AXTI Options History — March 2015 In March 2015, AXTI traded between $2.53 and $2.76. ATM implied volatility averaged 71.3%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 41.0% (HV 20d: 30.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2015-03-02 : Highest Volume — 40 contracts2015-03-10 : Largest IV spike — 74.1% change2015-03-10 : Highest IV Rank — 39.3%2015-03-31 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $2.66 $2.53 $2.76 $2.76 $2.64 ATM IV 71.3% 42.7% 95.0% 42.7% 90.1% Expected Move 19.3% 10.7% 25.8% 12.2% 25.8% HV 20d 30.4% 22.2% 34.8% 32.4% 34.8% HV 60d 31.4% 30.3% 32.3% 32.3% 32.1% IV Rank 24.5% 6.6% 39.3% 6.6% 36.3% IV Percentile 59.2% 4.8% 85.3% 4.8% 81.0% Term Structure -9.0% -24.6% 12.0% -0.2% -18.6% Bid-Ask Spread % 111.66 21.84 140.74 23.25 134.23 Gamma HHI 0.68 0.56 1.00 0.59 0.75 Net GEX 297 261 338 316 288 Net DEX -11.6K -13.5K -9.8K -13.5K -10.2K Net VEX -46 -62 -29 -54 -38 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 14.545 0 40 40 40 Total OI 159 159 159 159 159
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 2015-03-02 $2.76 $0.00 42.7% 12.2% 32.4% 6.6% 0.0% 0.0% -0.2% 316 -13.5K -54 0.00 23.25 N/A N/A 40 0 159 0 2015-03-03 $2.70 $0.00 70.5% 20.2% 33.3% 24.0% 0.0% 0.0% -0.6% 302 -12.8K -62 0.00 118.71 N/A N/A 40 0 159 0 2015-03-04 $2.75 $0.00 82.8% 23.7% 30.4% 31.7% 0.0% 0.0% -13.6% 309 -12.5K -51 0.00 127.33 N/A N/A 40 0 159 0 2015-03-05 $2.75 $0.00 72.6% 15.5% 30.4% 25.3% 0.0% 0.0% -9.6% 329 -12.6K -45 0.00 115.36 N/A N/A 40 0 159 0 2015-03-06 $2.70 $0.00 51.7% 10.7% 23.5% 12.3% 0.0% 0.0% 5.9% 321 -12.9K -53 0.00 30.68 N/A N/A 40 0 159 0 2015-03-09 $2.76 $0.00 54.6% 10.7% 22.2% 14.1% 0.0% 0.0% 0.3% 338 -13.0K -49 0.00 21.84 N/A N/A 0 0 159 0 2015-03-10 $2.63 $0.00 95.0% 16.5% 28.8% 39.3% 0.0% 0.0% -3.7% 278 -11.5K -46 0.00 120.56 N/A N/A 0 0 159 0 2015-03-11 $2.64 $0.00 53.1% 15.2% 28.8% 13.2% 0.0% 0.0% -4.1% 287 -10.9K -41 0.00 91.89 N/A N/A 0 0 159 0 2015-03-12 $2.65 $0.00 65.6% 18.8% 28.4% 21.0% 0.0% 0.0% -10.4% 288 -11.4K -46 0.00 133.22 N/A N/A 0 0 159 0 2015-03-13 $2.62 $0.00 50.5% 14.5% 28.8% 11.5% 0.0% 0.0% 4.8% 305 -11.3K -46 0.00 61.96 N/A N/A 0 0 159 0 2015-03-16 $2.66 $0.00 69.3% 19.9% 29.1% 23.3% 0.0% 0.0% -24.6% 315 -11.2K -39 0.00 133.62 N/A N/A 0 0 159 0 2015-03-17 $2.59 $0.00 72.0% 20.7% 30.8% 25.0% 0.0% 0.0% -21.3% 315 -9.8K -37 0.00 139.21 N/A N/A 0 0 159 0 2015-03-18 $2.60 $0.00 68.7% 19.7% 30.8% 22.9% 0.0% 0.0% -6.6% 286 -10.8K -46 0.00 138.78 N/A N/A 0 0 159 0 2015-03-19 $2.65 $0.00 68.7% 19.7% 31.1% 22.9% 0.0% 0.0% -12.1% 295 -11.3K -44 0.00 132.25 N/A N/A 0 0 159 0 2015-03-20 $2.70 $0.00 73.1% 21.0% 31.0% 25.7% 0.0% 0.0% 12.0% 261 -12.0K -47 0.00 134.83 N/A N/A 0 0 159 0 2015-03-23 $2.73 $0.00 81.3% 23.3% 31.2% 30.8% 0.0% 0.0% -18.0% 278 -11.8K -29 0.00 128.83 N/A N/A 0 0 159 0 2015-03-24 $2.75 $0.00 82.3% 23.6% 29.0% 31.4% 0.0% 0.0% -18.1% 306 -13.0K -48 0.00 128.83 N/A N/A 0 0 159 0 2015-03-25 $2.63 $0.00 82.6% 23.7% 32.5% 31.6% 0.0% 0.0% -12.5% 268 -10.9K -41 0.00 132.65 N/A N/A 0 0 159 0 2015-03-26 $2.58 $0.00 80.6% 23.1% 33.0% 30.3% 0.0% 0.0% -21.0% 298 -12.3K -58 0.00 134.51 N/A N/A 40 0 159 0 2015-03-27 $2.53 $0.00 78.2% 22.4% 33.5% 28.8% 0.0% 0.0% -13.8% 280 -9.8K -43 0.00 140.74 N/A N/A 0 0 159 0 2015-03-30 $2.58 $0.00 83.5% 23.9% 34.3% 32.1% 0.0% 0.0% -12.3% 272 -10.0K -39 0.00 133.33 N/A N/A 40 0 159 0 2015-03-31 $2.64 $0.00 90.1% 25.8% 34.8% 36.3% 0.0% 0.0% -18.6% 288 -10.2K -38 0.00 134.23 N/A N/A 40 0 159 0
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