AXTI Options History — August 2012

In August 2012, AXTI traded between $2.76 and $3.43. ATM implied volatility averaged 86.1%, placing in the 34.6% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 3.1% (HV 20d: 83.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.10.

Notable Days

2012-08-02: Highest Volume — 132 contracts
2012-08-09: Largest IV spike — 89.1% change
2012-08-13: Highest IV Rank — 100.0%
2012-08-01: Largest Expected Move — 38.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.13	$2.76	$3.43	$3.43	$3.35
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	86.1%	53.5%	195.9%	135.1%	91.4%
Expected Move	21.7%	16.3%	38.7%	38.7%	26.2%
HV 20d	83.0%	37.4%	93.3%	37.4%	44.1%
HV 60d	64.5%	46.3%	66.5%	46.3%	63.6%
IV Rank	34.6%	14.9%	100.0%	72.5%	36.1%
IV Percentile	63.3%	22.6%	100.0%	98.0%	83.3%
Term Structure	-20.3%	-64.9%	11.4%	-57.4%	-19.4%
VWIV	83.8%	48.5%	149.5%	149.5%	53.4%
Skew 25d	-1.7%	-26.2%	23.1%	-5.1%	6.4%
Skew 10d	-0.4%	-24.3%	24.3%	13.9%	3.8%
Call IV 25d	51.6%	38.8%	82.1%	82.1%	41.6%
Put IV 25d	49.9%	34.2%	77.0%	77.0%	48.0%
Bid-Ask Spread %	90.33	67.56	111.96	102.95	104.03
Gamma HHI	0.75	0.49	0.99	0.49	0.80
Net GEX	1.1K	356	1.6K	356	952
Net DEX	228.2K	-21.2K	531.2K	531.2K	-21.2K
Net VEX	-402	-721	-213	-721	-267
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.97	0.00	0.00
Total Volume	14.217	0	132	8	10
Total OI	2,815.435	1,564	4,039	4,022	1,571

Daily Data (23 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
2012-08-01	$3.43	$5.00	135.1%	38.7%	37.4%	72.5%	149.5%	-5.1%	-57.4%	356	531.2K	-721	0.00	102.95	N/A	N/A	8	0	1,762	2,260
2012-08-02	$2.76	$5.00	63.9%	18.3%	82.9%	22.2%	48.5%	-20.6%	9.4%	1.4K	496.2K	-475	0.97	90.12	N/A	N/A	67	65	1,767	2,260
2012-08-03	$2.79	$5.00	89.3%	25.6%	83.6%	40.1%	0.0%	13.5%	-64.9%	1.4K	483.3K	-446	0.00	103.41	N/A	N/A	1	0	1,807	2,232
2012-08-06	$2.85	$5.00	68.3%	19.4%	84.6%	25.3%	0.0%	-17.0%	2.9%	1.1K	454.7K	-502	0.00	84.41	N/A	N/A	0	0	1,808	2,146
2012-08-07	$2.87	$5.00	69.6%	16.8%	85.0%	26.2%	0.0%	-26.2%	-2.0%	1.0K	369.6K	-517	0.00	93.01	N/A	N/A	0	0	1,808	1,846
2012-08-08	$2.80	$5.00	53.5%	19.6%	84.8%	14.9%	0.0%	0.7%	-6.4%	1.1K	364.6K	-466	0.08	72.87	N/A	N/A	13	1	1,808	1,846
2012-08-09	$2.99	$5.00	101.2%	19.4%	89.6%	48.6%	0.0%	6.1%	11.4%	1.2K	382.9K	-495	0.00	104.87	N/A	N/A	10	0	1,804	1,847
2012-08-10	$3.16	$5.00	125.5%	16.8%	91.6%	65.7%	0.0%	5.1%	-17.6%	1.6K	393.3K	-352	0.00	104.22	N/A	N/A	2	0	1,804	1,847
2012-08-13	$3.15	$5.00	195.9%	16.4%	91.6%	100.0%	0.0%	16.4%	-5.8%	1.3K	393.4K	-391	0.00	76.74	N/A	N/A	16	0	1,805	1,847
2012-08-14	$3.16	$5.00	65.4%	18.8%	91.7%	20.2%	53.4%	23.1%	-33.4%	833	382.8K	-444	0.04	95.75	N/A	N/A	55	2	1,821	1,847
2012-08-15	$3.23	$5.00	58.5%	16.8%	92.0%	15.9%	0.0%	-0.4%	-25.2%	1.3K	386.1K	-272	0.00	70.69	N/A	N/A	0	0	1,856	1,848
2012-08-16	$3.09	$5.00	69.5%	19.9%	91.8%	22.6%	0.0%	-14.9%	-17.6%	962	372.8K	-514	0.00	77.78	N/A	N/A	0	50	1,851	1,848
2012-08-17	$3.21	$5.00	56.9%	16.3%	93.3%	14.9%	0.0%	0.6%	-24.4%	1.3K	384.3K	-249	0.00	97.40	N/A	N/A	0	10	1,851	1,848
2012-08-20	$3.28	$5.00	60.0%	17.2%	91.1%	16.8%	0.0%	-17.8%	-24.8%	1.1K	-15.3K	-295	0.00	67.56	N/A	N/A	0	0	1,036	538
2012-08-21	$3.24	$5.00	90.5%	26.0%	90.6%	35.5%	0.0%	3.1%	-7.4%	1.0K	-19.7K	-500	0.00	98.54	N/A	N/A	10	0	1,036	538
2012-08-22	$3.27	$5.00	72.3%	20.7%	90.6%	24.4%	0.0%	1.3%	-22.0%	1.0K	-12.9K	-392	0.00	71.69	N/A	N/A	0	0	1,026	538
2012-08-23	$3.25	$5.00	74.6%	21.4%	90.6%	25.8%	0.0%	-6.0%	-23.6%	932	-13.0K	-455	0.00	73.18	N/A	N/A	0	0	1,026	538
2012-08-24	$3.26	$5.00	89.6%	25.7%	89.6%	34.9%	0.0%	-5.8%	-33.4%	1.0K	-15.8K	-439	0.00	98.96	N/A	N/A	0	0	1,026	538
2012-08-27	$3.18	$5.00	94.0%	26.9%	89.9%	37.6%	0.0%	-1.7%	-37.4%	1.3K	-7.1K	-355	0.00	111.96	N/A	N/A	0	0	1,026	538
2012-08-28	$3.24	$5.00	82.3%	23.6%	90.3%	30.5%	0.0%	1.1%	-22.9%	1.2K	-13.2K	-213	0.00	91.65	N/A	N/A	7	0	1,026	538
2012-08-29	$3.24	$5.00	84.0%	24.1%	90.2%	31.5%	0.0%	-0.3%	-16.6%	1.3K	-13.3K	-256	0.00	93.19	N/A	N/A	0	0	1,033	538
2012-08-30	$3.20	$5.00	88.4%	25.4%	42.0%	34.2%	0.0%	0.0%	-27.3%	1.3K	-14.3K	-219	0.00	92.60	N/A	N/A	0	0	1,033	538
2012-08-31	$3.35	$5.00	91.4%	26.2%	44.1%	36.1%	0.0%	6.4%	-19.4%	952	-21.2K	-267	0.00	104.03	N/A	N/A	10	0	1,033	538