AXTI Options History — November 2014

In November 2014, AXTI traded between $2.36 and $2.57. ATM implied volatility averaged 55.8%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 12.7% (HV 20d: 43.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.21.

Notable Days

2014-11-21: Highest Volume — 461 contracts
2014-11-05: Largest IV drop — 44.4% change
2014-11-03: Highest IV Rank — 40.2%
2014-11-28: Largest Expected Move — 18.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.47	$2.36	$2.57	$2.48	$2.55
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	55.8%	32.0%	99.1%	99.1%	57.7%
Expected Move	16.0%	13.4%	18.7%	15.2%	18.7%
HV 20d	43.1%	38.8%	50.4%	49.8%	39.2%
HV 60d	41.4%	36.5%	43.4%	43.3%	36.5%
IV Rank	13.0%	0.0%	40.2%	40.2%	16.0%
IV Percentile	37.7%	0.0%	88.9%	88.9%	49.2%
Term Structure	1.2%	-54.5%	30.0%	-54.5%	-2.6%
VWIV	54.7%	46.7%	63.7%	53.0%	58.6%
Bid-Ask Spread %	65.08	46.60	83.11	65.83	82.22
Gamma HHI	0.99	0.98	1.00	0.99	0.99
Net GEX	2.5K	1.5K	3.4K	2.7K	2.1K
Net DEX	-78.7K	-96.6K	-55.1K	-84.6K	-81.8K
Net VEX	-320	-344	-285	-344	-285
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	0.28	0.06	0.00
Total Volume	314.737	0	461	376	0
Total OI	874.737	676	960	870	676

Daily Data (19 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
2014-11-03	$2.48	$2.50	99.1%	15.2%	49.8%	40.2%	53.0%	0.0%	-54.5%	2.7K	-84.6K	-344	0.06	65.83	N/A	N/A	355	21	841	29
2014-11-04	$2.44	$2.50	84.0%	15.4%	49.9%	30.6%	53.9%	0.0%	-34.7%	2.6K	-92.4K	-344	0.06	75.03	N/A	N/A	355	21	851	29
2014-11-05	$2.44	$2.50	46.7%	16.1%	49.8%	6.7%	56.1%	0.0%	-3.7%	3.0K	-81.5K	-341	0.06	49.63	N/A	N/A	355	21	851	29
2014-11-06	$2.40	$2.50	48.0%	15.6%	50.2%	7.5%	54.5%	0.0%	10.4%	2.9K	-80.6K	-335	0.28	75.65	N/A	N/A	355	101	851	29
2014-11-07	$2.37	$2.50	62.2%	15.5%	50.4%	16.6%	54.3%	0.0%	5.5%	2.2K	-61.2K	-344	0.28	67.00	N/A	N/A	355	101	851	109
2014-11-10	$2.36	$2.50	62.1%	13.5%	41.9%	16.5%	47.0%	0.0%	-8.8%	2.4K	-55.1K	-327	0.28	64.53	N/A	N/A	355	101	851	109
2014-11-11	$2.40	$2.50	65.2%	18.2%	41.8%	18.5%	63.7%	0.0%	-8.7%	1.5K	-67.8K	-318	0.28	63.15	N/A	N/A	355	101	713	93
2014-11-12	$2.42	$2.50	60.8%	15.2%	39.6%	15.7%	53.1%	0.0%	-16.5%	2.3K	-66.5K	-334	0.28	64.28	N/A	N/A	355	101	851	109
2014-11-13	$2.40	$2.50	51.7%	15.5%	39.9%	9.9%	54.2%	0.0%	4.8%	2.4K	-66.8K	-329	0.28	54.94	N/A	N/A	355	101	851	109
2014-11-14	$2.45	$2.50	44.9%	14.0%	40.3%	5.5%	0.0%	0.0%	12.6%	2.6K	-73.0K	-335	0.00	60.28	N/A	N/A	0	0	851	109
2014-11-17	$2.40	$2.50	62.3%	17.3%	41.2%	16.7%	60.4%	0.0%	-2.2%	2.1K	-75.3K	-314	0.28	59.26	N/A	N/A	355	101	851	109
2014-11-18	$2.46	$2.50	49.8%	15.8%	41.7%	8.7%	55.0%	0.0%	6.4%	2.5K	-78.2K	-319	0.28	55.34	N/A	N/A	355	101	851	109
2014-11-19	$2.50	$2.50	47.4%	16.5%	41.8%	7.1%	0.0%	0.0%	23.0%	2.4K	-86.0K	-319	0.00	78.21	N/A	N/A	0	0	851	109
2014-11-20	$2.55	$2.50	47.2%	13.4%	41.9%	7.0%	46.7%	0.0%	4.5%	3.4K	-96.6K	-312	0.28	59.13	N/A	N/A	355	101	851	109
2014-11-21	$2.55	$2.50	36.0%	15.7%	41.8%	0.0%	54.8%	0.0%	21.8%	3.0K	-91.3K	-309	0.28	46.60	N/A	N/A	360	101	851	109
2014-11-24	$2.57	$2.50	32.0%	18.1%	39.5%	0.0%	0.0%	0.0%	30.0%	2.6K	-84.5K	-291	0.00	82.60	N/A	N/A	0	0	647	29
2014-11-25	$2.56	$2.50	45.5%	16.8%	38.8%	8.4%	58.6%	0.0%	16.2%	3.1K	-84.8K	-290	0.09	49.73	N/A	N/A	243	21	647	29
2014-11-26	$2.57	$2.50	57.8%	18.4%	38.9%	16.1%	0.0%	0.0%	20.1%	2.2K	-86.5K	-293	0.00	83.11	N/A	N/A	23	0	647	29
2014-11-28	$2.55	$2.50	57.7%	18.7%	39.2%	16.0%	0.0%	0.0%	-2.6%	2.1K	-81.8K	-285	0.00	82.22	N/A	N/A	0	0	647	29