AXTI Options History — September 2015 In September 2015, AXTI traded between $1.93 and $2.22. ATM implied volatility averaged 97.3%, placing in the 40.5% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 70.7% (HV 20d: 26.6%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2015-09-09 : Highest Volume — 28 contracts2015-09-03 : Largest IV spike — 102.2% change2015-09-29 : Highest IV Rank — 100.0%2015-09-29 : Largest Expected Move — 56.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.10 $1.93 $2.22 $2.15 $1.93 ATM IV 97.3% 43.0% 197.5% 121.4% 126.4% Expected Move 26.1% 12.3% 56.6% 34.8% 36.2% HV 20d 26.6% 22.4% 28.5% 28.5% 28.1% HV 60d 25.7% 24.7% 26.7% 26.5% 25.8% IV Rank 40.5% 6.9% 100.0% 55.8% 57.0% IV Percentile 66.8% 3.2% 100.0% 93.7% 92.9% Term Structure -42.0% -126.9% 20.6% -57.6% -126.9% Bid-Ask Spread % 119.30 35.29 158.12 133.33 154.22 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 92 49 125 67 77 Net DEX -1.9K -3.1K -253 -1.2K -1.6K Net VEX -12 -17 -2 -7 -11 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 21.905 0 28 10 28 Total OI 32.857 20 38 20 38
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 2015-09-01 $2.15 $0.00 121.4% 34.8% 28.5% 55.8% 0.0% 0.0% -57.6% 67 -1.2K -7 0.00 133.33 N/A N/A 10 0 20 0 2015-09-02 $2.14 $0.00 76.8% 22.0% 27.4% 27.9% 0.0% 0.0% -4.7% 60 -1.1K -7 0.00 156.78 N/A N/A 10 0 20 0 2015-09-03 $2.12 $0.00 155.3% 21.9% 26.8% 76.9% 0.0% 0.0% -54.3% 49 -253 -2 0.00 124.42 N/A N/A 10 0 20 0 2015-09-04 $2.13 $0.00 66.7% 19.6% 24.0% 21.6% 0.0% 0.0% -44.8% 68 -1.0K -6 0.00 119.06 N/A N/A 10 0 20 0 2015-09-08 $2.14 $0.00 112.8% 16.7% 22.4% 50.4% 0.0% 0.0% -19.0% 68 -1.1K -6 0.00 70.64 N/A N/A 0 0 20 0 2015-09-09 $2.19 $0.00 68.8% 19.7% 23.7% 23.0% 0.0% 0.0% -18.5% 66 -1.5K -7 0.00 122.61 N/A N/A 28 0 20 0 2015-09-10 $2.20 $0.00 51.4% 14.7% 23.7% 12.1% 0.0% 0.0% 7.5% 120 -3.1K -17 0.00 35.29 N/A N/A 28 0 38 0 2015-09-11 $2.22 $0.00 43.0% 12.3% 23.7% 6.9% 0.0% 0.0% 20.6% 113 -3.1K -17 0.00 40.20 N/A N/A 28 0 38 0 2015-09-14 $2.13 $0.00 47.6% 13.6% 27.5% 9.7% 0.0% 0.0% 8.7% 114 -3.0K -16 0.00 71.17 N/A N/A 28 0 38 0 2015-09-15 $2.17 $0.00 80.0% 22.9% 28.3% 30.0% 0.0% 0.0% -33.0% 121 -2.8K -16 0.00 122.94 N/A N/A 0 0 38 0 2015-09-16 $2.13 $0.00 81.0% 23.2% 28.5% 30.6% 0.0% 0.0% -49.6% 117 -2.2K -15 0.00 126.27 N/A N/A 28 0 38 0 2015-09-17 $2.13 $0.00 82.4% 23.6% 27.8% 31.4% 0.0% 0.0% -36.4% 92 -1.5K -11 0.00 126.61 N/A N/A 28 0 38 0 2015-09-18 $2.14 $0.00 73.1% 21.0% 27.1% 25.6% 0.0% 0.0% -37.2% 117 -2.5K -15 0.00 124.51 N/A N/A 28 0 38 0 2015-09-21 $2.17 $0.00 89.1% 25.5% 27.1% 35.6% 0.0% 0.0% -54.6% 125 -2.4K -15 0.00 126.94 N/A N/A 28 0 38 0 2015-09-22 $2.10 $0.00 89.9% 25.8% 27.1% 36.1% 0.0% 0.0% -51.7% 108 -2.5K -15 0.00 131.19 N/A N/A 28 0 38 0 2015-09-23 $2.07 $0.00 97.7% 28.0% 26.1% 41.0% 0.0% 0.0% -47.4% 99 -2.4K -15 0.00 126.75 N/A N/A 28 0 38 0 2015-09-24 $2.00 $0.00 105.2% 30.2% 28.4% 45.6% 0.0% 0.0% -52.8% 87 -2.2K -13 0.00 132.95 N/A N/A 28 0 38 0 2015-09-25 $1.98 $0.00 140.4% 40.3% 28.3% 67.6% 0.0% 0.0% -108.9% 87 -1.6K -11 0.00 158.12 N/A N/A 28 0 38 0 2015-09-28 $1.96 $0.00 137.2% 39.3% 27.5% 65.6% 0.0% 0.0% -79.7% 83 -1.4K -10 0.00 150.81 N/A N/A 28 0 38 0 2015-09-29 $1.97 $0.00 197.5% 56.6% 27.6% 100.0% 0.0% 0.0% -126.9% 84 -1.6K -11 0.00 150.45 N/A N/A 28 0 38 0 2015-09-30 $1.93 $0.00 126.4% 36.2% 28.1% 57.0% 0.0% 0.0% 0.0% 77 -1.6K -11 0.00 154.22 N/A N/A 28 0 38 0
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