AXTI Options History — November 2024 In November 2024, AXTI traded between $1.77 and $2.15. ATM implied volatility averaged 78.5%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 14.1% (HV 20d: 92.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.02.
Notable Days 2024-11-19 : Highest Volume — 303 contracts2024-11-13 : Largest IV drop — 52.3% change2024-11-12 : Highest IV Rank — 49.0%2024-11-12 : Largest Expected Move — 27.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.99 $1.77 $2.15 $2.13 $2.15 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 78.5% 54.8% 125.0% 54.8% 78.6% Expected Move 19.4% 11.8% 27.2% 15.7% 22.5% HV 20d 92.6% 86.9% 100.1% 96.4% 87.5% HV 60d 77.9% 76.2% 81.6% 80.7% 77.3% IV Rank 25.0% 12.8% 49.0% 12.8% 25.1% IV Percentile 48.4% 17.9% 90.9% 19.8% 50.8% Term Structure 7.7% -33.5% 43.5% 32.8% -31.7% VWIV 73.2% 38.2% 96.3% 61.0% 90.4% Bid-Ask Spread % 78.32 13.51 105.59 100.04 102.28 Gamma HHI 0.89 0.82 0.94 0.85 0.93 Net GEX 2.7K 1.5K 4.5K 2.9K 4.5K Net DEX -101.2K -176.3K -67.5K -96.9K -176.3K Net VEX -687 -918 -497 -665 -918 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.13 0.13 0.02 Total Volume 81.8 0 303 118 94 Total OI 3,248.15 2,213 4,081 3,443 2,703
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 2024-11-01 $2.13 $2.50 54.8% 15.7% 96.4% 12.8% 61.0% 0.0% 32.8% 2.9K -96.9K -665 0.13 100.04 N/A N/A 104 14 3,232 211 2024-11-04 $2.00 $2.50 80.4% 17.9% 98.3% 26.0% 60.8% 0.0% 35.1% 1.7K -67.6K -582 0.07 58.67 N/A N/A 88 6 3,311 211 2024-11-05 $2.09 $2.50 91.0% 18.1% 99.8% 31.4% 74.5% 0.0% 10.3% 1.9K -83.8K -642 0.00 67.75 N/A N/A 190 0 3,385 211 2024-11-06 $2.12 $2.50 99.2% 18.2% 100.1% 35.7% 74.6% 0.0% 12.1% 2.2K -88.6K -666 0.00 103.23 N/A N/A 300 0 3,505 211 2024-11-07 $2.12 $2.50 94.6% 11.8% 97.4% 33.3% 38.2% 0.0% 43.5% 3.0K -89.9K -698 0.00 102.23 N/A N/A 2 0 3,702 211 2024-11-08 $2.05 $2.50 107.0% 22.3% 97.2% 39.7% 83.3% 0.0% 2.9% 2.6K -87.6K -676 0.00 67.84 N/A N/A 50 0 3,702 211 2024-11-11 $2.05 $2.50 105.6% 24.5% 97.1% 39.0% 93.6% 0.0% -4.8% 2.7K -99.2K -688 0.00 71.48 N/A N/A 103 0 3,752 211 2024-11-12 $1.98 $2.50 125.0% 27.2% 96.7% 49.0% 71.2% 0.0% 13.3% 2.7K -87.8K -669 0.12 94.13 N/A N/A 34 4 3,852 211 2024-11-13 $1.96 $2.50 59.7% 17.1% 88.4% 15.3% 0.0% 0.0% 36.5% 2.7K -76.0K -632 0.00 105.59 N/A N/A 29 0 3,871 210 2024-11-14 $1.91 $2.50 69.7% 20.0% 88.2% 20.4% 0.0% 0.0% 2.8% 2.4K -75.7K -610 0.03 105.18 N/A N/A 30 1 3,856 187 2024-11-15 $1.85 $2.50 85.5% 24.5% 88.2% 28.6% 61.3% 0.0% 43.1% 2.3K -77.5K -600 0.04 64.23 N/A N/A 27 1 3,886 187 2024-11-18 $1.77 $2.50 66.3% 19.0% 88.4% 18.7% 0.0% 0.0% 15.9% 1.5K -67.7K -523 0.00 13.51 N/A N/A 21 0 2,096 118 2024-11-19 $1.84 $2.50 58.0% 16.6% 90.5% 14.4% 0.0% 0.0% -14.2% 2.1K -67.5K -497 0.00 57.23 N/A N/A 303 0 2,095 118 2024-11-20 $1.83 $2.50 65.2% 18.7% 90.5% 18.1% 0.0% 0.0% -3.7% 2.1K -101.1K -672 0.00 59.58 N/A N/A 10 0 2,395 118 2024-11-21 $1.90 $2.50 57.0% 16.3% 90.0% 13.9% 0.0% 0.0% -3.5% 2.1K -106.9K -695 0.00 58.51 N/A N/A 0 0 2,403 118 2024-11-22 $1.96 $2.50 75.0% 21.5% 90.9% 23.2% 72.8% 0.0% -21.7% 3.1K -128.6K -786 0.00 102.17 N/A N/A 9 0 2,403 118 2024-11-25 $2.06 $2.50 78.0% 22.4% 92.3% 24.7% 96.3% 0.0% -33.5% 3.6K -164.1K -866 0.00 69.61 N/A N/A 194 0 2,450 118 2024-11-26 $2.00 $2.50 62.3% 17.9% 87.2% 16.6% 0.0% 0.0% 6.4% 3.6K -129.8K -802 0.00 59.72 N/A N/A 22 0 2,563 118 2024-11-27 $2.04 $2.50 58.1% 16.6% 86.9% 14.4% 0.0% 0.0% 12.9% 3.9K -151.4K -848 0.00 103.48 N/A N/A 0 0 2,585 118 2024-11-29 $2.15 $2.50 78.6% 22.5% 87.5% 25.1% 90.4% 0.0% -31.7% 4.5K -176.3K -918 0.02 102.28 N/A N/A 92 2 2,585 118
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