AXTI Options History — November 2015

In November 2015, AXTI traded between $2.18 and $2.45. ATM implied volatility averaged 72.6%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 42.4% (HV 20d: 30.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.36.

Notable Days

2015-11-05: Highest Volume — 239 contracts
2015-11-11: Largest IV drop — 37.0% change
2015-11-09: Highest IV Rank — 52.1%
2015-11-04: Largest Expected Move — 28.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.31	$2.18	$2.45	$2.18	$2.40
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	72.6%	42.3%	118.2%	92.0%	57.6%
Expected Move	18.2%	12.1%	28.2%	26.4%	16.5%
HV 20d	30.3%	24.5%	36.1%	34.1%	30.6%
HV 60d	31.4%	30.4%	32.6%	30.6%	32.6%
IV Rank	24.3%	6.2%	52.1%	36.3%	13.7%
IV Percentile	41.4%	2.0%	89.3%	77.4%	21.4%
Term Structure	-13.2%	-60.4%	14.5%	-52.0%	-3.1%
VWIV	62.2%	39.7%	94.6%	94.6%	39.7%
Bid-Ask Spread %	102.41	39.11	135.28	95.03	111.50
Gamma HHI	1.00	0.99	1.00	1.00	1.00
Net GEX	756	84	1.1K	127	1.0K
Net DEX	-20.3K	-34.7K	-1.7K	-2.6K	-34.7K
Net VEX	-120	-217	-3	-11	-214
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.36	0.00	1.79	0.00	1.79
Total Volume	86.25	0	239	28	0
Total OI	264.75	38	420	38	420

Daily Data (20 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
2015-11-02	$2.18	$2.50	92.0%	26.4%	34.1%	36.3%	94.6%	0.0%	-52.0%	127	-2.6K	-11	0.00	95.03	N/A	N/A	28	0	38	0
2015-11-03	$2.21	$2.50	95.0%	27.2%	33.8%	38.1%	93.7%	0.0%	-52.5%	129	-2.9K	-11	0.00	125.36	N/A	N/A	28	0	38	0
2015-11-04	$2.26	$2.50	98.3%	28.2%	34.0%	40.1%	90.4%	0.0%	-60.4%	142	-3.0K	-12	0.00	130.75	N/A	N/A	28	0	38	0
2015-11-05	$2.29	$0.00	101.6%	14.9%	33.0%	42.1%	0.0%	0.0%	-0.0%	84	-1.7K	-3	0.00	129.89	N/A	N/A	239	0	38	0
2015-11-06	$2.21	$0.00	104.8%	19.7%	36.1%	44.0%	0.0%	0.0%	-38.7%	919	-16.4K	-93	0.00	88.27	N/A	N/A	0	0	249	0
2015-11-09	$2.21	$0.00	118.2%	19.2%	35.2%	52.1%	0.0%	0.0%	-25.6%	740	-20.0K	-101	0.00	128.69	N/A	N/A	0	0	249	0
2015-11-10	$2.27	$0.00	116.0%	20.8%	30.7%	50.8%	0.0%	0.0%	-22.8%	791	-20.7K	-102	0.00	129.54	N/A	N/A	239	0	249	0
2015-11-11	$2.28	$0.00	73.1%	21.0%	28.9%	24.8%	0.0%	0.0%	-16.7%	687	-20.8K	-98	0.00	134.78	N/A	N/A	239	0	249	0
2015-11-12	$2.29	$0.00	65.6%	18.8%	28.8%	20.3%	57.7%	0.0%	-8.1%	871	-21.8K	-103	0.00	129.88	N/A	N/A	49	0	249	0
2015-11-13	$2.29	$2.50	66.5%	19.1%	27.2%	20.9%	58.5%	0.0%	-7.5%	890	-24.9K	-108	0.00	135.28	N/A	N/A	49	0	259	0
2015-11-16	$2.33	$2.50	46.8%	13.4%	27.6%	8.9%	0.0%	0.0%	-20.5%	902	-23.2K	-107	0.00	120.84	N/A	N/A	0	0	259	0
2015-11-17	$2.29	$2.50	42.3%	12.1%	28.2%	6.2%	43.3%	0.0%	9.0%	948	-24.0K	-104	0.00	39.11	N/A	N/A	49	0	259	0
2015-11-18	$2.35	$2.50	50.5%	14.5%	28.5%	11.2%	48.5%	0.0%	0.1%	1.1K	-23.6K	-104	0.59	75.56	N/A	N/A	119	70	259	0
2015-11-19	$2.33	$2.50	44.4%	12.7%	26.8%	7.5%	41.5%	0.0%	3.5%	975	-20.1K	-191	0.59	39.34	N/A	N/A	119	70	329	70
2015-11-20	$2.33	$2.50	50.0%	14.3%	25.7%	10.9%	52.0%	0.0%	1.6%	911	-27.8K	-205	0.69	87.54	N/A	N/A	101	70	349	70
2015-11-23	$2.31	$2.50	58.0%	16.6%	24.5%	15.7%	0.0%	0.0%	10.6%	1.0K	-24.2K	-198	0.00	89.08	N/A	N/A	0	0	329	70
2015-11-24	$2.44	$2.50	60.9%	17.4%	30.7%	17.4%	0.0%	0.0%	12.2%	970	-28.0K	-202	0.00	108.28	N/A	N/A	10	0	329	70
2015-11-25	$2.45	$2.50	63.9%	18.3%	30.5%	17.5%	63.9%	0.0%	-6.9%	885	-34.5K	-213	1.79	106.26	N/A	N/A	39	70	336	70
2015-11-27	$2.42	$2.50	47.2%	13.5%	30.4%	7.2%	39.7%	0.0%	14.5%	1.1K	-32.1K	-217	1.79	43.31	N/A	N/A	39	70	350	70
2015-11-30	$2.40	$2.50	57.6%	16.5%	30.6%	13.7%	0.0%	0.0%	-3.1%	1.0K	-34.7K	-214	0.00	111.50	N/A	N/A	0	0	350	70