AXTI Options History — February 2015

In February 2015, AXTI traded between $2.51 and $2.78. ATM implied volatility averaged 67.4%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 32.1% (HV 20d: 35.3%). 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 4 of 19 days. Put/call ratio averaged 0.22.

Notable Days

2015-02-06: Highest Volume — 94 contracts
2015-02-11: Largest IV spike — 118.7% change
2015-02-23: Highest IV Rank — 41.8%
2015-02-23: Largest Expected Move — 28.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.63	$2.51	$2.78	$2.75	$2.74
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	67.4%	35.5%	99.0%	36.8%	61.8%
Expected Move	20.4%	10.6%	28.4%	10.6%	17.7%
HV 20d	35.3%	29.7%	38.4%	29.7%	32.4%
HV 60d	31.9%	29.2%	32.8%	29.2%	32.5%
IV Rank	22.1%	2.2%	41.8%	3.0%	18.6%
IV Percentile	54.8%	0.4%	87.3%	1.2%	46.8%
Term Structure	-11.0%	-33.1%	28.4%	25.5%	-22.2%
VWIV	56.8%	55.7%	57.9%	55.7%	57.9%
Bid-Ask Spread %	100.71	23.44	139.54	23.44	66.40
Gamma HHI	0.85	0.53	0.98	0.96	0.61
Net GEX	3.0K	221	6.1K	3.3K	378
Net DEX	-67.6K	-136.3K	-8.3K	-136.3K	-16.6K
Net VEX	-89	-157	-36	-102	-47
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	0.44	0.00	0.00
Total Volume	56	1	94	9	40
Total OI	505.211	139	700	689	159

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
2015-02-02	$2.75	$2.50	36.8%	10.6%	29.7%	3.0%	0.0%	0.0%	25.5%	3.3K	-136.3K	-102	0.00	23.44	N/A	N/A	9	0	667	22
2015-02-03	$2.64	$2.50	54.6%	15.6%	32.9%	14.1%	55.7%	0.0%	5.3%	3.8K	-101.1K	-157	0.41	30.01	N/A	N/A	51	21	676	24
2015-02-04	$2.65	$2.50	62.3%	17.9%	32.6%	18.9%	57.9%	0.0%	28.4%	3.6K	-96.1K	-145	0.41	70.36	N/A	N/A	51	21	647	24
2015-02-05	$2.51	$0.00	54.5%	19.4%	37.2%	14.0%	0.0%	0.0%	-4.8%	4.7K	-64.7K	-142	0.40	76.69	N/A	N/A	53	21	647	24
2015-02-06	$2.59	$0.00	55.7%	19.6%	38.4%	14.8%	0.0%	0.0%	-28.3%	4.1K	-81.7K	-133	0.29	117.69	N/A	N/A	73	21	616	24
2015-02-09	$2.59	$0.00	61.3%	21.2%	37.2%	18.2%	0.0%	0.0%	-16.1%	5.3K	-81.1K	-109	0.44	110.45	N/A	N/A	48	21	569	24
2015-02-10	$2.59	$0.00	35.5%	19.5%	37.2%	2.2%	0.0%	0.0%	-13.3%	5.8K	-83.9K	-102	0.36	84.36	N/A	N/A	58	21	569	24
2015-02-11	$2.56	$0.00	77.7%	22.3%	36.4%	28.5%	0.0%	0.0%	-13.4%	3.7K	-68.6K	-112	0.36	119.63	N/A	N/A	58	21	589	24
2015-02-12	$2.57	$0.00	76.0%	21.8%	36.4%	27.5%	0.0%	0.0%	-11.4%	6.1K	-78.1K	-97	0.36	77.63	N/A	N/A	58	21	589	24
2015-02-13	$2.56	$0.00	78.3%	22.4%	36.1%	28.9%	0.0%	0.0%	-27.1%	4.6K	-70.5K	-104	0.36	125.31	N/A	N/A	58	21	589	24
2015-02-17	$2.55	$0.00	85.1%	24.4%	35.7%	33.1%	0.0%	0.0%	-29.1%	4.1K	-67.5K	-81	0.36	119.63	N/A	N/A	58	21	589	24
2015-02-18	$2.55	$0.00	75.8%	21.7%	35.2%	27.3%	0.0%	0.0%	-15.6%	3.7K	-68.3K	-81	0.36	123.78	N/A	N/A	58	21	589	23
2015-02-19	$2.59	$0.00	70.0%	20.1%	35.3%	23.7%	0.0%	0.0%	-12.9%	3.2K	-111.1K	-48	0.00	139.15	N/A	N/A	1	0	589	23
2015-02-20	$2.64	$0.00	70.1%	20.1%	36.2%	23.8%	0.0%	0.0%	-12.3%	223	-116.1K	-48	0.00	139.54	N/A	N/A	7	0	588	23
2015-02-23	$2.65	$0.00	99.0%	28.4%	36.3%	41.8%	0.0%	0.0%	-33.1%	221	-8.3K	-43	0.00	111.85	N/A	N/A	32	0	139	0
2015-02-24	$2.74	$0.00	87.8%	25.2%	36.9%	34.8%	0.0%	0.0%	-26.9%	282	-8.5K	-36	0.00	123.59	N/A	N/A	40	0	139	0
2015-02-25	$2.78	$0.00	57.5%	16.5%	34.7%	15.9%	0.0%	0.0%	18.0%	370	-13.0K	-51	0.00	119.88	N/A	N/A	40	0	159	0
2015-02-26	$2.76	$0.00	80.5%	23.1%	33.5%	30.2%	0.0%	0.0%	-20.0%	316	-13.6K	-59	0.00	134.03	N/A	N/A	40	0	159	0
2015-02-27	$2.74	$0.00	61.8%	17.7%	32.4%	18.6%	0.0%	0.0%	-22.2%	378	-16.6K	-47	0.00	66.40	N/A	N/A	40	0	159	0