AXTI Options History — April 2013

In April 2013, AXTI traded between $2.61 and $2.95. ATM implied volatility averaged 55.1%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 14.1% (HV 20d: 40.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.38.

Notable Days

2013-04-17: Highest Volume — 518 contracts
2013-04-11: Largest IV drop — 39.8% change
2013-04-02: Highest IV Rank — 23.4%
2013-04-02: Largest Expected Move — 19.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.82	$2.61	$2.95	$2.94	$2.87
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	55.1%	35.6%	69.3%	53.9%	54.6%
Expected Move	14.5%	8.7%	19.9%	15.5%	15.7%
HV 20d	40.9%	35.8%	45.0%	35.8%	42.2%
HV 60d	39.8%	37.6%	42.2%	37.8%	41.8%
IV Rank	14.8%	3.1%	23.4%	14.1%	14.5%
IV Percentile	33.9%	2.0%	54.8%	32.9%	33.3%
Term Structure	-2.2%	-43.8%	16.5%	-17.5%	-0.7%
VWIV	69.1%	55.5%	80.8%	80.8%	71.0%
Bid-Ask Spread %	32.04	10.53	99.64	96.98	17.84
Gamma HHI	0.98	0.91	0.99	0.97	0.98
Net GEX	-6.9K	-9.4K	-1.1K	-5.9K	-7.6K
Net DEX	12.9K	-65.1K	112.0K	-9.1K	-5.3K
Net VEX	-611	-917	-382	-534	-587
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.00	3.39	0.00	0.00
Total Volume	37.773	0	518	0	0
Total OI	2,460.455	2,216	2,774	2,216	2,710

Daily Data (22 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
2013-04-01	$2.94	$2.50	53.9%	15.5%	35.8%	14.1%	0.0%	0.0%	-17.5%	-5.9K	-9.1K	-534	0.00	96.98	N/A	N/A	0	0	424	1,792
2013-04-02	$2.81	$2.50	69.3%	19.9%	39.4%	23.4%	0.0%	0.0%	-14.9%	-5.3K	77.3K	-773	0.00	99.64	N/A	N/A	0	0	424	1,792
2013-04-03	$2.83	$2.50	65.3%	18.7%	39.5%	21.0%	80.8%	0.0%	-31.2%	-7.2K	40.6K	-678	0.00	91.69	N/A	N/A	42	0	424	1,792
2013-04-04	$2.81	$2.50	65.1%	18.7%	39.6%	20.9%	0.0%	0.0%	-43.8%	-8.0K	-5.0K	-557	0.00	11.11	N/A	N/A	0	0	466	1,792
2013-04-05	$2.79	$2.50	62.0%	10.5%	39.2%	19.0%	0.0%	0.0%	6.5%	-8.0K	32.9K	-677	0.00	63.14	N/A	N/A	58	0	466	1,792
2013-04-08	$2.82	$2.50	55.4%	8.7%	39.4%	15.0%	0.0%	0.0%	16.5%	-7.1K	-39.6K	-461	0.00	15.32	N/A	N/A	6	0	524	1,792
2013-04-09	$2.85	$2.50	54.9%	9.7%	38.8%	14.7%	0.0%	0.0%	10.4%	-6.6K	-43.7K	-456	0.00	15.72	N/A	N/A	0	0	530	1,792
2013-04-10	$2.92	$2.50	59.2%	10.1%	39.8%	17.3%	0.0%	0.0%	15.9%	-4.9K	-65.1K	-386	0.00	12.03	N/A	N/A	0	0	530	1,792
2013-04-11	$2.92	$2.50	35.6%	10.2%	39.8%	3.1%	0.0%	0.0%	14.0%	-4.8K	-64.4K	-383	0.00	14.23	N/A	N/A	3	0	530	1,792
2013-04-12	$2.94	$2.50	49.4%	14.2%	39.9%	11.4%	0.0%	0.0%	15.4%	-5.7K	-4.7K	-588	0.00	12.03	N/A	N/A	0	0	530	1,792
2013-04-15	$2.77	$2.50	55.7%	16.0%	44.9%	15.2%	0.0%	0.0%	3.3%	-7.0K	24.0K	-614	0.00	19.23	N/A	N/A	0	0	530	1,792
2013-04-16	$2.78	$2.50	44.2%	12.7%	43.6%	8.3%	0.0%	0.0%	-2.3%	-7.5K	26.1K	-626	0.00	13.97	N/A	N/A	0	0	530	1,792
2013-04-17	$2.61	$2.50	55.0%	15.8%	45.0%	14.8%	55.5%	0.0%	-2.9%	-7.5K	81.8K	-672	3.39	37.60	N/A	N/A	118	400	530	1,792
2013-04-18	$2.65	$2.50	55.4%	15.9%	43.8%	15.0%	0.0%	0.0%	-3.0%	-9.1K	112.0K	-917	0.00	38.13	N/A	N/A	0	0	582	2,192
2013-04-19	$2.71	$2.50	61.8%	17.7%	39.5%	18.9%	0.0%	0.0%	-8.7%	-9.4K	87.6K	-887	0.00	37.59	N/A	N/A	150	0	582	2,192
2013-04-22	$2.81	$2.50	62.5%	17.9%	41.0%	19.3%	0.0%	0.0%	2.8%	-1.1K	-42.4K	-382	0.00	38.80	N/A	N/A	7	0	474	2,192
2013-04-23	$2.85	$2.50	42.1%	12.1%	41.3%	7.0%	0.0%	0.0%	11.6%	-7.9K	-938	-616	0.00	14.32	N/A	N/A	10	0	481	2,192
2013-04-24	$2.82	$2.50	44.6%	12.8%	41.4%	8.5%	0.0%	0.0%	3.7%	-8.8K	13.1K	-658	0.00	17.78	N/A	N/A	0	20	491	2,192
2013-04-25	$2.84	$2.50	53.8%	15.4%	41.5%	14.1%	0.0%	0.0%	-9.4%	-8.5K	45.9K	-737	0.00	12.05	N/A	N/A	0	0	491	2,212
2013-04-26	$2.83	$2.50	57.4%	16.5%	41.4%	16.2%	71.0%	0.0%	-15.6%	-8.3K	53.0K	-742	0.00	15.13	N/A	N/A	17	0	491	2,212
2013-04-29	$2.95	$2.50	54.0%	15.5%	44.2%	14.2%	0.0%	0.0%	2.5%	-5.7K	-31.2K	-513	0.00	10.53	N/A	N/A	0	0	498	2,212
2013-04-30	$2.87	$2.50	54.6%	15.7%	42.2%	14.5%	0.0%	0.0%	-0.7%	-7.6K	-5.3K	-587	0.00	17.84	N/A	N/A	0	0	498	2,212