AXTI Options History — April 2014 In April 2014, AXTI traded between $2.16 and $2.30. ATM implied volatility averaged 69.0%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 47.4% (HV 20d: 21.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-04-11 : Highest Volume — 75 contracts2014-04-10 : Largest IV drop — 64.3% change2014-04-09 : Highest IV Rank — 100.0%2014-04-30 : Largest Expected Move — 27.1%Monthly Statistics Metric Avg Min Max Open Close Price $2.24 $2.16 $2.30 $2.22 $2.16 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 69.0% 40.6% 132.7% 79.7% 94.4% Expected Move 16.8% 11.6% 27.1% 22.8% 27.1% HV 20d 21.6% 15.9% 25.1% 23.1% 24.9% HV 60d 24.2% 22.8% 25.1% 24.7% 23.6% IV Rank 42.1% 9.8% 100.0% 62.5% 62.4% IV Percentile 77.6% 20.2% 100.0% 98.8% 98.0% Term Structure -9.3% -58.4% 14.7% -49.9% -58.4% Bid-Ask Spread % 87.45 32.29 128.04 128.04 122.92 Gamma HHI 0.83 0.65 1.00 1.00 0.65 Net GEX 82 -205 292 -87 230 Net DEX 8.5K 535 16.9K 12.9K 535 Net VEX -54 -64 -41 -59 -49 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 4.857 0 75 0 0 Total OI 278.905 246 348 246 278
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 2014-04-01 $2.22 $2.50 79.7% 22.8% 23.1% 62.5% 0.0% 0.0% -49.9% -87 12.9K -59 0.00 128.04 N/A N/A 0 0 124 122 2014-04-02 $2.24 $2.50 82.3% 23.6% 23.3% 65.8% 0.0% 0.0% -50.9% -87 12.9K -58 0.00 116.76 N/A N/A 0 0 124 122 2014-04-03 $2.27 $2.50 57.6% 16.5% 23.7% 34.4% 0.0% 0.0% -4.5% -205 10.1K -64 0.00 104.73 N/A N/A 0 0 124 122 2014-04-04 $2.24 $2.50 87.6% 16.0% 24.1% 72.6% 0.0% 0.0% -16.1% -103 10.9K -62 0.00 124.56 N/A N/A 0 0 124 122 2014-04-07 $2.28 $2.50 106.0% 16.6% 20.4% 96.1% 0.0% 0.0% 11.9% -127 7.4K -64 0.00 99.49 N/A N/A 0 0 124 122 2014-04-08 $2.30 $2.50 95.1% 13.3% 20.5% 82.2% 0.0% 0.0% 11.1% -110 10.5K -60 0.00 81.51 N/A N/A 0 0 124 122 2014-04-09 $2.30 $2.50 132.7% 13.5% 20.2% 100.0% 0.0% 0.0% 4.5% -37 9.2K -60 0.00 109.91 N/A N/A 0 0 124 122 2014-04-10 $2.29 $2.50 47.4% 13.6% 17.1% 16.5% 0.0% 0.0% 8.1% -34 10.0K -58 0.00 109.35 N/A N/A 27 0 124 122 2014-04-11 $2.28 $2.50 43.6% 12.5% 17.1% 12.7% 0.0% 0.0% 4.1% -144 13.2K -56 0.00 84.12 N/A N/A 75 0 151 122 2014-04-14 $2.27 $2.50 40.6% 11.6% 17.2% 9.8% 0.0% 0.0% 14.7% -118 14.5K -59 0.00 74.10 N/A N/A 0 0 226 122 2014-04-15 $2.25 $2.50 55.3% 15.8% 16.2% 24.2% 0.0% 0.0% 6.8% 259 15.9K -56 0.00 84.23 N/A N/A 0 0 226 122 2014-04-16 $2.27 $2.50 51.6% 14.8% 15.9% 20.6% 0.0% 0.0% 2.8% 273 16.4K -52 0.00 77.42 N/A N/A 0 0 226 122 2014-04-17 $2.27 $2.50 47.4% 13.6% 15.9% 16.5% 0.0% 0.0% 10.6% 292 16.9K -52 0.00 112.21 N/A N/A 0 0 226 122 2014-04-21 $2.16 $2.50 65.2% 18.7% 23.4% 33.9% 0.0% 0.0% 1.4% 220 1.7K -47 0.00 121.67 N/A N/A 0 0 226 52 2014-04-22 $2.22 $2.50 61.8% 17.7% 25.1% 30.5% 0.0% 0.0% -7.8% 249 1.5K -46 0.00 33.99 N/A N/A 0 0 226 52 2014-04-23 $2.21 $2.50 45.9% 13.1% 25.1% 14.9% 0.0% 0.0% -8.7% 271 3.6K -48 0.00 34.53 N/A N/A 0 0 226 52 2014-04-24 $2.22 $2.50 53.0% 15.2% 25.0% 22.0% 0.0% 0.0% -9.1% 263 2.4K -45 0.00 32.29 N/A N/A 0 0 226 52 2014-04-25 $2.19 $2.50 59.5% 17.1% 24.6% 28.3% 0.0% 0.0% -23.0% 243 2.7K -45 0.00 37.94 N/A N/A 0 0 226 52 2014-04-28 $2.16 $2.50 62.9% 18.0% 25.1% 31.6% 0.0% 0.0% -14.2% 232 3.5K -41 0.00 102.89 N/A N/A 0 0 226 52 2014-04-29 $2.17 $2.50 78.6% 22.5% 25.1% 47.0% 0.0% 0.0% -28.9% 241 1.3K -49 0.00 43.81 N/A N/A 0 0 226 52 2014-04-30 $2.16 $2.50 94.4% 27.1% 24.9% 62.4% 0.0% 0.0% -58.4% 230 535 -49 0.00 122.92 N/A N/A 0 0 226 52
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