AXTI Options History — June 2014

Name: AXTI Options Analytics - June 2014
Creator: Options Analysis Suite

In June 2014, AXTI traded between $2.07 and $2.22. ATM implied volatility averaged 84.6%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 62.1% (HV 20d: 22.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.20.

Notable Days

2014-06-24: Highest Volume — 96 contracts
2014-06-10: Largest IV spike — 119.6% change
2014-06-10: Highest IV Rank — 91.5%
2014-06-04: Largest Expected Move — 34.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.14	$2.07	$2.22	$2.19	$2.14
ATM IV	84.6%	55.1%	150.7%	63.9%	88.9%
Expected Move	18.4%	12.1%	34.8%	18.3%	14.5%
HV 20d	22.5%	19.4%	27.5%	21.9%	26.2%
HV 60d	22.4%	21.4%	24.0%	23.0%	23.8%
IV Rank	41.2%	18.7%	91.5%	25.4%	44.4%
IV Percentile	87.9%	65.5%	99.6%	84.5%	90.5%
Term Structure	-26.5%	-82.3%	-5.4%	-18.9%	-35.2%
Bid-Ask Spread %	102.14	26.07	144.99	115.52	78.14
Gamma HHI	0.96	0.90	1.00	0.97	0.93
Net GEX	727	443	956	824	443
Net DEX	-7.9K	-15.2K	7.6K	-15.1K	2.5K
Net VEX	-68	-86	-36	-80	-85
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.20	1.20	1.20	1.20	1.20
Total Volume	5.095	0	96	0	0
Total OI	348.19	328	432	328	432

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
2014-06-02	$2.19	$0.00	63.9%	18.3%	21.9%	25.4%	0.0%	0.0%	-18.9%	824	-15.1K	-80	0.00	115.52	N/A	N/A	0	0	328	0
2014-06-03	$2.16	$0.00	64.6%	18.5%	22.3%	25.9%	0.0%	0.0%	-21.1%	865	-9.4K	-60	0.00	98.73	N/A	N/A	0	0	328	0
2014-06-04	$2.22	$0.00	121.4%	34.8%	23.9%	69.2%	0.0%	0.0%	-52.1%	956	-15.2K	-86	0.00	144.99	N/A	N/A	0	0	328	0
2014-06-05	$2.16	$0.00	90.1%	25.8%	25.8%	45.4%	0.0%	0.0%	-57.9%	886	-11.3K	-75	0.00	121.26	N/A	N/A	0	0	328	0
2014-06-06	$2.15	$0.00	92.8%	15.7%	25.4%	47.4%	0.0%	0.0%	-14.1%	837	-11.7K	-72	0.00	115.61	N/A	N/A	0	0	328	0
2014-06-09	$2.14	$0.00	68.6%	16.2%	23.3%	29.0%	0.0%	0.0%	-15.5%	811	-12.6K	-80	0.00	111.97	N/A	N/A	0	0	328	0
2014-06-10	$2.13	$0.00	150.7%	19.1%	22.9%	91.5%	0.0%	0.0%	-16.2%	786	-11.9K	-70	0.00	142.80	N/A	N/A	0	0	328	0
2014-06-11	$2.14	$0.00	122.5%	19.3%	20.3%	70.1%	0.0%	0.0%	-16.5%	794	-12.1K	-73	0.00	119.12	N/A	N/A	0	0	328	0
2014-06-12	$2.13	$0.00	63.6%	18.2%	20.3%	25.1%	0.0%	0.0%	-17.2%	771	-11.7K	-64	0.00	126.85	N/A	N/A	0	0	328	0
2014-06-13	$2.14	$0.00	64.6%	18.5%	20.4%	25.9%	0.0%	0.0%	-17.6%	770	-11.8K	-66	0.00	115.69	N/A	N/A	0	0	328	0
2014-06-16	$2.13	$0.00	77.2%	22.1%	20.2%	35.5%	0.0%	0.0%	-29.5%	772	-10.3K	-59	0.00	122.47	N/A	N/A	0	0	328	0
2014-06-17	$2.11	$0.00	62.6%	17.9%	20.1%	24.4%	0.0%	0.0%	-20.8%	738	-10.7K	-62	0.00	116.44	N/A	N/A	0	0	328	0
2014-06-18	$2.11	$0.00	69.1%	19.8%	20.0%	29.3%	0.0%	0.0%	-21.5%	743	-10.8K	-62	0.00	117.27	N/A	N/A	0	0	328	0
2014-06-19	$2.10	$0.00	75.4%	21.6%	19.8%	34.1%	0.0%	0.0%	-22.7%	707	-10.1K	-57	0.00	116.75	N/A	N/A	0	0	328	0
2014-06-20	$2.12	$0.00	55.1%	15.8%	20.2%	18.7%	0.0%	0.0%	-5.4%	767	-8.8K	-53	0.00	26.07	N/A	N/A	0	0	328	0
2014-06-23	$2.09	$0.00	103.3%	12.1%	20.6%	55.4%	0.0%	0.0%	-31.4%	666	-6.0K	-36	1.20	63.09	N/A	N/A	5	6	328	0
2014-06-24	$2.07	$0.00	99.2%	15.3%	19.4%	52.3%	0.0%	0.0%	-21.2%	640	-6.0K	-42	0.00	63.81	N/A	N/A	0	96	332	4
2014-06-25	$2.18	$0.00	68.2%	13.4%	27.5%	28.7%	0.0%	0.0%	-18.9%	515	4.8K	-82	0.00	60.89	N/A	N/A	0	0	332	100
2014-06-26	$2.16	$0.00	110.1%	13.4%	26.7%	60.6%	0.0%	0.0%	-82.3%	474	4.4K	-86	0.00	110.57	N/A	N/A	0	0	332	100
2014-06-27	$2.16	$0.00	64.8%	14.8%	26.0%	26.1%	0.0%	0.0%	-21.4%	510	7.6K	-75	0.00	56.82	N/A	N/A	0	0	332	100
2014-06-30	$2.14	$0.00	88.9%	14.5%	26.2%	44.4%	0.0%	0.0%	-35.2%	443	2.5K	-85	0.00	78.14	N/A	N/A	0	0	332	100