AXTI Options History — February 2014 In February 2014, AXTI traded between $2.29 and $2.45. ATM implied volatility averaged 48.8%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 20.3% (HV 20d: 28.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2014-02-25 : Highest Volume — 70 contracts2014-02-10 : Largest IV spike — 45.4% change2014-02-10 : Highest IV Rank — 22.2%2014-02-06 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.39 $2.29 $2.45 $2.42 $2.29 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 48.8% 37.5% 62.7% 49.8% 50.2% Expected Move 13.8% 10.8% 17.3% 14.3% 14.4% HV 20d 28.4% 23.7% 32.1% 28.0% 23.7% HV 60d 24.6% 23.8% 25.6% 23.8% 23.9% IV Rank 12.6% 4.8% 22.2% 13.3% 13.6% IV Percentile 51.7% 12.7% 88.9% 59.1% 61.1% Term Structure 3.5% -17.3% 17.5% -0.8% -17.3% Bid-Ask Spread % 112.27 52.68 134.40 134.40 107.13 Gamma HHI 0.99 0.98 1.00 0.99 0.98 Net GEX 735 112 1.1K 863 112 Net DEX -7.8K -15.5K 11.1K -14.8K 3.3K Net VEX -120 -151 -89 -151 -102 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 5 0 70 5 0 Total OI 408.474 231 462 456 301
Daily Data (19 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 2014-02-03 $2.42 $2.50 49.8% 14.3% 28.0% 13.3% 0.0% 0.0% -0.8% 863 -14.8K -151 0.00 134.40 N/A N/A 5 0 313 143 2014-02-04 $2.38 $2.50 50.9% 14.6% 27.8% 14.1% 0.0% 0.0% 5.5% 829 -10.6K -145 0.00 117.86 N/A N/A 0 0 313 143 2014-02-05 $2.34 $2.50 45.5% 13.0% 28.2% 10.3% 0.0% 0.0% 12.3% 834 -2.8K -135 0.00 122.06 N/A N/A 0 0 313 143 2014-02-06 $2.44 $2.50 60.4% 17.3% 32.1% 20.7% 0.0% 0.0% 13.7% 825 -15.3K -146 0.00 124.61 N/A N/A 0 0 313 143 2014-02-07 $2.41 $2.50 43.1% 15.6% 31.8% 8.7% 0.0% 0.0% -6.3% 966 -11.5K -140 0.00 52.68 N/A N/A 0 0 313 143 2014-02-10 $2.43 $2.50 62.7% 15.3% 30.6% 22.2% 0.0% 0.0% -3.7% 894 -15.1K -137 0.00 117.73 N/A N/A 0 0 313 143 2014-02-11 $2.43 $2.50 50.6% 13.6% 30.5% 13.9% 0.0% 0.0% 4.8% 1.0K -13.6K -134 0.00 125.25 N/A N/A 0 0 313 143 2014-02-12 $2.44 $2.50 53.1% 12.9% 29.2% 15.6% 0.0% 0.0% 3.4% 1.1K -14.1K -133 0.00 72.50 N/A N/A 0 0 313 143 2014-02-13 $2.45 $2.50 50.7% 14.5% 29.3% 14.0% 0.0% 0.0% 1.0% 1.0K -15.2K -130 0.00 122.65 N/A N/A 0 0 313 143 2014-02-14 $2.42 $2.50 59.7% 17.1% 29.4% 20.1% 0.0% 0.0% -9.6% 772 -14.8K -126 0.00 110.32 N/A N/A 0 0 313 143 2014-02-18 $2.44 $2.50 52.7% 15.1% 28.2% 15.3% 0.0% 0.0% 8.5% 863 -15.5K -115 0.00 120.49 N/A N/A 0 0 313 143 2014-02-19 $2.40 $2.50 44.6% 12.8% 28.2% 9.7% 0.0% 0.0% 2.8% 939 -10.7K -109 0.00 121.84 N/A N/A 10 0 313 143 2014-02-20 $2.39 $2.50 39.5% 11.3% 27.6% 6.2% 0.0% 0.0% 16.2% 642 10.6K -94 0.00 118.31 N/A N/A 0 0 319 143 2014-02-21 $2.36 $2.50 44.7% 12.8% 27.3% 9.8% 0.0% 0.0% 8.1% 583 11.1K -91 0.00 110.74 N/A N/A 0 10 319 143 2014-02-24 $2.39 $2.50 37.5% 10.8% 26.5% 4.8% 0.0% 0.0% 13.4% 671 -10.4K -90 0.00 112.10 N/A N/A 0 0 179 52 2014-02-25 $2.35 $2.50 48.0% 13.8% 27.2% 12.1% 0.0% 0.0% -6.4% 565 -10.5K -89 0.00 120.54 N/A N/A 0 70 179 52 2014-02-26 $2.37 $2.50 38.7% 11.1% 27.2% 5.7% 0.0% 0.0% 17.5% 309 -511 -112 0.00 114.96 N/A N/A 0 0 179 122 2014-02-27 $2.34 $2.50 44.5% 12.7% 27.6% 9.6% 0.0% 0.0% 3.2% 170 1.4K -109 0.00 106.87 N/A N/A 0 0 179 122 2014-02-28 $2.29 $2.50 50.2% 14.4% 23.7% 13.6% 0.0% 0.0% -17.3% 112 3.3K -102 0.00 107.13 N/A N/A 0 0 179 122
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