AXTI Options History — September 2019 In September 2019, AXTI traded between $3.36 and $4.07. ATM implied volatility averaged 77.6%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 32.4% (HV 20d: 45.3%). 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 7 of 20 days. Put/call ratio averaged 0.01.
Notable Days 2019-09-30 : Highest Volume — 117 contracts2019-09-20 : Largest IV spike — 72.5% change2019-09-23 : Highest IV Rank — 100.0%2019-09-23 : Largest Expected Move — 37.6%Monthly Statistics Metric Avg Min Max Open Close Price $3.75 $3.36 $4.07 $3.36 $3.60 Max Pain $4.38 $2.50 $5.00 $2.50 $5.00 ATM IV 77.6% 38.8% 131.1% 75.9% 105.8% Expected Move 19.9% 11.1% 37.6% 21.8% 30.3% HV 20d 45.3% 35.3% 55.9% 54.0% 37.0% HV 60d 50.4% 44.3% 54.2% 54.0% 44.5% IV Rank 45.2% 4.8% 100.0% 43.8% 73.9% IV Percentile 66.3% 2.0% 100.0% 86.5% 98.0% Term Structure -8.5% -53.3% 30.3% -20.0% -50.6% Bid-Ask Spread % 56.80 10.86 110.51 65.30 26.05 Gamma HHI 0.80 0.58 0.88 0.58 0.78 Net GEX 2.4K 1.3K 3.4K 1.8K 1.5K Net DEX -129.6K -198.2K -38.4K -111.5K -42.1K Net VEX -429 -556 -209 -372 -237 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.13 0.00 0.00 Total Volume 22.05 0 117 12 117 Total OI 1,512.3 1,238 1,688 1,567 1,238
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 2019-09-03 $3.36 $2.50 75.9% 21.8% 54.0% 43.8% 0.0% 0.0% -20.0% 1.8K -111.5K -372 0.00 65.30 N/A N/A 12 0 1,401 166 2019-09-04 $3.45 $2.50 110.8% 31.8% 54.9% 80.5% 0.0% 0.0% -33.7% 1.8K -130.6K -435 0.00 95.54 N/A N/A 4 0 1,413 166 2019-09-05 $3.56 $2.50 104.6% 14.9% 55.9% 74.0% 0.0% 0.0% -7.1% 2.0K -146.0K -470 0.00 93.35 N/A N/A 0 0 1,417 166 2019-09-06 $3.57 $2.50 87.5% 14.9% 52.6% 56.0% 0.0% 0.0% -13.9% 2.0K -141.2K -468 0.00 58.99 N/A N/A 0 0 1,417 166 2019-09-09 $3.78 $0.00 76.8% 11.8% 54.3% 44.7% 0.0% 0.0% 30.3% 2.3K -151.2K -448 0.00 13.33 N/A N/A 5 0 1,409 166 2019-09-10 $3.89 $0.00 87.4% 14.0% 55.2% 55.9% 0.0% 0.0% 20.8% 2.5K -159.4K -470 0.00 88.58 N/A N/A 20 0 1,412 166 2019-09-11 $3.96 $0.00 39.6% 11.4% 53.0% 5.6% 0.0% 0.0% 30.0% 2.8K -181.6K -530 0.00 93.04 N/A N/A 95 0 1,432 166 2019-09-12 $3.98 $0.00 40.9% 11.7% 47.2% 6.9% 0.0% 0.0% -0.3% 3.3K -186.3K -546 0.00 88.89 N/A N/A 45 0 1,522 166 2019-09-13 $4.00 $5.00 38.8% 11.1% 42.9% 4.8% 0.0% 0.0% 24.0% 3.2K -186.5K -541 0.00 13.34 N/A N/A 2 0 1,499 166 2019-09-16 $4.07 $5.00 39.8% 11.4% 41.6% 5.8% 0.0% 0.0% -1.0% 3.4K -198.2K -556 0.00 14.28 N/A N/A 35 0 1,497 166 2019-09-17 $3.97 $5.00 43.6% 12.5% 43.0% 9.8% 0.0% 0.0% 19.1% 3.1K -178.4K -495 0.00 10.86 N/A N/A 10 0 1,497 166 2019-09-18 $3.84 $5.00 53.6% 15.4% 44.8% 20.3% 0.0% 0.0% 18.0% 2.8K -166.4K -481 0.00 91.37 N/A N/A 0 20 1,487 166 2019-09-19 $3.83 $5.00 45.9% 13.2% 43.5% 12.2% 0.0% 0.0% 26.7% 2.8K -166.0K -475 0.00 16.37 N/A N/A 10 0 1,487 186 2019-09-20 $3.74 $5.00 79.2% 22.7% 43.7% 47.2% 0.0% 0.0% -22.2% 2.5K -153.5K -436 0.00 14.60 N/A N/A 0 0 1,497 186 2019-09-23 $3.74 $5.00 131.1% 37.6% 36.9% 100.0% 0.0% 0.0% -48.4% 2.5K -77.6K -416 0.13 110.51 N/A N/A 8 1 1,100 166 2019-09-24 $3.66 $5.00 86.7% 24.9% 37.0% 54.2% 0.0% 0.0% -27.8% 2.4K -75.7K -427 0.00 62.04 N/A N/A 35 0 1,108 167 2019-09-25 $3.71 $5.00 90.3% 25.9% 35.3% 57.9% 0.0% 0.0% -29.6% 1.8K -50.8K -274 0.00 58.15 N/A N/A 2 0 1,073 167 2019-09-26 $3.70 $5.00 93.3% 26.7% 35.4% 60.9% 0.0% 0.0% -31.7% 1.8K -50.0K -292 0.00 12.87 N/A N/A 0 0 1,071 167 2019-09-27 $3.59 $5.00 121.4% 34.8% 37.0% 90.0% 0.0% 0.0% -53.3% 1.3K -38.4K -209 0.00 108.57 N/A N/A 20 0 1,071 167 2019-09-30 $3.60 $5.00 105.8% 30.3% 37.0% 73.9% 0.0% 0.0% -50.6% 1.5K -42.1K -237 0.00 26.05 N/A N/A 117 0 1,071 167
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