AXTI Options History — November 2013

In November 2013, AXTI traded between $2.27 and $2.47. ATM implied volatility averaged 63.2%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 33.4% (HV 20d: 29.7%). 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 8 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2013-11-06: Highest Volume — 71 contracts
2013-11-14: Largest IV drop — 56.1% change
2013-11-13: Highest IV Rank — 54.3%
2013-11-21: Largest Expected Move — 26.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.36	$2.27	$2.47	$2.30	$2.36
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	63.2%	40.9%	109.1%	67.7%	67.7%
Expected Move	15.8%	12.2%	26.0%	19.4%	19.4%
HV 20d	29.7%	26.2%	31.6%	26.2%	29.9%
HV 60d	27.2%	24.7%	28.3%	24.7%	28.1%
IV Rank	22.6%	7.2%	54.3%	25.7%	25.7%
IV Percentile	76.1%	25.4%	98.4%	90.1%	90.9%
Term Structure	-4.7%	-32.6%	9.8%	-13.7%	-18.2%
Bid-Ask Spread %	123.25	66.37	145.06	133.96	116.80
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1.0K	650	1.6K	890	750
Net DEX	-23.9K	-33.1K	-17.7K	-17.7K	-21.6K
Net VEX	-119	-145	-95	-95	-119
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	4.05	0	71	0	0
Total OI	277.9	224	344	277	234

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
2013-11-01	$2.30	$2.50	67.7%	19.4%	26.2%	25.7%	0.0%	0.0%	-13.7%	890	-17.7K	-95	133.96	N/A	N/A	0	261	16
2013-11-04	$2.36	$0.00	76.1%	14.6%	27.1%	31.5%	0.0%	0.0%	1.9%	943	-22.1K	-98	67.59	N/A	N/A	0	261	16
2013-11-05	$2.47	$0.00	40.9%	12.9%	31.3%	7.2%	0.0%	0.0%	3.4%	1.4K	-26.0K	-100	107.18	N/A	N/A	0	261	16
2013-11-06	$2.46	$0.00	49.4%	14.3%	30.5%	13.0%	0.0%	0.0%	1.2%	1.2K	-26.5K	-100	114.05	N/A	N/A	71	261	16
2013-11-07	$2.44	$0.00	47.8%	14.2%	30.2%	11.9%	0.0%	0.0%	4.4%	1.6K	-33.1K	-145	109.96	N/A	N/A	0	328	16
2013-11-08	$2.41	$0.00	50.2%	14.6%	30.6%	13.6%	0.0%	0.0%	-1.8%	1.6K	-31.4K	-141	66.37	N/A	N/A	0	328	16
2013-11-11	$2.37	$0.00	73.5%	13.2%	31.4%	29.7%	0.0%	0.0%	9.2%	1.4K	-27.9K	-134	126.46	N/A	N/A	0	328	16
2013-11-12	$2.37	$0.00	94.8%	12.2%	28.9%	44.5%	0.0%	0.0%	8.9%	1.4K	-28.2K	-133	130.98	N/A	N/A	0	328	16
2013-11-13	$2.38	$0.00	109.1%	13.6%	28.9%	54.3%	0.0%	0.0%	4.4%	1.3K	-30.3K	-133	130.70	N/A	N/A	0	328	16
2013-11-14	$2.39	$0.00	47.9%	13.7%	27.5%	12.0%	0.0%	0.0%	9.8%	1.5K	-28.3K	-129	135.23	N/A	N/A	0	326	16
2013-11-15	$2.39	$0.00	52.8%	15.1%	27.4%	15.4%	0.0%	0.0%	-0.9%	685	-22.7K	-124	138.39	N/A	N/A	0	326	16
2013-11-18	$2.32	$0.00	50.5%	14.5%	29.5%	13.8%	0.0%	0.0%	-13.9%	686	-23.3K	-120	133.65	N/A	N/A	0	213	11
2013-11-19	$2.27	$0.00	55.6%	15.9%	29.8%	17.3%	0.0%	0.0%	-9.9%	650	-18.9K	-115	138.39	N/A	N/A	0	213	11
2013-11-20	$2.27	$0.00	65.9%	18.9%	29.8%	24.5%	0.0%	0.0%	-4.8%	660	-18.5K	-115	139.78	N/A	N/A	0	213	11
2013-11-21	$2.34	$0.00	90.6%	26.0%	31.6%	41.5%	0.0%	0.0%	-32.6%	663	-21.3K	-117	145.06	N/A	N/A	0	213	11
2013-11-22	$2.34	$0.00	49.3%	14.1%	31.5%	12.9%	0.0%	0.0%	-17.0%	690	-21.5K	-118	136.27	N/A	N/A	0	213	11
2013-11-25	$2.30	$0.00	61.9%	17.7%	31.4%	21.7%	0.0%	0.0%	-7.5%	669	-19.7K	-113	145.06	N/A	N/A	10	213	11
2013-11-26	$2.30	$0.00	57.9%	16.6%	30.5%	18.9%	0.0%	0.0%	-8.2%	705	-20.4K	-118	132.01	N/A	N/A	0	223	11
2013-11-27	$2.30	$0.00	53.7%	15.4%	30.0%	16.0%	0.0%	0.0%	-8.9%	818	-19.1K	-116	117.13	N/A	N/A	0	223	11
2013-11-29	$2.36	$0.00	67.7%	19.4%	29.9%	25.7%	0.0%	0.0%	-18.2%	750	-21.6K	-119	116.80	N/A	N/A	0	223	11