AXTI Options History — September 2010

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

In September 2010, AXTI traded between $5.73 and $6.89. ATM implied volatility averaged 62.4%. The 30-day expected move averaged 18.6%. IV traded below realized volatility by 5.4% (HV 20d: 67.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.01.

Notable Days

2010-09-09: Highest Volume — 159 contracts
2010-09-24: Largest IV spike — 49.4% change
2010-09-24: Largest Expected Move — 23.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.15	$5.73	$6.89	$5.94	$6.62
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	62.4%	45.9%	80.3%	51.9%	45.9%
Expected Move	18.6%	13.1%	23.0%	14.9%	13.1%
HV 20d	67.8%	48.9%	84.6%	84.4%	48.9%
HV 60d	79.5%	75.6%	83.9%	83.9%	75.6%
Term Structure	10.1%	-10.6%	30.5%	24.3%	27.4%
VWIV	58.3%	45.4%	72.1%	72.1%	57.4%
Bid-Ask Spread %	50.11	15.61	89.00	15.61	61.95
Gamma HHI	0.69	0.55	0.80	0.79	0.55
Net GEX	-2.7K	-3.1K	-1.6K	-3.0K	-1.7K
Net DEX	-2.4K	-141.4K	55.6K	43.5K	-124.2K
Net VEX	-1.6K	-1.8K	-1.5K	-1.5K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.08	0.00	0.00
Total Volume	33.476	0	159	16	2
Total OI	1,378.667	1,264	1,599	1,273	1,599

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
2010-09-01	$5.94	$5.00	51.9%	14.9%	84.4%	0.0%	0.0%	0.0%	24.3%	-3.0K	43.5K	-1.5K	0.00	15.61	N/A	N/A	16	0	265	1,008
2010-09-02	$5.85	$5.00	53.8%	15.4%	84.4%	0.0%	0.0%	0.0%	19.8%	-2.8K	40.9K	-1.6K	0.00	16.97	N/A	N/A	3	0	277	1,008
2010-09-03	$5.94	$5.00	51.2%	20.8%	84.6%	0.0%	0.0%	0.0%	-1.3%	-3.1K	40.6K	-1.5K	0.00	57.14	N/A	N/A	65	0	277	1,008
2010-09-07	$5.84	$5.00	61.1%	20.8%	82.2%	0.0%	0.0%	0.0%	5.6%	-3.0K	38.4K	-1.6K	0.00	68.42	N/A	N/A	32	0	286	1,008
2010-09-08	$5.87	$5.00	57.5%	21.2%	80.2%	0.0%	0.0%	0.0%	4.8%	-3.1K	55.6K	-1.5K	0.00	68.73	N/A	N/A	0	0	256	1,008
2010-09-09	$6.00	$5.00	71.3%	20.4%	65.5%	0.0%	72.1%	0.0%	5.0%	-3.1K	39.5K	-1.5K	0.03	60.65	N/A	N/A	154	5	256	1,008
2010-09-10	$5.74	$5.00	75.1%	21.5%	67.3%	0.0%	0.0%	0.0%	3.5%	-2.8K	46.9K	-1.6K	0.00	61.55	N/A	N/A	5	0	325	1,013
2010-09-13	$5.95	$5.00	71.8%	20.6%	68.3%	0.0%	45.4%	0.0%	5.8%	-2.9K	29.8K	-1.6K	0.00	74.47	N/A	N/A	23	0	324	1,013
2010-09-14	$6.11	$5.00	50.3%	14.4%	68.1%	0.0%	0.0%	0.0%	30.5%	-2.9K	15.5K	-1.6K	0.00	89.00	N/A	N/A	0	0	337	1,013
2010-09-15	$6.01	$5.00	73.3%	21.0%	66.7%	0.0%	0.0%	0.0%	4.8%	-2.9K	27.5K	-1.6K	0.00	71.37	N/A	N/A	1	0	337	1,013
2010-09-16	$5.86	$5.00	71.4%	20.5%	66.8%	0.0%	0.0%	0.0%	4.8%	-3.0K	35.9K	-1.6K	0.00	45.29	N/A	N/A	18	0	338	1,013
2010-09-17	$5.73	$5.00	73.3%	21.0%	64.7%	0.0%	0.0%	0.0%	-1.6%	-3.0K	47.9K	-1.6K	0.00	31.99	N/A	N/A	3	0	339	1,013
2010-09-20	$6.21	$5.00	55.2%	15.8%	70.6%	0.0%	57.4%	0.0%	21.2%	-2.9K	26.5K	-1.5K	0.00	88.23	N/A	N/A	60	0	313	1,013
2010-09-21	$6.25	$5.00	51.8%	14.9%	66.5%	0.0%	0.0%	0.0%	21.5%	-2.7K	-3.6K	-1.6K	0.00	40.42	N/A	N/A	61	0	367	1,013
2010-09-22	$6.25	$5.00	52.9%	15.2%	64.9%	0.0%	0.0%	0.0%	24.6%	-2.6K	-20.1K	-1.7K	0.00	40.42	N/A	N/A	0	6	428	1,013
2010-09-23	$6.18	$5.00	53.7%	15.4%	61.7%	0.0%	0.0%	0.0%	18.3%	-2.4K	-15.7K	-1.7K	0.00	41.18	N/A	N/A	79	0	428	1,019
2010-09-24	$6.42	$5.00	80.3%	23.0%	58.3%	0.0%	0.0%	0.0%	-10.6%	-2.2K	-46.7K	-1.8K	0.00	16.98	N/A	N/A	36	0	453	1,019
2010-09-27	$6.71	$5.00	71.4%	20.5%	59.1%	0.0%	0.0%	0.0%	-1.5%	-2.1K	-80.9K	-1.7K	0.00	33.23	N/A	N/A	20	0	459	1,019
2010-09-28	$6.82	$5.00	67.1%	19.2%	56.0%	0.0%	0.0%	0.0%	4.7%	-2.0K	-107.0K	-1.7K	0.08	31.74	N/A	N/A	77	6	479	1,019
2010-09-29	$6.89	$5.00	70.6%	20.2%	55.1%	0.0%	0.0%	0.0%	0.1%	-1.6K	-141.4K	-1.7K	0.00	36.93	N/A	N/A	31	0	544	1,024
2010-09-30	$6.62	$5.00	45.9%	13.1%	48.9%	0.0%	0.0%	0.0%	27.4%	-1.7K	-124.2K	-1.8K	0.00	61.95	N/A	N/A	2	0	575	1,024