AXTI Options History — July 2024

In July 2024, AXTI traded between $3.25 and $3.94. ATM implied volatility averaged 111.3%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 29.6%. IV traded above realized volatility by 58.0% (HV 20d: 53.3%). 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 9 of 22 days. Put/call ratio averaged 0.37.

Notable Days

  • 2024-07-19: Highest Volume — 720 contracts
  • 2024-07-03: Largest IV spike — 149.6% change
  • 2024-07-03: Highest IV Rank — 100.0%
  • 2024-07-03: Largest Expected Move — 64.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.51$3.25$3.94$3.41$3.62
Max Pain$3.98$2.50$5.00$2.50$2.50
ATM IV111.3%59.3%223.7%96.2%140.2%
Expected Move29.6%17.0%64.1%27.6%40.2%
HV 20d53.3%37.7%75.6%54.2%75.6%
HV 60d67.6%61.3%76.4%76.4%61.3%
IV Rank42.2%15.1%100.0%37.1%56.9%
IV Percentile77.5%39.7%100.0%78.2%94.4%
Term Structure-27.5%-163.9%37.8%0.5%-104.6%
VWIV116.7%54.2%237.6%82.7%157.8%
Bid-Ask Spread %42.4510.8697.2215.3051.08
Gamma HHI0.630.420.760.640.61
Net GEX4.8K2.2K7.9K5.5K2.5K
Net DEX-129.8K-254.2K-22.8K-137.1K-210.0K
Net VEX-1.3K-1.9K-824-1.7K-965
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.005.000.000.01
Total Volume119.409272073365
Total OI4,603.7734,3675,0764,4545,076

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$3.41$2.5096.2%27.6%54.2%37.1%0.0%0.0%0.5%5.5K-137.1K-1.7K0.0015.30N/AN/A7303,660794
2024-07-02$3.36$2.5089.6%25.7%51.8%33.4%0.0%0.0%-9.2%5.2K-88.1K-1.6K0.0064.56N/AN/A203,684794
2024-07-03$3.42$2.50223.7%64.1%47.2%100.0%0.0%0.0%-103.8%5.4K-130.4K-1.7K0.0086.11N/AN/A2703,685794
2024-07-05$3.29$5.00130.9%24.9%45.5%52.0%82.7%0.0%-13.6%5.1K-99.1K-1.6K0.0277.44N/AN/A9323,690794
2024-07-08$3.42$5.00182.9%24.3%47.7%78.9%97.3%0.0%2.9%5.4K-118.8K-1.6K0.0076.59N/AN/A1603,722794
2024-07-09$3.40$5.00101.5%19.0%47.6%36.9%54.2%0.0%33.8%4.0K-43.1K-1.2K0.0097.22N/AN/A4503,723792
2024-07-10$3.45$5.0059.3%17.0%40.3%15.1%96.9%0.0%37.8%3.7K-33.9K-1.1K1.0546.98N/AN/A19203,709792
2024-07-11$3.54$5.0063.9%18.3%37.7%17.4%0.0%0.0%20.6%4.4K-63.1K-1.2K0.2712.39N/AN/A74203,711812
2024-07-12$3.77$5.0088.0%25.2%43.9%29.9%89.3%0.0%2.6%2.6K-52.4K-1.1K0.0027.38N/AN/A3003,641832
2024-07-15$3.80$5.0077.5%22.2%43.9%24.5%88.3%0.0%-2.2%7.1K-175.2K-1.7K0.9529.49N/AN/A21203,652832
2024-07-16$3.94$5.0081.1%23.2%45.3%26.3%0.0%0.0%-9.5%7.9K-254.2K-1.9K0.1523.40N/AN/A2643,642852
2024-07-17$3.75$5.0078.6%22.5%48.7%25.0%100.1%0.0%-10.3%6.8K-208.2K-1.8K0.0027.55N/AN/A1203,648862
2024-07-18$3.52$5.0088.5%25.4%52.1%30.2%120.4%0.0%-26.2%5.9K-148.7K-1.6K0.0048.63N/AN/A6203,648862
2024-07-19$3.38$5.0078.9%22.6%53.1%25.2%0.0%0.0%20.7%5.2K-98.8K-1.4K5.0012.93N/AN/A1206003,700862
2024-07-22$3.41$5.00182.1%52.2%52.4%78.5%0.0%0.0%-163.9%5.3K-78.7K-1.3K0.0068.02N/AN/A303,565802
2024-07-23$3.66$5.0086.0%24.7%57.7%28.9%95.9%0.0%22.7%2.4K-22.8K-9810.0010.86N/AN/A57703,565802
2024-07-24$3.51$2.5088.1%25.3%59.5%30.0%103.6%0.0%-32.6%6.7K-240.2K-1.4K0.0018.49N/AN/A1104,050802
2024-07-25$3.33$2.50105.5%30.2%62.0%38.9%83.4%0.0%-29.0%5.8K-176.8K-1.2K0.0449.07N/AN/A2614,054802
2024-07-26$3.25$2.5083.3%23.9%61.5%27.5%0.0%0.0%30.3%3.9K-133.0K-9090.5912.64N/AN/A17104,077803
2024-07-29$3.59$2.50168.6%48.3%71.0%71.5%237.6%0.0%-142.0%2.4K-174.6K-9140.0024.01N/AN/A9604,094813
2024-07-30$3.42$2.50153.3%44.0%73.1%63.7%226.0%0.0%-129.3%2.2K-168.1K-8240.1553.70N/AN/A205304,182813
2024-07-31$3.62$2.50140.2%40.2%75.6%56.9%157.8%0.0%-104.6%2.5K-210.0K-9650.0151.08N/AN/A36144,233843