AXTI Options History — October 2015 In October 2015, AXTI traded between $1.92 and $2.26. ATM implied volatility averaged 86.3%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded above realized volatility by 50.7% (HV 20d: 35.6%). 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 2015-10-01 : Highest Volume — 28 contracts2015-10-08 : Largest IV spike — 159.5% change2015-10-08 : Highest IV Rank — 91.9%2015-10-02 : Largest Expected Move — 42.1%Monthly Statistics Metric Avg Min Max Open Close Price $2.15 $1.92 $2.26 $1.92 $2.17 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 86.3% 45.5% 184.1% 128.0% 53.8% Expected Move 21.0% 13.0% 42.1% 36.7% 15.4% HV 20d 35.6% 28.1% 39.3% 28.1% 37.2% HV 60d 30.3% 25.6% 32.9% 25.8% 31.3% IV Rank 32.8% 8.1% 91.9% 58.0% 13.2% IV Percentile 48.1% 4.0% 99.2% 92.9% 16.7% Term Structure -17.9% -82.8% 14.3% -82.8% -9.2% VWIV 62.1% 43.7% 85.6% 68.9% 51.2% Bid-Ask Spread % 97.67 34.45 133.93 133.93 103.36 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 119 62 156 62 133 Net DEX -2.5K -3.2K -909 -909 -2.2K Net VEX -12 -14 -6 -6 -10 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 26.727 0 28 28 28 Total OI 38 38 38 38 38
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 2015-10-01 $1.92 $0.00 128.0% 36.7% 28.1% 58.0% 0.0% 0.0% 0.0% 62 -909 -6 0.00 133.93 N/A N/A 28 0 38 0 2015-10-02 $1.93 $0.00 146.9% 42.1% 28.3% 69.4% 0.0% 0.0% -82.8% 77 -1.6K -11 0.00 121.95 N/A N/A 28 0 38 0 2015-10-05 $2.02 $2.50 163.6% 22.2% 33.4% 79.5% 0.0% 0.0% -30.0% 88 -2.1K -13 0.00 120.15 N/A N/A 0 0 38 0 2015-10-06 $2.06 $2.50 164.5% 21.3% 34.2% 80.0% 68.9% 0.0% -29.3% 96 -2.3K -13 0.00 121.52 N/A N/A 28 0 38 0 2015-10-07 $2.10 $2.50 70.9% 20.3% 33.8% 23.5% 66.6% 0.0% -28.6% 79 -3.2K -14 0.00 103.31 N/A N/A 28 0 38 0 2015-10-08 $2.06 $2.50 184.1% 20.5% 34.3% 91.9% 70.6% 0.0% -30.6% 100 -2.1K -12 0.00 121.57 N/A N/A 28 0 38 0 2015-10-09 $2.06 $2.50 72.3% 20.7% 34.0% 24.3% 71.4% 0.0% -31.3% 100 -2.1K -12 0.00 82.09 N/A N/A 28 0 38 0 2015-10-12 $2.11 $2.50 75.4% 21.6% 32.3% 26.2% 69.9% 0.0% -31.6% 97 -2.7K -14 0.00 83.80 N/A N/A 28 0 38 0 2015-10-13 $2.23 $2.50 63.6% 18.2% 37.4% 19.1% 52.3% 0.0% -2.2% 131 -2.9K -14 0.00 89.19 N/A N/A 28 0 38 0 2015-10-14 $2.17 $2.50 68.7% 19.7% 38.1% 22.1% 66.8% 0.0% -17.8% 121 -2.8K -14 0.00 90.41 N/A N/A 28 0 38 0 2015-10-15 $2.19 $2.50 69.8% 20.0% 38.2% 22.8% 66.1% 0.0% -7.2% 116 -2.5K -12 0.00 127.28 N/A N/A 28 0 38 0 2015-10-16 $2.25 $2.50 48.3% 13.9% 39.3% 9.9% 43.7% 0.0% 3.4% 156 -2.7K -14 0.00 34.45 N/A N/A 28 0 38 0 2015-10-19 $2.23 $2.50 59.9% 17.2% 39.2% 16.8% 57.0% 0.0% 5.5% 151 -3.0K -14 0.00 87.91 N/A N/A 28 0 38 0 2015-10-20 $2.21 $2.50 45.5% 13.0% 37.4% 8.1% 49.6% 0.0% -5.8% 148 -2.4K -12 0.00 74.95 N/A N/A 28 0 38 0 2015-10-21 $2.26 $2.50 52.4% 15.0% 37.4% 12.3% 46.4% 0.0% 8.2% 150 -2.8K -13 0.00 40.88 N/A N/A 28 0 38 0 2015-10-22 $2.20 $2.50 62.4% 17.9% 36.5% 18.4% 52.1% 0.0% -0.2% 137 -2.7K -13 0.00 60.71 N/A N/A 28 0 38 0 2015-10-23 $2.25 $2.50 74.3% 21.3% 36.5% 25.6% 69.2% 0.0% -20.3% 138 -3.1K -13 0.00 116.48 N/A N/A 28 0 38 0 2015-10-26 $2.20 $2.50 72.7% 20.8% 37.5% 24.6% 56.1% 0.0% 14.3% 143 -2.9K -13 0.00 117.31 N/A N/A 28 0 38 0 2015-10-27 $2.22 $2.50 63.4% 18.2% 37.6% 18.9% 55.5% 0.0% -10.2% 142 -2.7K -12 0.00 94.25 N/A N/A 28 0 38 0 2015-10-28 $2.21 $2.50 87.4% 25.1% 36.5% 33.5% 80.6% 0.0% -34.2% 119 -2.8K -12 0.00 131.09 N/A N/A 28 0 38 0 2015-10-29 $2.18 $2.50 71.2% 20.4% 37.0% 23.7% 85.6% 0.0% -36.7% 143 -2.8K -12 0.00 92.23 N/A N/A 28 0 38 0 2015-10-30 $2.17 $2.50 53.8% 15.4% 37.2% 13.2% 51.2% 0.0% -9.2% 133 -2.2K -10 0.00 103.36 N/A N/A 28 0 38 0
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