AXTI Options History — June 2016

In June 2016, AXTI traded between $2.97 and $3.62. ATM implied volatility averaged 106.6%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 60.5% (HV 20d: 46.1%). 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 8 of 22 days. Put/call ratio averaged 0.01.

Notable Days

2016-06-01: Highest Volume — 371 contracts
2016-06-06: Largest IV spike — 105.0% change
2016-06-16: Highest IV Rank — 80.5%
2016-06-14: Largest Expected Move — 40.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.38	$2.97	$3.62	$3.52	$3.20
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	106.6%	50.0%	167.3%	155.2%	161.1%
Expected Move	26.8%	15.9%	40.9%	15.9%	35.3%
HV 20d	46.1%	41.4%	48.0%	47.7%	46.5%
HV 60d	45.3%	43.6%	49.4%	45.9%	49.4%
IV Rank	41.4%	4.9%	80.5%	72.7%	76.5%
IV Percentile	71.4%	8.3%	98.8%	96.8%	97.2%
Term Structure	5.1%	-69.7%	65.5%	6.8%	-48.4%
VWIV	125.3%	125.2%	125.5%	125.2%	125.5%
Bid-Ask Spread %	157.02	88.57	182.20	172.32	172.52
Gamma HHI	0.60	0.47	0.99	0.48	0.90
Net GEX	1.1K	238	1.4K	1.4K	465
Net DEX	-128.7K	-141.3K	-95.5K	-134.1K	-124.2K
Net VEX	-150	-260	-13	-221	-32
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.01	0.02	0.02	0.01
Total Volume	300.227	281	371	371	301
Total OI	663.318	651	679	651	668

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
2016-06-01	$3.52	$2.50	155.2%	0.0%	47.7%	72.7%	0.0%	0.0%	0.0%	1.4K	-134.1K	-221	0.02	172.32	N/A	N/A	365	6	645	6
2016-06-02	$3.62	$0.00	50.0%	0.0%	48.0%	4.9%	0.0%	0.0%	6.8%	980	-139.8K	-118	0.01	141.08	N/A	N/A	287	3	645	6
2016-06-03	$3.59	$0.00	55.5%	15.9%	45.2%	8.5%	0.0%	0.0%	48.1%	1.4K	-139.6K	-201	0.01	126.59	N/A	N/A	287	3	647	8
2016-06-06	$3.53	$0.00	113.8%	32.6%	45.6%	46.0%	0.0%	0.0%	-69.7%	1.4K	-134.8K	-206	0.01	88.57	N/A	N/A	287	3	647	8
2016-06-07	$3.51	$0.00	56.2%	16.1%	45.8%	9.0%	0.0%	0.0%	52.9%	1.4K	-133.1K	-190	0.01	154.17	N/A	N/A	287	3	647	8
2016-06-08	$3.50	$0.00	56.7%	16.2%	45.8%	9.2%	0.0%	0.0%	53.6%	1.4K	-132.2K	-188	0.01	151.63	N/A	N/A	301	3	647	8
2016-06-09	$3.54	$2.50	58.6%	16.8%	45.8%	10.5%	0.0%	0.0%	51.3%	1.2K	-139.7K	-156	0.01	124.86	N/A	N/A	301	3	661	8
2016-06-10	$3.53	$2.50	104.6%	0.0%	45.9%	40.1%	0.0%	0.0%	-29.4%	276	-141.3K	-52	0.01	154.91	N/A	N/A	301	3	661	8
2016-06-13	$3.45	$2.50	81.4%	0.0%	47.0%	25.2%	0.0%	0.0%	-61.3%	1.4K	-136.4K	-234	0.01	177.92	N/A	N/A	301	3	661	8
2016-06-14	$3.45	$2.50	142.6%	40.9%	45.4%	64.6%	0.0%	0.0%	-7.1%	1.3K	-135.9K	-194	0.01	172.17	N/A	N/A	301	3	661	8
2016-06-15	$3.43	$2.50	117.7%	0.0%	45.5%	48.6%	0.0%	0.0%	-51.9%	302	-138.0K	-57	0.01	174.51	N/A	N/A	301	3	661	8
2016-06-16	$3.31	$2.50	167.3%	0.0%	47.2%	80.5%	0.0%	0.0%	0.0%	1.0K	-129.8K	-260	0.01	144.68	N/A	N/A	297	3	661	8
2016-06-17	$3.30	$2.50	96.2%	0.0%	45.9%	34.7%	0.0%	0.0%	65.5%	1.4K	-124.6K	-199	0.01	171.47	N/A	N/A	297	3	671	8
2016-06-20	$3.44	$2.50	86.5%	0.0%	47.8%	28.4%	0.0%	0.0%	56.3%	1.4K	-129.2K	-181	0.01	175.81	N/A	N/A	280	2	652	7
2016-06-21	$3.37	$2.50	117.3%	33.6%	47.8%	48.3%	125.2%	0.0%	4.9%	1.4K	-122.6K	-181	0.01	176.71	N/A	N/A	279	2	652	7
2016-06-22	$3.35	$2.50	133.3%	0.0%	46.4%	58.6%	0.0%	0.0%	0.0%	238	-128.8K	-13	0.01	182.20	N/A	N/A	279	2	652	7
2016-06-23	$3.39	$2.50	113.8%	0.0%	41.4%	46.1%	0.0%	0.0%	0.0%	1.3K	-126.0K	-195	0.01	167.33	N/A	N/A	299	2	652	7
2016-06-24	$3.18	$2.50	153.9%	0.0%	45.3%	71.9%	0.0%	0.0%	0.0%	569	-123.0K	-34	0.01	181.60	N/A	N/A	299	2	662	7
2016-06-27	$2.97	$2.50	82.6%	0.0%	43.8%	25.9%	0.0%	0.0%	0.0%	1.4K	-95.5K	-163	0.01	179.33	N/A	N/A	299	2	662	7
2016-06-28	$3.14	$2.50	117.6%	33.7%	47.0%	48.5%	0.0%	0.0%	0.0%	1.1K	-115.7K	-97	0.01	135.58	N/A	N/A	299	2	661	7
2016-06-29	$3.13	$2.50	123.1%	35.3%	47.0%	52.0%	125.5%	0.0%	-48.4%	1.4K	-107.8K	-131	0.01	128.48	N/A	N/A	299	2	661	7
2016-06-30	$3.20	$2.50	161.1%	0.0%	46.5%	76.5%	0.0%	0.0%	0.0%	465	-124.2K	-32	0.01	172.52	N/A	N/A	299	2	661	7