AXTI Options History — July 2016

In July 2016, AXTI traded between $3.29 and $3.79. ATM implied volatility averaged 115.3%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 30.9%. IV traded above realized volatility by 71.4% (HV 20d: 43.9%). 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 4 of 20 days. Put/call ratio averaged 0.01.

Notable Days

2016-07-14: Highest Volume — 311 contracts
2016-07-11: Largest IV spike — 150.1% change
2016-07-12: Highest IV Rank — 90.4%
2016-07-18: Largest Expected Move — 51.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.45	$3.29	$3.79	$3.32	$3.75
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	115.3%	45.5%	182.7%	141.0%	90.7%
Expected Move	30.9%	13.0%	51.1%	25.5%	26.0%
HV 20d	43.9%	25.8%	49.6%	48.9%	27.6%
HV 60d	49.0%	42.5%	50.1%	49.8%	42.5%
IV Rank	47.0%	2.0%	90.4%	63.6%	31.1%
IV Percentile	74.6%	2.0%	99.2%	94.4%	68.7%
Term Structure	-35.6%	-127.2%	55.8%	19.5%	-52.3%
VWIV	91.1%	51.9%	178.4%	80.7%	96.1%
Bid-Ask Spread %	116.53	31.12	176.67	176.19	42.03
Gamma HHI	0.51	0.35	0.63	0.61	0.39
Net GEX	803	151	1.4K	278	246
Net DEX	-132.4K	-149.5K	-121.9K	-132.3K	-149.5K
Net VEX	-96	-220	-19	-42	-61
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.01	0.02	0.01	0.02
Total Volume	272.7	116	311	301	122
Total OI	669.9	644	709	668	709

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
2016-07-01	$3.32	$2.50	141.0%	0.0%	48.9%	63.6%	0.0%	0.0%	0.0%	278	-132.3K	-42	0.01	176.19	N/A	N/A	299	2	661	7
2016-07-05	$3.29	$2.50	88.9%	25.5%	48.7%	30.0%	80.7%	0.0%	19.5%	1.3K	-123.4K	-151	0.01	158.40	N/A	N/A	299	2	661	7
2016-07-06	$3.30	$2.50	138.3%	24.6%	48.7%	61.8%	81.2%	0.0%	-28.6%	1.3K	-122.1K	-129	0.01	161.78	N/A	N/A	299	2	661	7
2016-07-07	$3.37	$2.50	113.9%	19.4%	49.5%	46.1%	52.5%	0.0%	40.1%	896	-128.8K	-67	0.01	99.37	N/A	N/A	299	2	661	7
2016-07-08	$3.42	$2.50	70.4%	20.2%	49.6%	18.1%	51.9%	0.0%	55.8%	953	-134.7K	-99	0.01	115.29	N/A	N/A	299	2	661	7
2016-07-11	$3.41	$2.50	176.0%	50.5%	49.6%	86.1%	106.2%	0.0%	-43.3%	1.2K	-135.0K	-217	0.01	151.34	N/A	N/A	299	2	661	7
2016-07-12	$3.34	$2.50	182.7%	47.6%	49.5%	90.4%	164.8%	0.0%	-100.7%	156	-132.1K	-19	0.01	176.67	N/A	N/A	299	2	661	7
2016-07-13	$3.35	$2.50	131.2%	37.6%	49.5%	57.2%	93.1%	0.0%	7.7%	1.3K	-126.5K	-146	0.01	170.09	N/A	N/A	299	2	661	7
2016-07-14	$3.35	$2.50	82.8%	23.7%	49.5%	26.1%	58.0%	0.0%	-65.6%	1.1K	-126.7K	-85	0.01	113.00	N/A	N/A	309	2	661	7
2016-07-15	$3.32	$2.50	177.2%	50.8%	47.9%	86.9%	177.1%	0.0%	-55.2%	1.2K	-130.3K	-220	0.01	165.40	N/A	N/A	293	2	671	7
2016-07-18	$3.36	$2.50	178.2%	51.1%	48.1%	87.5%	178.4%	0.0%	0.0%	151	-126.0K	-51	0.01	166.44	N/A	N/A	279	2	637	7
2016-07-19	$3.40	$2.50	64.0%	18.4%	45.9%	14.0%	60.6%	0.0%	-12.0%	512	-121.9K	-35	0.01	112.68	N/A	N/A	297	2	637	7
2016-07-20	$3.48	$2.50	114.7%	32.9%	46.0%	46.6%	59.3%	0.0%	-124.9%	1.4K	-129.4K	-129	0.01	44.56	N/A	N/A	297	2	655	7
2016-07-21	$3.41	$2.50	70.9%	20.3%	46.6%	18.4%	62.6%	0.0%	-36.4%	661	-126.7K	-56	0.01	113.65	N/A	N/A	297	2	655	7
2016-07-22	$3.50	$2.50	117.4%	33.7%	47.3%	48.4%	60.5%	0.0%	-127.2%	1.4K	-131.8K	-129	0.01	31.12	N/A	N/A	297	2	665	7
2016-07-25	$3.58	$2.50	119.6%	34.3%	40.9%	49.8%	60.9%	0.0%	-46.0%	1.4K	-138.5K	-134	0.01	48.08	N/A	N/A	297	2	665	7
2016-07-26	$3.67	$2.50	96.4%	27.6%	30.5%	34.9%	89.6%	0.0%	-37.5%	179	-141.3K	-42	0.01	47.56	N/A	N/A	297	2	665	7
2016-07-27	$3.66	$2.50	105.6%	30.3%	25.8%	40.7%	100.4%	0.0%	-32.8%	200	-142.6K	-62	0.02	92.54	N/A	N/A	114	2	665	7
2016-07-28	$3.79	$2.50	45.5%	13.0%	27.2%	2.0%	97.3%	0.0%	-2.0%	240	-148.3K	-48	0.02	144.52	N/A	N/A	125	2	692	7
2016-07-29	$3.75	$2.50	90.7%	26.0%	27.6%	31.1%	96.1%	0.0%	-52.3%	246	-149.5K	-61	0.02	42.03	N/A	N/A	120	2	702	7