AXTI Options History — October 2016

In October 2016, AXTI traded between $5.17 and $5.94. ATM implied volatility averaged 63.3%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 16.4% (HV 20d: 46.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.10.

Notable Days

2016-10-27: Highest Volume — 816 contracts
2016-10-04: Largest IV drop — 36.3% change
2016-10-27: Highest IV Rank — 37.0%
2016-10-27: Largest Expected Move — 22.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.58	$5.17	$5.94	$5.58	$5.23
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	63.3%	47.0%	79.6%	73.8%	59.2%
Expected Move	18.1%	13.5%	22.8%	21.2%	17.0%
HV 20d	46.9%	42.8%	60.8%	44.3%	52.7%
HV 60d	39.8%	36.9%	45.4%	37.1%	45.4%
IV Rank	27.0%	17.0%	37.0%	33.2%	24.6%
IV Percentile	37.8%	6.0%	61.9%	53.6%	33.7%
Term Structure	-1.6%	-21.2%	89.3%	89.3%	-11.8%
VWIV	57.8%	40.4%	84.2%	48.8%	60.3%
Bid-Ask Spread %	66.59	27.46	147.06	147.06	97.52
Gamma HHI	0.78	0.65	0.85	0.75	0.81
Net GEX	4.2K	1.3K	6.4K	1.3K	5.3K
Net DEX	-293.8K	-490.2K	-212.0K	-248.6K	-238.9K
Net VEX	-682	-1.5K	-251	-251	-806
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.05	0.23	0.12	0.05
Total Volume	257	118	816	118	755
Total OI	813.476	546	1,320	577	927

Daily Data (21 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
2016-10-03	$5.58	$2.50	73.8%	21.2%	44.3%	33.2%	0.0%	0.0%	89.3%	1.3K	-248.6K	-251	0.12	147.06	N/A	N/A	105	13	564	13
2016-10-04	$5.52	$2.50	47.0%	13.5%	45.0%	17.0%	48.8%	0.0%	9.5%	4.1K	-219.8K	-386	0.12	96.76	N/A	N/A	111	13	570	13
2016-10-05	$5.66	$2.50	53.7%	15.4%	44.9%	21.0%	43.0%	0.0%	22.6%	3.4K	-224.4K	-376	0.10	111.35	N/A	N/A	132	13	551	13
2016-10-06	$5.94	$2.50	69.3%	17.8%	45.3%	30.4%	65.2%	0.0%	-10.6%	2.9K	-235.3K	-368	0.10	93.42	N/A	N/A	134	13	533	13
2016-10-07	$5.87	$2.50	52.4%	19.3%	42.8%	20.2%	40.4%	0.0%	-11.0%	2.5K	-255.5K	-356	0.11	56.17	N/A	N/A	122	13	585	13
2016-10-10	$5.77	$2.50	63.7%	17.7%	43.5%	27.3%	53.7%	0.0%	-9.2%	3.6K	-252.7K	-419	0.08	31.40	N/A	N/A	172	13	614	13
2016-10-11	$5.63	$2.50	68.4%	17.4%	45.8%	30.2%	47.1%	0.0%	-15.3%	4.0K	-233.7K	-414	0.10	37.30	N/A	N/A	126	13	614	13
2016-10-12	$5.50	$2.50	64.0%	18.3%	47.6%	27.5%	49.7%	0.0%	-13.3%	4.2K	-216.2K	-420	0.10	66.75	N/A	N/A	135	13	611	13
2016-10-13	$5.36	$2.50	63.1%	18.1%	48.5%	27.0%	59.2%	0.0%	-13.8%	4.9K	-212.0K	-443	0.08	37.10	N/A	N/A	169	13	634	13
2016-10-14	$5.51	$2.50	61.6%	17.7%	45.4%	26.0%	61.2%	0.0%	-12.7%	4.5K	-230.4K	-442	0.07	86.65	N/A	N/A	177	13	643	13
2016-10-17	$5.61	$2.50	64.9%	18.6%	45.6%	28.0%	56.4%	0.0%	-18.2%	3.0K	-260.7K	-361	0.07	104.61	N/A	N/A	188	13	647	13
2016-10-18	$5.51	$2.50	55.6%	15.9%	46.3%	22.4%	47.7%	0.0%	0.8%	4.4K	-249.8K	-453	0.07	41.06	N/A	N/A	188	13	662	13
2016-10-19	$5.60	$2.50	65.9%	18.9%	44.0%	28.6%	66.0%	0.0%	-12.3%	3.2K	-256.3K	-456	0.05	38.28	N/A	N/A	261	13	662	13
2016-10-20	$5.54	$2.50	64.3%	18.4%	44.4%	27.6%	61.0%	0.0%	2.5%	5.2K	-418.2K	-1.1K	0.09	56.14	N/A	N/A	142	13	1,116	13
2016-10-21	$5.76	$2.50	61.3%	17.6%	44.5%	25.9%	50.0%	0.0%	6.3%	3.8K	-461.6K	-1.1K	0.14	37.95	N/A	N/A	114	16	1,121	13
2016-10-24	$5.73	$2.50	57.8%	16.6%	44.6%	23.7%	84.2%	0.0%	8.3%	5.0K	-394.0K	-1.1K	0.05	62.75	N/A	N/A	300	16	1,012	16
2016-10-25	$5.64	$2.50	73.3%	21.0%	45.3%	33.1%	64.8%	0.0%	-21.2%	6.3K	-462.5K	-1.4K	0.22	50.03	N/A	N/A	116	26	1,226	16
2016-10-26	$5.76	$2.50	78.3%	22.5%	45.1%	36.2%	65.2%	0.0%	-16.4%	6.4K	-490.2K	-1.5K	0.23	27.46	N/A	N/A	115	26	1,292	26
2016-10-27	$5.17	$2.50	79.6%	22.8%	60.8%	37.0%	78.9%	0.0%	-15.8%	6.2K	-361.1K	-1.4K	0.05	63.30	N/A	N/A	779	37	1,294	26
2016-10-28	$5.22	$2.50	52.1%	14.9%	58.5%	20.2%	53.3%	0.0%	9.3%	5.0K	-248.3K	-814	0.05	55.39	N/A	N/A	716	37	879	47
2016-10-31	$5.23	$2.50	59.2%	17.0%	52.7%	24.6%	60.3%	0.0%	-11.8%	5.3K	-238.9K	-806	0.05	97.52	N/A	N/A	718	37	880	47