AXTI Options History — July 2014 In July 2014, AXTI traded between $2.04 and $2.25. ATM implied volatility averaged 82.1%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 49.1% (HV 20d: 33.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2014-07-31 : Highest Volume — 50 contracts2014-07-30 : Largest IV spike — 71.1% change2014-07-09 : Highest IV Rank — 75.8%2014-07-30 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $2.13 $2.04 $2.25 $2.17 $2.15 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 82.1% 52.4% 130.0% 65.0% 104.1% Expected Move 13.9% 11.7% 19.8% 12.1% 13.6% HV 20d 33.0% 24.6% 42.0% 26.3% 42.0% HV 60d 26.6% 23.7% 30.8% 23.9% 30.8% IV Rank 39.2% 16.6% 75.8% 26.2% 56.0% IV Percentile 81.4% 52.8% 98.4% 79.4% 91.7% Term Structure -24.6% -48.9% 10.6% -12.0% -45.8% VWIV 49.0% 46.4% 50.5% 50.5% 50.0% Bid-Ask Spread % 70.60 35.39 113.80 62.30 80.09 Gamma HHI 0.97 0.81 1.00 0.96 0.99 Net GEX 445 366 600 518 454 Net DEX 5.2K -6.3K 12.7K 7.0K 1.0K Net VEX -78 -109 -57 -71 -73 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 3.955 0 50 0 50 Total OI 459.636 432 469 432 466
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 2014-07-01 $2.17 $0.00 65.0% 12.1% 26.3% 26.2% 0.0% 0.0% -12.0% 518 7.0K -71 0.00 62.30 N/A N/A 0 0 332 100 2014-07-02 $2.14 $0.00 94.0% 14.5% 24.6% 48.3% 0.0% 0.0% -39.4% 453 3.9K -83 0.00 79.59 N/A N/A 0 0 332 100 2014-07-03 $2.23 $0.00 118.3% 15.6% 27.1% 66.9% 0.0% 0.0% -37.4% 476 -6.3K -109 0.00 113.80 N/A N/A 0 0 332 100 2014-07-07 $2.17 $0.00 104.4% 14.5% 28.9% 56.2% 50.5% 0.0% -15.5% 491 3.7K -78 0.00 39.88 N/A N/A 0 12 332 100 2014-07-08 $2.13 $2.50 116.5% 13.2% 29.7% 65.5% 46.4% 0.0% -31.9% 413 7.6K -77 0.00 80.41 N/A N/A 25 0 332 112 2014-07-09 $2.08 $2.50 130.0% 12.6% 30.8% 75.8% 0.0% 0.0% -20.1% 414 6.4K -86 0.00 88.55 N/A N/A 0 0 357 112 2014-07-10 $2.08 $2.50 67.6% 13.3% 30.7% 28.2% 0.0% 0.0% -30.5% 409 5.3K -89 0.00 81.14 N/A N/A 0 0 357 112 2014-07-11 $2.05 $2.50 52.4% 14.1% 31.1% 16.6% 0.0% 0.0% -1.6% 366 11.7K -65 0.00 52.54 N/A N/A 0 0 357 112 2014-07-14 $2.08 $2.50 55.7% 13.4% 31.5% 19.2% 0.0% 0.0% -12.7% 410 10.0K -69 0.00 54.79 N/A N/A 0 0 357 112 2014-07-15 $2.04 $2.50 71.7% 11.7% 32.2% 31.4% 0.0% 0.0% -42.1% 374 7.0K -78 0.00 52.21 N/A N/A 0 0 357 112 2014-07-16 $2.11 $2.50 53.1% 15.1% 34.4% 17.1% 0.0% 0.0% -13.1% 458 9.9K -71 0.00 40.19 N/A N/A 0 0 357 112 2014-07-17 $2.07 $2.50 58.3% 13.8% 35.1% 21.1% 0.0% 0.0% -21.2% 388 10.6K -66 0.00 54.29 N/A N/A 0 0 354 112 2014-07-18 $2.10 $2.50 76.7% 11.7% 35.5% 35.1% 0.0% 0.0% -37.8% 425 4.4K -82 0.00 82.14 N/A N/A 0 0 354 112 2014-07-21 $2.09 $2.50 80.8% 15.0% 35.3% 38.3% 0.0% 0.0% -23.1% 404 4.5K -78 0.00 80.25 N/A N/A 0 0 354 112 2014-07-22 $2.07 $2.50 56.7% 13.9% 35.1% 19.9% 0.0% 0.0% 10.6% 369 12.7K -57 0.00 88.13 N/A N/A 0 0 354 112 2014-07-23 $2.10 $2.50 66.0% 14.3% 35.3% 27.0% 0.0% 0.0% 4.0% 429 9.0K -67 0.00 35.39 N/A N/A 0 0 354 112 2014-07-24 $2.11 $2.50 86.3% 14.5% 29.8% 42.5% 0.0% 0.0% -33.7% 425 3.7K -79 0.00 85.43 N/A N/A 0 0 354 112 2014-07-25 $2.22 $2.50 77.8% 13.5% 35.0% 36.0% 0.0% 0.0% -19.1% 574 -48 -89 0.00 84.55 N/A N/A 0 0 354 112 2014-07-28 $2.25 $2.50 77.9% 13.5% 35.2% 36.1% 0.0% 0.0% -48.9% 600 -591 -84 0.00 59.82 N/A N/A 0 0 354 112 2014-07-29 $2.14 $2.50 71.0% 12.4% 39.7% 30.8% 0.0% 0.0% -30.2% 495 7.7K -68 0.00 50.92 N/A N/A 0 0 354 112 2014-07-30 $2.21 $2.50 121.4% 19.8% 41.0% 69.2% 0.0% 0.0% -40.2% 440 -5.8K -86 0.00 106.73 N/A N/A 0 0 354 112 2014-07-31 $2.15 $2.50 104.1% 13.6% 42.0% 56.0% 50.0% 0.0% -45.8% 454 1.0K -73 0.00 80.09 N/A N/A 50 0 354 112
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