AXTI Options History — June 2013 In June 2013, AXTI traded between $2.51 and $2.89. ATM implied volatility averaged 46.6%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 21.5% (HV 20d: 25.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2013-06-20 : Highest Volume — 200 contracts2013-06-20 : Largest IV spike — 33.4% change2013-06-04 : Highest IV Rank — 15.7%2013-06-04 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $2.73 $2.51 $2.89 $2.89 $2.70 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 46.6% 33.3% 56.5% 45.2% 41.2% Expected Move 13.2% 9.4% 16.2% 13.0% 11.8% HV 20d 25.1% 19.2% 35.5% 23.4% 35.5% HV 60d 34.8% 31.8% 37.0% 36.7% 35.3% IV Rank 9.7% 1.7% 15.7% 8.9% 6.5% IV Percentile 24.9% 1.6% 48.4% 19.8% 13.1% Term Structure -1.1% -39.4% 16.7% -19.4% 7.6% Bid-Ask Spread % 29.55 14.20 108.95 21.92 35.12 Gamma HHI 0.96 0.93 0.98 0.94 0.96 Net GEX -1.6K -1.9K -1.3K -1.4K -1.4K Net DEX 7.6K -9.1K 28.7K -9.1K 4.4K Net VEX -271 -299 -256 -280 -266 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 13.45 0 200 0 1 Total OI 762.65 738 773 773 773
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 2013-06-03 $2.89 $2.50 45.2% 13.0% 23.4% 8.9% 0.0% 0.0% -19.4% -1.4K -9.1K -280 0.00 21.92 N/A N/A 0 0 252 521 2013-06-04 $2.82 $2.50 56.5% 16.2% 24.3% 15.7% 0.0% 0.0% -39.4% -1.3K -6.0K -284 0.00 38.02 N/A N/A 12 0 252 521 2013-06-05 $2.80 $2.50 47.3% 13.6% 24.4% 10.1% 0.0% 0.0% -23.2% -1.4K 3.1K -299 0.00 23.50 N/A N/A 5 0 240 521 2013-06-06 $2.83 $2.50 40.1% 11.5% 24.0% 5.8% 0.0% 0.0% 8.6% -1.5K 1.6K -282 0.00 21.45 N/A N/A 0 0 240 521 2013-06-07 $2.83 $0.00 41.5% 9.4% 24.0% 6.6% 0.0% 0.0% 16.7% -1.5K 1.5K -280 0.00 17.78 N/A N/A 0 0 240 521 2013-06-10 $2.83 $0.00 54.1% 12.2% 23.7% 14.3% 0.0% 0.0% -5.0% -1.5K -2.4K -263 0.00 14.20 N/A N/A 0 0 240 521 2013-06-11 $2.79 $0.00 43.7% 13.5% 24.0% 7.9% 0.0% 0.0% 7.8% -1.5K -345 -268 0.00 17.78 N/A N/A 0 0 240 521 2013-06-12 $2.75 $0.00 49.4% 15.1% 24.6% 11.4% 0.0% 0.0% 3.6% -1.4K 4.9K -274 0.00 18.50 N/A N/A 5 0 240 521 2013-06-13 $2.78 $0.00 48.6% 13.9% 24.9% 10.9% 0.0% 0.0% 3.5% -1.6K 5.5K -265 0.00 30.71 N/A N/A 0 1 240 521 2013-06-14 $2.75 $0.00 49.6% 14.2% 25.2% 11.5% 0.0% 0.0% 6.7% -1.5K 6.4K -275 0.00 24.90 N/A N/A 5 0 240 520 2013-06-17 $2.74 $0.00 42.8% 12.3% 25.0% 7.4% 0.0% 0.0% -7.6% -1.7K 2.2K -268 0.00 20.45 N/A N/A 0 0 245 520 2013-06-18 $2.77 $0.00 36.1% 10.4% 24.8% 3.4% 0.0% 0.0% 8.8% -1.6K 52 -256 0.00 21.15 N/A N/A 0 0 245 520 2013-06-19 $2.74 $0.00 33.3% 9.6% 19.2% 1.7% 0.0% 0.0% 13.9% -1.9K 7.1K -264 0.00 24.63 N/A N/A 0 0 245 520 2013-06-20 $2.67 $0.00 44.5% 12.7% 20.3% 8.4% 0.0% 0.0% -11.5% -1.8K 12.0K -267 0.00 22.47 N/A N/A 0 200 245 520 2013-06-21 $2.66 $0.00 56.1% 16.1% 20.3% 15.5% 0.0% 0.0% -5.5% -1.9K 17.8K -265 0.00 39.67 N/A N/A 0 0 245 520 2013-06-24 $2.51 $0.00 55.4% 15.9% 28.0% 15.0% 0.0% 0.0% 2.5% -1.5K 27.7K -261 0.00 108.95 N/A N/A 0 0 238 500 2013-06-25 $2.56 $0.00 46.5% 13.3% 27.8% 9.6% 0.0% 0.0% 5.3% -1.7K 28.7K -262 0.00 45.22 N/A N/A 40 0 238 500 2013-06-26 $2.51 $0.00 53.5% 15.3% 28.2% 13.9% 0.0% 0.0% -4.8% -1.6K 26.5K -271 0.00 30.22 N/A N/A 0 0 273 500 2013-06-27 $2.58 $0.00 46.4% 13.3% 30.8% 9.6% 0.0% 0.0% 9.0% -1.5K 20.2K -273 0.00 14.27 N/A N/A 0 0 273 500 2013-06-28 $2.70 $0.00 41.2% 11.8% 35.5% 6.5% 0.0% 0.0% 7.6% -1.4K 4.4K -266 0.00 35.12 N/A N/A 0 1 273 500
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