AXTI Options History — October 2018

In October 2018, AXTI traded between $5.98 and $7.04. ATM implied volatility averaged 70.8%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 31.7% (HV 20d: 39.1%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.64.

Notable Days

2018-10-04: Highest Volume — 1,336 contracts
2018-10-10: Largest IV spike — 66.6% change
2018-10-29: Highest IV Rank — 100.0%
2018-10-29: Largest Expected Move — 28.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.43	$5.98	$7.04	$7.00	$6.59
Max Pain	$5.65	$5.00	$7.50	$7.50	$5.00
ATM IV	70.8%	46.0%	99.7%	57.3%	90.6%
Expected Move	21.3%	14.8%	28.6%	16.4%	26.0%
HV 20d	39.1%	30.2%	52.2%	30.4%	52.2%
HV 60d	36.6%	33.3%	45.6%	45.6%	38.1%
IV Rank	60.3%	25.0%	100.0%	41.1%	87.1%
IV Percentile	74.5%	14.3%	100.0%	48.8%	98.8%
Term Structure	-8.6%	-26.7%	19.5%	8.4%	-21.8%
VWIV	73.6%	51.4%	88.0%	57.3%	88.0%
Skew 25d	2.0%	-36.9%	17.3%	1.3%	17.3%
Skew 10d	17.1%	-11.3%	37.8%	0.6%	37.8%
Call IV 25d	76.2%	52.3%	96.2%	70.4%	87.3%
Put IV 25d	78.3%	46.0%	104.5%	71.7%	104.5%
Bid-Ask Spread %	27.89	16.15	54.55	18.78	18.02
Gamma HHI	0.43	0.39	0.47	0.41	0.47
Net GEX	42.4K	32.3K	60.1K	55.8K	42.3K
Net DEX	-920.5K	-1.5M	-492.1K	-1.4M	-1.3M
Net VEX	-13.3K	-16.4K	-10.6K	-15.6K	-12.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.12	1.31	0.61	0.12
Total Volume	635.348	285	1,336	484	697
Total OI	18,060.217	17,267	18,986	17,273	17,716

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
2018-10-01	$7.00	$7.50	57.3%	16.4%	30.4%	41.1%	57.3%	1.3%	8.4%	55.8K	-1.4M	-15.6K	0.61	18.78	N/A	N/A	300	184	13,635	3,638
2018-10-02	$7.01	$7.50	54.3%	15.6%	30.2%	36.8%	53.8%	-2.0%	15.9%	57.7K	-1.4M	-15.9K	0.65	22.92	N/A	N/A	281	184	13,629	3,638
2018-10-03	$7.04	$7.50	51.6%	14.8%	30.3%	33.0%	51.4%	3.5%	19.5%	60.1K	-1.5M	-16.4K	0.48	21.55	N/A	N/A	519	248	13,712	3,638
2018-10-04	$6.69	$7.50	48.4%	21.1%	32.2%	28.3%	69.0%	-0.5%	-12.5%	51.1K	-1.0M	-14.9K	0.21	23.91	N/A	N/A	1,105	231	13,958	3,603
2018-10-05	$6.51	$7.50	55.8%	21.2%	33.2%	39.0%	74.9%	-2.8%	-12.3%	47.2K	-911.1K	-14.5K	0.27	43.14	N/A	N/A	909	244	14,585	3,630
2018-10-08	$6.36	$7.50	64.0%	20.5%	33.7%	50.9%	69.8%	2.9%	-8.9%	41.7K	-697.1K	-13.9K	0.47	16.15	N/A	N/A	494	233	14,849	3,736
2018-10-09	$6.43	$5.00	46.0%	21.6%	33.4%	25.0%	73.0%	5.0%	-12.5%	44.5K	-867.5K	-14.3K	0.39	22.27	N/A	N/A	592	233	15,064	3,673
2018-10-10	$6.08	$5.00	76.7%	22.0%	36.9%	69.0%	79.5%	-9.2%	-11.2%	36.4K	-492.1K	-13.1K	0.68	39.27	N/A	N/A	408	278	15,146	3,673
2018-10-11	$6.08	$5.00	78.8%	22.6%	37.0%	72.1%	66.3%	1.0%	-12.1%	39.1K	-574.7K	-13.2K	0.83	30.40	N/A	N/A	339	281	15,206	3,694
2018-10-12	$6.29	$5.00	75.8%	21.7%	38.4%	67.7%	75.3%	8.1%	-9.7%	39.9K	-760.9K	-14.0K	1.08	20.09	N/A	N/A	399	430	15,264	3,722
2018-10-15	$6.37	$5.00	80.3%	23.0%	38.7%	74.1%	77.9%	2.9%	-15.0%	42.5K	-913.3K	-13.6K	1.31	24.54	N/A	N/A	322	422	15,354	3,576
2018-10-16	$6.60	$5.00	72.5%	20.8%	41.3%	63.0%	72.2%	13.9%	-6.4%	45.4K	-1.2M	-14.4K	1.11	25.18	N/A	N/A	372	413	15,373	3,569
2018-10-17	$6.61	$5.00	76.3%	21.9%	41.4%	68.5%	74.9%	15.9%	-15.1%	45.3K	-1.1M	-14.0K	0.40	22.54	N/A	N/A	622	247	15,268	3,551
2018-10-18	$6.44	$5.00	76.7%	22.0%	41.9%	69.0%	76.5%	9.3%	-14.5%	40.1K	-828.2K	-12.8K	1.10	43.50	N/A	N/A	224	246	14,993	3,552
2018-10-19	$6.31	$5.00	76.5%	21.9%	37.9%	68.7%	78.0%	1.1%	-14.1%	37.0K	-825.7K	-12.3K	0.89	24.33	N/A	N/A	248	221	15,016	3,257
2018-10-22	$6.42	$5.00	80.7%	23.1%	39.1%	74.8%	83.0%	8.0%	-12.9%	38.6K	-925.5K	-12.0K	0.54	25.60	N/A	N/A	250	136	14,287	3,101
2018-10-23	$6.37	$5.00	79.3%	22.7%	38.4%	72.7%	82.2%	7.4%	-26.3%	37.5K	-894.5K	-12.0K	0.87	31.50	N/A	N/A	254	220	14,322	3,138
2018-10-24	$5.98	$5.00	68.3%	19.6%	43.3%	56.9%	62.1%	-36.9%	-16.1%	32.3K	-563.3K	-10.6K	0.61	21.98	N/A	N/A	254	156	14,291	3,132
2018-10-25	$6.23	$5.00	70.8%	20.3%	46.5%	60.5%	84.4%	2.9%	18.1%	34.8K	-792.2K	-11.3K	0.78	28.64	N/A	N/A	206	161	14,295	3,156
2018-10-26	$6.13	$5.00	75.4%	21.6%	46.4%	67.2%	83.4%	3.1%	8.3%	33.7K	-683.5K	-11.1K	0.68	36.32	N/A	N/A	240	162	14,359	3,146
2018-10-29	$6.06	$5.00	99.7%	28.6%	46.4%	100.0%	84.6%	-11.6%	-26.7%	34.5K	-707.4K	-11.1K	0.42	54.55	N/A	N/A	201	84	14,440	3,167
2018-10-30	$6.33	$5.00	72.9%	20.9%	49.7%	62.2%	75.2%	6.3%	-18.9%	36.6K	-901.0K	-11.5K	0.30	26.39	N/A	N/A	280	83	14,449	3,184
2018-10-31	$6.59	$5.00	90.6%	26.0%	52.2%	87.1%	88.0%	17.3%	-21.8%	42.3K	-1.3M	-12.4K	0.12	18.02	N/A	N/A	621	76	14,532	3,184