 2024-06-24: Highest IV Rank — 89.1%
  • 2024-06-24: Largest Expected Move — 54.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.62$3.37$3.80$3.59$3.45
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV98.3%51.9%188.8%119.1%104.9%
Expected Move26.4%14.9%54.1%34.1%30.1%
HV 20d58.6%52.8%63.7%56.7%54.4%
HV 60d109.7%105.9%112.4%110.3%105.9%
IV Rank37.7%12.2%89.1%48.1%42.0%
IV Percentile73.7%27.8%99.6%90.1%84.1%
Term Structure-6.9%-118.7%83.6%9.7%-88.9%
VWIV96.1%52.7%182.0%125.7%182.0%
Bid-Ask Spread %26.3810.2586.6963.1124.06
Gamma HHI0.630.560.670.580.64
Net GEX6.2K4.4K7.2K6.0K4.4K
Net DEX-248.9K-331.1K-60.1K-282.1K-60.1K
Net VEX-2.2K-2.6K-1.4K-2.6K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.720.000.00
Total Volume46.52613153868
Total OI4,715.1054,3364,8844,6724,451

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$3.59$2.50119.1%34.1%56.7%48.1%125.7%0.0%9.7%6.0K-282.1K-2.6K0.0063.11N/AN/A3803,882790
2024-06-04$3.37$2.5080.5%23.1%55.4%27.2%99.1%0.0%83.6%5.7K-241.0K-2.1K0.0814.80N/AN/A293224,094790
2024-06-05$3.54$2.5088.8%25.5%58.9%31.7%0.0%0.0%33.1%5.9K-248.6K-2.4K0.0012.61N/AN/A103,996826
2024-06-06$3.58$2.5093.5%20.7%58.8%34.2%52.7%0.0%0.3%6.1K-261.2K-2.4K0.0015.45N/AN/A903,997826
2024-06-07$3.54$2.5093.5%16.9%55.7%34.2%0.0%0.0%22.2%5.7K-304.1K-2.5K0.0010.25N/AN/A404,000826
2024-06-10$3.79$2.5077.8%15.1%60.9%25.8%72.3%0.0%33.3%7.2K-331.1K-2.6K0.7211.87N/AN/A18134,002826
2024-06-11$3.60$2.50112.0%20.6%63.7%44.2%84.3%0.0%-27.9%6.2K-248.5K-2.2K0.0013.55N/AN/A104,007825
2024-06-12$3.64$2.5070.3%20.2%60.9%21.7%79.6%0.0%-20.5%6.4K-264.0K-2.3K0.0010.68N/AN/A3104,008825
2024-06-13$3.63$2.5067.3%19.3%60.6%20.9%73.1%0.0%24.2%6.3K-253.8K-2.3K0.5910.53N/AN/A34204,020825
2024-06-14$3.60$2.5070.3%20.1%60.2%22.5%0.0%0.0%17.2%5.9K-296.8K-2.4K0.2012.31N/AN/A514,000844
2024-06-17$3.67$2.5073.7%21.1%59.0%24.5%0.0%0.0%17.9%6.4K-267.7K-2.2K0.0013.50N/AN/A704,005845
2024-06-18$3.80$2.5051.9%14.9%59.9%12.2%0.0%0.0%45.4%7.0K-316.1K-2.4K0.0016.20N/AN/A5104,004845
2024-06-20$3.70$2.50126.3%36.2%60.1%54.0%182.0%0.0%-118.7%6.6K-283.7K-2.2K0.0023.31N/AN/A5003,994845
2024-06-21$3.59$2.5079.4%22.8%61.3%27.7%0.0%0.0%1.4%6.1K-223.7K-2.0K0.4012.31N/AN/A1043,966845
2024-06-24$3.69$2.50188.8%54.1%61.8%89.1%0.0%0.0%-60.9%6.3K-231.7K-2.1K0.0160.75N/AN/A14313,542794
2024-06-25$3.71$2.50156.2%44.8%58.5%70.8%0.0%0.0%-84.3%6.6K-225.1K-2.2K0.0086.69N/AN/A1703,606794
2024-06-26$3.66$2.50131.3%37.6%52.8%56.8%0.0%0.0%-33.3%6.4K-200.3K-2.0K0.0075.95N/AN/A3203,611794
2024-06-27$3.54$2.5082.0%23.5%54.0%29.2%0.0%0.0%14.9%6.1K-190.5K-2.0K0.0013.19N/AN/A1103,643794
2024-06-28$3.45$2.50104.9%30.1%54.4%42.0%0.0%0.0%-88.9%4.4K-60.1K-1.4K0.0024.06N/AN/A6803,657794