AXTI Options History — March 2020 In March 2020, AXTI traded between $1.88 and $3.65. ATM implied volatility averaged 105.2%, placing in the 59.6% IV rank vs the trailing year. The 30-day expected move averaged 29.5%. IV traded above realized volatility by 19.7% (HV 20d: 85.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2020-03-16 : Highest Volume — 150 contracts2020-03-13 : Largest IV spike — 1009.0% change2020-03-09 : Highest IV Rank — 100.0%2020-03-16 : Largest Expected Move — 51.2%Monthly Statistics Metric Avg Min Max Open Close Price $2.78 $1.88 $3.65 $3.39 $3.08 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 105.2% 10.8% 178.6% 77.0% 79.6% Expected Move 29.5% 3.1% 51.2% 22.1% 22.8% HV 20d 85.5% 43.8% 128.5% 43.8% 128.5% HV 60d 69.2% 52.6% 85.1% 52.6% 85.1% IV Rank 59.6% 0.0% 100.0% 39.0% 41.0% IV Percentile 77.2% 0.0% 100.0% 74.6% 73.4% Term Structure -4.0% -98.9% 138.9% 50.6% 20.9% Bid-Ask Spread % 126.18 79.88 173.65 80.92 149.22 Gamma HHI 0.58 0.42 0.79 0.64 0.64 Net GEX 1.0K 199 1.8K 1.5K 1.1K Net DEX -14.3K -46.1K 19.9K -34.5K -4.6K Net VEX -249 -391 -99 -297 -244 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 10.273 0 150 0 10 Total OI 905.909 832 970 933 832
Daily Data (22 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 2020-03-02 $3.39 $2.50 77.0% 22.1% 43.8% 39.0% 0.0% 0.0% 50.6% 1.5K -34.5K -297 0.00 80.92 N/A N/A 0 0 770 163 2020-03-03 $3.44 $2.50 87.7% 25.1% 44.4% 48.8% 0.0% 0.0% -13.3% 1.6K -39.2K -337 0.00 95.06 N/A N/A 0 0 770 163 2020-03-04 $3.65 $2.50 139.8% 40.1% 49.2% 96.4% 0.0% 0.0% -98.9% 1.6K -44.3K -303 0.00 79.88 N/A N/A 5 0 770 163 2020-03-05 $3.46 $0.00 143.2% 39.8% 49.2% 99.5% 0.0% 0.0% -53.0% 1.6K -46.1K -391 0.00 113.53 N/A N/A 0 0 775 163 2020-03-06 $3.27 $0.00 119.0% 34.1% 52.0% 77.4% 0.0% 0.0% -68.8% 1.4K -33.0K -309 0.00 137.63 N/A N/A 5 0 775 163 2020-03-09 $3.04 $0.00 162.0% 37.4% 56.4% 100.0% 0.0% 0.0% -27.1% 1.3K -45.7K -391 0.00 120.30 N/A N/A 0 1 780 163 2020-03-10 $3.05 $0.00 99.3% 28.5% 55.9% 50.9% 0.0% 0.0% 30.2% 845 -13.5K -169 0.00 93.98 N/A N/A 12 0 780 162 2020-03-11 $2.91 $0.00 121.4% 34.8% 55.9% 68.2% 0.0% 0.0% -21.8% 1.2K -22.8K -311 0.00 109.07 N/A N/A 0 0 780 162 2020-03-12 $2.54 $0.00 10.8% 3.1% 66.9% 0.0% 0.0% 0.0% 80.8% 1.1K -19.1K -296 0.00 173.65 N/A N/A 0 0 780 162 2020-03-13 $2.32 $0.00 120.1% 34.4% 70.5% 72.3% 0.0% 0.0% 9.4% 857 -4.8K -234 0.00 109.86 N/A N/A 4 0 780 162 2020-03-16 $2.00 $0.00 178.6% 51.2% 82.1% 100.0% 0.0% 0.0% -27.9% 507 1.7K -190 0.00 114.42 N/A N/A 150 0 808 162 2020-03-17 $2.02 $0.00 157.2% 45.1% 83.3% 87.2% 0.0% 0.0% -2.5% 475 5.7K -172 0.00 127.26 N/A N/A 0 0 751 162 2020-03-18 $1.88 $0.00 102.2% 29.3% 82.8% 54.5% 0.0% 0.0% 37.8% 199 19.9K -99 0.00 117.64 N/A N/A 5 0 751 162 2020-03-19 $2.19 $0.00 82.2% 23.6% 106.6% 42.6% 0.0% 0.0% -50.3% 478 1.2K -185 0.00 141.16 N/A N/A 2 0 756 162 2020-03-20 $2.42 $0.00 124.9% 0.0% 115.6% 68.0% 0.0% 0.0% 37.1% 696 -370 -232 0.00 166.25 N/A N/A 0 0 758 162 2020-03-23 $2.41 $0.00 138.3% 39.6% 113.9% 76.0% 0.0% 0.0% -22.6% 648 11.9K -156 0.00 123.94 N/A N/A 0 0 686 162 2020-03-24 $2.70 $0.00 23.6% 6.8% 123.2% 7.6% 0.0% 0.0% 138.9% 537 -4.3K -179 0.00 145.59 N/A N/A 0 0 686 162 2020-03-25 $2.71 $0.00 20.5% 0.0% 123.3% 5.8% 0.0% 0.0% -90.3% 1.8K -1.8K -155 0.00 166.30 N/A N/A 0 0 686 162 2020-03-26 $2.88 $0.00 82.8% 23.7% 126.0% 42.9% 0.0% 0.0% 56.8% 1.0K -10.4K -289 0.00 111.79 N/A N/A 0 0 686 162 2020-03-27 $2.87 $0.00 69.4% 19.9% 126.0% 34.9% 0.0% 0.0% -22.1% 1.0K -1.5K -234 0.00 150.65 N/A N/A 10 0 686 162 2020-03-30 $2.89 $0.00 175.2% 0.0% 126.2% 98.0% 0.0% 0.0% -51.9% 961 -28.3K -314 0.00 147.93 N/A N/A 22 0 676 162 2020-03-31 $3.08 $0.00 79.6% 22.8% 128.5% 41.0% 0.0% 0.0% 20.9% 1.1K -4.6K -244 0.00 149.22 N/A N/A 10 0 670 162
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