AXTI Options History — October 2010

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

In October 2010, AXTI traded between $6.46 and $8.25. ATM implied volatility averaged 66.9%. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 14.3% (HV 20d: 52.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2010-10-29: Highest Volume — 515 contracts
2010-10-29: Largest IV drop — 31.5% change
2010-10-28: Largest Expected Move — 24.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.84	$6.46	$8.25	$6.73	$8.25
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	66.9%	44.4%	86.5%	44.4%	59.3%
Expected Move	20.7%	12.7%	24.8%	12.7%	17.0%
HV 20d	52.6%	46.1%	74.4%	48.5%	74.4%
HV 60d	71.7%	62.0%	75.8%	75.1%	69.9%
Term Structure	-1.1%	-13.1%	27.1%	27.1%	5.2%
VWIV	70.5%	55.5%	105.5%	82.9%	59.0%
Bid-Ask Spread %	58.54	16.03	84.50	62.43	29.93
Gamma HHI	0.53	0.49	0.56	0.54	0.54
Net GEX	-928	-2.0K	4.5K	-1.6K	4.5K
Net DEX	-196.3K	-710.0K	-85.3K	-140.3K	-710.0K
Net VEX	-1.7K	-2.0K	-1.5K	-1.7K	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	3.33	0.00	0.03
Total Volume	91.524	0	515	15	515
Total OI	1,716.095	1,576	2,236	1,601	2,236

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
2010-10-01	$6.73	$5.00	44.4%	12.7%	48.5%	0.0%	0.0%	0.0%	27.1%	-1.6K	-140.3K	-1.7K	0.00	62.43	N/A	N/A	15	0	577	1,024
2010-10-04	$6.47	$5.00	51.7%	20.3%	51.0%	0.0%	82.9%	0.0%	0.3%	-1.7K	-113.8K	-1.7K	0.00	37.38	N/A	N/A	29	0	587	1,024
2010-10-05	$6.85	$5.00	66.0%	21.6%	53.6%	0.0%	75.3%	0.0%	-4.3%	-1.5K	-167.9K	-1.7K	0.55	35.02	N/A	N/A	11	6	595	1,024
2010-10-06	$7.04	$5.00	55.8%	20.1%	54.1%	0.0%	69.7%	0.0%	1.1%	-1.5K	-180.6K	-1.6K	0.00	55.42	N/A	N/A	26	0	586	1,024
2010-10-07	$6.76	$5.00	47.9%	20.4%	56.6%	0.0%	55.5%	0.0%	-0.8%	-1.3K	-160.3K	-1.7K	0.00	58.52	N/A	N/A	44	0	611	1,024
2010-10-08	$6.58	$5.00	51.3%	19.9%	54.9%	0.0%	69.5%	0.0%	-0.6%	-1.7K	-119.7K	-1.7K	0.00	47.03	N/A	N/A	1	0	598	1,024
2010-10-11	$6.66	$5.00	58.9%	19.5%	53.8%	0.0%	67.6%	0.0%	0.5%	-1.5K	-138.5K	-1.7K	3.33	60.54	N/A	N/A	6	20	598	1,024
2010-10-12	$6.99	$5.00	61.2%	21.8%	55.5%	0.0%	64.6%	0.0%	-4.6%	-1.4K	-171.6K	-1.7K	0.00	55.29	N/A	N/A	46	0	600	1,044
2010-10-13	$6.91	$5.00	72.4%	21.1%	55.2%	0.0%	67.0%	0.0%	-3.1%	-1.3K	-157.8K	-1.7K	0.00	83.77	N/A	N/A	68	0	602	1,044
2010-10-14	$7.00	$5.00	72.9%	20.9%	53.9%	0.0%	72.9%	0.0%	-1.2%	-1.3K	-166.4K	-1.7K	0.00	57.29	N/A	N/A	78	0	614	1,044
2010-10-15	$6.89	$5.00	71.0%	20.4%	53.5%	0.0%	0.0%	0.0%	-1.2%	-1.6K	-140.1K	-1.6K	0.00	56.46	N/A	N/A	0	0	567	1,044
2010-10-18	$6.86	$5.00	72.2%	20.7%	46.5%	0.0%	0.0%	0.0%	-1.1%	-1.8K	-114.4K	-1.5K	0.00	59.41	N/A	N/A	0	0	532	1,044
2010-10-19	$6.59	$5.00	76.2%	21.8%	49.2%	0.0%	59.0%	0.0%	-5.8%	-2.0K	-85.3K	-1.6K	0.00	84.40	N/A	N/A	116	0	532	1,044
2010-10-20	$6.66	$5.00	77.2%	22.1%	49.2%	0.0%	105.5%	0.0%	-3.1%	-1.4K	-136.4K	-1.7K	0.00	60.36	N/A	N/A	16	0	638	1,044
2010-10-21	$6.46	$5.00	71.4%	20.5%	50.4%	0.0%	61.9%	0.0%	0.9%	-1.5K	-109.4K	-1.7K	0.00	71.80	N/A	N/A	191	0	642	1,044
2010-10-22	$6.54	$5.00	77.3%	22.2%	48.8%	0.0%	0.0%	0.0%	-5.2%	-922	-185.9K	-1.7K	0.00	79.91	N/A	N/A	0	0	754	1,044
2010-10-25	$6.65	$5.00	82.1%	23.5%	46.5%	0.0%	60.8%	0.0%	-8.8%	-760	-213.7K	-1.7K	0.44	78.87	N/A	N/A	25	11	754	1,044
2010-10-26	$6.61	$5.00	75.1%	21.5%	46.1%	0.0%	68.0%	0.0%	-4.4%	-788	-216.9K	-1.7K	0.00	84.50	N/A	N/A	73	0	779	1,055
2010-10-27	$7.07	$5.00	74.5%	21.4%	52.1%	0.0%	74.6%	0.0%	-1.0%	-107	-301.6K	-1.7K	0.03	54.95	N/A	N/A	362	11	805	1,055
2010-10-28	$7.04	$5.00	86.5%	24.8%	49.8%	0.0%	85.2%	0.0%	-13.1%	1.6K	-392.0K	-2.0K	0.04	16.03	N/A	N/A	242	10	1,048	1,065
2010-10-29	$8.25	$5.00	59.3%	17.0%	74.4%	0.0%	59.0%	0.0%	5.2%	4.5K	-710.0K	-1.7K	0.03	29.93	N/A	N/A	500	15	1,161	1,075