AXTI Options History — July 2015 In July 2015, AXTI traded between $2.34 and $2.50. ATM implied volatility averaged 91.6%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 67.9% (HV 20d: 23.7%). 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 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2015-07-01 : Highest Volume — 40 contracts2015-07-08 : Largest IV spike — 91.2% change2015-07-14 : Highest IV Rank — 93.9%2015-07-28 : Largest Expected Move — 28.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.43 $2.34 $2.50 $2.50 $2.35 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 91.6% 52.3% 182.6% 54.0% 52.3% Expected Move 22.2% 15.0% 28.9% 15.5% 15.0% HV 20d 23.7% 12.8% 30.0% 30.0% 16.1% HV 60d 27.8% 25.7% 33.4% 33.4% 25.7% IV Rank 37.2% 12.6% 93.9% 13.7% 12.6% IV Percentile 68.4% 18.3% 99.6% 21.8% 18.3% Term Structure -23.4% -113.9% 32.0% -8.8% -14.4% VWIV 85.0% 42.8% 161.9% 89.4% 69.1% Bid-Ask Spread % 113.55 65.79 167.85 119.83 129.97 Gamma HHI 0.92 0.75 1.00 0.96 1.00 Net GEX 240 195 380 242 317 Net DEX -7.2K -8.4K -5.4K -7.5K -5.4K Net VEX -23 -30 -17 -26 -18 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 40 40 40 40 40 Total OI 154 154 154 154 154
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 2015-07-01 $2.50 $0.00 54.0% 15.5% 30.0% 13.7% 0.0% 0.0% -8.8% 242 -7.5K -26 0.00 119.83 N/A N/A 40 0 154 0 2015-07-02 $2.50 $0.00 99.6% 28.5% 29.6% 42.1% 0.0% 0.0% -17.6% 221 -8.4K -30 0.00 141.05 N/A N/A 40 0 154 0 2015-07-06 $2.50 $2.50 123.5% 24.5% 29.2% 57.1% 89.4% 0.0% -35.8% 218 -8.4K -29 0.00 117.78 N/A N/A 40 0 154 0 2015-07-07 $2.48 $2.50 62.2% 17.2% 29.4% 18.8% 60.3% 0.0% 32.0% 214 -7.1K -23 0.00 124.17 N/A N/A 40 0 154 0 2015-07-08 $2.48 $2.50 118.9% 24.0% 29.3% 54.2% 87.1% 0.0% -13.7% 195 -8.2K -27 0.00 112.16 N/A N/A 40 0 154 0 2015-07-09 $2.42 $2.50 69.7% 16.7% 28.9% 23.5% 59.1% 0.0% 6.9% 228 -7.6K -24 0.00 97.12 N/A N/A 40 0 154 0 2015-07-10 $2.43 $2.50 128.7% 22.4% 28.5% 60.3% 80.4% 0.0% -23.0% 206 -7.3K -25 0.00 121.98 N/A N/A 40 0 154 0 2015-07-13 $2.43 $2.50 157.8% 24.6% 28.5% 78.5% 89.3% 0.0% -29.5% 203 -7.7K -25 0.00 122.44 N/A N/A 40 0 154 0 2015-07-14 $2.41 $2.50 182.6% 23.6% 28.4% 93.9% 85.1% 0.0% -35.1% 214 -7.3K -24 0.00 121.70 N/A N/A 40 0 154 0 2015-07-15 $2.44 $2.50 87.8% 25.2% 27.7% 34.8% 91.3% 0.0% -38.1% 213 -7.6K -25 0.00 122.44 N/A N/A 40 0 154 0 2015-07-16 $2.44 $2.50 72.7% 20.8% 26.8% 25.4% 73.2% 0.0% -9.9% 215 -7.6K -23 0.00 65.79 N/A N/A 40 0 154 0 2015-07-17 $2.45 $2.50 80.0% 22.9% 25.8% 29.9% 75.3% 0.0% -17.9% 211 -7.6K -24 0.00 123.55 N/A N/A 40 0 154 0 2015-07-20 $2.42 $2.50 95.5% 27.4% 25.6% 39.6% 93.8% 0.0% -21.1% 203 -7.3K -23 0.00 167.85 N/A N/A 40 0 154 0 2015-07-21 $2.42 $2.50 74.7% 21.4% 23.8% 26.6% 95.3% 0.0% -45.9% 289 -6.6K -21 0.00 79.85 N/A N/A 40 0 154 0 2015-07-22 $2.40 $2.50 64.3% 18.4% 19.3% 20.2% 65.9% 0.0% -2.3% 256 -6.8K -21 0.00 151.18 N/A N/A 40 0 154 0 2015-07-23 $2.41 $2.50 83.3% 23.9% 19.1% 32.0% 93.2% 0.0% -45.4% 220 -7.8K -21 0.00 71.27 N/A N/A 40 0 154 0 2015-07-24 $2.40 $2.50 100.3% 28.8% 19.1% 42.6% 161.9% 0.0% -113.9% 380 -5.8K -20 0.00 75.31 N/A N/A 40 0 154 0 2015-07-27 $2.41 $2.50 73.4% 21.0% 12.9% 25.8% 107.4% 0.0% -54.2% 249 -6.6K -20 0.00 86.69 N/A N/A 40 0 154 0 2015-07-28 $2.39 $2.50 100.7% 28.9% 12.8% 42.8% 112.0% 0.0% -40.5% 210 -6.8K -20 0.00 129.97 N/A N/A 40 0 154 0 2015-07-29 $2.34 $2.50 76.7% 22.0% 14.1% 27.9% 67.2% 0.0% 4.8% 263 -6.9K -17 0.00 115.96 N/A N/A 40 0 154 0 2015-07-30 $2.38 $2.50 56.8% 16.3% 15.8% 15.4% 42.8% 0.0% 9.3% 306 -5.7K -19 0.00 99.95 N/A N/A 40 0 154 0 2015-07-31 $2.35 $2.50 52.3% 15.0% 16.1% 12.6% 69.1% 0.0% -14.4% 317 -5.4K -18 0.00 129.97 N/A N/A 40 0 154 0
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