AXTI Options History — February 2017

In February 2017, AXTI traded between $5.63 and $7.93. ATM implied volatility averaged 57.7%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 7.7% (HV 20d: 65.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.32.

Notable Days

2017-02-23: Highest Volume — 841 contracts
2017-02-02: Largest IV spike — 36.8% change
2017-02-02: Highest IV Rank — 30.8%
2017-02-15: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.66	$5.63	$7.93	$5.75	$7.08
Max Pain	$5.53	$5.00	$7.50	$5.00	$7.50
ATM IV	57.7%	47.0%	69.4%	50.7%	47.0%
Expected Move	16.2%	13.5%	19.4%	14.5%	13.5%
HV 20d	65.4%	60.8%	76.9%	66.9%	75.2%
HV 60d	58.3%	55.1%	65.3%	56.5%	65.0%
IV Rank	23.6%	17.1%	30.8%	19.4%	17.1%
IV Percentile	34.2%	7.1%	58.7%	15.1%	7.1%
Term Structure	0.3%	-29.3%	37.2%	-4.5%	37.2%
VWIV	55.2%	43.6%	67.7%	52.3%	49.1%
Skew 25d	27.3%	1.3%	55.6%	25.0%	55.6%
Skew 10d	39.3%	5.2%	73.9%	38.7%	73.9%
Call IV 25d	62.1%	49.7%	75.4%	49.7%	75.4%
Put IV 25d	89.4%	62.4%	131.1%	74.7%	131.1%
Bid-Ask Spread %	79.39	29.65	108.88	72.37	108.88
Gamma HHI	0.71	0.50	0.99	0.73	0.87
Net GEX	8.7K	3.7K	17.5K	9.1K	17.5K
Net DEX	-682.5K	-885.4K	-397.3K	-661.5K	-586.5K
Net VEX	-1.0K	-1.8K	-693	-818	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.07	0.89	0.14	0.30
Total Volume	238.158	124	841	225	184
Total OI	1,617.263	938	1,853	1,753	1,853

Daily Data (19 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
2017-02-01	$5.75	$5.00	50.7%	14.5%	66.9%	19.4%	52.3%	0.0%	-4.5%	9.1K	-661.5K	-818	0.14	72.37	N/A	N/A	197	28	1,665	88
2017-02-02	$5.75	$5.00	69.4%	14.0%	66.9%	30.8%	43.6%	0.0%	15.8%	10.7K	-632.5K	-907	0.16	103.50	N/A	N/A	176	28	1,665	88
2017-02-03	$5.83	$5.00	50.9%	15.5%	66.1%	19.5%	43.7%	0.0%	12.9%	7.4K	-685.3K	-782	0.16	89.20	N/A	N/A	176	28	1,670	88
2017-02-06	$5.63	$5.00	62.4%	16.1%	67.7%	26.5%	55.6%	0.0%	5.7%	9.3K	-519.5K	-802	0.24	106.69	N/A	N/A	117	28	1,477	88
2017-02-07	$5.75	$5.00	55.0%	16.8%	61.1%	22.0%	44.8%	0.0%	10.0%	7.6K	-644.3K	-769	0.23	83.79	N/A	N/A	122	28	1,632	88
2017-02-08	$6.28	$5.00	54.3%	15.6%	68.0%	21.6%	56.1%	0.0%	-9.8%	4.1K	-760.9K	-693	0.18	44.65	N/A	N/A	159	28	1,632	88
2017-02-09	$6.13	$5.00	64.3%	18.4%	63.6%	27.7%	56.6%	0.0%	-29.3%	8.0K	-723.2K	-840	0.46	103.64	N/A	N/A	90	41	1,659	88
2017-02-10	$6.20	$5.00	47.8%	13.7%	62.1%	17.6%	48.6%	0.0%	5.1%	3.7K	-739.2K	-731	0.26	58.89	N/A	N/A	140	36	1,661	101
2017-02-13	$6.73	$5.00	56.5%	16.2%	64.1%	22.9%	56.7%	0.0%	-1.0%	4.3K	-755.9K	-823	0.18	70.91	N/A	N/A	293	53	1,569	106
2017-02-14	$6.90	$5.00	58.3%	16.7%	63.0%	24.0%	57.6%	0.0%	-4.6%	4.6K	-794.7K	-862	0.75	29.65	N/A	N/A	71	53	1,585	110
2017-02-15	$7.05	$5.00	67.7%	19.4%	62.9%	29.7%	67.7%	0.0%	-11.8%	9.2K	-828.3K	-872	0.27	59.76	N/A	N/A	199	53	1,571	110
2017-02-16	$7.18	$5.00	58.4%	16.7%	62.9%	24.1%	58.4%	0.0%	-2.0%	11.6K	-876.0K	-913	0.60	74.91	N/A	N/A	122	73	1,614	110
2017-02-17	$7.30	$5.00	55.4%	15.9%	61.6%	22.2%	55.4%	0.0%	1.5%	5.4K	-885.4K	-937	0.89	85.04	N/A	N/A	90	80	1,639	135
2017-02-21	$7.23	$5.00	54.5%	15.6%	60.8%	21.7%	54.8%	0.0%	-1.5%	5.5K	-412.0K	-915	0.31	98.85	N/A	N/A	175	55	833	105
2017-02-22	$7.00	$5.00	65.1%	18.7%	62.0%	28.1%	66.7%	25.0%	-14.3%	5.9K	-397.3K	-1.1K	0.51	65.18	N/A	N/A	103	53	907	105
2017-02-23	$7.73	$7.50	55.5%	15.9%	66.2%	22.3%	55.9%	0.0%	2.4%	6.9K	-546.6K	-1.2K	0.07	51.17	N/A	N/A	789	52	978	118
2017-02-24	$7.93	$7.50	61.2%	17.5%	64.1%	25.8%	63.2%	1.3%	-3.1%	17.1K	-863.3K	-1.7K	0.13	95.50	N/A	N/A	404	52	1,554	131
2017-02-27	$7.08	$7.50	62.1%	17.8%	76.9%	26.3%	62.3%	0.0%	-3.7%	16.9K	-655.6K	-1.8K	0.33	105.93	N/A	N/A	112	37	1,686	131
2017-02-28	$7.08	$7.50	47.0%	13.5%	75.2%	17.1%	49.1%	55.6%	37.2%	17.5K	-586.5K	-1.7K	0.30	108.88	N/A	N/A	142	42	1,698	155