AXTI Options History — December 2019 In December 2019, AXTI traded between $3.03 and $4.35. ATM implied volatility averaged 77.7%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 19.0%. IV traded above realized volatility by 36.8% (HV 20d: 40.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.27.
Notable Days 2019-12-23 : Highest Volume — 144 contracts2019-12-17 : Largest IV spike — 93.7% change2019-12-18 : Highest IV Rank — 95.7%2019-12-18 : Largest Expected Move — 39.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.57 $3.03 $4.35 $3.10 $4.35 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 77.7% 36.2% 138.7% 55.8% 36.2% Expected Move 19.0% 10.4% 39.8% 16.0% 10.4% HV 20d 40.9% 35.6% 44.6% 41.6% 41.2% HV 60d 55.7% 42.7% 59.2% 56.7% 43.3% IV Rank 39.7% 1.8% 95.7% 19.7% 1.8% IV Percentile 61.5% 1.2% 99.6% 45.2% 1.2% Term Structure -9.1% -80.9% 25.6% -24.0% 25.6% Bid-Ask Spread % 75.01 11.85 122.20 65.82 60.64 Gamma HHI 0.64 0.51 0.96 0.52 0.96 Net GEX 974 555 1.5K 838 928 Net DEX -76.0K -115.9K -42.4K -55.8K -92.2K Net VEX -268 -525 -171 -206 -525 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.00 3.36 0.00 0.07 Total Volume 31.905 0 144 1 44 Total OI 617.857 531 877 531 877
Daily Data (21 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 2019-12-02 $3.10 $2.50 55.8% 16.0% 41.6% 19.7% 0.0% 0.0% -24.0% 838 -55.8K -206 0.00 65.82 N/A N/A 1 0 483 48 2019-12-03 $3.03 $2.50 64.1% 18.4% 37.7% 27.3% 0.0% 0.0% 2.1% 868 -53.5K -218 0.00 65.72 N/A N/A 0 0 484 48 2019-12-04 $3.05 $2.50 96.1% 27.6% 37.3% 56.7% 0.0% 0.0% -80.9% 892 -53.0K -217 0.00 89.76 N/A N/A 0 0 484 48 2019-12-05 $3.11 $0.00 102.8% 12.8% 37.9% 62.8% 0.0% 0.0% 22.0% 871 -51.3K -184 0.00 91.74 N/A N/A 0 0 484 48 2019-12-06 $3.21 $0.00 104.6% 13.9% 36.2% 64.4% 0.0% 0.0% 15.1% 909 -60.0K -206 0.00 35.76 N/A N/A 34 0 484 48 2019-12-09 $3.21 $0.00 94.7% 13.1% 35.9% 55.4% 0.0% 0.0% 17.6% 901 -67.7K -192 0.00 65.17 N/A N/A 0 0 514 48 2019-12-10 $3.21 $0.00 123.7% 14.6% 35.6% 82.0% 0.0% 0.0% 7.9% 902 -69.4K -201 0.00 91.94 N/A N/A 2 0 514 48 2019-12-11 $3.33 $0.00 79.7% 22.8% 37.5% 41.6% 0.0% 0.0% 1.9% 955 -79.1K -226 0.00 108.50 N/A N/A 3 0 516 48 2019-12-12 $3.55 $0.00 98.0% 28.1% 43.1% 58.4% 0.0% 0.0% -13.4% 1.2K -89.9K -264 0.00 122.20 N/A N/A 27 0 519 48 2019-12-13 $3.42 $0.00 52.9% 15.2% 43.6% 17.0% 0.0% 0.0% 7.0% 1.1K -83.6K -227 0.00 87.03 N/A N/A 0 0 531 48 2019-12-16 $3.41 $0.00 62.2% 17.8% 42.9% 25.6% 0.0% 0.0% -14.0% 811 -83.9K -171 0.00 92.92 N/A N/A 33 0 531 48 2019-12-17 $3.54 $0.00 120.5% 34.6% 44.1% 79.0% 0.0% 0.0% -65.3% 1.0K -91.5K -205 0.00 97.23 N/A N/A 0 0 541 48 2019-12-18 $3.57 $0.00 138.7% 39.8% 43.9% 95.7% 0.0% 0.0% -49.7% 1.2K -93.5K -249 0.00 99.75 N/A N/A 0 20 541 48 2019-12-19 $3.73 $0.00 117.0% 33.5% 44.6% 75.8% 0.0% 0.0% -55.7% 1.3K -103.8K -247 0.00 86.70 N/A N/A 8 0 541 68 2019-12-20 $3.91 $0.00 46.3% 13.3% 43.8% 10.9% 0.0% 0.0% -1.2% 1.2K -115.9K -226 0.00 101.87 N/A N/A 92 0 549 68 2019-12-23 $3.99 $0.00 40.6% 11.7% 43.7% 5.8% 0.0% 0.0% 22.7% 1.5K -110.1K -272 3.36 24.04 N/A N/A 33 111 522 48 2019-12-24 $4.04 $0.00 60.4% 17.3% 42.1% 23.9% 0.0% 0.0% -2.1% 1.1K -82.6K -341 0.00 101.80 N/A N/A 0 100 522 148 2019-12-26 $4.02 $0.00 44.9% 12.9% 42.5% 9.7% 0.0% 0.0% -3.2% 555 -42.4K -347 0.05 13.87 N/A N/A 40 2 522 248 2019-12-27 $4.01 $0.00 45.4% 13.0% 42.6% 10.2% 0.0% 0.0% -3.9% 696 -50.1K -406 0.00 11.85 N/A N/A 10 0 557 249 2019-12-30 $4.13 $0.00 46.2% 13.2% 41.3% 10.8% 0.0% 0.0% -0.3% 716 -66.4K -490 0.00 60.82 N/A N/A 110 0 557 249 2019-12-31 $4.35 $0.00 36.2% 10.4% 41.2% 1.8% 0.0% 0.0% 25.6% 928 -92.2K -525 0.07 60.64 N/A N/A 41 3 628 249
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