AXTI Options History — October 2024

In October 2024, AXTI traded between $2.33 and $2.94. ATM implied volatility averaged 86.1%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 10.8% (HV 20d: 75.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.24.

Notable Days

  • 2024-10-28: Highest Volume — 355 contracts
  • 2024-10-11: Largest IV spike — 59.9% change
  • 2024-10-31: Highest IV Rank — 43.8%
  • 2024-10-31: Largest Expected Move — 32.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.56$2.33$2.94$2.34$2.58
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV86.1%57.6%114.9%84.4%114.9%
Expected Move24.6%16.5%32.9%24.2%32.9%
HV 20d75.3%56.1%85.8%76.7%68.6%
HV 60d84.7%68.9%89.4%88.9%71.2%
IV Rank28.9%14.2%43.8%28.0%43.8%
IV Percentile62.9%25.8%87.7%67.1%87.7%
Term Structure-5.9%-48.5%36.4%-10.2%-20.9%
VWIV91.2%56.7%114.9%101.7%114.9%
Bid-Ask Spread %66.9835.14103.1396.0168.74
Gamma HHI0.830.680.940.810.78
Net GEX5.0K2.7K9.1K3.6K4.0K
Net DEX-240.9K-365.2K-170.7K-182.4K-234.0K
Net VEX-863-933-780-880-860
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.005.000.070.14
Total Volume73.7393355169261
Total OI3,230.6522,9363,4023,1783,321

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$2.34$2.5084.4%24.2%76.7%28.0%101.7%0.0%-10.2%3.6K-182.4K-8800.0796.01N/AN/A158112,967211
2024-10-02$2.33$2.5080.4%23.1%76.7%26.0%0.0%0.0%8.5%4.7K-180.6K-8760.0091.88N/AN/A1003,072209
2024-10-03$2.42$2.5079.3%22.1%77.3%25.4%0.0%0.0%-4.9%4.7K-211.0K-9210.0078.13N/AN/A303,080209
2024-10-04$2.50$2.5063.8%21.2%77.7%17.4%94.7%0.0%-6.2%5.6K-241.0K-9330.0076.80N/AN/A1503,080209
2024-10-07$2.46$2.5082.5%21.5%77.6%27.1%0.0%0.0%-1.4%5.1K-222.0K-8980.0078.72N/AN/A3203,085209
2024-10-08$2.50$2.5068.3%16.8%77.5%19.7%0.0%0.0%27.7%6.6K-237.6K-8830.00102.44N/AN/A1303,100209
2024-10-09$2.51$2.5059.3%17.0%76.7%15.1%0.0%0.0%17.9%6.6K-234.0K-8810.00102.44N/AN/A2003,103209
2024-10-10$2.65$2.5057.6%16.5%78.7%14.2%56.7%0.0%29.3%6.5K-296.4K-8840.00103.13N/AN/A10803,103209
2024-10-11$2.55$2.5092.0%26.4%80.3%32.0%0.0%0.0%-18.0%6.9K-242.8K-8965.0056.95N/AN/A2103,190209
2024-10-14$2.49$2.5085.0%24.4%80.2%28.4%0.0%0.0%2.6%7.0K-236.7K-8680.0049.11N/AN/A2603,189199
2024-10-15$2.38$2.50100.4%28.8%81.6%36.3%0.0%0.0%-9.7%7.3K-186.3K-8410.0051.56N/AN/A1003,203199
2024-10-16$2.62$2.50109.6%31.4%85.8%41.1%109.2%0.0%-39.8%9.1K-305.3K-8790.0046.35N/AN/A1903,203199
2024-10-17$2.63$2.50103.9%29.8%85.8%38.1%0.0%0.0%-48.5%8.2K-313.7K-8850.0056.44N/AN/A603,179199
2024-10-18$2.62$2.50104.3%29.9%84.1%38.3%0.0%0.0%-13.6%3.0K-324.7K-8510.0953.63N/AN/A114103,184199
2024-10-21$2.52$2.5077.8%22.3%85.1%24.6%0.0%0.0%22.4%3.1K-170.7K-7800.0056.27N/AN/A1102,744192
2024-10-22$2.52$2.5092.6%26.5%84.7%32.3%0.0%0.0%-5.2%2.7K-182.7K-7980.0053.56N/AN/A1102,745192
2024-10-23$2.51$2.5095.0%27.2%83.7%33.5%95.0%0.0%-0.2%2.8K-181.0K-7920.0060.64N/AN/A8702,756192
2024-10-24$2.62$2.5082.1%23.5%57.3%26.8%92.1%0.0%-38.6%3.1K-214.3K-8190.0074.74N/AN/A3202,808192
2024-10-25$2.66$2.50109.1%31.3%57.3%40.8%0.0%0.0%-21.0%3.3K-229.0K-8420.0048.16N/AN/A1102,840192
2024-10-28$2.75$2.5097.1%27.8%56.1%34.6%97.1%0.0%-39.6%3.3K-254.2K-8210.2935.14N/AN/A275802,846192
2024-10-29$2.94$2.5063.9%18.3%58.6%17.5%58.0%0.0%36.4%3.7K-365.2K-8750.0049.16N/AN/A21803,052192
2024-10-30$2.77$2.5076.2%21.9%63.6%23.8%92.1%0.0%-3.6%4.2K-295.3K-8760.0150.57N/AN/A14123,041192
2024-10-31$2.58$2.50114.9%32.9%68.6%43.8%114.9%0.0%-20.9%4.0K-234.0K-8600.1468.74N/AN/A228333,127194