AXTI Options History — October 2012

In October 2012, AXTI traded between $3.21 and $3.50. ATM implied volatility averaged 86.9%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 39.9% (HV 20d: 47.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2012-10-18: Highest Volume — 40 contracts
2012-10-11: Largest IV drop — 54.2% change
2012-10-09: Highest IV Rank — 64.5%
2012-10-04: Largest Expected Move — 32.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.32	$3.21	$3.50	$3.43	$3.21
Max Pain	$3.10	$2.50	$5.00	$5.00	$5.00
ATM IV	86.9%	46.9%	137.9%	104.5%	76.0%
Expected Move	21.3%	13.4%	32.9%	30.0%	21.8%
HV 20d	47.1%	33.8%	53.4%	53.0%	33.8%
HV 60d	61.7%	44.4%	64.2%	64.1%	44.4%
IV Rank	33.3%	8.8%	64.5%	44.1%	26.6%
IV Percentile	63.3%	12.7%	97.2%	87.7%	65.9%
Term Structure	-15.2%	-41.1%	36.1%	-26.8%	-34.8%
VWIV	68.3%	65.5%	73.8%	65.7%	65.5%
Skew 25d	-7.1%	-28.7%	23.7%	3.2%	0.9%
Skew 10d	-10.2%	-35.1%	24.4%	3.2%	-7.5%
Call IV 25d	71.5%	60.4%	83.1%	63.3%	66.9%
Put IV 25d	64.4%	51.6%	89.9%	66.5%	67.7%
Bid-Ask Spread %	91.26	69.68	110.41	96.57	69.68
Gamma HHI	0.85	0.68	0.98	0.71	0.95
Net GEX	1.4K	891	1.9K	1.1K	1.9K
Net DEX	-86.4K	-101.2K	-33.6K	-97.4K	-33.6K
Net VEX	-297	-373	-139	-361	-139
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	1.00	0.00	1.00
Total Volume	4.571	0	40	0	0
Total OI	1,592.571	1,432	1,633	1,584	1,432

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
2012-10-01	$3.43	$5.00	104.5%	30.0%	53.0%	44.1%	0.0%	3.2%	-26.8%	1.1K	-97.4K	-361	0.00	96.57	N/A	N/A	0	0	1,068	516
2012-10-02	$3.37	$5.00	112.1%	32.1%	53.4%	48.7%	0.0%	-3.4%	-41.1%	1.3K	-91.6K	-365	0.00	93.16	N/A	N/A	0	0	1,068	516
2012-10-03	$3.34	$5.00	111.3%	31.9%	53.2%	48.2%	0.0%	-12.3%	-26.0%	1.4K	-87.5K	-373	0.00	97.18	N/A	N/A	0	0	1,068	516
2012-10-04	$3.34	$5.00	114.7%	32.9%	53.1%	50.3%	0.0%	-11.9%	-35.9%	1.4K	-87.2K	-345	0.00	92.21	N/A	N/A	0	0	1,068	516
2012-10-05	$3.38	$2.50	122.0%	17.1%	53.2%	54.7%	0.0%	-6.5%	-8.7%	1.3K	-91.0K	-318	0.00	72.91	N/A	N/A	0	0	1,068	516
2012-10-08	$3.34	$2.50	132.5%	18.3%	52.8%	61.2%	0.0%	-12.5%	-16.1%	1.4K	-87.1K	-330	0.00	87.45	N/A	N/A	0	0	1,068	516
2012-10-09	$3.26	$2.50	137.9%	18.5%	50.9%	64.5%	0.0%	-28.7%	-29.3%	1.6K	-79.8K	-332	0.00	99.70	N/A	N/A	0	0	1,068	516
2012-10-10	$3.21	$2.50	124.9%	18.2%	51.1%	56.5%	0.0%	-28.2%	-36.9%	1.7K	-78.2K	-292	0.00	101.24	N/A	N/A	0	10	1,068	516
2012-10-11	$3.27	$2.50	57.2%	16.4%	50.6%	15.1%	0.0%	-20.4%	-21.1%	1.5K	-81.2K	-267	0.00	100.18	N/A	N/A	0	0	1,068	526
2012-10-12	$3.21	$2.50	65.8%	18.9%	51.0%	20.4%	0.0%	-19.7%	-11.4%	1.7K	-76.3K	-299	0.00	100.05	N/A	N/A	0	0	1,068	526
2012-10-15	$3.32	$2.50	62.3%	17.9%	52.2%	18.2%	0.0%	-8.0%	-27.8%	1.4K	-84.5K	-265	0.00	87.50	N/A	N/A	0	0	1,068	525
2012-10-16	$3.43	$2.50	80.6%	23.1%	52.8%	29.4%	0.0%	7.6%	-31.1%	1.1K	-95.5K	-318	0.00	110.41	N/A	N/A	0	0	1,068	525
2012-10-17	$3.48	$2.50	78.4%	22.5%	52.8%	28.1%	65.7%	23.7%	-17.9%	959	-101.2K	-307	0.00	100.66	N/A	N/A	2	0	1,068	525
2012-10-18	$3.50	$2.50	68.4%	19.6%	52.3%	22.0%	73.8%	-1.0%	-22.9%	891	-101.1K	-274	0.00	86.68	N/A	N/A	40	0	1,066	525
2012-10-19	$3.29	$2.50	83.3%	23.9%	38.1%	31.1%	0.0%	10.9%	16.1%	1.4K	-79.1K	-364	0.00	99.64	N/A	N/A	40	0	1,096	525
2012-10-22	$3.29	$2.50	61.4%	17.6%	38.1%	17.7%	0.0%	-7.2%	5.8%	1.4K	-94.7K	-251	0.00	87.41	N/A	N/A	0	0	1,106	525
2012-10-23	$3.24	$2.50	66.3%	19.0%	38.3%	20.7%	0.0%	-14.6%	0.4%	1.6K	-91.4K	-268	0.00	85.33	N/A	N/A	0	2	1,106	525
2012-10-24	$3.26	$2.50	53.1%	15.2%	37.5%	12.6%	0.0%	0.9%	29.0%	1.2K	-93.0K	-256	0.00	82.64	N/A	N/A	0	0	1,106	527
2012-10-25	$3.24	$2.50	46.9%	13.4%	35.6%	8.8%	0.0%	0.0%	36.1%	1.1K	-92.4K	-247	0.00	80.98	N/A	N/A	0	0	1,106	527
2012-10-26	$3.23	$2.50	65.5%	18.8%	34.3%	20.2%	65.5%	0.0%	-18.5%	1.5K	-90.1K	-264	1.00	84.85	N/A	N/A	1	1	1,106	527
2012-10-31	$3.21	$5.00	76.0%	21.8%	33.8%	26.6%	0.0%	0.0%	-34.8%	1.9K	-33.6K	-139	0.00	69.68	N/A	N/A	0	0	905	527