AXTI Options History — August 2017 In August 2017, AXTI traded between $7.13 and $9.13. ATM implied volatility averaged 50.2%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded below realized volatility by 16.0% (HV 20d: 66.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 0.94.
Notable Days 2017-08-08 : Highest Volume — 931 contracts2017-08-02 : Largest IV spike — 90.4% change2017-08-02 : Highest IV Rank — 28.8%2017-08-02 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $7.72 $7.13 $9.13 $9.13 $7.78 Max Pain $7.28 $5.00 $7.50 $5.00 $7.50 ATM IV 50.2% 31.1% 59.2% 31.1% 51.1% Expected Move 14.6% 8.9% 17.0% 8.9% 14.6% HV 20d 66.2% 42.6% 74.1% 48.1% 42.6% HV 60d 57.9% 52.8% 59.7% 52.8% 57.3% IV Rank 23.1% 8.7% 28.8% 8.7% 24.0% IV Percentile 33.7% 0.4% 61.9% 0.4% 36.5% Term Structure 5.3% 1.8% 15.5% 15.5% 3.5% VWIV 50.2% 32.4% 55.1% 32.4% 51.2% Skew 25d 5.4% -10.8% 32.4% 6.0% 21.5% Skew 10d 12.8% -14.2% 53.3% 14.3% 30.8% Call IV 25d 46.9% 35.7% 61.4% 43.6% 37.2% Put IV 25d 52.3% 43.1% 75.4% 49.5% 58.8% Bid-Ask Spread % 34.48 14.04 91.99 51.87 91.99 Gamma HHI 0.72 0.49 0.92 0.72 0.51 Net GEX 28.3K -5.6K 90.0K 18.4K -1.8K Net DEX -1.3M -3.1M -237.1K -3.1M -836.3K Net VEX -4.8K -5.3K -3.7K -3.7K -4.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.20 2.34 0.20 1.14 Total Volume 483.913 278 931 598 308 Total OI 5,128.391 4,248 6,057 4,843 4,656
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 2017-08-01 $9.13 $5.00 31.1% 8.9% 48.1% 8.7% 32.4% 6.0% 15.5% 18.4K -3.1M -3.7K 0.20 51.87 N/A N/A 500 98 4,021 822 2017-08-02 $8.43 $5.00 59.2% 17.0% 58.8% 28.8% 0.0% 5.4% 2.5% 17.6K -2.7M -4.0K 0.39 42.25 N/A N/A 420 165 4,113 838 2017-08-03 $7.68 $7.50 48.4% 15.0% 70.0% 21.1% 52.5% -7.5% 7.3% 56.8K -1.7M -5.0K 0.32 26.24 N/A N/A 492 155 4,119 919 2017-08-04 $7.65 $7.50 49.4% 14.2% 69.9% 21.8% 54.6% -8.8% 5.6% 54.5K -1.6M -5.0K 0.26 20.95 N/A N/A 424 111 4,002 1,011 2017-08-07 $7.63 $7.50 46.1% 15.6% 69.3% 20.2% 39.4% -10.2% 1.9% 62.3K -1.6M -4.9K 0.35 14.04 N/A N/A 318 112 4,089 1,026 2017-08-08 $7.98 $7.50 50.3% 15.7% 70.7% 23.4% 55.1% 17.3% 3.0% 58.0K -2.0M -4.7K 1.81 28.30 N/A N/A 331 600 4,108 1,026 2017-08-09 $7.98 $7.50 54.4% 15.6% 70.5% 26.4% 54.2% 12.1% 5.0% 43.5K -1.9M -5.2K 2.34 15.27 N/A N/A 256 600 4,195 1,519 2017-08-10 $7.60 $7.50 51.2% 14.7% 72.3% 24.1% 51.2% 32.4% 9.4% 42.7K -1.4M -5.2K 1.06 25.98 N/A N/A 278 295 4,183 1,519 2017-08-11 $7.50 $7.50 51.3% 14.7% 72.5% 24.1% 51.3% -10.8% 8.4% 46.3K -1.2M -5.3K 1.14 19.54 N/A N/A 259 295 4,206 1,728 2017-08-14 $7.73 $7.50 53.3% 15.3% 72.8% 25.6% 53.4% -6.4% 5.5% 52.0K -1.4M -5.1K 0.64 43.25 N/A N/A 334 215 4,115 1,727 2017-08-15 $7.60 $7.50 53.3% 15.3% 73.1% 25.6% 52.6% 11.9% 1.8% 58.1K -1.3M -5.1K 0.89 23.52 N/A N/A 275 244 4,131 1,844 2017-08-16 $7.63 $7.50 50.3% 14.4% 72.9% 23.4% 50.3% 10.4% 7.8% 82.2K -1.3M -5.1K 0.76 48.56 N/A N/A 208 158 4,112 1,879 2017-08-17 $7.65 $7.50 52.6% 15.1% 70.7% 25.1% 52.8% -4.6% 8.8% 90.0K -1.4M -5.0K 0.61 46.56 N/A N/A 274 166 4,130 1,867 2017-08-18 $7.60 $7.50 55.1% 15.8% 70.3% 27.0% 54.7% -8.2% 4.6% 31 -1.6M -4.9K 0.61 16.90 N/A N/A 320 196 4,136 1,921 2017-08-21 $7.13 $7.50 50.8% 14.6% 74.0% 23.8% 51.1% 2.3% 4.2% -3.5K -237.1K -4.5K 0.58 52.06 N/A N/A 290 168 2,658 1,590 2017-08-22 $7.35 $7.50 45.4% 13.0% 74.1% 19.7% 45.4% 6.8% 6.0% -5.6K -408.9K -4.7K 0.82 50.24 N/A N/A 230 188 2,806 1,584 2017-08-23 $7.60 $7.50 51.1% 14.6% 71.5% 23.9% 51.2% 9.6% 2.1% -2.5K -567.3K -4.9K 1.02 26.07 N/A N/A 179 183 2,841 1,614 2017-08-24 $7.45 $7.50 51.1% 14.6% 62.5% 23.9% 51.1% 6.7% 3.1% -2.6K -523.9K -4.9K 1.93 22.59 N/A N/A 95 183 2,899 1,609 2017-08-25 $7.40 $7.50 48.6% 13.9% 60.8% 22.1% 48.8% 5.1% 3.0% -3.5K -530.5K -4.8K 1.22 28.92 N/A N/A 135 165 2,913 1,609 2017-08-28 $7.53 $7.50 50.6% 14.5% 61.4% 23.6% 51.2% 5.8% 2.0% -3.6K -547.1K -4.7K 1.04 27.03 N/A N/A 158 164 2,961 1,611 2017-08-29 $7.68 $7.50 48.7% 14.0% 59.5% 22.2% 49.3% 13.4% 8.4% -5.5K -697.9K -4.8K 1.19 37.19 N/A N/A 138 164 3,024 1,612 2017-08-30 $7.85 $7.50 50.4% 14.4% 54.0% 23.4% 50.4% 13.7% 3.7% -3.2K -872.3K -4.8K 1.38 33.63 N/A N/A 119 164 3,048 1,612 2017-08-31 $7.78 $7.50 51.1% 14.6% 42.6% 24.0% 51.2% 21.5% 3.5% -1.8K -836.3K -4.7K 1.14 91.99 N/A N/A 144 164 3,044 1,612
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