AXTI Options History — December 2014

In December 2014, AXTI traded between $2.55 and $2.80. ATM implied volatility averaged 66.0%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 35.5% (HV 20d: 30.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.37.

Notable Days

2014-12-03: Highest Volume — 270 contracts
2014-12-22: Largest IV spike — 50.6% change
2014-12-09: Highest IV Rank — 38.3%
2014-12-01: Largest Expected Move — 20.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.69	$2.55	$2.80	$2.55	$2.80
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	66.0%	41.4%	93.5%	91.5%	84.1%
Expected Move	16.4%	14.1%	20.6%	20.6%	15.8%
HV 20d	30.4%	22.0%	36.0%	25.4%	35.6%
HV 60d	36.6%	35.6%	37.6%	36.4%	36.9%
IV Rank	21.2%	5.9%	38.3%	37.1%	32.5%
IV Percentile	56.3%	5.6%	85.7%	84.9%	81.7%
Term Structure	-15.5%	-36.5%	11.6%	-33.0%	-35.5%
VWIV	60.1%	46.8%	80.6%	71.7%	68.6%
Bid-Ask Spread %	73.07	42.41	102.75	86.41	81.70
Gamma HHI	0.99	0.96	1.00	0.98	1.00
Net GEX	2.5K	1.7K	3.7K	1.9K	2.4K
Net DEX	-106.5K	-150.7K	-85.8K	-85.8K	-112.7K
Net VEX	-237	-284	-17	-284	-198
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	0.68	0.09	0.00
Total Volume	87.091	0	270	260	10
Total OI	667.409	616	693	676	616

Daily Data (22 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
2014-12-01	$2.55	$2.50	91.5%	20.6%	25.4%	37.1%	71.7%	0.0%	-33.0%	1.9K	-85.8K	-284	0.09	86.41	N/A	N/A	239	21	647	29
2014-12-02	$2.60	$2.50	54.7%	18.1%	22.0%	14.2%	63.1%	0.0%	1.5%	2.4K	-90.2K	-279	0.09	42.41	N/A	N/A	239	21	647	29
2014-12-03	$2.68	$2.50	41.4%	15.2%	23.0%	5.9%	46.8%	0.0%	-11.6%	3.0K	-98.6K	-263	0.08	56.00	N/A	N/A	249	21	647	29
2014-12-04	$2.76	$2.50	57.8%	16.8%	24.5%	16.1%	80.6%	0.0%	-27.4%	1.9K	-115.9K	-284	0.00	86.12	N/A	N/A	0	20	657	29
2014-12-05	$2.77	$2.50	65.5%	17.6%	23.1%	20.9%	63.3%	0.0%	7.3%	2.3K	-115.1K	-268	0.36	97.17	N/A	N/A	59	21	657	24
2014-12-08	$2.65	$2.50	65.1%	16.1%	28.7%	20.6%	56.8%	0.0%	-15.5%	2.4K	-117.9K	-244	0.36	63.24	N/A	N/A	59	21	667	24
2014-12-09	$2.73	$2.50	93.5%	18.1%	29.7%	38.3%	67.1%	0.0%	-11.2%	2.1K	-113.4K	-275	0.39	91.35	N/A	N/A	59	23	667	24
2014-12-10	$2.65	$2.50	71.2%	14.2%	32.2%	24.5%	52.6%	0.0%	-30.8%	2.6K	-104.9K	-266	0.39	102.75	N/A	N/A	59	23	667	26
2014-12-11	$2.68	$2.50	44.4%	16.5%	32.3%	7.7%	57.6%	0.0%	11.6%	2.7K	-111.3K	-261	0.39	46.22	N/A	N/A	59	23	667	26
2014-12-12	$2.64	$2.50	54.7%	14.8%	32.7%	14.2%	51.6%	0.0%	-2.5%	3.1K	-103.6K	-260	0.39	77.31	N/A	N/A	59	23	667	26
2014-12-15	$2.64	$2.50	47.3%	14.7%	32.2%	9.6%	51.7%	0.0%	1.3%	3.0K	-102.5K	-253	0.39	78.45	N/A	N/A	59	23	667	26
2014-12-16	$2.69	$2.50	47.4%	16.2%	31.3%	9.6%	56.9%	0.0%	-1.1%	2.8K	-110.8K	-245	0.39	52.85	N/A	N/A	59	23	667	26
2014-12-17	$2.65	$2.50	70.7%	15.6%	31.2%	24.1%	55.1%	0.0%	-17.8%	3.7K	-98.0K	-232	0.39	87.90	N/A	N/A	59	23	667	26
2014-12-18	$2.66	$2.50	79.9%	16.1%	30.9%	29.9%	56.2%	0.0%	-21.8%	2.3K	-111.3K	-240	0.39	49.78	N/A	N/A	59	23	667	26
2014-12-19	$2.65	$2.50	50.9%	16.1%	30.3%	11.8%	0.0%	0.0%	1.0%	2.3K	-111.1K	-238	0.00	62.84	N/A	N/A	20	0	667	26
2014-12-22	$2.67	$2.50	76.7%	16.6%	30.4%	27.9%	59.6%	0.0%	-22.2%	2.8K	-88.0K	-226	0.68	81.33	N/A	N/A	31	21	602	24
2014-12-23	$2.75	$2.50	56.5%	14.1%	31.9%	15.3%	0.0%	0.0%	0.8%	1.7K	-150.7K	-17	0.68	67.11	N/A	N/A	31	21	602	24
2014-12-24	$2.65	$2.50	75.3%	17.9%	34.9%	27.0%	62.5%	0.0%	-27.4%	2.2K	-90.6K	-235	0.68	64.80	N/A	N/A	31	21	602	24
2014-12-26	$2.70	$2.50	82.4%	16.4%	35.4%	31.4%	59.3%	0.0%	-36.0%	3.1K	-95.0K	-213	0.68	79.34	N/A	N/A	31	21	602	24
2014-12-29	$2.76	$2.50	58.6%	17.4%	35.8%	16.6%	68.6%	0.0%	-36.5%	1.8K	-103.6K	-224	0.68	72.02	N/A	N/A	31	21	602	24
2014-12-30	$2.80	$2.50	81.7%	15.7%	36.0%	31.0%	0.0%	0.0%	-33.6%	2.3K	-112.7K	-201	0.00	80.36	N/A	N/A	0	0	592	24
2014-12-31	$2.80	$2.50	84.1%	15.8%	35.6%	32.5%	0.0%	0.0%	-35.5%	2.4K	-112.7K	-198	0.00	81.70	N/A	N/A	10	0	592	24