AXTI Options History — June 2019 In June 2019, AXTI traded between $3.57 and $4.50. ATM implied volatility averaged 54.6%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 0.8% (HV 20d: 53.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.28.
Notable Days 2019-06-28 : Highest Volume — 189 contracts2019-06-25 : Largest IV spike — 118.4% change2019-06-25 : Highest IV Rank — 100.0%2019-06-25 : Largest Expected Move — 29.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.07 $3.57 $4.50 $3.91 $3.97 Max Pain $4.25 $2.50 $5.00 $5.00 $2.50 ATM IV 54.6% 40.9% 102.9% 47.6% 51.9% Expected Move 16.1% 12.9% 29.5% 13.7% 14.9% HV 20d 53.8% 45.7% 68.5% 45.7% 66.2% HV 60d 56.9% 54.7% 61.5% 54.8% 61.0% IV Rank 30.6% 10.1% 100.0% 20.4% 25.6% IV Percentile 33.7% 5.6% 100.0% 16.7% 27.4% Term Structure 18.2% -56.7% 33.5% 24.1% 32.6% VWIV 67.6% 36.1% 130.7% 48.4% 63.4% Bid-Ask Spread % 45.18 9.69 98.21 9.69 50.68 Gamma HHI 0.66 0.61 0.73 0.67 0.69 Net GEX 3.0K 2.2K 3.6K 2.3K 3.0K Net DEX -43.8K -112.3K 16.5K 16.5K -87.8K Net VEX -969 -1.2K -691 -874 -940 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.00 1.35 0.00 0.33 Total Volume 79.95 0 189 85 189 Total OI 1,959 1,813 2,061 1,841 1,961
Daily Data (20 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 2019-06-03 $3.91 $5.00 47.6% 13.7% 45.7% 20.4% 0.0% 0.0% 24.1% 2.3K 16.5K -874 0.00 9.69 N/A N/A 85 0 1,360 481 2019-06-04 $4.16 $5.00 71.6% 20.5% 53.0% 57.1% 48.4% 0.0% -8.4% 2.8K -47.8K -1.1K 0.00 52.07 N/A N/A 60 0 1,426 481 2019-06-05 $4.09 $5.00 71.7% 20.6% 51.6% 57.2% 101.6% 0.0% -4.4% 2.8K -31.3K -1.0K 0.02 9.90 N/A N/A 50 1 1,451 481 2019-06-06 $4.15 $5.00 40.9% 15.6% 50.6% 10.1% 36.1% 0.0% 33.5% 3.0K -35.3K -1.0K 0.02 96.42 N/A N/A 46 1 1,461 481 2019-06-07 $4.21 $5.00 51.6% 16.1% 50.9% 26.4% 39.9% 0.0% 30.6% 3.1K -46.1K -1.1K 0.02 94.93 N/A N/A 46 1 1,461 481 2019-06-10 $4.28 $5.00 57.6% 14.7% 51.9% 35.6% 0.0% 0.0% 32.5% 3.1K -65.1K -1.1K 0.00 49.82 N/A N/A 0 0 1,461 481 2019-06-11 $4.50 $5.00 45.2% 18.6% 53.6% 16.7% 65.2% 0.0% 6.1% 3.5K -112.3K -1.2K 0.12 27.09 N/A N/A 152 18 1,461 481 2019-06-12 $4.26 $5.00 57.1% 16.4% 54.7% 34.9% 62.9% 0.0% 9.8% 3.6K -66.4K -1.1K 0.33 32.09 N/A N/A 105 35 1,545 489 2019-06-13 $4.22 $5.00 46.9% 13.5% 53.6% 19.3% 42.8% 0.0% 25.7% 3.5K -44.7K -1.1K 0.38 60.80 N/A N/A 104 40 1,547 514 2019-06-14 $4.12 $5.00 56.3% 16.1% 49.7% 33.6% 46.8% 0.0% 24.7% 3.1K -18.5K -970 0.48 63.82 N/A N/A 85 41 1,537 514 2019-06-17 $3.97 $5.00 46.3% 13.3% 50.5% 18.3% 0.0% 0.0% 30.2% 2.9K -8.9K -941 0.00 27.26 N/A N/A 4 0 1,532 523 2019-06-18 $4.14 $5.00 51.1% 14.6% 49.7% 25.7% 0.0% 0.0% 28.6% 3.1K -27.0K -912 0.00 84.84 N/A N/A 9 0 1,537 463 2019-06-19 $4.12 $5.00 52.3% 15.0% 49.6% 27.5% 0.0% 0.0% 12.2% 3.4K -42.8K -959 0.00 64.45 N/A N/A 10 0 1,538 463 2019-06-20 $4.03 $5.00 53.4% 15.3% 50.0% 29.1% 82.9% 0.0% 29.3% 2.9K -27.9K -933 0.11 98.21 N/A N/A 38 4 1,536 463 2019-06-21 $4.04 $2.50 45.0% 12.9% 49.6% 16.3% 94.0% 0.0% 28.3% 3.0K -34.5K -915 0.95 16.05 N/A N/A 38 36 1,562 461 2019-06-24 $3.94 $2.50 47.1% 13.5% 50.1% 19.6% 49.0% 0.0% 31.1% 2.7K -65.6K -880 0.04 15.60 N/A N/A 56 2 1,421 392 2019-06-25 $3.57 $2.50 102.9% 29.5% 60.0% 100.0% 78.1% 0.0% -56.7% 2.2K -19.7K -691 0.56 23.84 N/A N/A 82 46 1,455 383 2019-06-26 $3.88 $2.50 45.2% 13.0% 68.5% 15.9% 72.2% 0.0% 26.2% 2.6K -55.6K -833 0.52 12.79 N/A N/A 89 46 1,524 419 2019-06-27 $3.86 $2.50 49.8% 14.3% 66.3% 22.5% 130.7% 0.0% 27.9% 2.6K -55.9K -845 1.35 13.18 N/A N/A 34 46 1,534 419 2019-06-28 $3.97 $2.50 51.9% 14.9% 66.2% 25.6% 63.4% 0.0% 32.6% 3.0K -87.8K -940 0.33 50.68 N/A N/A 142 47 1,542 419
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