AXTI Options History — January 2014

In January 2014, AXTI traded between $2.32 and $2.62. ATM implied volatility averaged 55.8%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 32.3% (HV 20d: 23.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 2.29.

Notable Days

2014-01-30: Highest Volume — 87 contracts
2014-01-17: Largest IV spike — 54.0% change
2014-01-14: Highest IV Rank — 32.8%
2014-01-29: Largest Expected Move — 21.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.44	$2.32	$2.62	$2.62	$2.44
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	55.8%	36.3%	78.0%	45.4%	46.3%
Expected Move	14.4%	10.4%	21.5%	13.0%	13.3%
HV 20d	23.5%	15.1%	28.4%	15.1%	28.2%
HV 60d	25.2%	24.8%	26.0%	24.8%	25.5%
IV Rank	17.5%	4.0%	32.8%	10.3%	10.9%
IV Percentile	69.7%	11.1%	97.2%	44.8%	44.4%
Term Structure	2.4%	-17.6%	15.9%	-9.1%	10.9%
VWIV	46.7%	46.7%	46.7%	46.7%	46.7%
Bid-Ask Spread %	97.05	33.41	145.80	33.41	130.12
Gamma HHI	1.00	0.98	1.00	1.00	1.00
Net GEX	385	-490	1.3K	332	616
Net DEX	-13.7K	-25.1K	-3.8K	-25.1K	-10.0K
Net VEX	-128	-153	-106	-153	-135
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.29	0.00	11.43	0.00	0.00
Total Volume	9.19	0	87	10	67
Total OI	341.571	287	389	373	389

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
2014-01-02	$2.62	$2.50	45.4%	13.0%	15.1%	10.3%	0.0%	0.0%	-9.1%	332	-25.1K	-153	0.00	33.41	N/A	N/A	10	0	234	139
2014-01-03	$2.58	$2.50	54.2%	15.5%	16.6%	16.3%	0.0%	0.0%	-17.6%	257	-22.0K	-149	0.00	34.89	N/A	N/A	10	0	224	139
2014-01-06	$2.53	$2.50	52.5%	12.9%	18.8%	15.2%	0.0%	0.0%	3.0%	186	-16.4K	-146	0.00	59.34	N/A	N/A	0	0	224	139
2014-01-07	$2.52	$2.50	55.9%	13.1%	19.0%	17.5%	0.0%	0.0%	6.8%	206	-16.2K	-145	0.00	58.85	N/A	N/A	0	4	224	139
2014-01-08	$2.48	$2.50	53.2%	12.3%	20.4%	15.6%	0.0%	0.0%	6.0%	48	-13.2K	-144	0.00	70.18	N/A	N/A	0	0	224	143
2014-01-09	$2.44	$2.50	56.0%	12.8%	21.6%	17.6%	0.0%	0.0%	2.2%	5	-9.9K	-141	0.00	72.96	N/A	N/A	0	0	224	143
2014-01-10	$2.38	$2.50	49.3%	13.7%	23.6%	12.9%	0.0%	0.0%	3.9%	-59	-3.8K	-134	0.00	61.62	N/A	N/A	0	0	224	143
2014-01-13	$2.40	$2.50	74.4%	12.4%	23.7%	30.4%	0.0%	0.0%	14.2%	58	-4.1K	-131	0.00	81.16	N/A	N/A	0	0	224	143
2014-01-14	$2.46	$2.50	78.0%	14.9%	25.0%	32.8%	0.0%	0.0%	-5.7%	78	-9.4K	-133	0.00	102.94	N/A	N/A	0	0	224	143
2014-01-15	$2.46	$2.50	69.0%	15.1%	24.8%	26.6%	0.0%	0.0%	-6.2%	-392	-8.5K	-131	0.00	99.42	N/A	N/A	0	0	224	143
2014-01-16	$2.48	$2.50	36.3%	10.4%	24.7%	4.0%	0.0%	0.0%	15.9%	-305	-10.0K	-130	0.00	120.27	N/A	N/A	0	0	224	143
2014-01-17	$2.42	$2.50	55.9%	16.0%	25.9%	17.6%	0.0%	0.0%	-4.8%	-490	-6.2K	-123	0.00	109.52	N/A	N/A	0	0	224	143
2014-01-21	$2.38	$2.50	63.4%	18.2%	26.6%	22.8%	0.0%	0.0%	-10.6%	749	-19.5K	-115	0.00	119.03	N/A	N/A	0	0	224	63
2014-01-22	$2.42	$2.50	49.9%	14.3%	26.2%	13.4%	0.0%	0.0%	0.7%	929	-18.5K	-114	0.00	122.66	N/A	N/A	15	0	224	63
2014-01-23	$2.38	$2.50	52.4%	15.0%	26.0%	15.1%	0.0%	0.0%	5.5%	985	-18.5K	-118	0.00	117.48	N/A	N/A	0	0	239	63
2014-01-24	$2.33	$2.50	49.2%	14.1%	24.9%	12.9%	0.0%	0.0%	2.5%	958	-13.9K	-110	0.00	130.98	N/A	N/A	0	0	239	63
2014-01-27	$2.32	$2.50	56.9%	16.3%	24.8%	18.2%	0.0%	0.0%	3.1%	905	-12.8K	-107	0.00	127.01	N/A	N/A	0	0	239	63
2014-01-28	$2.34	$2.50	53.1%	15.2%	24.5%	15.6%	0.0%	0.0%	10.2%	980	-12.2K	-106	0.00	110.44	N/A	N/A	0	0	239	63
2014-01-29	$2.35	$2.50	75.0%	21.5%	24.5%	30.8%	0.0%	0.0%	8.9%	775	-16.5K	-109	0.00	145.80	N/A	N/A	0	0	239	63
2014-01-30	$2.45	$2.50	46.0%	13.2%	28.4%	10.7%	46.7%	0.0%	11.6%	1.3K	-20.6K	-114	11.43	129.97	N/A	N/A	7	80	239	63
2014-01-31	$2.44	$2.50	46.3%	13.3%	28.2%	10.9%	0.0%	0.0%	10.9%	616	-10.0K	-135	0.00	130.12	N/A	N/A	67	0	246	143