AXTI Options History — August 2016 In August 2016, AXTI traded between $3.65 and $4.50. ATM implied volatility averaged 77.6%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 44.2% (HV 20d: 33.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.04.
Notable Days 2016-08-08 : Highest Volume — 222 contracts2016-08-31 : Largest IV spike — 213.2% change2016-08-04 : Highest IV Rank — 74.8%2016-08-31 : Largest Expected Move — 43.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.04 $3.65 $4.50 $3.79 $4.30 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 77.6% 40.0% 158.4% 62.4% 152.9% Expected Move 20.7% 11.2% 43.8% 17.9% 43.8% HV 20d 33.4% 25.5% 40.1% 25.5% 36.6% HV 60d 41.3% 39.4% 43.1% 41.2% 39.4% IV Rank 23.0% 0.0% 74.8% 13.0% 71.7% IV Percentile 42.3% 0.0% 95.6% 29.8% 94.4% Term Structure -8.6% -119.4% 68.0% -11.5% -80.8% VWIV 101.5% 45.7% 168.8% 89.5% 48.8% Bid-Ask Spread % 138.37 58.97 186.08 158.63 176.92 Gamma HHI 0.53 0.37 0.80 0.48 0.47 Net GEX 382 278 541 356 435 Net DEX -109.6K -169.4K -35.3K -157.1K -35.4K Net VEX -74 -105 -37 -66 -71 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.12 0.01 0.10 Total Volume 139.348 10 222 152 140 Total OI 523 171 764 739 188
Daily Data (23 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 2016-08-01 $3.79 $2.50 62.4% 17.9% 25.5% 13.0% 0.0% 0.0% -11.5% 356 -157.1K -66 0.01 158.63 N/A N/A 150 2 732 7 2016-08-02 $3.65 $2.50 89.5% 25.7% 29.5% 30.4% 89.5% 0.0% 68.0% 354 -157.6K -96 0.01 58.97 N/A N/A 135 2 752 7 2016-08-03 $3.76 $2.50 124.3% 35.6% 30.7% 52.8% 0.0% 0.0% -26.8% 355 -163.0K -72 0.01 134.14 N/A N/A 135 2 757 7 2016-08-04 $3.79 $2.50 158.4% 43.3% 30.3% 74.8% 168.8% 0.0% -119.4% 407 -165.5K -58 0.01 165.16 N/A N/A 135 2 757 7 2016-08-05 $3.85 $2.50 67.9% 11.2% 30.3% 16.5% 0.0% 0.0% -3.2% 319 -168.4K -71 0.01 165.05 N/A N/A 150 2 757 7 2016-08-08 $4.00 $2.50 104.0% 17.5% 32.2% 39.7% 166.4% 0.0% 18.4% 278 -169.4K -65 0.01 66.25 N/A N/A 220 2 741 7 2016-08-09 $3.96 $2.50 81.8% 14.8% 31.1% 25.4% 110.4% 0.0% -51.1% 388 -145.8K -80 0.01 132.80 N/A N/A 220 2 682 7 2016-08-10 $3.92 $2.50 46.4% 13.3% 31.8% 2.6% 0.0% 0.0% 21.8% 382 -143.4K -86 0.01 158.94 N/A N/A 220 2 682 7 2016-08-11 $3.98 $2.50 58.0% 16.6% 31.7% 10.1% 0.0% 0.0% 11.4% 406 -144.1K -64 0.01 138.69 N/A N/A 152 2 682 7 2016-08-12 $3.97 $2.50 88.0% 0.0% 31.3% 29.5% 0.0% 0.0% 0.0% 443 -153.1K -42 0.01 186.08 N/A N/A 150 2 680 7 2016-08-15 $3.93 $2.50 124.7% 35.7% 32.0% 53.0% 0.0% 0.0% 3.2% 383 -138.6K -104 0.01 170.42 N/A N/A 175 2 663 7 2016-08-16 $3.88 $2.50 50.3% 14.4% 32.8% 5.1% 0.0% 0.0% 12.6% 360 -125.0K -71 0.01 116.50 N/A N/A 150 2 643 7 2016-08-17 $3.84 $2.50 46.7% 13.4% 32.7% 2.8% 0.0% 0.0% -8.2% 292 -119.6K -51 0.00 170.07 N/A N/A 20 0 636 7 2016-08-18 $3.86 $2.50 51.5% 14.8% 31.3% 5.9% 0.0% 0.0% 6.4% 350 -121.6K -66 0.00 150.91 N/A N/A 67 0 636 7 2016-08-19 $4.00 $2.50 56.5% 16.2% 32.3% 9.1% 102.3% 0.0% 10.4% 322 -126.7K -37 0.01 63.17 N/A N/A 187 2 629 7 2016-08-22 $4.02 $2.50 59.8% 17.1% 31.8% 11.2% 0.0% 0.0% 0.0% 356 -44.4K -83 0.00 177.62 N/A N/A 109 0 171 0 2016-08-23 $4.34 $2.50 71.0% 20.4% 40.1% 18.5% 0.0% 0.0% -20.2% 407 -43.4K -72 0.11 125.60 N/A N/A 119 13 174 0 2016-08-24 $4.40 $2.50 40.0% 11.5% 39.9% 0.0% 0.0% 0.0% -7.0% 439 -44.3K -105 0.00 170.69 N/A N/A 10 0 189 13 2016-08-25 $4.50 $2.50 43.1% 12.4% 39.1% 2.0% 0.0% 0.0% 5.0% 432 -45.5K -95 0.11 137.92 N/A N/A 119 13 189 13 2016-08-26 $4.46 $2.50 89.9% 25.8% 39.0% 31.7% 79.7% 0.0% -22.7% 357 -35.3K -71 0.12 114.88 N/A N/A 112 13 171 13 2016-08-29 $4.39 $2.50 68.7% 19.7% 39.9% 18.2% 45.7% 0.0% 8.0% 416 -35.7K -87 0.12 93.80 N/A N/A 112 13 174 13 2016-08-30 $4.35 $2.50 48.8% 14.0% 36.8% 5.6% 48.8% 0.0% 5.6% 541 -37.3K -93 0.10 149.31 N/A N/A 127 13 174 13 2016-08-31 $4.30 $2.50 152.9% 43.8% 36.6% 71.7% 0.0% 0.0% -80.8% 435 -35.4K -71 0.10 176.92 N/A N/A 127 13 175 13
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