AXTI Options History — May 2015 In May 2015, AXTI traded between $2.25 and $2.58. ATM implied volatility averaged 97.0%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 66.4% (HV 20d: 30.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2015-05-01 : Highest Volume — 50 contracts2015-05-13 : Largest IV drop — 47.1% change2015-05-11 : Highest IV Rank — 86.6%2015-05-26 : Largest Expected Move — 28.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.38 $2.25 $2.58 $2.32 $2.53 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 97.0% 51.4% 170.8% 91.4% 51.4% Expected Move 20.1% 10.4% 28.3% 26.2% 14.7% HV 20d 30.6% 25.8% 39.5% 39.5% 30.8% HV 60d 33.8% 32.5% 34.8% 34.7% 34.7% IV Rank 40.6% 12.1% 86.6% 37.0% 12.1% IV Percentile 75.2% 16.7% 99.6% 81.3% 16.7% Term Structure -10.8% -52.4% 65.6% -52.4% -3.8% VWIV 102.4% 102.4% 102.4% 102.4% 102.4% Bid-Ask Spread % 117.30 24.40 140.50 139.37 65.10 Gamma HHI 0.84 0.67 0.99 0.77 0.95 Net GEX 230 153 395 311 185 Net DEX -7.0K -10.1K -5.1K -8.4K -6.7K Net VEX -30 -38 -26 -35 -27 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 34 0 50 50 40 Total OI 160.75 144 179 169 144
Daily Data (20 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 2015-05-01 $2.32 $2.50 91.4% 26.2% 39.5% 37.0% 102.4% 0.0% -52.4% 311 -8.4K -35 0.00 139.37 N/A N/A 50 0 169 0 2015-05-04 $2.30 $0.00 110.9% 15.5% 38.1% 49.2% 0.0% 0.0% 15.1% 300 -6.6K -26 0.00 121.98 N/A N/A 0 0 169 0 2015-05-05 $2.25 $0.00 124.3% 15.6% 38.3% 57.6% 0.0% 0.0% -9.2% 279 -7.9K -33 0.00 126.47 N/A N/A 50 0 169 0 2015-05-06 $2.31 $0.00 131.3% 18.1% 32.8% 61.9% 0.0% 0.0% -14.3% 275 -7.9K -27 0.00 129.03 N/A N/A 50 0 169 0 2015-05-07 $2.31 $0.00 130.1% 14.8% 28.7% 61.2% 0.0% 0.0% 10.2% 300 -8.3K -33 0.00 45.26 N/A N/A 50 0 169 0 2015-05-08 $2.28 $0.00 138.8% 10.4% 26.9% 66.6% 0.0% 0.0% 65.6% 307 -7.4K -30 0.00 24.40 N/A N/A 0 0 179 0 2015-05-11 $2.36 $0.00 170.8% 20.4% 30.0% 86.6% 0.0% 0.0% -10.3% 351 -10.1K -38 0.00 133.94 N/A N/A 0 0 179 0 2015-05-12 $2.34 $0.00 137.9% 21.9% 29.9% 66.1% 0.0% 0.0% -31.4% 395 -7.9K -30 0.00 134.98 N/A N/A 50 0 179 0 2015-05-13 $2.36 $0.00 72.9% 20.9% 29.4% 25.5% 0.0% 0.0% -33.9% 175 -5.1K -27 0.00 133.59 N/A N/A 50 0 179 0 2015-05-14 $2.36 $0.00 69.7% 20.0% 28.5% 23.5% 0.0% 0.0% -11.1% 163 -6.3K -31 0.00 133.59 N/A N/A 50 0 179 0 2015-05-15 $2.40 $0.00 70.5% 20.2% 27.9% 24.0% 0.0% 0.0% -9.0% 163 -6.4K -31 0.00 134.30 N/A N/A 50 0 179 0 2015-05-18 $2.38 $0.00 73.8% 21.2% 25.8% 26.1% 0.0% 0.0% -6.1% 163 -5.9K -27 0.00 140.09 N/A N/A 0 0 144 0 2015-05-19 $2.42 $0.00 70.1% 20.1% 26.2% 23.8% 0.0% 0.0% -18.9% 172 -5.7K -27 0.00 139.07 N/A N/A 0 0 144 0 2015-05-20 $2.35 $0.00 71.7% 20.6% 28.0% 24.8% 0.0% 0.0% -12.2% 156 -6.4K -27 0.00 139.85 N/A N/A 40 0 144 0 2015-05-21 $2.39 $0.00 77.5% 22.2% 28.8% 28.4% 0.0% 0.0% -2.2% 153 -6.4K -29 0.00 134.65 N/A N/A 40 0 144 0 2015-05-22 $2.44 $0.00 78.3% 22.4% 29.5% 28.9% 0.0% 0.0% -1.1% 193 -6.8K -32 0.00 140.50 N/A N/A 40 0 144 0 2015-05-26 $2.45 $0.00 98.7% 28.3% 29.2% 41.6% 0.0% 0.0% -34.4% 174 -6.2K -28 0.00 120.63 N/A N/A 40 0 144 0 2015-05-27 $2.54 $0.00 91.4% 26.2% 31.7% 37.1% 0.0% 0.0% -26.9% 181 -6.6K -28 0.00 126.29 N/A N/A 40 0 144 0 2015-05-28 $2.58 $0.00 79.4% 22.8% 31.9% 29.5% 0.0% 0.0% -29.1% 197 -6.9K -28 0.00 82.90 N/A N/A 40 0 144 0 2015-05-29 $2.53 $0.00 51.4% 14.7% 30.8% 12.1% 0.0% 0.0% -3.8% 185 -6.7K -27 0.00 65.10 N/A N/A 40 0 144 0
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