AXTI Options History — June 2015 In June 2015, AXTI traded between $2.41 and $2.65. ATM implied volatility averaged 77.4%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 48.2% (HV 20d: 29.2%). 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 2015-06-01 : Highest Volume — 40 contracts2015-06-08 : Largest IV spike — 106.3% change2015-06-08 : Highest IV Rank — 53.4%2015-06-01 : Largest Expected Move — 29.0%Monthly Statistics Metric Avg Min Max Open Close Price $2.51 $2.41 $2.65 $2.53 $2.50 ATM IV 77.4% 50.3% 117.6% 101.2% 93.4% Expected Move 21.6% 13.8% 29.0% 29.0% 26.8% HV 20d 29.2% 26.8% 31.7% 29.4% 31.7% HV 60d 33.5% 32.6% 34.7% 34.7% 33.5% IV Rank 28.3% 11.4% 53.4% 43.2% 38.3% IV Percentile 60.7% 13.9% 94.0% 89.7% 84.5% Term Structure -17.4% -45.1% 17.9% -18.1% -35.0% Bid-Ask Spread % 118.08 50.03 141.18 125.93 133.45 Gamma HHI 0.84 0.61 0.98 0.68 0.88 Net GEX 197 157 243 183 217 Net DEX -7.3K -9.6K -5.8K -6.9K -8.1K Net VEX -27 -34 -23 -32 -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 38.182 0 40 40 40 Total OI 146.727 144 154 144 154
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 2015-06-01 $2.53 $0.00 101.2% 29.0% 29.4% 43.2% 0.0% 0.0% -18.1% 183 -6.9K -32 0.00 125.93 N/A N/A 40 0 144 0 2015-06-02 $2.54 $0.00 53.8% 15.4% 29.0% 13.6% 0.0% 0.0% 8.0% 179 -6.9K -27 0.00 85.05 N/A N/A 0 0 144 0 2015-06-03 $2.47 $0.00 59.6% 17.1% 29.8% 17.2% 0.0% 0.0% -4.8% 179 -6.8K -26 0.00 95.56 N/A N/A 40 0 144 0 2015-06-04 $2.44 $0.00 75.1% 13.8% 29.3% 26.9% 0.0% 0.0% 17.9% 181 -6.9K -31 0.00 81.76 N/A N/A 40 0 144 0 2015-06-05 $2.41 $0.00 57.0% 14.6% 29.7% 15.6% 0.0% 0.0% 10.0% 179 -5.8K -25 0.00 50.03 N/A N/A 40 0 144 0 2015-06-08 $2.42 $0.00 117.6% 24.3% 29.2% 53.4% 0.0% 0.0% -19.1% 157 -6.0K -25 0.00 117.71 N/A N/A 40 0 144 0 2015-06-09 $2.41 $0.00 52.8% 21.3% 26.8% 13.0% 0.0% 0.0% -9.9% 174 -6.5K -27 0.00 119.76 N/A N/A 40 0 144 0 2015-06-10 $2.48 $0.00 75.3% 21.6% 28.2% 27.0% 0.0% 0.0% -13.0% 184 -6.8K -27 0.00 126.14 N/A N/A 40 0 144 0 2015-06-11 $2.51 $0.00 76.0% 21.8% 28.3% 27.5% 0.0% 0.0% -4.5% 239 -7.2K -31 0.00 126.28 N/A N/A 40 0 144 0 2015-06-12 $2.50 $0.00 85.7% 24.6% 28.4% 33.5% 0.0% 0.0% -22.1% 180 -6.9K -27 0.00 122.16 N/A N/A 40 0 144 0 2015-06-15 $2.47 $0.00 72.9% 20.9% 28.4% 25.5% 0.0% 0.0% -12.1% 188 -6.4K -25 0.00 140.95 N/A N/A 40 0 144 0 2015-06-16 $2.52 $0.00 94.9% 27.2% 28.9% 39.3% 0.0% 0.0% -45.1% 195 -6.4K -24 0.00 117.09 N/A N/A 40 0 144 0 2015-06-17 $2.47 $0.00 88.4% 25.3% 29.5% 35.2% 0.0% 0.0% -30.3% 172 -6.9K -25 0.00 114.28 N/A N/A 40 0 144 0 2015-06-18 $2.52 $0.00 84.5% 24.2% 27.9% 32.7% 0.0% 0.0% -37.7% 187 -7.6K -31 0.00 126.67 N/A N/A 40 0 144 0 2015-06-19 $2.48 $0.00 81.3% 23.3% 28.3% 30.8% 0.0% 0.0% -24.4% 183 -6.2K -24 0.00 119.07 N/A N/A 40 0 144 0 2015-06-22 $2.54 $0.00 76.3% 21.9% 28.6% 27.6% 0.0% 0.0% -21.4% 205 -6.4K -23 0.00 140.74 N/A N/A 40 0 144 0 2015-06-23 $2.63 $0.00 61.4% 17.6% 30.9% 18.3% 0.0% 0.0% -30.3% 243 -9.6K -34 0.00 133.47 N/A N/A 40 0 154 0 2015-06-24 $2.65 $0.00 77.1% 22.1% 28.4% 28.1% 0.0% 0.0% -33.0% 230 -9.5K -27 0.00 133.84 N/A N/A 40 0 154 0 2015-06-25 $2.63 $0.00 79.4% 22.8% 28.2% 29.5% 0.0% 0.0% -35.2% 225 -9.4K -27 0.00 141.18 N/A N/A 40 0 154 0 2015-06-26 $2.52 $0.00 50.3% 14.4% 31.4% 11.4% 0.0% 0.0% 10.1% 232 -7.9K -27 0.00 113.33 N/A N/A 40 0 154 0 2015-06-29 $2.53 $0.00 88.2% 25.3% 31.5% 35.1% 0.0% 0.0% -32.6% 218 -8.7K -26 0.00 133.33 N/A N/A 40 0 154 0 2015-06-30 $2.50 $0.00 93.4% 26.8% 31.7% 38.3% 0.0% 0.0% -35.0% 217 -8.1K -27 0.00 133.45 N/A N/A 40 0 154 0
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