AXTI Options History — February 2016 In February 2016, AXTI traded between $2.50 and $2.85. ATM implied volatility averaged 79.9%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 29.4% (HV 20d: 50.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.23.
Notable Days 2016-02-17 : Highest Volume — 1,325 contracts2016-02-29 : Largest IV spike — 44.6% change2016-02-09 : Highest IV Rank — 51.4%2016-02-02 : Largest Expected Move — 28.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.66 $2.50 $2.85 $2.50 $2.55 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 79.9% 49.0% 118.8% 73.2% 95.5% Expected Move 20.9% 14.0% 28.6% 21.0% 27.4% HV 20d 50.5% 43.8% 55.4% 45.4% 50.8% HV 60d 44.1% 40.0% 45.6% 40.0% 44.3% IV Rank 25.3% 4.3% 51.4% 23.2% 34.3% IV Percentile 52.2% 4.8% 90.1% 45.2% 78.6% Term Structure -2.2% -62.0% 180.1% -16.6% -28.6% VWIV 83.2% 73.3% 98.2% 73.3% 78.1% Bid-Ask Spread % 121.74 100.09 135.12 111.17 134.07 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 5.2K 67 15.4K 8.8K 99 Net DEX -206.2K -365.0K -6.9K -201.5K -7.2K Net VEX -206 -399 -78 -399 -83 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.23 0.06 3.50 0.06 3.50 Total Volume 825.6 90 1,325 1,307 90 Total OI 1,155.6 169 1,585 1,585 169
Daily Data (20 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 2016-02-01 $2.50 $2.50 73.2% 21.0% 45.4% 23.2% 73.3% 0.0% -16.6% 8.8K -201.5K -399 0.06 111.17 N/A N/A 1,237 70 1,515 70 2016-02-02 $2.60 $2.50 99.8% 28.6% 43.8% 39.7% 98.2% 0.0% -21.5% 7.1K -222.6K -390 0.06 125.36 N/A N/A 1,237 70 1,515 70 2016-02-03 $2.85 $2.50 90.3% 25.9% 54.7% 33.8% 78.1% 0.0% -6.0% 6.5K -332.9K -325 0.06 122.27 N/A N/A 1,237 70 1,515 70 2016-02-04 $2.79 $0.00 96.2% 22.4% 55.4% 37.4% 0.0% 0.0% -13.7% 6.9K -309.4K -330 0.06 112.36 N/A N/A 1,237 70 1,515 70 2016-02-05 $2.79 $0.00 99.6% 14.3% 52.6% 39.5% 0.0% 0.0% 19.8% 6.9K -308.3K -320 0.06 116.94 N/A N/A 1,237 70 1,515 70 2016-02-08 $2.75 $0.00 107.1% 20.4% 52.5% 44.2% 0.0% 0.0% 2.2% 7.4K -295.8K -299 0.06 115.33 N/A N/A 1,237 70 1,515 70 2016-02-09 $2.77 $0.00 118.8% 23.5% 52.2% 51.4% 0.0% 0.0% -62.0% 7.1K -306.9K -284 0.06 118.34 N/A N/A 1,237 70 1,515 70 2016-02-10 $2.68 $0.00 81.0% 23.2% 53.6% 28.1% 0.0% 0.0% 180.1% 7.3K -282.8K -215 0.06 119.86 N/A N/A 1,237 70 1,515 70 2016-02-11 $2.65 $0.00 70.1% 20.1% 52.6% 17.9% 0.0% 0.0% -0.8% 9.8K -266.1K -266 0.06 120.76 N/A N/A 1,237 70 1,515 70 2016-02-12 $2.59 $0.00 82.6% 23.7% 52.0% 26.0% 0.0% 0.0% 79.3% 6.5K -228.8K -269 0.06 123.03 N/A N/A 1,237 70 1,515 70 2016-02-16 $2.65 $0.00 53.5% 15.3% 49.9% 7.2% 0.0% 0.0% -11.0% 13.7K -297.2K -189 0.06 128.48 N/A N/A 1,237 70 1,515 70 2016-02-17 $2.63 $0.00 76.8% 22.0% 49.9% 22.2% 0.0% 0.0% -10.4% 15.4K -288.8K -166 0.06 130.07 N/A N/A 1,255 70 1,515 70 2016-02-18 $2.62 $0.00 60.5% 17.3% 48.9% 11.7% 0.0% 0.0% -32.3% 801 -365.0K -89 2.26 135.12 N/A N/A 31 70 1,469 70 2016-02-19 $2.59 $0.00 76.9% 22.0% 49.1% 22.3% 0.0% 0.0% -26.1% 80 -361.0K -86 0.71 113.88 N/A N/A 99 70 1,469 70 2016-02-22 $2.71 $0.00 77.1% 22.1% 49.6% 22.4% 0.0% 0.0% -22.4% 151 -14.5K -78 3.50 129.75 N/A N/A 20 70 99 70 2016-02-23 $2.66 $0.00 70.3% 20.2% 47.7% 18.0% 0.0% 0.0% -31.9% 67 -8.8K -84 3.50 133.48 N/A N/A 20 70 99 70 2016-02-24 $2.73 $0.00 54.6% 15.7% 48.3% 7.9% 0.0% 0.0% -13.9% 116 -9.7K -79 3.50 134.15 N/A N/A 20 70 99 70 2016-02-25 $2.62 $0.00 49.0% 14.0% 50.5% 4.3% 0.0% 0.0% -5.5% 86 -10.6K -83 3.50 110.29 N/A N/A 20 70 99 70 2016-02-26 $2.56 $0.00 66.0% 18.9% 51.1% 15.3% 0.0% 0.0% -23.4% 113 -6.9K -84 3.50 100.09 N/A N/A 20 70 99 70 2016-02-29 $2.55 $0.00 95.5% 27.4% 50.8% 34.3% 0.0% 0.0% -28.6% 99 -7.2K -83 3.50 134.07 N/A N/A 20 70 99 70
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