AXTI Options History — April 2015 In April 2015, AXTI traded between $2.37 and $2.64. ATM implied volatility averaged 77.1%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 37.3% (HV 20d: 39.8%). 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 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2015-04-10 : Highest Volume — 50 contracts2015-04-24 : Largest IV spike — 78.7% change2015-04-06 : Highest IV Rank — 49.8%2015-04-24 : Largest Expected Move — 28.8%Monthly Statistics Metric Avg Min Max Open Close Price $2.52 $2.37 $2.64 $2.60 $2.37 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 77.1% 50.5% 111.9% 88.0% 94.8% Expected Move 21.1% 14.5% 28.8% 25.2% 27.2% HV 20d 39.8% 34.3% 43.3% 34.3% 39.1% HV 60d 35.0% 32.2% 36.8% 32.2% 34.5% IV Rank 28.1% 11.6% 49.8% 34.9% 39.2% IV Percentile 60.4% 17.9% 92.1% 79.8% 85.3% Term Structure -15.5% -33.3% 2.0% -30.1% -33.3% VWIV 73.5% 50.5% 105.9% 66.5% 105.9% Bid-Ask Spread % 99.83 50.07 141.18 141.18 139.85 Gamma HHI 0.79 0.59 1.00 0.74 0.86 Net GEX 330 273 403 292 306 Net DEX -10.2K -12.0K -7.3K -10.4K -8.7K Net VEX -37 -49 -27 -37 -31 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 45.238 0 50 40 50 Total OI 165.667 159 169 159 169
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 2015-04-01 $2.60 $0.00 88.0% 25.2% 34.3% 34.9% 0.0% 0.0% -30.1% 292 -10.4K -37 0.00 141.18 N/A N/A 40 0 159 0 2015-04-02 $2.58 $2.50 91.4% 18.6% 34.3% 37.1% 66.5% 0.0% -14.9% 300 -10.7K -43 0.00 134.85 N/A N/A 40 0 159 0 2015-04-06 $2.64 $2.50 111.9% 21.1% 35.0% 49.8% 70.8% 0.0% -16.7% 303 -10.7K -38 0.00 128.03 N/A N/A 40 0 159 0 2015-04-07 $2.60 $2.50 88.5% 21.7% 34.3% 35.3% 68.9% 0.0% -12.2% 273 -10.7K -41 0.00 123.68 N/A N/A 40 0 159 0 2015-04-08 $2.43 $2.50 72.3% 20.7% 38.1% 25.1% 0.0% 0.0% -24.1% 304 -7.3K -27 0.00 140.59 N/A N/A 0 0 159 0 2015-04-09 $2.53 $2.50 55.4% 15.9% 41.2% 14.6% 55.4% 0.0% -1.7% 335 -9.0K -35 0.00 50.07 N/A N/A 40 0 159 0 2015-04-10 $2.59 $2.50 54.4% 15.6% 42.2% 14.0% 54.3% 0.0% -5.2% 355 -9.8K -34 0.00 68.39 N/A N/A 50 0 159 0 2015-04-13 $2.54 $2.50 54.2% 15.5% 42.5% 13.8% 59.3% 0.0% -4.6% 371 -11.3K -42 0.00 62.90 N/A N/A 50 0 169 0 2015-04-14 $2.55 $2.50 50.5% 14.5% 42.1% 11.6% 50.5% 0.0% 2.0% 392 -11.2K -41 0.00 57.95 N/A N/A 50 0 169 0 2015-04-15 $2.59 $2.50 88.9% 25.5% 41.5% 35.5% 87.3% 0.0% -33.1% 298 -11.5K -41 0.00 78.28 N/A N/A 50 0 169 0 2015-04-16 $2.63 $2.50 78.1% 22.4% 41.9% 28.7% 75.4% 0.0% -24.2% 316 -12.0K -40 0.00 109.12 N/A N/A 50 0 169 0 2015-04-17 $2.55 $2.50 56.7% 16.3% 42.7% 15.4% 56.4% 0.0% -1.1% 372 -11.5K -41 0.00 107.37 N/A N/A 50 0 169 0 2015-04-20 $2.47 $2.50 91.3% 26.2% 43.2% 37.0% 91.7% 0.0% -26.9% 287 -10.6K -39 0.00 79.42 N/A N/A 50 0 169 0 2015-04-21 $2.50 $2.50 53.6% 15.4% 43.3% 13.4% 54.4% 0.0% -4.5% 403 -10.5K -38 0.00 50.67 N/A N/A 50 0 169 0 2015-04-22 $2.49 $2.50 58.8% 16.9% 43.0% 16.7% 59.6% 0.0% -10.4% 393 -9.3K -34 0.00 55.39 N/A N/A 50 0 169 0 2015-04-23 $2.47 $2.50 56.3% 16.1% 40.5% 15.2% 56.3% 0.0% -5.5% 388 -9.4K -34 0.00 51.61 N/A N/A 50 0 169 0 2015-04-24 $2.44 $2.50 100.6% 28.8% 40.2% 42.8% 100.9% 0.0% -26.5% 286 -10.1K -37 0.00 119.48 N/A N/A 50 0 169 0 2015-04-27 $2.41 $2.50 93.8% 26.9% 39.8% 38.5% 97.4% 0.0% -26.7% 296 -9.6K -35 0.00 124.48 N/A N/A 50 0 169 0 2015-04-28 $2.41 $2.50 88.8% 25.5% 39.0% 35.4% 93.2% 0.0% -15.6% 319 -8.6K -30 0.00 132.81 N/A N/A 50 0 169 0 2015-04-29 $2.44 $2.50 91.1% 26.1% 38.2% 36.9% 92.4% 0.0% -10.6% 350 -12.0K -49 0.00 140.22 N/A N/A 50 0 169 0 2015-04-30 $2.37 $2.50 94.8% 27.2% 39.1% 39.2% 105.9% 0.0% -33.3% 306 -8.7K -31 0.00 139.85 N/A N/A 50 0 169 0
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