AXTI Options History — August 2014

In August 2014, AXTI traded between $2.29 and $2.61. ATM implied volatility averaged 58.3%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 11.8% (HV 20d: 46.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2014-08-11: Highest Volume — 1,700 contracts
2014-08-13: Largest IV spike — 62.0% change
2014-08-04: Highest IV Rank — 51.7%
2014-08-04: Largest Expected Move — 16.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.44	$2.29	$2.61	$2.30	$2.43
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	58.3%	36.6%	98.4%	67.7%	62.1%
Expected Move	14.7%	11.0%	16.2%	12.5%	11.0%
HV 20d	46.5%	39.0%	52.0%	46.2%	39.0%
HV 60d	36.0%	33.0%	38.5%	33.8%	37.6%
IV Rank	21.1%	4.6%	51.7%	28.3%	24.0%
IV Percentile	49.2%	5.2%	90.5%	76.2%	65.5%
Term Structure	0.9%	-30.8%	22.4%	8.6%	-1.8%
VWIV	46.1%	38.2%	55.1%	40.4%	55.1%
Bid-Ask Spread %	65.99	34.75	105.34	92.59	105.34
Gamma HHI	0.99	0.95	1.00	0.99	0.99
Net GEX	9.5K	751	25.5K	947	12.5K
Net DEX	-184.8K	-462.8K	-5.0K	-5.0K	-251.6K
Net VEX	-533	-1.2K	-104	-110	-722
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.01	0.00	0.00
Total Volume	101.952	0	1,700	0	0
Total OI	1,731.524	516	3,725	516	2,315

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
2014-08-01	$2.30	$2.50	67.7%	12.5%	46.2%	28.3%	0.0%	0.0%	8.6%	947	-5.0K	-110	0.00	92.59	N/A	N/A	0	0	404	112
2014-08-04	$2.29	$2.50	98.4%	16.2%	45.0%	51.7%	0.0%	0.0%	-30.8%	751	-10.4K	-111	0.00	91.30	N/A	N/A	0	0	404	112
2014-08-05	$2.34	$2.50	56.5%	15.4%	44.7%	19.8%	0.0%	0.0%	-2.0%	1.2K	-5.4K	-109	0.00	87.20	N/A	N/A	0	0	404	112
2014-08-06	$2.37	$2.50	60.0%	14.5%	43.5%	22.4%	40.4%	0.0%	10.8%	1.3K	-8.5K	-109	0.00	38.89	N/A	N/A	10	0	404	112
2014-08-07	$2.34	$2.50	71.2%	14.6%	44.0%	31.0%	0.0%	0.0%	-0.5%	1.1K	-7.0K	-105	0.00	72.98	N/A	N/A	0	0	414	112
2014-08-08	$2.48	$2.50	74.6%	14.9%	47.0%	33.6%	0.0%	0.0%	13.2%	1.6K	-22.8K	-111	0.00	73.23	N/A	N/A	0	0	414	112
2014-08-11	$2.47	$2.50	64.4%	15.6%	47.2%	25.8%	54.3%	0.0%	5.9%	1.8K	-21.8K	-104	0.00	45.36	N/A	N/A	1,700	0	414	112
2014-08-12	$2.50	$2.50	59.9%	15.5%	46.0%	22.3%	38.2%	0.0%	-0.2%	11.9K	-259.2K	-730	0.00	35.17	N/A	N/A	33	0	2,114	112
2014-08-13	$2.44	$2.50	97.0%	15.8%	46.7%	50.6%	0.0%	0.0%	-7.1%	9.1K	-228.2K	-708	0.00	45.19	N/A	N/A	0	0	2,143	112
2014-08-14	$2.47	$2.50	50.9%	14.1%	45.6%	15.5%	0.0%	0.0%	-4.1%	11.5K	-252.9K	-700	0.00	73.68	N/A	N/A	0	0	2,143	112
2014-08-15	$2.43	$2.50	38.6%	14.3%	46.4%	6.1%	0.0%	0.0%	1.2%	13.4K	-198.9K	-670	0.00	78.56	N/A	N/A	199	0	2,143	112
2014-08-18	$2.51	$2.50	41.7%	14.7%	47.0%	8.4%	39.7%	0.0%	17.5%	14.3K	-267.2K	-718	0.00	47.43	N/A	N/A	10	0	2,116	12
2014-08-19	$2.61	$2.50	36.6%	16.0%	47.6%	4.6%	0.0%	0.0%	17.0%	15.5K	-341.4K	-696	0.00	37.90	N/A	N/A	0	0	2,116	12
2014-08-20	$2.61	$2.50	41.5%	14.0%	47.8%	8.3%	48.6%	0.0%	10.3%	14.3K	-334.9K	-683	0.01	34.75	N/A	N/A	97	1	2,116	12
2014-08-21	$2.49	$2.50	44.3%	13.9%	52.0%	10.4%	0.0%	0.0%	22.4%	25.5K	-462.8K	-1.2K	0.00	80.69	N/A	N/A	0	0	3,712	13
2014-08-22	$2.44	$2.50	44.9%	14.6%	50.4%	10.9%	0.0%	0.0%	7.4%	14.1K	-237.0K	-735	0.00	80.53	N/A	N/A	0	0	2,212	13
2014-08-25	$2.48	$2.50	47.2%	15.6%	50.5%	12.6%	0.0%	0.0%	3.0%	14.4K	-262.7K	-721	0.00	72.94	N/A	N/A	0	0	2,212	13
2014-08-26	$2.42	$2.50	61.5%	15.8%	47.5%	23.5%	55.1%	0.0%	-22.8%	8.6K	-247.5K	-695	0.00	67.34	N/A	N/A	91	0	2,212	13
2014-08-27	$2.41	$2.50	49.3%	15.3%	46.6%	14.3%	0.0%	0.0%	-4.8%	13.9K	-227.0K	-739	0.00	38.45	N/A	N/A	0	0	2,302	13
2014-08-28	$2.40	$2.50	55.6%	14.4%	45.2%	19.1%	0.0%	0.0%	-23.4%	12.7K	-228.9K	-722	0.00	86.26	N/A	N/A	0	0	2,302	13
2014-08-29	$2.43	$2.50	62.1%	11.0%	39.0%	24.0%	0.0%	0.0%	-1.8%	12.5K	-251.6K	-722	0.00	105.34	N/A	N/A	0	0	2,302	13