AXTI Options History — December 2013

In December 2013, AXTI traded between $2.28 and $2.61. ATM implied volatility averaged 50.6%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 29.0% (HV 20d: 21.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 37.00.

Notable Days

2013-12-04: Highest Volume — 80 contracts
2013-12-20: Largest IV spike — 52.8% change
2013-12-10: Highest IV Rank — 22.8%
2013-12-20: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.39	$2.28	$2.61	$2.31	$2.61
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	50.6%	37.2%	63.5%	54.5%	43.1%
Expected Move	13.6%	10.7%	17.9%	15.6%	12.4%
HV 20d	21.6%	16.0%	30.4%	30.4%	16.0%
HV 60d	27.1%	25.0%	28.5%	28.5%	25.2%
IV Rank	13.9%	4.6%	22.8%	16.6%	8.7%
IV Percentile	58.5%	14.3%	88.5%	75.0%	34.5%
Term Structure	-4.2%	-22.9%	20.2%	-5.7%	4.4%
VWIV	43.4%	40.8%	45.2%	40.8%	44.3%
Bid-Ask Spread %	85.93	25.97	126.34	106.78	32.71
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	404	-567	906	708	634
Net DEX	-13.8K	-32.1K	-3.0K	-21.1K	-32.1K
Net VEX	-117	-128	-109	-115	-127
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	37.00	0.00	74.00	0.00	74.00
Total Volume	10.429	0	80	0	75
Total OI	291.714	234	314	234	298

Daily Data (21 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
2013-12-02	$2.31	$0.00	54.5%	15.6%	30.4%	16.6%	0.0%	0.0%	-5.7%	708	-21.1K	-115	0.00	106.78	N/A	N/A	0	0	223	11
2013-12-03	$2.29	$0.00	61.8%	17.7%	29.0%	21.6%	0.0%	0.0%	-21.3%	816	-18.6K	-112	0.00	103.08	N/A	N/A	0	0	223	11
2013-12-04	$2.28	$0.00	50.1%	14.4%	23.1%	13.5%	40.8%	0.0%	-22.9%	841	-17.7K	-109	0.00	92.50	N/A	N/A	0	80	223	11
2013-12-05	$2.28	$2.50	51.8%	14.9%	23.2%	14.7%	0.0%	0.0%	-10.7%	316	-3.9K	-122	0.00	32.29	N/A	N/A	0	0	223	91
2013-12-06	$2.28	$0.00	53.5%	11.4%	23.1%	15.9%	0.0%	0.0%	-3.6%	319	-3.2K	-120	0.00	27.19	N/A	N/A	0	0	223	91
2013-12-09	$2.29	$0.00	60.2%	11.9%	23.0%	20.5%	0.0%	0.0%	-4.1%	342	-3.9K	-116	0.00	25.97	N/A	N/A	0	0	223	91
2013-12-10	$2.31	$0.00	63.5%	12.1%	22.7%	22.8%	0.0%	0.0%	-4.1%	334	-4.4K	-117	0.00	104.62	N/A	N/A	0	0	223	91
2013-12-11	$2.30	$0.00	57.7%	13.5%	22.7%	18.8%	0.0%	0.0%	-13.1%	311	-3.8K	-117	0.00	120.23	N/A	N/A	0	0	223	91
2013-12-12	$2.30	$0.00	47.5%	13.6%	22.6%	11.7%	0.0%	0.0%	14.4%	175	-4.4K	-116	0.00	104.54	N/A	N/A	0	0	223	91
2013-12-13	$2.30	$0.00	43.8%	12.6%	22.6%	9.2%	0.0%	0.0%	-5.1%	364	-3.0K	-112	0.00	36.57	N/A	N/A	0	0	223	91
2013-12-16	$2.33	$0.00	50.6%	14.5%	23.2%	13.9%	0.0%	0.0%	-0.1%	185	-5.3K	-114	0.00	125.40	N/A	N/A	0	0	223	91
2013-12-17	$2.35	$0.00	53.3%	15.3%	20.8%	15.7%	0.0%	0.0%	4.9%	91	-7.7K	-116	0.00	118.97	N/A	N/A	0	0	223	91
2013-12-18	$2.39	$0.00	43.4%	12.4%	19.8%	8.9%	0.0%	0.0%	-1.6%	478	-4.3K	-111	0.00	78.88	N/A	N/A	0	0	223	91
2013-12-19	$2.40	$0.00	40.8%	11.7%	19.7%	7.1%	0.0%	0.0%	6.8%	-195	-10.9K	-117	0.00	118.17	N/A	N/A	0	0	223	91
2013-12-20	$2.45	$0.00	62.4%	17.9%	18.2%	22.0%	0.0%	0.0%	-14.3%	-567	-13.5K	-116	0.00	108.46	N/A	N/A	0	0	223	91
2013-12-23	$2.49	$0.00	37.2%	10.7%	18.8%	4.6%	45.2%	0.0%	20.2%	906	-29.2K	-112	0.00	109.65	N/A	N/A	0	40	223	11
2013-12-24	$2.55	$2.50	39.8%	11.4%	18.6%	6.4%	0.0%	0.0%	-8.9%	556	-26.9K	-122	0.00	126.34	N/A	N/A	0	0	223	51
2013-12-26	$2.52	$2.50	59.6%	17.1%	19.4%	20.1%	0.0%	0.0%	-12.5%	690	-25.4K	-121	0.00	115.57	N/A	N/A	0	14	223	51
2013-12-27	$2.55	$2.50	43.6%	12.5%	19.5%	9.0%	0.0%	0.0%	-15.8%	520	-25.6K	-128	0.00	58.04	N/A	N/A	0	0	223	65
2013-12-30	$2.56	$2.50	44.9%	12.9%	17.9%	9.9%	0.0%	0.0%	5.4%	653	-25.3K	-125	0.00	58.56	N/A	N/A	10	0	223	65
2013-12-31	$2.61	$2.50	43.1%	12.4%	16.0%	8.7%	44.3%	0.0%	4.4%	634	-32.1K	-127	74.00	32.71	N/A	N/A	1	74	233	65