AXTI Options History — April 2016 In April 2016, AXTI traded between $2.51 and $2.70. ATM implied volatility averaged 70.3%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 41.3% (HV 20d: 29.0%). 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 4 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2016-04-01 : Highest Volume — 296 contracts2016-04-27 : Largest IV spike — 71.9% change2016-04-07 : Highest IV Rank — 58.9%2016-04-01 : Largest Expected Move — 27.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.58 $2.51 $2.70 $2.56 $2.58 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 70.3% 47.6% 133.8% 95.2% 77.4% Expected Move 17.9% 13.7% 27.3% 27.3% 22.2% HV 20d 29.0% 24.1% 43.9% 43.9% 27.8% HV 60d 42.3% 36.4% 45.4% 45.4% 36.4% IV Rank 18.0% 3.4% 58.9% 34.1% 22.6% IV Percentile 37.7% 4.4% 94.0% 77.4% 57.1% Term Structure -11.6% -80.3% 23.0% -29.4% -8.2% VWIV 61.0% 41.9% 95.6% 95.6% 70.0% Bid-Ask Spread % 96.15 44.67 136.00 133.41 101.22 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 915 430 2.8K 472 1.4K Net DEX -39.8K -61.6K -28.5K -40.6K -42.1K Net VEX -167 -191 -43 -189 -172 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.37 1.97 0.42 1.97 Total Volume 247.905 113 296 296 113 Total OI 387.667 369 394 394 392
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 2016-04-01 $2.56 $2.50 95.2% 27.3% 43.9% 34.1% 95.6% 0.0% -29.4% 472 -40.6K -189 0.42 133.41 N/A N/A 208 88 305 89 2016-04-04 $2.54 $2.50 63.7% 16.0% 42.1% 13.7% 56.0% 0.0% -54.1% 1.2K -33.6K -191 0.42 89.26 N/A N/A 208 88 305 89 2016-04-05 $2.51 $2.50 101.2% 16.3% 37.1% 38.0% 56.2% 0.0% 5.2% 556 -32.8K -185 0.42 106.14 N/A N/A 208 88 305 89 2016-04-06 $2.53 $2.50 108.6% 24.9% 36.5% 42.7% 90.6% 0.0% -80.3% 430 -36.1K -185 0.42 115.85 N/A N/A 208 88 305 89 2016-04-07 $2.52 $2.50 133.8% 16.6% 29.6% 58.9% 57.6% 0.0% 6.1% 578 -32.9K -181 0.42 100.06 N/A N/A 208 88 305 89 2016-04-08 $2.55 $2.50 53.4% 15.7% 26.8% 7.1% 54.8% 0.0% -3.0% 592 -34.5K -185 0.42 58.00 N/A N/A 208 88 305 89 2016-04-11 $2.55 $2.50 58.5% 16.3% 26.6% 10.4% 56.9% 0.0% -12.7% 771 -32.5K -177 0.42 44.67 N/A N/A 208 88 305 89 2016-04-12 $2.54 $2.50 68.0% 14.3% 25.6% 16.5% 50.0% 0.0% -4.8% 744 -32.0K -176 0.42 49.67 N/A N/A 208 88 305 89 2016-04-13 $2.54 $2.50 54.4% 15.6% 25.1% 7.8% 54.5% 0.0% -13.1% 714 -32.8K -177 0.42 110.50 N/A N/A 208 88 305 89 2016-04-14 $2.55 $2.50 51.1% 14.7% 25.0% 5.7% 50.9% 0.0% -9.0% 718 -33.3K -174 0.42 76.17 N/A N/A 208 88 305 89 2016-04-15 $2.52 $2.50 80.3% 23.0% 25.3% 24.4% 80.0% 0.0% 23.0% 742 -28.5K -134 0.42 95.80 N/A N/A 208 88 305 89 2016-04-18 $2.58 $2.50 67.5% 19.3% 26.7% 16.2% 67.9% 0.0% -3.1% 800 -41.9K -165 0.37 112.00 N/A N/A 202 75 299 70 2016-04-19 $2.62 $2.50 47.6% 13.7% 26.6% 3.4% 48.8% 0.0% -9.0% 1.1K -40.6K -168 0.37 77.96 N/A N/A 202 75 299 75 2016-04-20 $2.58 $2.50 56.2% 16.1% 26.6% 8.9% 41.9% 0.0% -1.2% 2.8K -61.6K -43 0.37 121.50 N/A N/A 202 75 299 75 2016-04-21 $2.54 $2.50 55.8% 16.0% 26.6% 8.6% 55.8% 0.0% 1.0% 803 -38.2K -167 0.37 92.93 N/A N/A 202 75 299 75 2016-04-22 $2.55 $2.50 56.8% 16.3% 26.6% 9.3% 56.8% 0.0% -3.2% 771 -39.1K -165 0.37 60.97 N/A N/A 202 75 299 75 2016-04-25 $2.67 $2.50 59.9% 17.2% 27.9% 11.3% 60.2% 0.0% -14.1% 901 -45.3K -161 1.97 110.86 N/A N/A 38 75 299 75 2016-04-26 $2.69 $2.50 49.8% 14.3% 27.5% 4.8% 44.3% 0.0% -8.2% 906 -51.2K -172 1.97 113.17 N/A N/A 38 75 317 75 2016-04-27 $2.70 $2.50 85.7% 24.6% 25.4% 27.9% 85.7% 0.0% -12.9% 1.3K -53.6K -166 1.97 136.00 N/A N/A 38 75 317 75 2016-04-28 $2.69 $2.50 52.1% 14.9% 24.1% 6.3% 46.2% 0.0% -13.5% 840 -53.6K -167 1.97 113.08 N/A N/A 38 75 317 75 2016-04-29 $2.58 $2.50 77.4% 22.2% 27.8% 22.6% 70.0% 0.0% -8.2% 1.4K -42.1K -172 1.97 101.22 N/A N/A 38 75 317 75
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