AXTI Options History — June 2020 In June 2020, AXTI traded between $4.48 and $5.85. ATM implied volatility averaged 70.1%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded below realized volatility by 1.6% (HV 20d: 71.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.09.
Notable Days 2020-06-04 : Highest Volume — 476 contracts2020-06-10 : Largest IV spike — 131.7% change2020-06-30 : Highest IV Rank — 83.3%2020-06-30 : Largest Expected Move — 43.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.01 $4.48 $5.85 $5.26 $4.73 Max Pain $4.09 $2.50 $5.00 $5.00 $2.50 ATM IV 70.1% 42.9% 150.6% 67.7% 150.6% Expected Move 20.2% 12.3% 43.2% 19.4% 43.2% HV 20d 71.7% 61.6% 78.7% 61.6% 73.0% HV 60d 80.4% 69.7% 94.8% 93.4% 69.8% IV Rank 35.3% 19.1% 83.3% 33.9% 83.3% IV Percentile 46.0% 7.9% 98.0% 50.0% 98.0% Term Structure -4.3% -64.1% 43.9% -24.7% -24.9% VWIV 69.6% 40.1% 194.5% 67.5% 57.7% Bid-Ask Spread % 91.79 26.47 156.78 28.15 116.69 Gamma HHI 0.50 0.47 0.55 0.49 0.51 Net GEX 7.3K 4.9K 9.3K 7.3K 6.7K Net DEX -331.2K -511.0K -226.1K -364.5K -301.3K Net VEX -1.7K -2.1K -1.3K -1.7K -1.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.00 0.38 0.00 0.00 Total Volume 87.5 2 476 2 2 Total OI 2,107 1,894 2,246 1,899 2,189
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 2020-06-01 $5.26 $5.00 67.7% 19.4% 61.6% 33.9% 67.5% 0.0% -24.7% 7.3K -364.5K -1.7K 0.00 28.15 N/A N/A 2 0 1,767 132 2020-06-02 $5.31 $5.00 51.6% 14.8% 61.6% 24.3% 59.8% 0.0% 9.0% 7.4K -370.4K -1.7K 0.00 58.57 N/A N/A 26 0 1,762 132 2020-06-03 $5.85 $5.00 46.4% 13.3% 64.1% 21.2% 48.9% 0.0% -11.6% 7.5K -511.0K -1.8K 0.04 38.79 N/A N/A 448 20 1,762 132 2020-06-04 $5.36 $2.50 71.4% 18.8% 70.7% 36.1% 48.9% 0.0% -13.2% 8.9K -369.8K -1.8K 0.12 40.75 N/A N/A 424 52 1,975 142 2020-06-05 $5.54 $2.50 48.9% 19.5% 70.8% 22.7% 56.9% 0.0% 2.0% 8.3K -467.3K -2.1K 0.29 26.47 N/A N/A 35 10 1,980 143 2020-06-08 $5.67 $2.50 71.4% 23.2% 71.0% 36.1% 80.9% 0.0% -26.0% 9.3K -455.5K -2.0K 0.05 32.14 N/A N/A 65 3 1,997 143 2020-06-09 $5.46 $5.00 64.6% 15.2% 72.3% 32.1% 40.1% 0.0% 26.1% 8.7K -443.8K -2.0K 0.00 93.40 N/A N/A 32 0 2,040 146 2020-06-10 $5.30 $5.00 149.8% 42.9% 70.6% 82.9% 0.0% 0.0% -33.8% 7.9K -423.2K -2.0K 0.20 156.78 N/A N/A 5 1 2,041 146 2020-06-11 $4.77 $5.00 98.3% 28.2% 78.4% 52.1% 194.5% 0.0% -64.1% 5.0K -362.4K -1.9K 0.15 152.06 N/A N/A 72 11 2,043 147 2020-06-12 $4.87 $5.00 73.3% 21.0% 78.7% 37.3% 0.0% 0.0% 2.1% 7.4K -296.2K -1.7K 0.15 91.50 N/A N/A 41 6 2,068 141 2020-06-15 $4.86 $5.00 60.6% 17.4% 78.6% 29.7% 75.8% 0.0% -0.1% 7.7K -296.0K -1.7K 0.04 96.17 N/A N/A 45 2 2,100 146 2020-06-16 $5.03 $5.00 42.9% 12.3% 74.6% 19.1% 0.0% 0.0% 1.8% 9.2K -322.9K -1.7K 0.00 131.46 N/A N/A 55 0 2,100 146 2020-06-17 $4.86 $5.00 51.7% 14.8% 75.3% 24.4% 0.0% 0.0% 0.6% 9.0K -259.0K -1.5K 0.07 120.49 N/A N/A 40 3 2,097 146 2020-06-18 $4.78 $5.00 64.4% 18.5% 73.9% 31.9% 0.0% 0.0% 0.7% 8.3K -271.7K -1.5K 0.00 104.13 N/A N/A 18 0 2,098 146 2020-06-19 $4.80 $5.00 50.6% 14.5% 73.7% 23.7% 51.6% 0.0% 4.7% 6.7K -228.8K -1.4K 0.38 73.84 N/A N/A 50 19 2,094 146 2020-06-22 $4.84 $5.00 53.7% 15.4% 71.9% 25.6% 0.0% 0.0% 30.5% 6.3K -267.0K -1.5K 0.00 72.52 N/A N/A 16 0 1,829 94 2020-06-23 $4.70 $5.00 50.9% 14.6% 72.5% 23.9% 52.2% 0.0% -3.4% 6.7K -245.4K -1.4K 0.27 109.84 N/A N/A 131 36 1,844 94 2020-06-24 $4.48 $2.50 75.8% 21.7% 71.4% 38.7% 0.0% 0.0% 43.9% 4.9K -229.0K -1.4K 0.00 128.90 N/A N/A 20 0 1,846 96 2020-06-25 $4.58 $2.50 57.3% 16.4% 71.1% 27.7% 57.7% 0.0% -0.8% 5.9K -226.1K -1.3K 0.00 80.99 N/A N/A 214 0 1,861 96 2020-06-26 $4.53 $2.50 72.0% 20.6% 70.9% 36.5% 0.0% 0.0% 22.0% 5.8K -279.2K -1.6K 0.10 141.78 N/A N/A 10 1 2,072 96 2020-06-29 $4.53 $2.50 67.6% 19.4% 71.0% 33.9% 0.0% 0.0% -36.4% 6.6K -297.0K -1.7K 0.00 124.01 N/A N/A 10 0 2,082 97 2020-06-30 $4.73 $2.50 150.6% 43.2% 73.0% 83.3% 0.0% 0.0% -24.9% 6.7K -301.3K -1.6K 0.00 116.69 N/A N/A 2 0 2,092 97
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