AXTI Options History — August 2018

In August 2018, AXTI traded between $7.18 and $7.88. ATM implied volatility averaged 60.7%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 19.3% (HV 20d: 41.4%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.42.

Notable Days

2018-08-09: Highest Volume — 2,287 contracts
2018-08-13: Largest IV spike — 19.8% change
2018-08-06: Highest IV Rank — 61.6%
2018-08-01: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.58	$7.18	$7.88	$7.50	$7.88
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	60.7%	52.9%	71.5%	67.8%	52.9%
Expected Move	16.8%	15.2%	19.4%	19.4%	15.2%
HV 20d	41.4%	28.6%	67.5%	66.7%	28.9%
HV 60d	56.8%	47.2%	62.5%	62.1%	47.2%
IV Rank	46.1%	34.8%	61.6%	56.2%	34.8%
IV Percentile	58.2%	32.5%	87.3%	79.4%	32.5%
Term Structure	2.4%	-6.2%	6.6%	-6.2%	3.0%
VWIV	57.7%	50.4%	69.3%	67.9%	52.3%
Skew 25d	8.0%	-17.9%	42.0%	10.7%	34.1%
Skew 10d	15.8%	-22.2%	76.5%	17.3%	76.2%
Call IV 25d	52.4%	41.2%	84.8%	55.5%	41.6%
Put IV 25d	60.3%	48.1%	85.7%	66.3%	75.7%
Bid-Ask Spread %	13.84	7.89	42.45	10.60	13.85
Gamma HHI	0.42	0.39	0.47	0.44	0.41
Net GEX	61.0K	47.4K	83.1K	51.7K	83.1K
Net DEX	-2.5M	-3.3M	-1.5M	-2.4M	-3.3M
Net VEX	-19.4K	-21.0K	-17.7K	-18.5K	-21.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.15	0.80	0.48	0.52
Total Volume	1,189.348	732	2,287	1,182	875
Total OI	17,049.13	15,048	19,140	16,699	16,831

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
2018-08-01	$7.50	$7.50	67.8%	19.4%	66.7%	56.2%	67.9%	10.7%	-6.2%	51.7K	-2.4M	-18.5K	0.48	10.60	N/A	N/A	797	385	13,814	2,885
2018-08-02	$7.78	$7.50	61.6%	17.7%	67.4%	47.4%	61.5%	15.4%	2.9%	56.3K	-2.8M	-19.5K	0.15	10.95	N/A	N/A	940	142	13,895	2,883
2018-08-03	$7.78	$7.50	63.8%	18.3%	67.4%	50.5%	69.3%	-17.9%	0.8%	56.7K	-2.8M	-18.9K	0.44	11.05	N/A	N/A	760	332	13,870	2,872
2018-08-06	$7.70	$7.50	71.5%	17.8%	67.5%	61.6%	65.2%	-12.0%	5.1%	55.1K	-2.7M	-19.2K	0.56	15.57	N/A	N/A	683	385	13,960	2,981
2018-08-07	$7.78	$7.50	71.4%	18.5%	67.3%	61.4%	65.0%	-9.7%	5.5%	54.5K	-2.6M	-18.6K	0.56	15.08	N/A	N/A	749	421	13,945	3,098
2018-08-08	$7.73	$7.50	71.3%	18.2%	45.7%	61.2%	63.4%	-11.7%	4.3%	53.3K	-2.5M	-18.8K	0.34	16.93	N/A	N/A	964	331	13,983	3,070
2018-08-09	$7.88	$7.50	61.1%	17.2%	43.9%	46.6%	58.7%	-4.8%	3.8%	56.6K	-2.8M	-18.6K	0.73	25.66	N/A	N/A	1,322	965	14,185	3,057
2018-08-10	$7.67	$7.50	59.4%	16.3%	41.3%	44.1%	56.9%	-6.9%	5.9%	50.3K	-2.4M	-20.1K	0.24	42.45	N/A	N/A	1,126	266	14,480	3,688
2018-08-13	$7.68	$7.50	71.1%	16.6%	40.9%	61.0%	53.5%	7.9%	5.6%	52.6K	-2.3M	-19.2K	0.29	7.98	N/A	N/A	1,102	321	14,661	3,691
2018-08-14	$7.55	$7.50	68.3%	16.3%	39.2%	57.0%	52.6%	33.3%	6.5%	49.2K	-2.1M	-19.5K	0.31	9.06	N/A	N/A	1,070	332	15,000	3,858
2018-08-15	$7.30	$7.50	56.9%	16.3%	38.1%	40.5%	52.5%	3.0%	6.6%	48.4K	-1.8M	-18.7K	0.51	12.91	N/A	N/A	835	426	15,303	3,837
2018-08-16	$7.18	$7.50	58.4%	16.7%	38.2%	42.7%	50.4%	-1.6%	3.7%	47.4K	-1.5M	-17.7K	0.27	8.58	N/A	N/A	1,141	308	15,347	3,704
2018-08-17	$7.26	$7.50	58.1%	16.7%	34.5%	42.4%	55.1%	27.6%	2.9%	57.1K	-1.6M	-18.0K	0.37	7.89	N/A	N/A	1,286	476	15,489	3,620
2018-08-20	$7.30	$7.50	58.1%	16.6%	28.6%	42.3%	57.6%	6.0%	0.3%	59.9K	-2.1M	-18.4K	0.22	13.32	N/A	N/A	931	205	12,080	2,968
2018-08-21	$7.45	$7.50	57.5%	16.5%	28.8%	41.4%	58.6%	-14.0%	2.1%	66.3K	-2.4M	-19.5K	0.28	9.06	N/A	N/A	753	211	12,278	2,976
2018-08-22	$7.30	$7.50	55.6%	15.9%	28.9%	38.7%	56.1%	5.3%	1.6%	65.6K	-2.2M	-19.1K	0.43	10.23	N/A	N/A	516	221	12,539	3,089
2018-08-23	$7.35	$7.50	56.5%	16.2%	29.2%	40.0%	57.0%	5.2%	-2.1%	66.2K	-2.3M	-19.3K	0.30	11.18	N/A	N/A	1,090	322	12,543	3,100
2018-08-24	$7.43	$7.50	56.0%	16.1%	29.6%	39.3%	55.9%	8.3%	-1.3%	68.9K	-2.4M	-19.5K	0.80	11.77	N/A	N/A	627	504	12,670	3,217
2018-08-27	$7.70	$7.50	53.9%	15.5%	30.5%	36.3%	53.2%	13.0%	1.8%	72.4K	-2.8M	-20.9K	0.35	13.95	N/A	N/A	696	242	12,847	3,498
2018-08-28	$7.59	$7.50	53.3%	15.3%	30.6%	35.5%	52.9%	42.0%	-0.5%	74.3K	-2.7M	-20.6K	0.50	14.98	N/A	N/A	533	264	13,207	3,502
2018-08-29	$7.65	$7.50	56.9%	16.3%	30.6%	40.6%	54.9%	12.8%	0.3%	75.9K	-2.9M	-20.7K	0.51	13.03	N/A	N/A	484	248	13,276	3,500
2018-08-30	$7.83	$7.50	55.7%	16.0%	28.9%	38.8%	57.6%	37.2%	2.8%	80.4K	-3.2M	-20.9K	0.48	12.18	N/A	N/A	520	248	13,332	3,501
2018-08-31	$7.88	$7.50	52.9%	15.2%	28.9%	34.8%	52.3%	34.1%	3.0%	83.1K	-3.3M	-21.0K	0.52	13.85	N/A	N/A	574	301	13,330	3,501