AXTI Options History — September 2024

In September 2024, AXTI traded between $2.04 and $2.49. ATM implied volatility averaged 69.2%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 9.9% (HV 20d: 59.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.19.

Notable Days

2024-09-24: Highest Volume — 601 contracts
2024-09-10: Largest IV spike — 57.9% change
2024-09-10: Highest IV Rank — 29.1%
2024-09-05: Largest Expected Move — 25.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.28	$2.04	$2.49	$2.46	$2.40
Max Pain	$2.75	$2.50	$5.00	$5.00	$2.50
ATM IV	69.2%	47.5%	86.5%	62.2%	79.2%
Expected Move	20.0%	13.6%	25.5%	17.8%	22.7%
HV 20d	59.3%	39.7%	80.1%	71.6%	80.1%
HV 60d	81.8%	80.0%	89.3%	82.1%	89.3%
IV Rank	20.2%	9.0%	29.1%	16.6%	25.4%
IV Percentile	46.2%	11.5%	68.3%	38.1%	60.7%
Term Structure	10.4%	-25.8%	56.6%	-10.1%	14.7%
VWIV	77.4%	61.8%	99.3%	61.8%	79.4%
Bid-Ask Spread %	94.77	59.03	123.45	95.70	65.66
Gamma HHI	0.62	0.47	0.85	0.47	0.80
Net GEX	1.7K	1.1K	4.6K	1.4K	4.3K
Net DEX	-72.1K	-203.1K	-37.5K	-50.8K	-202.8K
Net VEX	-580	-919	-458	-543	-915
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	3.33	3.33	0.00
Total Volume	75.05	1	601	26	1
Total OI	2,479	2,214	3,178	2,214	3,178

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-09-03	$2.46	$5.00	62.2%	17.8%	71.6%	16.6%	61.8%	0.0%	-10.1%	1.4K	-50.8K	-543	3.33	95.70	N/A	N/A	6	20	1,926	288
2024-09-04	$2.45	$5.00	54.4%	15.6%	70.9%	12.5%	0.0%	0.0%	24.6%	1.1K	-38.2K	-507	0.00	123.45	N/A	N/A	50	0	1,926	307
2024-09-05	$2.38	$2.50	72.5%	25.5%	70.9%	21.9%	0.0%	0.0%	-25.8%	1.1K	-38.6K	-474	0.00	87.00	N/A	N/A	14	0	1,976	307
2024-09-06	$2.33	$2.50	70.9%	21.0%	68.8%	21.1%	0.0%	0.0%	28.0%	1.1K	-37.5K	-505	0.00	109.82	N/A	N/A	15	0	1,972	307
2024-09-09	$2.29	$2.50	54.8%	21.2%	68.9%	12.7%	0.0%	0.0%	21.8%	1.2K	-37.5K	-501	0.00	90.25	N/A	N/A	66	0	2,001	307
2024-09-10	$2.26	$2.50	86.5%	17.8%	66.3%	29.1%	0.0%	0.0%	9.1%	1.2K	-37.7K	-506	0.00	110.19	N/A	N/A	50	0	2,053	305
2024-09-11	$2.34	$2.50	61.1%	17.5%	67.1%	16.0%	0.0%	0.0%	14.3%	1.4K	-52.6K	-562	0.00	109.34	N/A	N/A	15	0	2,103	305
2024-09-12	$2.33	$2.50	66.8%	19.2%	67.1%	19.0%	0.0%	0.0%	4.6%	1.4K	-53.2K	-558	0.00	99.39	N/A	N/A	2	0	2,103	305
2024-09-13	$2.35	$2.50	79.3%	22.7%	50.4%	25.4%	0.0%	0.0%	-1.2%	1.4K	-58.2K	-538	0.00	67.04	N/A	N/A	10	0	2,102	266
2024-09-16	$2.29	$2.50	67.5%	19.4%	43.1%	19.3%	0.0%	0.0%	3.8%	1.3K	-55.7K	-536	0.00	95.58	N/A	N/A	1	0	2,102	266
2024-09-17	$2.24	$2.50	69.2%	19.8%	43.3%	20.2%	82.1%	0.0%	12.1%	1.4K	-56.7K	-533	0.00	106.60	N/A	N/A	27	0	2,103	266
2024-09-18	$2.14	$2.50	82.1%	23.5%	44.9%	26.9%	0.0%	0.0%	-4.4%	1.2K	-44.6K	-497	0.50	106.16	N/A	N/A	26	13	2,130	266
2024-09-19	$2.17	$2.50	77.8%	22.3%	44.2%	24.7%	0.0%	0.0%	-5.9%	1.3K	-48.2K	-500	0.00	106.53	N/A	N/A	48	0	2,150	251
2024-09-20	$2.09	$2.50	85.4%	24.5%	44.9%	28.6%	0.0%	0.0%	-8.2%	1.3K	-43.8K	-486	0.00	105.43	N/A	N/A	21	0	2,154	241
2024-09-23	$2.04	$2.50	77.7%	22.3%	39.7%	24.6%	99.3%	0.0%	12.5%	1.2K	-59.4K	-481	0.00	71.30	N/A	N/A	100	0	2,107	191
2024-09-24	$2.11	$2.50	47.5%	13.6%	41.8%	9.0%	0.0%	0.0%	56.6%	1.6K	-48.3K	-458	0.00	103.10	N/A	N/A	601	0	2,217	191
2024-09-25	$2.05	$2.50	52.0%	14.9%	42.1%	11.3%	0.0%	0.0%	41.9%	2.2K	-96.3K	-706	0.00	59.03	N/A	N/A	14	0	2,699	191
2024-09-26	$2.45	$2.50	64.0%	18.3%	79.7%	17.5%	70.0%	0.0%	9.8%	3.1K	-178.2K	-868	0.06	95.69	N/A	N/A	335	21	2,709	191
2024-09-27	$2.49	$2.50	73.0%	20.9%	79.4%	22.1%	71.6%	0.0%	10.4%	4.6K	-203.1K	-919	0.00	88.11	N/A	N/A	45	0	2,907	211
2024-09-30	$2.40	$2.50	79.2%	22.7%	80.1%	25.4%	79.4%	0.0%	14.7%	4.3K	-202.8K	-915	0.00	65.66	N/A	N/A	1	0	2,967	211