AXTI Options History — March 2014 In March 2014, AXTI traded between $2.20 and $2.35. ATM implied volatility averaged 53.3%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 30.0% (HV 20d: 23.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 12 of 21 days.
Notable Days 2014-03-24 : Largest IV spike — 43.8% change2014-03-24 : Highest IV Rank — 39.5%2014-03-06 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $2.28 $2.20 $2.35 $2.31 $2.20 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 53.3% 42.9% 67.6% 60.5% 57.7% Expected Move 14.2% 10.2% 18.7% 17.3% 16.5% HV 20d 23.2% 16.2% 24.6% 24.1% 22.7% HV 60d 25.1% 23.9% 26.1% 23.9% 24.7% IV Rank 22.0% 11.7% 39.5% 20.7% 34.6% IV Percentile 65.1% 28.2% 93.3% 86.5% 83.3% Term Structure -1.9% -28.8% 19.9% -6.5% -10.1% Bid-Ask Spread % 104.27 45.96 136.47 110.34 45.96 Gamma HHI 1.00 0.99 1.00 0.99 1.00 Net GEX 20 -195 201 136 -102 Net DEX 8.2K 2.1K 16.5K 2.1K 15.7K Net VEX -80 -103 -54 -103 -54 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 285.286 246 301 301 246
Daily Data (21 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 2014-03-03 $2.31 $2.50 60.5% 17.3% 24.1% 20.7% 0.0% 0.0% -6.5% 136 2.1K -103 0.00 110.34 N/A N/A 0 0 179 122 2014-03-04 $2.30 $2.50 55.8% 16.0% 24.0% 17.4% 0.0% 0.0% -28.8% 117 6.2K -97 0.00 107.55 N/A N/A 0 0 179 122 2014-03-05 $2.29 $2.50 57.1% 16.4% 23.5% 18.4% 0.0% 0.0% -22.5% 116 3.5K -98 0.00 106.38 N/A N/A 0 0 179 122 2014-03-06 $2.27 $2.50 65.1% 18.7% 22.9% 23.9% 0.0% 0.0% -24.8% 109 6.5K -92 0.00 104.22 N/A N/A 0 0 179 122 2014-03-07 $2.26 $2.50 52.8% 10.2% 16.2% 15.4% 0.0% 0.0% 4.1% 138 10.4K -83 0.00 110.05 N/A N/A 0 0 179 122 2014-03-10 $2.35 $2.50 61.7% 12.0% 21.9% 21.5% 0.0% 0.0% 4.5% 161 2.2K -98 0.00 103.05 N/A N/A 0 0 179 122 2014-03-11 $2.33 $2.50 56.2% 11.0% 21.8% 17.7% 0.0% 0.0% 16.3% 163 3.8K -94 0.00 112.85 N/A N/A 0 0 179 122 2014-03-12 $2.35 $2.50 67.6% 11.6% 22.1% 25.7% 0.0% 0.0% 19.9% 201 2.9K -94 0.00 103.06 N/A N/A 0 0 179 122 2014-03-13 $2.28 $2.50 47.4% 13.6% 24.1% 11.7% 0.0% 0.0% 3.5% 161 4.0K -89 0.00 125.07 N/A N/A 0 0 179 122 2014-03-14 $2.27 $2.50 43.4% 12.5% 24.0% 16.4% 0.0% 0.0% 11.6% 139 4.9K -86 0.00 104.19 N/A N/A 0 0 179 122 2014-03-17 $2.27 $2.50 45.4% 13.0% 23.8% 18.8% 0.0% 0.0% 2.1% 116 7.6K -80 0.00 108.92 N/A N/A 0 0 179 122 2014-03-18 $2.31 $2.50 51.2% 14.7% 24.6% 26.2% 0.0% 0.0% 2.4% 110 4.3K -84 0.00 108.29 N/A N/A 0 0 179 122 2014-03-19 $2.28 $2.50 56.5% 16.2% 24.4% 33.0% 0.0% 0.0% -1.1% -156 8.2K -78 0.00 136.47 N/A N/A 0 0 179 122 2014-03-20 $2.28 $2.50 42.9% 12.3% 24.4% 15.6% 0.0% 0.0% 1.3% -195 11.1K -73 0.00 107.55 N/A N/A 0 0 179 122 2014-03-21 $2.25 $2.50 42.9% 12.3% 24.4% 15.6% 0.0% 0.0% 0.5% -157 13.1K -68 0.00 110.14 N/A N/A 0 0 179 122 2014-03-24 $2.28 $2.50 61.6% 17.7% 24.5% 39.5% 0.0% 0.0% -0.3% -156 8.8K -74 0.00 115.94 N/A N/A 0 0 124 122 2014-03-25 $2.27 $2.50 52.0% 14.9% 23.9% 27.2% 0.0% 0.0% -12.2% -132 13.3K -64 0.00 47.27 N/A N/A 0 0 124 122 2014-03-26 $2.25 $2.50 47.1% 13.5% 23.7% 21.1% 0.0% 0.0% 2.0% -153 13.3K -65 0.00 104.13 N/A N/A 0 0 124 122 2014-03-27 $2.21 $2.50 46.8% 13.4% 24.1% 20.7% 0.0% 0.0% 0.9% -112 14.9K -59 0.00 104.13 N/A N/A 0 0 124 122 2014-03-28 $2.20 $2.50 46.9% 13.5% 23.0% 20.8% 0.0% 0.0% -2.5% -92 16.5K -54 0.00 114.09 N/A N/A 0 0 124 122 2014-03-31 $2.20 $2.50 57.7% 16.5% 22.7% 34.6% 0.0% 0.0% -10.1% -102 15.7K -54 0.00 45.96 N/A N/A 0 0 124 122
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