AXTI Options History — February 2020 In February 2020, AXTI traded between $3.40 and $4.29. ATM implied volatility averaged 59.7%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 1.9% (HV 20d: 57.8%). 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 10 of 19 days. Put/call ratio averaged 0.03.
Notable Days 2020-02-25 : Highest Volume — 96 contracts2020-02-25 : Largest IV spike — 97.0% change2020-02-25 : Highest IV Rank — 78.0%2020-02-25 : Largest Expected Move — 34.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.90 $3.40 $4.29 $3.91 $3.40 Max Pain $2.89 $2.50 $5.00 $5.00 $2.50 ATM IV 59.7% 38.8% 119.6% 52.9% 77.8% Expected Move 16.8% 11.1% 34.3% 15.2% 22.3% HV 20d 57.8% 46.4% 65.9% 63.2% 53.8% HV 60d 51.0% 49.8% 53.3% 50.2% 52.8% IV Rank 23.2% 4.0% 78.0% 17.0% 39.7% IV Percentile 40.5% 2.4% 95.2% 34.1% 77.0% Term Structure 0.1% -105.1% 30.3% -10.2% -1.2% VWIV 58.1% 34.8% 75.1% 62.0% 66.7% Bid-Ask Spread % 57.69 7.30 126.33 85.21 75.56 Gamma HHI 0.78 0.62 0.90 0.82 0.62 Net GEX 1.9K 1.4K 2.4K 1.7K 1.6K Net DEX 12.0K -42.2K 38.3K 38.3K -42.2K Net VEX -466 -587 -320 -445 -370 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.18 0.00 0.00 Total Volume 29.947 0 96 2 0 Total OI 1,230.789 864 1,379 1,320 933
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 2020-02-03 $3.91 $5.00 52.9% 15.2% 63.2% 17.0% 0.0% 0.0% -10.2% 1.7K 38.3K -445 0.00 85.21 N/A N/A 2 0 865 455 2020-02-04 $4.00 $5.00 60.1% 17.2% 62.6% 23.6% 0.0% 0.0% 21.8% 1.7K 27.3K -508 0.14 7.30 N/A N/A 70 10 867 455 2020-02-05 $4.16 $5.00 51.2% 14.7% 64.3% 15.4% 0.0% 0.0% -14.5% 2.4K 10.4K -587 0.00 22.79 N/A N/A 0 0 908 445 2020-02-06 $4.12 $2.50 55.7% 17.5% 62.8% 19.5% 62.0% 0.0% -0.7% 2.0K 17.3K -541 0.00 88.96 N/A N/A 24 0 908 445 2020-02-07 $4.05 $2.50 52.7% 15.4% 62.9% 16.8% 0.0% 0.0% 24.4% 1.9K 17.4K -542 0.00 90.03 N/A N/A 0 0 912 445 2020-02-10 $4.10 $2.50 57.0% 13.4% 63.2% 20.7% 0.0% 0.0% 23.2% 2.0K 18.2K -534 0.00 12.22 N/A N/A 41 0 912 445 2020-02-11 $4.16 $2.50 64.7% 13.9% 63.4% 27.8% 0.0% 0.0% 24.7% 2.1K 17.3K -542 0.00 86.25 N/A N/A 5 0 892 445 2020-02-12 $4.29 $2.50 48.3% 13.8% 64.2% 12.8% 34.8% 0.0% 28.1% 2.2K 7.8K -586 0.00 10.96 N/A N/A 30 0 892 445 2020-02-13 $4.11 $2.50 48.8% 14.0% 65.9% 13.3% 69.3% 0.0% 22.8% 2.2K 16.4K -543 0.18 85.13 N/A N/A 11 2 912 445 2020-02-14 $4.05 $2.50 44.9% 12.9% 57.3% 9.6% 0.0% 0.0% 22.0% 2.2K 27.4K -483 0.00 7.39 N/A N/A 0 0 913 445 2020-02-18 $4.00 $2.50 41.2% 11.8% 53.5% 6.3% 0.0% 0.0% 23.1% 2.0K 25.4K -474 0.00 16.74 N/A N/A 25 0 913 445 2020-02-19 $4.03 $2.50 43.1% 12.3% 46.8% 8.0% 40.7% 0.0% 21.6% 2.1K 25.3K -479 0.10 35.98 N/A N/A 31 3 913 445 2020-02-20 $4.01 $2.50 38.8% 11.1% 46.4% 4.0% 75.1% 0.0% 30.3% 2.0K 23.0K -472 0.00 86.04 N/A N/A 39 0 932 447 2020-02-21 $3.79 $2.50 39.6% 11.4% 49.7% 4.8% 0.0% 0.0% -6.9% 1.8K -2.1K -372 0.00 56.26 N/A N/A 85 0 942 345 2020-02-24 $3.51 $2.50 60.7% 17.4% 55.1% 24.1% 66.7% 0.0% -22.9% 1.4K 27.7K -329 0.00 57.37 N/A N/A 11 0 618 249 2020-02-25 $3.50 $2.50 119.6% 34.3% 54.7% 78.0% 0.0% 0.0% -47.0% 1.4K 13.1K -399 0.00 126.33 N/A N/A 96 0 615 249 2020-02-26 $3.48 $2.50 66.3% 19.0% 54.5% 29.2% 0.0% 0.0% -31.0% 1.6K 1.2K -320 0.00 60.64 N/A N/A 54 0 711 249 2020-02-27 $3.43 $2.50 111.5% 32.0% 54.0% 70.5% 0.0% 0.0% -105.1% 1.7K -41.6K -337 0.00 84.96 N/A N/A 30 0 765 163 2020-02-28 $3.40 $2.50 77.8% 22.3% 53.8% 39.7% 0.0% 0.0% -1.2% 1.6K -42.2K -370 0.00 75.56 N/A N/A 0 0 770 163
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