AXTI Options History — April 2017

In April 2017, AXTI traded between $5.57 and $6.93. ATM implied volatility averaged 55.5%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded below realized volatility by 15.1% (HV 20d: 70.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.39.

Notable Days

2017-04-28: Highest Volume — 414 contracts
2017-04-05: Largest IV spike — 36.0% change
2017-04-10: Highest IV Rank — 29.4%
2017-04-06: Largest Expected Move — 19.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.03	$5.57	$6.93	$5.68	$6.78
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	55.5%	39.3%	67.1%	47.1%	41.9%
Expected Move	15.8%	11.3%	19.3%	13.5%	12.0%
HV 20d	70.6%	44.7%	92.1%	89.0%	66.3%
HV 60d	76.3%	74.2%	79.1%	79.1%	79.1%
IV Rank	22.3%	12.4%	29.4%	17.2%	14.0%
IV Percentile	32.8%	0.8%	61.5%	7.1%	1.6%
Term Structure	2.6%	-18.8%	29.3%	8.5%	4.5%
VWIV	53.7%	35.8%	85.5%	52.7%	47.5%
Skew 25d	2.3%	-6.2%	14.2%	0.7%	4.0%
Skew 10d	10.0%	-1.4%	28.0%	4.7%	20.9%
Call IV 25d	55.9%	48.2%	58.3%	58.2%	54.4%
Put IV 25d	58.2%	51.7%	62.4%	58.8%	58.3%
Bid-Ask Spread %	64.06	18.73	103.08	22.50	63.05
Gamma HHI	0.77	0.54	0.99	0.61	0.89
Net GEX	9.3K	1.8K	19.2K	8.7K	19.2K
Net DEX	-382.8K	-631.8K	-263.4K	-299.9K	-592.7K
Net VEX	-1.8K	-2.2K	-1.1K	-1.8K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.05	1.05	0.27	0.05
Total Volume	225.895	105	414	171	414
Total OI	2,772.158	2,592	2,955	2,722	2,797

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
2017-04-03	$5.68	$5.00	47.1%	13.5%	89.0%	17.2%	52.7%	0.7%	8.5%	8.7K	-299.9K	-1.8K	0.27	22.50	N/A	N/A	135	36	2,242	480
2017-04-04	$5.65	$5.00	39.3%	11.3%	89.0%	12.4%	35.8%	-0.4%	29.3%	8.1K	-281.7K	-1.7K	0.26	18.73	N/A	N/A	137	36	2,234	484
2017-04-05	$5.57	$5.00	53.4%	15.3%	89.0%	21.0%	58.9%	2.1%	-2.4%	8.4K	-263.4K	-1.7K	0.22	50.00	N/A	N/A	162	36	2,238	484
2017-04-06	$5.78	$5.00	51.4%	19.3%	90.1%	19.8%	53.0%	-1.2%	-4.6%	8.8K	-317.9K	-1.8K	0.22	58.35	N/A	N/A	156	34	2,269	484
2017-04-07	$5.98	$5.00	59.4%	17.5%	91.2%	24.7%	36.0%	14.2%	6.0%	2.7K	-331.5K	-1.2K	0.48	66.46	N/A	N/A	71	34	2,269	486
2017-04-10	$5.70	$5.00	67.1%	15.7%	92.1%	29.4%	50.1%	0.0%	15.9%	8.5K	-283.9K	-1.6K	0.38	77.78	N/A	N/A	90	34	2,268	486
2017-04-11	$5.60	$5.00	66.2%	16.2%	92.0%	28.8%	49.9%	3.3%	0.7%	8.3K	-279.0K	-1.6K	0.24	87.24	N/A	N/A	141	34	2,293	486
2017-04-12	$5.78	$5.00	54.6%	15.6%	88.4%	21.7%	39.1%	-0.5%	11.8%	1.8K	-298.4K	-1.1K	0.38	47.82	N/A	N/A	175	66	2,250	486
2017-04-13	$5.70	$5.00	58.1%	16.6%	74.1%	23.9%	53.1%	1.0%	7.1%	7.8K	-289.4K	-1.6K	1.05	70.22	N/A	N/A	155	163	2,256	529
2017-04-17	$5.88	$5.00	59.2%	17.0%	58.6%	24.5%	55.9%	-1.0%	11.6%	7.8K	-324.8K	-1.8K	1.05	103.08	N/A	N/A	155	163	2,306	621
2017-04-18	$5.83	$5.00	58.7%	16.8%	58.2%	24.3%	52.7%	1.0%	15.1%	7.2K	-330.4K	-1.8K	0.83	69.19	N/A	N/A	133	111	2,308	623
2017-04-19	$6.08	$5.00	65.6%	18.8%	59.2%	28.5%	46.1%	1.6%	2.4%	4.4K	-375.4K	-1.6K	0.51	87.50	N/A	N/A	136	69	2,310	623
2017-04-20	$6.45	$5.00	53.8%	15.4%	53.7%	21.3%	60.2%	4.6%	-5.7%	11.5K	-520.8K	-2.0K	0.60	87.64	N/A	N/A	100	60	2,314	626
2017-04-21	$6.38	$5.00	61.2%	17.5%	44.8%	25.8%	66.0%	0.9%	-9.6%	11.4K	-534.4K	-2.1K	0.34	90.03	N/A	N/A	196	67	2,329	626
2017-04-24	$6.28	$5.00	61.6%	17.7%	44.7%	26.0%	67.8%	5.9%	-6.1%	10.8K	-434.0K	-2.1K	0.17	68.05	N/A	N/A	210	35	1,940	652
2017-04-25	$6.40	$5.00	52.8%	15.1%	44.9%	20.6%	61.5%	1.9%	-18.8%	11.8K	-491.3K	-2.2K	0.08	35.79	N/A	N/A	209	16	1,965	648
2017-04-26	$6.08	$5.00	57.5%	16.5%	49.2%	23.5%	85.5%	-6.2%	-16.7%	9.7K	-393.2K	-2.1K	0.15	68.04	N/A	N/A	112	17	1,967	647
2017-04-27	$6.93	$5.00	45.5%	13.0%	66.5%	16.2%	47.5%	11.8%	-0.3%	19.0K	-631.8K	-2.2K	0.12	45.64	N/A	N/A	352	42	1,995	650
2017-04-28	$6.78	$5.00	41.9%	12.0%	66.3%	14.0%	47.5%	4.0%	4.5%	19.2K	-592.7K	-2.2K	0.05	63.05	N/A	N/A	396	18	2,121	676