AXTI Options History — July 2013 In July 2013, AXTI traded between $2.67 and $2.83. ATM implied volatility averaged 42.4%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 12.6% (HV 20d: 29.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2013-07-17 : Highest Volume — 55 contracts2013-07-11 : Largest IV spike — 28.4% change2013-07-30 : Highest IV Rank — 12.3%2013-07-10 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.73 $2.67 $2.83 $2.71 $2.80 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 42.4% 32.1% 50.9% 32.1% 47.8% Expected Move 12.7% 9.2% 15.5% 9.2% 13.7% HV 20d 29.8% 16.7% 34.8% 34.8% 17.5% HV 60d 30.5% 25.8% 35.3% 35.3% 25.8% IV Rank 7.2% 0.9% 12.3% 0.9% 10.4% IV Percentile 20.7% 1.2% 42.9% 1.2% 36.5% Term Structure 4.3% -7.2% 17.0% 13.1% 6.2% VWIV 46.5% 45.2% 47.8% 45.2% 47.8% Bid-Ask Spread % 23.33 8.90 43.91 16.92 13.97 Gamma HHI 0.98 0.96 0.99 0.96 0.97 Net GEX -1.9K -3.2K -1.5K -1.5K -1.7K Net DEX -14.1K -46.5K 3.9K -1.0K -45.7K Net VEX -190 -244 -120 -244 -136 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 7.455 0 55 0 18 Total OI 813.364 774 891 774 891
Daily Data (22 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 2013-07-01 $2.71 $0.00 32.1% 9.2% 34.8% 0.9% 0.0% 0.0% 13.1% -1.5K -1.0K -244 0.00 16.92 N/A N/A 0 0 273 501 2013-07-02 $2.70 $0.00 33.5% 9.6% 33.9% 1.8% 0.0% 0.0% 11.0% -1.5K -1.2K -238 0.00 16.92 N/A N/A 0 0 273 501 2013-07-03 $2.69 $0.00 42.3% 12.1% 33.8% 7.1% 0.0% 0.0% -7.2% -1.6K 1.9K -241 0.00 16.87 N/A N/A 0 18 273 501 2013-07-05 $2.67 $2.50 38.2% 14.7% 33.5% 4.6% 0.0% 0.0% 3.4% -1.6K 1.7K -238 0.00 37.64 N/A N/A 0 0 273 501 2013-07-08 $2.71 $2.50 40.4% 13.4% 34.1% 5.9% 0.0% 0.0% 6.1% -1.7K -5.1K -215 0.00 14.70 N/A N/A 0 0 273 501 2013-07-09 $2.68 $2.50 44.1% 14.5% 34.3% 8.2% 0.0% 0.0% 5.0% -1.8K 3.9K -227 0.00 43.91 N/A N/A 0 0 273 501 2013-07-10 $2.70 $2.50 36.5% 15.5% 34.1% 3.6% 0.0% 0.0% -2.9% -1.6K 1.9K -223 0.00 36.55 N/A N/A 0 0 273 501 2013-07-11 $2.69 $2.50 46.9% 13.5% 33.8% 9.9% 0.0% 0.0% 4.0% -1.8K -2.1K -217 0.00 8.90 N/A N/A 0 0 273 501 2013-07-12 $2.70 $2.50 49.5% 14.2% 33.6% 11.5% 0.0% 0.0% 5.2% -1.7K -5.2K -201 0.00 15.40 N/A N/A 0 0 273 501 2013-07-15 $2.69 $2.50 46.0% 13.2% 33.4% 9.3% 0.0% 0.0% 9.5% -2.1K -801 -200 0.00 19.07 N/A N/A 0 6 273 501 2013-07-16 $2.70 $2.50 45.3% 13.0% 33.4% 8.9% 0.0% 0.0% 6.2% -2.3K -3.2K -196 0.00 18.31 N/A N/A 0 0 273 506 2013-07-17 $2.67 $2.50 40.7% 11.7% 33.3% 6.1% 45.2% 0.0% 17.0% -2.3K 2.1K -196 0.00 25.76 N/A N/A 0 55 273 506 2013-07-18 $2.72 $2.50 45.2% 13.0% 33.9% 8.9% 0.0% 0.0% 9.9% -3.2K -6.2K -182 0.00 30.95 N/A N/A 0 0 273 556 2013-07-19 $2.79 $2.50 37.1% 10.6% 33.7% 4.0% 0.0% 0.0% 12.7% -2.1K -28.7K -145 0.00 35.37 N/A N/A 0 0 273 556 2013-07-22 $2.78 $2.50 39.6% 11.4% 33.7% 5.5% 0.0% 0.0% -1.4% -2.1K -26.9K -139 0.00 20.45 N/A N/A 30 0 273 556 2013-07-23 $2.75 $2.50 46.6% 13.4% 25.7% 9.7% 0.0% 0.0% -4.7% -2.2K -21.0K -181 0.00 24.90 N/A N/A 0 0 303 556 2013-07-24 $2.73 $2.50 47.0% 13.5% 25.4% 10.0% 0.0% 0.0% -5.7% -2.1K -9.5K -200 0.00 16.18 N/A N/A 0 0 303 556 2013-07-25 $2.76 $2.50 43.1% 12.4% 24.0% 7.6% 0.0% 0.0% 0.1% -2.2K -27.9K -165 0.00 31.59 N/A N/A 0 0 303 556 2013-07-26 $2.80 $2.50 36.1% 10.3% 22.8% 3.4% 0.0% 0.0% 9.6% -1.7K -44.1K -120 0.00 21.97 N/A N/A 37 0 303 556 2013-07-29 $2.80 $2.50 44.7% 12.8% 16.7% 8.6% 0.0% 0.0% -3.9% -1.8K -45.7K -147 0.00 23.50 N/A N/A 0 0 335 556 2013-07-30 $2.83 $2.50 50.9% 14.6% 17.0% 12.3% 0.0% 0.0% 0.6% -1.6K -46.5K -137 0.00 23.50 N/A N/A 0 0 335 556 2013-07-31 $2.80 $2.50 47.8% 13.7% 17.5% 10.4% 47.8% 0.0% 6.2% -1.7K -45.7K -136 0.00 13.97 N/A N/A 18 0 335 556
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