AXTI Options History — August 2015 In August 2015, AXTI traded between $2.10 and $2.28. ATM implied volatility averaged 93.8%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 66.7% (HV 20d: 27.1%). 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 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2015-08-04 : Highest Volume — 40 contracts2015-08-07 : Largest IV spike — 57.3% change2015-08-31 : Highest IV Rank — 80.6%2015-08-31 : Largest Expected Move — 46.2%Monthly Statistics Metric Avg Min Max Open Close Price $2.18 $2.10 $2.28 $2.28 $2.17 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 93.8% 69.4% 161.2% 92.8% 161.2% Expected Move 25.0% 13.0% 46.2% 26.6% 46.2% HV 20d 27.1% 18.7% 32.4% 18.7% 30.3% HV 60d 26.8% 25.8% 27.9% 26.4% 26.5% IV Rank 38.6% 23.3% 80.6% 37.9% 80.6% IV Percentile 75.4% 45.6% 98.4% 83.3% 98.4% Term Structure -25.4% -85.0% 101.1% -20.2% -85.0% VWIV 112.0% 106.9% 117.0% 106.9% 117.0% Bid-Ask Spread % 133.13 96.22 173.66 140.66 161.71 Gamma HHI 1.00 0.98 1.00 1.00 1.00 Net GEX 122 47 227 220 53 Net DEX -2.5K -5.1K -337 -5.0K -1.7K Net VEX -10 -17 -3 -17 -8 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 25.714 0 40 0 10 Total OI 115.714 20 154 154 20
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 2015-08-03 $2.28 $2.50 92.8% 26.6% 18.7% 37.9% 0.0% 0.0% -20.2% 220 -5.0K -17 0.00 140.66 N/A N/A 0 0 154 0 2015-08-04 $2.21 $2.50 101.7% 29.1% 21.0% 43.5% 106.9% 0.0% -33.1% 189 -5.1K -16 0.00 135.22 N/A N/A 40 0 154 0 2015-08-05 $2.16 $2.50 104.3% 29.9% 21.7% 45.1% 117.0% 0.0% -72.0% 186 -4.0K -15 0.00 133.54 N/A N/A 40 0 154 0 2015-08-06 $2.12 $0.00 76.7% 13.0% 21.2% 27.9% 0.0% 0.0% 8.9% 179 -3.1K -13 0.00 96.22 N/A N/A 40 0 154 0 2015-08-07 $2.19 $0.00 120.6% 19.7% 25.1% 55.3% 0.0% 0.0% 101.1% 97 -1.1K -8 0.00 110.36 N/A N/A 40 0 154 0 2015-08-10 $2.24 $0.00 134.6% 20.5% 26.9% 64.0% 0.0% 0.0% -4.8% 191 -4.9K -15 0.00 119.67 N/A N/A 40 0 154 0 2015-08-11 $2.21 $0.00 105.9% 22.0% 27.1% 46.1% 0.0% 0.0% -41.8% 221 -3.8K -13 0.00 122.98 N/A N/A 0 0 154 0 2015-08-12 $2.20 $0.00 77.8% 22.3% 26.4% 28.6% 0.0% 0.0% -9.9% 175 -5.0K -14 0.00 122.94 N/A N/A 40 0 154 0 2015-08-13 $2.18 $0.00 74.3% 21.3% 26.3% 26.4% 0.0% 0.0% -12.0% 174 -4.8K -13 0.00 126.61 N/A N/A 40 0 154 0 2015-08-14 $2.21 $0.00 75.4% 21.6% 27.0% 27.1% 0.0% 0.0% -13.5% 227 -3.3K -12 0.00 126.61 N/A N/A 40 0 154 0 2015-08-17 $2.19 $0.00 78.8% 22.6% 26.9% 29.2% 0.0% 0.0% -34.2% 61 -1.7K -9 0.00 125.69 N/A N/A 40 0 154 0 2015-08-18 $2.22 $0.00 80.2% 23.0% 27.7% 30.0% 0.0% 0.0% -48.5% 68 -1.6K -9 0.00 126.03 N/A N/A 40 0 154 0 2015-08-19 $2.18 $0.00 76.3% 21.9% 28.1% 27.6% 0.0% 0.0% -41.8% 82 -647 -5 0.00 125.69 N/A N/A 0 0 154 0 2015-08-20 $2.14 $0.00 82.5% 23.6% 28.3% 31.5% 0.0% 0.0% -44.9% 68 -487 -4 0.00 126.61 N/A N/A 40 0 154 0 2015-08-21 $2.17 $0.00 84.2% 24.1% 29.2% 32.6% 0.0% 0.0% -44.7% 47 -1.8K -9 0.00 122.94 N/A N/A 40 0 154 0 2015-08-24 $2.10 $0.00 99.8% 28.6% 30.5% 42.3% 0.0% 0.0% -23.4% 53 -337 -3 0.00 173.66 N/A N/A 10 0 20 0 2015-08-25 $2.15 $0.00 69.4% 0.0% 32.4% 23.3% 0.0% 0.0% 0.0% 58 -1.4K -8 0.00 171.58 N/A N/A 10 0 20 0 2015-08-26 $2.16 $0.00 70.1% 0.0% 32.0% 23.8% 0.0% 0.0% 0.0% 73 -520 -4 0.00 173.53 N/A N/A 10 0 20 0 2015-08-27 $2.17 $0.00 95.0% 27.2% 31.2% 39.3% 0.0% 0.0% -25.4% 67 -1.3K -7 0.00 130.09 N/A N/A 10 0 20 0 2015-08-28 $2.20 $0.00 109.2% 31.3% 31.7% 48.1% 0.0% 0.0% -37.7% 64 -1.6K -8 0.00 123.35 N/A N/A 10 0 20 0 2015-08-31 $2.17 $0.00 161.2% 46.2% 30.3% 80.6% 0.0% 0.0% -85.0% 53 -1.7K -8 0.00 161.71 N/A N/A 10 0 20 0
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