AXTI Options History — August 2024

In August 2024, AXTI traded between $2.33 and $3.29. ATM implied volatility averaged 68.7%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded below realized volatility by 43.4% (HV 20d: 112.1%). 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 15 of 22 days. Put/call ratio averaged 0.24.

Notable Days

  • 2024-08-02: Highest Volume — 729 contracts
  • 2024-08-13: Largest IV spike — 77.1% change
  • 2024-08-01: Highest IV Rank — 53.0%
  • 2024-08-01: Largest Expected Move — 38.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.66$2.33$3.29$3.29$2.64
Max Pain$3.64$2.50$5.00$2.50$5.00
ATM IV68.7%46.7%132.7%132.7%49.5%
Expected Move19.5%13.4%38.0%38.0%14.2%
HV 20d112.1%81.2%123.2%83.1%81.2%
HV 60d80.0%62.9%84.0%62.9%81.1%
IV Rank19.9%8.6%53.0%53.0%10.0%
IV Percentile42.4%11.5%92.9%92.9%17.1%
Term Structure12.4%-38.7%42.9%-38.7%11.5%
VWIV89.8%38.9%159.4%131.3%38.9%
Bid-Ask Spread %88.9327.47125.6340.73122.90
Gamma HHI0.560.450.810.520.45
Net GEX2.9K1.4K6.9K6.9K1.6K
Net DEX-82.9K-234.3K-10.1K-234.3K-68.9K
Net VEX-609-1.3K-190-1.3K-631
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.003.000.000.00
Total Volume107.54507294274
Total OI3,611.7731,9785,6885,3542,214

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$3.29$2.50132.7%38.0%83.1%53.0%131.3%0.0%-38.7%6.9K-234.3K-1.3K0.0040.73N/AN/A42704,507847
2024-08-02$2.70$2.5094.6%27.1%107.9%33.3%90.4%0.0%-21.3%2.0K-102.9K-1900.0170.50N/AN/A72094,841847
2024-08-05$2.38$2.5095.2%32.5%113.8%33.6%113.4%0.0%-11.4%2.9K-10.1K-5750.36104.41N/AN/A103374,277536
2024-08-06$2.45$2.5061.0%23.9%114.9%15.9%0.0%0.0%16.0%4.9K-59.3K-5490.64106.14N/AN/A78504,311311
2024-08-07$2.38$2.5063.6%18.9%114.4%17.3%0.0%0.0%42.9%4.4K-43.3K-5380.05110.93N/AN/A1914,403341
2024-08-08$2.50$2.5076.3%22.1%115.9%23.9%76.9%0.0%-14.5%4.8K-94.3K-6540.0084.33N/AN/A2504,405341
2024-08-09$2.46$2.5085.0%16.8%112.0%28.4%0.0%0.0%40.4%4.3K-67.9K-5460.0097.62N/AN/A10004,409341
2024-08-12$2.33$2.5065.9%24.5%112.0%18.5%159.4%0.0%-21.2%4.6K-55.6K-6660.0085.64N/AN/A5404,449341
2024-08-13$2.38$2.50116.8%18.0%111.0%44.8%62.7%0.0%13.3%3.9K-70.2K-5890.22109.59N/AN/A924,457341
2024-08-14$2.39$2.5071.4%20.5%111.1%21.3%0.0%0.0%11.5%5.4K-41.5K-4680.0086.54N/AN/A2104,456340
2024-08-15$2.69$2.5060.7%17.4%120.6%15.8%101.2%0.0%0.0%1.4K-182.1K-5380.00125.19N/AN/A24904,477340
2024-08-16$2.87$2.5057.1%16.4%123.2%13.9%76.2%0.0%14.3%1.7K-211.3K-6040.5549.42N/AN/A73404,501340
2024-08-19$2.83$5.0046.9%13.5%123.0%8.7%47.7%0.0%32.9%1.8K-70.6K-6540.0027.47N/AN/A2601,721257
2024-08-20$2.80$5.0056.1%16.1%119.3%13.4%0.0%0.0%25.6%1.7K-68.3K-6470.0060.65N/AN/A701,725257
2024-08-21$2.86$5.0047.2%13.5%119.4%8.8%0.0%0.0%18.9%1.8K-68.7K-6153.0066.44N/AN/A10301,732257
2024-08-22$2.79$5.0050.9%14.6%118.5%10.7%0.0%0.0%34.7%1.5K-54.9K-5690.00103.87N/AN/A201,742287
2024-08-23$2.91$5.0050.9%14.6%119.7%10.7%38.9%0.0%28.3%1.7K-68.6K-6380.0087.67N/AN/A5401,742287
2024-08-26$2.77$5.0070.3%20.1%113.9%20.7%0.0%0.0%-23.3%1.5K-51.3K-5470.0065.54N/AN/A7901,735287
2024-08-27$2.71$5.0059.0%16.9%113.2%14.9%0.0%0.0%30.7%1.6K-62.1K-6160.01125.63N/AN/A7611,802287
2024-08-28$2.63$5.0052.6%15.1%110.4%11.6%0.0%0.0%33.6%1.6K-63.5K-6090.00122.48N/AN/A6001,866288
2024-08-29$2.69$5.0046.7%13.4%107.0%8.6%0.0%0.0%35.7%1.8K-75.3K-6450.00102.66N/AN/A001,926288
2024-08-30$2.64$5.0049.5%14.2%81.2%10.0%0.0%0.0%11.5%1.6K-68.9K-6310.00122.90N/AN/A041,926288