AXTI Options History — October 2013

In October 2013, AXTI traded between $2.18 and $2.48. ATM implied volatility averaged 49.8%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 20.5% (HV 20d: 29.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2013-10-04: Highest Volume — 31 contracts
2013-10-29: Largest IV spike — 34.4% change
2013-10-31: Highest IV Rank — 32.8%
2013-10-31: Largest Expected Move — 22.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.29	$2.18	$2.48	$2.48	$2.26
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	49.8%	35.1%	78.0%	38.4%	78.0%
Expected Move	15.2%	10.1%	22.4%	11.0%	22.4%
HV 20d	29.3%	23.4%	31.4%	28.6%	25.5%
HV 60d	26.5%	23.8%	27.8%	26.5%	24.4%
IV Rank	13.3%	3.1%	32.8%	5.4%	32.8%
IV Percentile	52.1%	7.9%	94.4%	15.9%	94.4%
Term Structure	7.1%	-29.1%	29.9%	27.4%	5.1%
Bid-Ask Spread %	33.91	12.58	99.03	43.27	94.19
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1.2K	676	1.9K	1.8K	832
Net DEX	-21.0K	-39.0K	-11.5K	-39.0K	-15.0K
Net VEX	-108	-146	-81	-146	-90
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	2.957	0	31	0	0
Total OI	346.739	269	405	374	277

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2013-10-01	$2.48	$2.50	38.4%	11.0%	28.6%	5.4%	0.0%	0.0%	27.4%	1.8K	-39.0K	-146	43.27	N/A	N/A	0	358	16
2013-10-02	$2.43	$2.50	35.6%	10.2%	29.1%	3.5%	0.0%	0.0%	29.9%	1.9K	-34.9K	-142	17.20	N/A	N/A	0	358	16
2013-10-03	$2.39	$2.50	35.1%	10.1%	29.6%	3.2%	0.0%	0.0%	25.6%	1.9K	-31.8K	-136	24.81	N/A	N/A	0	358	16
2013-10-04	$2.41	$2.50	35.1%	17.9%	29.7%	3.1%	0.0%	0.0%	-13.5%	1.8K	-34.3K	-138	34.33	N/A	N/A	31	358	16
2013-10-07	$2.36	$2.50	46.9%	16.0%	29.8%	11.3%	0.0%	0.0%	-3.8%	1.8K	-33.4K	-135	42.37	N/A	N/A	0	389	16
2013-10-08	$2.34	$2.50	48.2%	18.1%	28.8%	12.2%	0.0%	0.0%	-17.4%	1.9K	-28.1K	-129	94.75	N/A	N/A	0	389	16
2013-10-09	$2.30	$2.50	39.6%	18.4%	29.3%	6.3%	0.0%	0.0%	-14.6%	1.6K	-23.4K	-119	40.22	N/A	N/A	0	389	16
2013-10-10	$2.27	$2.50	46.1%	13.2%	29.5%	10.7%	0.0%	0.0%	9.1%	1.4K	-19.6K	-109	13.63	N/A	N/A	0	389	16
2013-10-11	$2.29	$2.50	49.0%	14.0%	29.7%	12.7%	0.0%	0.0%	9.9%	1.5K	-21.6K	-116	13.63	N/A	N/A	0	389	16
2013-10-14	$2.29	$2.50	46.4%	13.3%	28.5%	11.0%	0.0%	0.0%	18.2%	1.5K	-21.6K	-112	13.58	N/A	N/A	0	389	16
2013-10-15	$2.22	$2.50	49.6%	14.2%	29.5%	13.2%	0.0%	0.0%	14.3%	693	-15.7K	-99	12.58	N/A	N/A	0	389	16
2013-10-16	$2.24	$2.50	58.2%	16.7%	29.8%	19.1%	0.0%	0.0%	3.2%	700	-17.0K	-100	12.61	N/A	N/A	0	389	16
2013-10-17	$2.30	$2.50	54.5%	15.6%	31.2%	16.6%	0.0%	0.0%	15.0%	735	-18.9K	-103	18.50	N/A	N/A	29	389	16
2013-10-18	$2.29	$2.50	49.5%	14.2%	31.2%	13.1%	0.0%	0.0%	14.0%	777	-17.9K	-100	14.22	N/A	N/A	0	389	16
2013-10-21	$2.27	$2.50	49.6%	14.2%	31.3%	13.2%	0.0%	0.0%	13.0%	788	-17.0K	-97	12.96	N/A	N/A	0	253	16
2013-10-22	$2.23	$2.50	45.6%	13.1%	31.4%	10.4%	0.0%	0.0%	9.8%	789	-13.1K	-88	25.93	N/A	N/A	0	253	16
2013-10-23	$2.23	$2.50	46.5%	13.3%	31.3%	11.0%	0.0%	0.0%	9.3%	805	-13.4K	-88	17.82	N/A	N/A	0	253	16
2013-10-24	$2.23	$2.50	53.3%	15.3%	31.0%	15.7%	0.0%	0.0%	11.3%	765	-13.4K	-89	99.03	N/A	N/A	0	253	16
2013-10-25	$2.22	$2.50	48.3%	13.8%	31.0%	12.2%	0.0%	0.0%	10.0%	756	-12.5K	-84	19.02	N/A	N/A	0	253	16
2013-10-28	$2.18	$2.50	50.1%	14.4%	31.4%	13.5%	0.0%	0.0%	1.6%	682	-11.5K	-81	18.48	N/A	N/A	0	253	16
2013-10-29	$2.23	$2.50	67.3%	19.3%	23.8%	25.4%	0.0%	0.0%	14.8%	676	-15.9K	-89	16.97	N/A	N/A	0	253	16
2013-10-30	$2.20	$2.50	74.8%	21.5%	23.4%	30.6%	0.0%	0.0%	-29.1%	701	-13.3K	-83	79.73	N/A	N/A	8	253	16
2013-10-31	$2.26	$2.50	78.0%	22.4%	25.5%	32.8%	0.0%	0.0%	5.1%	832	-15.0K	-90	94.19	N/A	N/A	0	261	16