AXTI Options History — November 2019

In November 2019, AXTI traded between $2.95 and $3.24. ATM implied volatility averaged 66.6%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 20.5% (HV 20d: 46.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.06.

Notable Days

2019-11-15: Highest Volume — 41 contracts
2019-11-13: Largest IV drop — 65.4% change
2019-11-12: Highest IV Rank — 88.5%
2019-11-01: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.07	$2.95	$3.24	$3.21	$3.17
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	66.6%	43.0%	130.9%	76.1%	65.3%
Expected Move	14.5%	12.0%	21.8%	21.8%	18.7%
HV 20d	46.1%	41.9%	49.7%	44.0%	42.8%
HV 60d	57.3%	55.8%	59.8%	59.6%	56.5%
IV Rank	29.6%	7.9%	88.5%	38.3%	28.4%
IV Percentile	53.4%	13.1%	98.8%	81.3%	67.1%
Term Structure	10.0%	-35.0%	29.2%	-35.0%	25.8%
VWIV	54.5%	41.6%	65.9%	62.9%	52.4%
Bid-Ask Spread %	65.22	14.51	137.69	14.51	70.71
Gamma HHI	0.53	0.50	0.57	0.52	0.53
Net GEX	852	642	1.1K	972	872
Net DEX	-69.2K	-90.2K	-46.1K	-90.2K	-60.0K
Net VEX	-227	-257	-197	-257	-219
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.67	0.00	0.00
Total Volume	10.35	0	41	10	0
Total OI	1,010.15	511	1,442	1,405	531

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
2019-11-01	$3.21	$2.50	76.1%	21.8%	44.0%	38.3%	0.0%	0.0%	-35.0%	972	-90.2K	-257	0.00	14.51	N/A	N/A	10	0	1,329	76
2019-11-04	$3.04	$2.50	69.5%	14.5%	47.7%	32.2%	62.9%	0.0%	8.4%	950	-79.8K	-228	0.00	90.44	N/A	N/A	22	0	1,319	76
2019-11-05	$3.09	$2.50	86.1%	14.1%	47.9%	47.5%	0.0%	0.0%	7.3%	994	-82.5K	-229	0.00	86.48	N/A	N/A	2	0	1,320	76
2019-11-06	$3.07	$2.50	93.0%	12.0%	46.9%	53.8%	0.0%	0.0%	24.4%	1.0K	-79.3K	-224	0.00	66.59	N/A	N/A	0	0	1,318	76
2019-11-07	$2.95	$2.50	83.3%	21.2%	48.6%	44.9%	0.0%	0.0%	20.7%	642	-77.2K	-210	0.15	137.69	N/A	N/A	20	3	1,318	76
2019-11-08	$3.00	$2.50	103.5%	12.1%	48.0%	63.4%	0.0%	0.0%	21.2%	1.1K	-76.7K	-223	0.00	60.72	N/A	N/A	30	0	1,331	79
2019-11-11	$3.05	$2.50	98.0%	13.1%	48.3%	58.4%	0.0%	0.0%	13.1%	764	-86.3K	-242	0.00	24.74	N/A	N/A	0	0	1,361	79
2019-11-12	$3.05	$2.50	130.9%	12.0%	47.1%	88.5%	65.9%	0.0%	25.8%	763	-86.0K	-247	0.00	59.80	N/A	N/A	4	0	1,361	79
2019-11-13	$3.08	$2.50	45.2%	13.0%	47.0%	10.0%	0.0%	0.0%	21.3%	777	-86.7K	-236	0.67	61.68	N/A	N/A	9	6	1,363	79
2019-11-14	$2.98	$2.50	52.8%	15.1%	48.5%	17.0%	0.0%	0.0%	4.4%	732	-80.4K	-234	0.00	61.61	N/A	N/A	11	0	1,361	79
2019-11-15	$3.07	$2.50	47.1%	13.5%	49.7%	11.7%	49.6%	0.0%	13.3%	789	-65.2K	-231	0.11	65.61	N/A	N/A	37	4	1,297	79
2019-11-18	$3.05	$2.50	50.4%	14.4%	49.6%	14.7%	0.0%	0.0%	11.3%	841	-52.1K	-233	0.00	65.65	N/A	N/A	1	0	463	48
2019-11-19	$3.11	$2.50	47.5%	13.6%	47.9%	12.1%	0.0%	0.0%	18.4%	850	-55.5K	-235	0.00	60.84	N/A	N/A	0	0	464	48
2019-11-20	$3.05	$2.50	47.0%	13.5%	43.9%	11.6%	0.0%	0.0%	7.3%	833	-53.5K	-231	0.00	64.29	N/A	N/A	0	0	464	48
2019-11-21	$2.96	$2.50	43.0%	12.3%	44.4%	7.9%	41.6%	0.0%	29.2%	799	-46.1K	-203	0.00	62.35	N/A	N/A	8	0	464	48
2019-11-22	$2.97	$2.50	43.0%	12.3%	41.9%	8.0%	0.0%	0.0%	14.3%	799	-47.2K	-208	0.00	60.74	N/A	N/A	17	0	464	48
2019-11-25	$3.11	$2.50	46.6%	13.4%	44.1%	11.2%	0.0%	0.0%	-8.6%	823	-53.6K	-198	0.00	66.26	N/A	N/A	1	0	476	48
2019-11-26	$3.17	$2.50	48.6%	13.9%	41.9%	13.1%	52.4%	0.0%	-9.0%	861	-61.1K	-245	0.00	62.90	N/A	N/A	18	0	477	48
2019-11-27	$3.24	$2.50	56.2%	16.1%	42.0%	20.1%	0.0%	0.0%	-13.5%	816	-64.1K	-197	0.00	60.80	N/A	N/A	4	0	484	48
2019-11-29	$3.17	$2.50	65.3%	18.7%	42.8%	28.4%	0.0%	0.0%	25.8%	872	-60.0K	-219	0.00	70.71	N/A	N/A	0	0	483	48