AXTI Options History — February 2013

In February 2013, AXTI traded between $2.77 and $3.05. ATM implied volatility averaged 51.0%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 14.8% (HV 20d: 36.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.28.

Notable Days

2013-02-19: Highest Volume — 170 contracts
2013-02-19: Largest IV spike — 87.1% change
2013-02-25: Highest IV Rank — 25.3%
2013-02-25: Largest Expected Move — 20.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.88	$2.77	$3.05	$2.89	$2.85
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	51.0%	37.3%	73.0%	43.6%	45.5%
Expected Move	14.6%	10.7%	20.9%	12.0%	13.0%
HV 20d	36.2%	31.7%	48.3%	31.8%	48.3%
HV 60d	33.1%	29.5%	37.1%	35.2%	37.1%
IV Rank	11.9%	3.5%	25.3%	7.4%	8.5%
IV Percentile	27.3%	4.4%	62.3%	12.3%	17.1%
Term Structure	-2.2%	-27.6%	19.2%	5.8%	5.6%
VWIV	66.1%	40.5%	90.9%	59.0%	81.1%
Bid-Ask Spread %	58.12	11.35	91.22	87.55	66.32
Gamma HHI	0.97	0.95	0.98	0.97	0.98
Net GEX	-4.8K	-6.2K	-3.9K	-4.9K	-6.2K
Net DEX	27.5K	-52.9K	73.6K	32.4K	45.9K
Net VEX	-959	-1.1K	-703	-1.1K	-931
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.00	2.30	0.00	0.00
Total Volume	23.526	0	170	12	5
Total OI	2,510.579	2,098	2,695	2,671	2,336

Daily Data (19 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
2013-02-01	$2.89	$0.00	43.6%	12.0%	31.8%	7.4%	0.0%	0.0%	5.8%	-4.9K	32.4K	-1.1K	0.00	87.55	N/A	N/A	12	0	888	1,783
2013-02-04	$2.78	$0.00	50.4%	17.8%	32.1%	11.5%	0.0%	0.0%	-3.0%	-3.9K	42.1K	-1.1K	0.40	91.22	N/A	N/A	5	2	900	1,783
2013-02-05	$2.80	$0.00	51.0%	11.4%	32.3%	11.9%	0.0%	0.0%	19.2%	-4.0K	41.1K	-1.1K	0.00	75.30	N/A	N/A	0	0	905	1,785
2013-02-06	$2.79	$0.00	45.8%	13.5%	32.0%	8.7%	0.0%	0.0%	5.0%	-4.0K	39.1K	-1.1K	0.00	89.76	N/A	N/A	0	0	905	1,785
2013-02-07	$2.77	$0.00	59.1%	17.0%	31.7%	16.8%	59.0%	0.0%	-2.1%	-4.0K	31.8K	-1.0K	0.00	68.34	N/A	N/A	10	0	905	1,785
2013-02-08	$2.83	$2.50	49.2%	14.1%	32.9%	10.8%	0.0%	0.0%	-2.6%	-4.5K	19.4K	-1.0K	0.00	60.64	N/A	N/A	75	0	910	1,785
2013-02-11	$2.78	$2.50	47.9%	13.7%	31.8%	10.0%	0.0%	0.0%	-4.0%	-4.0K	34.2K	-1.0K	0.00	63.34	N/A	N/A	2	0	903	1,785
2013-02-12	$2.85	$2.50	37.3%	10.7%	32.0%	3.5%	0.0%	0.0%	16.5%	-4.7K	22.1K	-1.0K	0.00	11.35	N/A	N/A	0	0	901	1,785
2013-02-13	$2.96	$2.50	46.6%	13.4%	34.4%	9.2%	0.0%	0.0%	5.7%	-4.3K	-13.2K	-896	0.00	62.45	N/A	N/A	0	0	901	1,785
2013-02-14	$3.05	$2.50	47.1%	13.5%	35.7%	9.5%	0.0%	0.0%	5.8%	-4.2K	-33.0K	-858	0.00	62.36	N/A	N/A	45	0	901	1,785
2013-02-15	$3.03	$2.50	38.1%	10.9%	35.7%	4.0%	40.5%	0.0%	4.2%	-4.9K	-52.9K	-703	0.00	59.92	N/A	N/A	38	0	906	1,785
2013-02-19	$3.05	$2.50	71.2%	20.4%	35.6%	24.2%	90.9%	0.0%	-18.3%	-4.9K	12.3K	-802	0.00	13.51	N/A	N/A	0	170	404	1,694
2013-02-20	$2.90	$2.50	56.1%	16.1%	39.4%	15.0%	0.0%	0.0%	-24.1%	-5.1K	54.9K	-957	0.00	23.44	N/A	N/A	0	0	404	1,864
2013-02-21	$2.84	$2.50	61.5%	17.6%	38.9%	18.2%	79.5%	0.0%	-24.7%	-5.5K	73.6K	-1.0K	0.00	54.64	N/A	N/A	20	0	404	1,864
2013-02-22	$2.86	$2.50	50.0%	14.3%	38.2%	11.2%	45.5%	0.0%	0.5%	-5.6K	64.7K	-999	0.00	65.84	N/A	N/A	0	5	419	1,864
2013-02-25	$2.80	$2.50	73.0%	20.9%	38.8%	25.3%	81.1%	0.0%	-11.1%	-5.7K	73.2K	-968	0.63	65.89	N/A	N/A	8	5	419	1,869
2013-02-26	$2.96	$2.50	54.0%	15.5%	42.8%	13.7%	0.0%	0.0%	-27.6%	-5.5K	25.1K	-840	0.00	17.36	N/A	N/A	12	0	427	1,869
2013-02-27	$3.02	$2.50	42.5%	12.2%	43.3%	6.7%	0.0%	0.0%	7.8%	-4.6K	9.6K	-830	2.30	64.96	N/A	N/A	10	23	439	1,869
2013-02-28	$2.85	$2.50	45.5%	13.0%	48.3%	8.5%	0.0%	0.0%	5.6%	-6.2K	45.9K	-931	0.00	66.32	N/A	N/A	5	0	444	1,892