AXTI Options History — September 2013

In September 2013, AXTI traded between $2.29 and $2.43. ATM implied volatility averaged 41.3%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 20.8% (HV 20d: 20.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2013-09-26: Highest Volume — 105 contracts
2013-09-17: Largest IV spike — 29.6% change
2013-09-17: Highest IV Rank — 15.5%
2013-09-17: Largest Expected Move — 15.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.36	$2.29	$2.43	$2.29	$2.34
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	41.3%	30.6%	52.9%	42.7%	30.6%
Expected Move	11.8%	8.8%	15.2%	12.2%	8.8%
HV 20d	20.5%	16.9%	23.0%	16.9%	20.5%
HV 60d	26.8%	23.5%	28.9%	27.9%	23.6%
IV Rank	7.4%	0.0%	15.5%	8.4%	0.0%
IV Percentile	24.5%	0.4%	58.7%	25.4%	0.4%
Term Structure	11.4%	-3.7%	32.9%	6.3%	24.3%
Bid-Ask Spread %	36.82	16.48	112.34	16.48	19.82
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	609	370	1.7K	370	1.7K
Net DEX	-14.4K	-27.4K	-9.1K	-10.9K	-24.1K
Net VEX	-81	-138	-60	-68	-129
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	10.65	0	105	0	0
Total OI	204.9	169	374	169	374

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2013-09-03	$2.29	$0.00	42.7%	12.2%	16.9%	8.4%	0.0%	0.0%	6.3%	370	-10.9K	-68	16.48	N/A	N/A	0	153	16
2013-09-04	$2.34	$0.00	39.1%	11.2%	17.3%	5.9%	0.0%	0.0%	7.7%	407	-11.1K	-69	18.57	N/A	N/A	0	153	16
2013-09-05	$2.32	$0.00	39.5%	11.3%	17.1%	6.2%	0.0%	0.0%	4.9%	402	-11.0K	-68	19.18	N/A	N/A	0	153	16
2013-09-06	$2.33	$0.00	41.2%	12.5%	17.1%	7.4%	0.0%	0.0%	6.9%	406	-10.7K	-67	17.71	N/A	N/A	0	153	16
2013-09-09	$2.38	$0.00	47.3%	13.7%	19.1%	11.6%	0.0%	0.0%	4.0%	418	-11.1K	-67	33.90	N/A	N/A	0	153	16
2013-09-10	$2.43	$0.00	51.7%	13.6%	20.5%	14.6%	0.0%	0.0%	3.1%	445	-13.0K	-70	45.07	N/A	N/A	0	153	16
2013-09-11	$2.42	$0.00	44.9%	13.0%	20.0%	9.9%	0.0%	0.0%	5.1%	438	-13.2K	-69	39.94	N/A	N/A	5	153	16
2013-09-12	$2.42	$0.00	51.0%	14.6%	19.9%	14.1%	0.0%	0.0%	-0.0%	438	-13.2K	-69	44.45	N/A	N/A	0	153	16
2013-09-13	$2.40	$0.00	46.9%	13.4%	19.6%	11.3%	0.0%	0.0%	1.0%	455	-12.4K	-67	42.40	N/A	N/A	0	153	16
2013-09-16	$2.34	$0.00	40.9%	11.7%	21.6%	7.1%	0.0%	0.0%	4.2%	429	-11.5K	-64	41.34	N/A	N/A	0	153	16
2013-09-17	$2.38	$0.00	52.9%	15.2%	22.3%	15.5%	0.0%	0.0%	-3.7%	454	-11.8K	-65	44.04	N/A	N/A	3	153	16
2013-09-18	$2.36	$0.00	38.6%	11.1%	22.4%	5.6%	0.0%	0.0%	15.8%	504	-9.9K	-64	26.68	N/A	N/A	0	155	16
2013-09-19	$2.33	$0.00	34.0%	9.8%	22.7%	2.4%	0.0%	0.0%	18.0%	456	-10.9K	-64	26.68	N/A	N/A	0	155	16
2013-09-20	$2.33	$0.00	39.5%	11.3%	22.6%	6.2%	0.0%	0.0%	23.0%	415	-10.2K	-62	112.34	N/A	N/A	0	155	16
2013-09-23	$2.31	$0.00	41.3%	11.8%	22.6%	7.5%	0.0%	0.0%	16.6%	437	-9.1K	-60	45.21	N/A	N/A	100	155	16
2013-09-24	$2.34	$0.00	42.6%	12.2%	23.0%	8.4%	0.0%	0.0%	16.1%	760	-20.3K	-118	33.35	N/A	N/A	0	253	16
2013-09-25	$2.35	$0.00	33.1%	9.5%	22.0%	1.8%	0.0%	0.0%	15.9%	761	-22.5K	-122	34.26	N/A	N/A	0	253	16
2013-09-26	$2.37	$0.00	34.0%	9.7%	22.0%	2.4%	0.0%	0.0%	32.9%	770	-24.0K	-123	37.13	N/A	N/A	105	253	16
2013-09-27	$2.35	$2.50	34.3%	9.8%	21.4%	2.6%	0.0%	0.0%	25.3%	1.7K	-27.4K	-138	37.79	N/A	N/A	0	358	16
2013-09-30	$2.34	$2.50	30.6%	8.8%	20.5%	0.0%	0.0%	0.0%	24.3%	1.7K	-24.1K	-129	19.82	N/A	N/A	0	358	16