AXTI Options History — May 2014 In May 2014, AXTI traded between $2.14 and $2.25. ATM implied volatility averaged 86.0%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 62.4% (HV 20d: 23.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-05-01 : Highest Volume — 200 contracts2014-05-02 : Largest IV spike — 70.6% change2014-05-13 : Highest IV Rank — 100.0%2014-05-02 : Largest Expected Move — 32.8%Monthly Statistics Metric Avg Min Max Open Close Price $2.18 $2.14 $2.25 $2.15 $2.20 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 86.0% 43.9% 161.8% 67.1% 53.6% Expected Move 15.7% 11.5% 32.8% 19.2% 15.4% HV 20d 23.5% 19.7% 28.5% 24.6% 21.9% HV 60d 22.6% 21.5% 23.4% 23.4% 23.0% IV Rank 48.8% 10.2% 100.0% 35.8% 17.6% IV Percentile 81.1% 31.3% 100.0% 90.5% 68.3% Term Structure -3.0% -102.9% 21.9% -10.2% -16.0% Bid-Ask Spread % 87.58 26.29 136.10 112.22 101.89 Gamma HHI 0.92 0.69 0.98 0.69 0.94 Net GEX 745 238 880 238 735 Net DEX -14.0K -20.1K 4.0K 4.0K -19.1K Net VEX -100 -135 -40 -40 -94 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 10 0 200 200 0 Total OI 398.476 278 468 278 328
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 2014-05-01 $2.15 $2.50 67.1% 19.2% 24.6% 35.8% 0.0% 0.0% -10.2% 238 4.0K -40 0.00 112.22 N/A N/A 200 0 226 52 2014-05-02 $2.14 $2.50 114.5% 32.8% 24.0% 82.2% 0.0% 0.0% -102.9% 803 -16.7K -135 0.00 136.10 N/A N/A 0 0 416 52 2014-05-05 $2.16 $0.00 112.3% 12.7% 24.0% 80.0% 0.0% 0.0% 18.1% 783 -13.5K -124 0.00 108.56 N/A N/A 0 0 416 52 2014-05-06 $2.19 $0.00 117.9% 12.9% 23.6% 85.5% 0.0% 0.0% 15.8% 861 -15.3K -130 0.00 112.65 N/A N/A 0 0 416 52 2014-05-07 $2.20 $0.00 123.8% 11.9% 23.4% 91.3% 0.0% 0.0% 14.4% 874 -15.2K -119 0.00 102.09 N/A N/A 0 0 416 52 2014-05-08 $2.17 $0.00 120.5% 11.9% 23.7% 88.0% 0.0% 0.0% 14.5% 829 -13.4K -117 0.00 99.46 N/A N/A 0 0 416 52 2014-05-09 $2.23 $0.00 110.0% 12.4% 26.0% 77.8% 0.0% 0.0% 17.6% 879 -13.8K -115 0.00 35.62 N/A N/A 0 0 416 52 2014-05-12 $2.25 $0.00 115.3% 12.4% 26.3% 83.0% 0.0% 0.0% 21.9% 880 -14.4K -114 0.00 26.29 N/A N/A 0 0 416 52 2014-05-13 $2.18 $0.00 161.8% 12.7% 28.5% 100.0% 0.0% 0.0% 15.6% 711 -7.8K -98 0.00 104.45 N/A N/A 0 0 416 52 2014-05-14 $2.17 $0.00 135.3% 11.5% 28.4% 79.8% 0.0% 0.0% 13.4% 696 -5.5K -92 0.00 26.33 N/A N/A 0 0 416 52 2014-05-15 $2.17 $0.00 50.2% 14.4% 28.1% 14.9% 0.0% 0.0% 4.7% 708 -7.8K -95 0.00 39.17 N/A N/A 0 0 416 52 2014-05-16 $2.15 $0.00 45.5% 13.0% 28.2% 11.3% 0.0% 0.0% 5.4% 761 -4.4K -89 0.00 106.89 N/A N/A 0 0 416 52 2014-05-19 $2.17 $0.00 52.9% 15.2% 22.3% 17.0% 0.0% 0.0% 11.2% 734 -17.4K -93 0.00 43.81 N/A N/A 10 0 318 0 2014-05-20 $2.18 $0.00 43.9% 12.6% 20.0% 10.2% 0.0% 0.0% -11.0% 702 -19.2K -94 0.00 105.41 N/A N/A 0 0 328 0 2014-05-21 $2.16 $0.00 54.6% 15.7% 20.2% 18.3% 0.0% 0.0% -7.3% 707 -19.4K -97 0.00 42.63 N/A N/A 0 0 328 0 2014-05-22 $2.15 $0.00 49.8% 14.3% 20.1% 14.6% 0.0% 0.0% -12.4% 695 -19.2K -94 0.00 104.45 N/A N/A 0 0 328 0 2014-05-23 $2.16 $0.00 76.8% 22.0% 19.7% 35.3% 0.0% 0.0% -12.7% 650 -18.3K -92 0.00 110.70 N/A N/A 0 0 328 0 2014-05-27 $2.20 $0.00 83.3% 23.9% 20.1% 40.1% 0.0% 0.0% -13.9% 782 -18.3K -92 0.00 92.06 N/A N/A 0 0 328 0 2014-05-28 $2.20 $0.00 51.4% 14.7% 20.1% 15.8% 0.0% 0.0% -14.6% 859 -19.4K -91 0.00 111.58 N/A N/A 0 0 328 0 2014-05-29 $2.24 $0.00 64.8% 18.6% 20.9% 26.0% 0.0% 0.0% -14.2% 760 -20.1K -94 0.00 116.84 N/A N/A 0 0 328 0 2014-05-30 $2.20 $0.00 53.6% 15.4% 21.9% 17.6% 0.0% 0.0% -16.0% 735 -19.1K -94 0.00 101.89 N/A N/A 0 0 328 0
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