AXTI Options History — August 2010

Name: AXTI Options Analytics - August 2010
Creator: Options Analysis Suite

In August 2010, AXTI traded between $5.19 and $6.24. ATM implied volatility averaged 69.2%. The 30-day expected move averaged 20.1%. IV traded below realized volatility by 23.5% (HV 20d: 92.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.46.

Notable Days

2010-08-17: Highest Volume — 1,000 contracts
2010-08-04: Largest IV spike — 39.8% change
2010-08-04: Largest Expected Move — 24.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.62	$5.19	$6.24	$5.83	$5.41
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	69.2%	52.1%	86.9%	62.4%	74.5%
Expected Move	20.1%	15.0%	24.9%	17.9%	21.3%
HV 20d	92.7%	77.3%	101.4%	91.3%	79.6%
Term Structure	6.4%	-21.8%	23.3%	8.9%	4.4%
VWIV	67.5%	65.4%	70.6%	66.6%	70.6%
Bid-Ask Spread %	59.45	28.51	105.78	69.42	35.32
Gamma HHI	0.72	0.43	0.92	0.84	0.79
Net GEX	-908	-3.2K	1.8K	1.0K	-2.8K
Net DEX	-22.4K	-126.9K	90.5K	-116.8K	81.7K
Net VEX	-744	-1.6K	-22	-82	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.00	5.00	0.00	0.00
Total Volume	59.318	0	1,000	11	6
Total OI	686.591	147	1,274	233	1,267

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
2010-08-02	$5.83	$5.00	62.4%	17.9%	91.3%	0.0%	66.6%	0.0%	8.9%	1.0K	-116.8K	-82	0.00	69.42	N/A	N/A	11	0	223	10
2010-08-03	$5.67	$5.00	62.2%	17.8%	90.9%	0.0%	0.0%	0.0%	-5.8%	1.1K	-103.5K	-94	0.00	67.24	N/A	N/A	0	0	213	10
2010-08-04	$5.98	$5.00	86.9%	24.9%	87.6%	0.0%	0.0%	0.0%	-12.2%	250	-124.9K	-22	0.00	47.39	N/A	N/A	3	0	213	10
2010-08-05	$5.89	$5.00	66.0%	18.9%	87.6%	0.0%	65.4%	0.0%	-21.8%	837	-113.5K	-72	0.00	67.47	N/A	N/A	0	2	210	10
2010-08-06	$5.90	$5.00	64.3%	17.3%	87.4%	0.0%	0.0%	0.0%	23.3%	797	-114.6K	-62	0.00	105.78	N/A	N/A	0	0	210	10
2010-08-09	$6.24	$5.00	52.1%	15.0%	86.4%	0.0%	0.0%	0.0%	19.9%	266	-126.9K	-40	0.00	68.55	N/A	N/A	16	0	210	10
2010-08-10	$5.93	$5.00	59.8%	19.2%	88.6%	0.0%	0.0%	0.0%	16.4%	564	-118.1K	-58	0.00	74.32	N/A	N/A	1	0	210	10
2010-08-11	$5.23	$5.00	61.4%	21.7%	101.1%	0.0%	0.0%	0.0%	1.5%	1.8K	-86.8K	-87	0.02	87.96	N/A	N/A	105	2	211	10
2010-08-12	$5.39	$5.00	60.5%	17.3%	101.4%	0.0%	0.0%	0.0%	17.0%	349	-62.5K	-65	0.00	103.72	N/A	N/A	55	0	135	12
2010-08-13	$5.41	$5.00	73.6%	21.1%	100.9%	0.0%	0.0%	0.0%	3.4%	400	-87.7K	-88	0.00	78.10	N/A	N/A	0	0	185	12
2010-08-16	$5.57	$5.00	64.5%	18.5%	98.5%	0.0%	0.0%	0.0%	12.6%	375	-93.2K	-74	0.00	43.21	N/A	N/A	1	0	185	12
2010-08-17	$5.83	$5.00	57.8%	16.6%	98.8%	0.0%	0.0%	0.0%	19.7%	283	-100.4K	-69	0.00	84.89	N/A	N/A	0	1,000	186	12
2010-08-18	$5.97	$5.00	76.3%	21.9%	98.0%	0.0%	0.0%	0.0%	8.0%	-3.2K	58.6K	-1.5K	0.00	73.73	N/A	N/A	70	0	186	1,012
2010-08-19	$5.67	$5.00	76.3%	21.9%	99.6%	0.0%	0.0%	0.0%	5.2%	-2.8K	54.7K	-1.6K	5.00	34.82	N/A	N/A	1	5	256	1,012
2010-08-20	$5.69	$5.00	82.4%	23.6%	99.4%	0.0%	0.0%	0.0%	1.8%	-2.8K	57.4K	-1.6K	0.00	28.51	N/A	N/A	0	0	257	1,017
2010-08-23	$5.36	$5.00	70.6%	20.2%	95.6%	0.0%	70.6%	0.0%	9.1%	-2.9K	88.1K	-1.6K	0.00	42.28	N/A	N/A	26	0	238	1,007
2010-08-24	$5.19	$5.00	73.6%	21.1%	95.6%	0.0%	0.0%	0.0%	5.0%	-2.6K	89.0K	-1.6K	0.00	30.69	N/A	N/A	0	1	259	1,007
2010-08-25	$5.54	$5.00	75.5%	21.6%	96.6%	0.0%	0.0%	0.0%	3.7%	-2.8K	72.2K	-1.6K	0.00	35.72	N/A	N/A	0	0	259	1,008
2010-08-26	$5.24	$5.00	75.3%	21.6%	99.0%	0.0%	0.0%	0.0%	5.4%	-2.7K	87.4K	-1.6K	0.00	39.67	N/A	N/A	0	0	259	1,008
2010-08-27	$5.40	$5.00	76.4%	21.9%	77.3%	0.0%	0.0%	0.0%	4.5%	-2.8K	77.3K	-1.6K	0.00	44.34	N/A	N/A	0	0	259	1,008
2010-08-30	$5.19	$5.00	69.9%	20.0%	78.3%	0.0%	0.0%	0.0%	11.3%	-2.6K	90.5K	-1.5K	0.00	44.73	N/A	N/A	0	0	259	1,008
2010-08-31	$5.41	$5.00	74.5%	21.3%	79.6%	0.0%	0.0%	0.0%	4.4%	-2.8K	81.7K	-1.5K	0.00	35.32	N/A	N/A	6	0	259	1,008