AXTI Options History — February 2019 In February 2019, AXTI traded between $4.03 and $4.49. ATM implied volatility averaged 54.2%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 3.2% (HV 20d: 51.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.28.
Notable Days 2019-02-20 : Highest Volume — 348 contracts2019-02-21 : Largest IV drop — 45.0% change2019-02-19 : Highest IV Rank — 71.2%2019-02-19 : Largest Expected Move — 23.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.24 $4.03 $4.49 $4.12 $4.46 Max Pain $3.95 $2.50 $5.00 $5.00 $2.50 ATM IV 54.2% 38.9% 80.5% 51.8% 43.6% Expected Move 15.4% 11.1% 23.1% 15.0% 12.5% HV 20d 51.0% 34.7% 67.1% 67.1% 52.9% HV 60d 58.5% 57.6% 61.0% 58.5% 59.9% IV Rank 31.7% 8.8% 71.2% 28.1% 15.8% IV Percentile 35.2% 4.8% 93.3% 21.8% 12.7% Term Structure 13.8% -13.6% 37.3% 27.6% -4.5% VWIV 49.6% 35.1% 80.9% 37.4% 38.4% Skew 25d -8.4% -25.6% 14.1% 7.3% 3.9% Skew 10d -10.7% -43.6% 25.9% 7.3% 10.7% Call IV 25d 75.3% 53.8% 186.6% 126.6% 55.2% Put IV 25d 66.9% 51.6% 160.9% 133.9% 59.1% Bid-Ask Spread % 32.77 12.76 60.78 15.84 17.24 Gamma HHI 0.46 0.35 0.62 0.35 0.62 Net GEX 2.9K 1.9K 5.2K 1.9K 5.2K Net DEX 109.4K -202.1K 334.3K 334.3K -202.1K Net VEX -1.2K -1.3K -995 -1.1K -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.00 1.52 0.08 0.06 Total Volume 122 0 348 85 50 Total OI 7,284 2,004 10,981 10,894 2,451
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 2019-02-01 $4.12 $5.00 51.8% 15.0% 67.1% 28.1% 37.4% 7.3% 27.6% 1.9K 334.3K -1.1K 0.08 15.84 N/A N/A 79 6 9,462 1,432 2019-02-04 $4.12 $5.00 58.4% 14.8% 66.2% 38.0% 38.8% -21.8% 29.9% 2.0K 314.2K -1.1K 0.00 14.50 N/A N/A 6 0 9,505 1,432 2019-02-05 $4.18 $5.00 59.3% 15.5% 65.7% 39.3% 42.9% -25.6% 22.9% 2.1K 315.7K -1.1K 0.06 58.51 N/A N/A 34 2 9,511 1,432 2019-02-06 $4.18 $5.00 54.7% 15.7% 65.5% 32.4% 0.0% -20.2% 23.6% 2.2K 313.3K -1.2K 0.00 60.62 N/A N/A 0 0 9,531 1,433 2019-02-07 $4.06 $5.00 57.1% 16.4% 65.8% 36.2% 0.0% -21.7% 27.7% 2.1K 314.6K -1.1K 0.00 14.57 N/A N/A 5 0 9,531 1,429 2019-02-08 $4.04 $5.00 46.6% 13.4% 65.0% 20.3% 0.0% 0.0% 29.1% 2.0K 317.5K -1.1K 1.52 60.16 N/A N/A 21 32 9,532 1,429 2019-02-11 $4.03 $5.00 59.3% 17.0% 65.0% 39.4% 0.0% -23.3% 28.4% 1.9K 329.9K -1.1K 1.01 12.76 N/A N/A 70 71 9,522 1,459 2019-02-12 $4.18 $5.00 53.3% 15.3% 36.2% 30.4% 35.1% -24.1% 37.3% 2.4K 298.5K -1.2K 0.73 18.08 N/A N/A 110 80 9,522 1,389 2019-02-13 $4.22 $5.00 53.9% 15.5% 35.4% 31.3% 40.9% -18.0% 29.5% 2.6K 294.3K -1.1K 0.21 15.76 N/A N/A 97 20 9,535 1,385 2019-02-14 $4.30 $5.00 58.5% 16.8% 34.7% 38.2% 44.8% -16.4% 21.7% 2.6K 257.3K -1.1K 0.56 59.63 N/A N/A 36 20 9,535 1,287 2019-02-15 $4.46 $5.00 72.4% 20.8% 36.5% 59.0% 73.1% -12.6% -4.2% 2.9K 241.3K -1.2K 0.19 18.88 N/A N/A 137 26 9,525 1,287 2019-02-19 $4.42 $2.50 80.5% 23.1% 36.8% 71.2% 80.9% 4.8% -13.6% 3.1K -170.5K -1.2K 0.09 17.34 N/A N/A 264 25 1,623 381 2019-02-20 $4.49 $2.50 73.7% 21.1% 35.4% 61.0% 74.0% 5.8% -6.8% 3.7K -171.3K -1.2K 0.09 33.55 N/A N/A 319 29 1,706 406 2019-02-21 $4.10 $2.50 40.5% 11.6% 49.6% 11.2% 45.7% -7.9% -2.5% 2.8K -96.4K -995 0.16 58.65 N/A N/A 273 45 1,820 410 2019-02-22 $4.21 $2.50 43.0% 12.3% 46.2% 14.9% 43.4% -3.4% -6.9% 3.5K -120.6K -1.1K 0.17 12.97 N/A N/A 269 45 1,874 425 2019-02-25 $4.38 $2.50 41.0% 11.7% 48.1% 11.9% 0.0% 14.1% 23.5% 4.5K -169.3K -1.3K 0.00 59.94 N/A N/A 50 0 1,943 424 2019-02-26 $4.40 $2.50 38.9% 11.1% 47.0% 8.8% 0.0% 11.8% 0.4% 4.6K -185.8K -1.3K 0.00 60.78 N/A N/A 36 0 1,977 424 2019-02-27 $4.19 $2.50 42.9% 12.3% 49.9% 14.7% 0.0% -3.7% -1.1% 3.7K -135.4K -1.1K 0.05 12.91 N/A N/A 58 3 2,003 424 2019-02-28 $4.46 $2.50 43.6% 12.5% 52.9% 15.8% 38.4% 3.9% -4.5% 5.2K -202.1K -1.3K 0.06 17.24 N/A N/A 47 3 2,025 426
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