AXTI Options History — November 2016

In November 2016, AXTI traded between $4.83 and $5.28. ATM implied volatility averaged 56.8%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 1.5% (HV 20d: 55.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.56.

Notable Days

2016-11-04: Highest Volume — 820 contracts
2016-11-17: Largest IV drop — 33.4% change
2016-11-16: Highest IV Rank — 34.4%
2016-11-16: Largest Expected Move — 21.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.04	$4.83	$5.28	$5.10	$4.83
Max Pain	$4.76	$2.50	$5.00	$2.50	$5.00
ATM IV	56.8%	38.2%	75.4%	68.5%	57.7%
Expected Move	16.3%	11.0%	21.6%	19.6%	16.6%
HV 20d	55.2%	48.1%	62.1%	53.2%	49.1%
HV 60d	48.0%	45.3%	49.6%	45.3%	49.6%
IV Rank	23.1%	11.7%	34.4%	30.3%	23.7%
IV Percentile	27.6%	0.4%	59.1%	47.2%	30.6%
Term Structure	-4.1%	-30.4%	20.4%	-15.9%	-30.4%
VWIV	57.2%	31.5%	75.9%	69.0%	64.5%
Bid-Ask Spread %	80.04	35.06	112.32	69.70	110.58
Gamma HHI	0.87	0.82	0.92	0.82	0.92
Net GEX	7.3K	5.0K	9.7K	5.0K	9.3K
Net DEX	-332.2K	-435.7K	-188.3K	-215.1K	-362.3K
Net VEX	-1.2K	-1.5K	-745	-767	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.05	1.41	0.05	0.64
Total Volume	347.238	123	820	801	123
Total OI	1,458.286	921	1,710	921	1,710

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
2016-11-01	$5.10	$2.50	68.5%	19.6%	53.2%	30.3%	69.0%	0.0%	-15.9%	5.0K	-215.1K	-767	0.05	69.70	N/A	N/A	764	37	874	47
2016-11-02	$5.00	$2.50	56.7%	16.3%	52.3%	23.0%	57.0%	0.0%	-10.2%	5.7K	-210.8K	-781	0.05	99.39	N/A	N/A	766	37	926	47
2016-11-03	$4.85	$5.00	57.6%	18.1%	48.8%	23.6%	75.9%	0.0%	-22.5%	5.5K	-188.3K	-745	0.05	54.55	N/A	N/A	766	37	926	47
2016-11-04	$5.13	$5.00	61.0%	17.7%	54.1%	25.6%	61.9%	0.0%	1.3%	5.3K	-248.0K	-808	0.19	35.06	N/A	N/A	690	130	926	47
2016-11-07	$5.28	$5.00	53.4%	16.5%	55.4%	21.0%	57.8%	0.0%	-2.4%	5.8K	-318.7K	-1.1K	0.31	80.79	N/A	N/A	300	93	1,149	157
2016-11-08	$5.08	$5.00	55.5%	12.5%	56.3%	22.3%	43.5%	0.0%	7.2%	6.6K	-299.5K	-1.1K	0.38	80.84	N/A	N/A	244	93	1,226	167
2016-11-09	$5.06	$5.00	54.6%	15.6%	55.9%	21.7%	54.9%	0.0%	-1.5%	6.4K	-303.1K	-1.2K	0.46	53.86	N/A	N/A	195	90	1,276	167
2016-11-10	$4.85	$5.00	51.5%	14.8%	57.0%	19.9%	51.6%	0.0%	20.4%	5.6K	-277.2K	-1.2K	0.47	92.40	N/A	N/A	192	90	1,302	167
2016-11-11	$4.83	$5.00	55.9%	16.0%	55.7%	22.6%	56.0%	0.0%	4.4%	6.2K	-284.6K	-1.3K	0.56	40.01	N/A	N/A	162	90	1,390	167
2016-11-14	$4.90	$5.00	58.9%	16.9%	55.5%	24.4%	59.0%	0.0%	8.5%	6.5K	-304.5K	-1.3K	0.48	39.86	N/A	N/A	186	90	1,420	167
2016-11-15	$4.97	$5.00	60.3%	17.3%	55.9%	25.2%	60.7%	0.0%	3.5%	7.4K	-337.6K	-1.3K	0.68	106.92	N/A	N/A	133	90	1,465	167
2016-11-16	$5.25	$5.00	75.4%	21.6%	59.4%	34.4%	75.6%	0.0%	-15.3%	7.7K	-389.6K	-1.3K	0.52	91.11	N/A	N/A	173	90	1,471	167
2016-11-17	$5.02	$5.00	50.2%	14.4%	61.2%	19.1%	50.5%	0.0%	15.3%	7.4K	-351.0K	-1.3K	0.41	96.78	N/A	N/A	224	92	1,461	167
2016-11-18	$5.15	$5.00	49.2%	14.1%	60.1%	18.4%	49.5%	0.0%	7.5%	8.3K	-411.8K	-1.3K	0.67	95.81	N/A	N/A	129	87	1,502	179
2016-11-21	$5.28	$5.00	38.2%	11.0%	61.0%	11.7%	31.5%	0.0%	-17.7%	8.3K	-421.3K	-1.3K	0.96	112.32	N/A	N/A	83	80	1,371	114
2016-11-22	$5.08	$5.00	45.4%	13.0%	62.1%	16.1%	38.5%	0.0%	-1.3%	9.4K	-367.4K	-1.3K	0.31	70.53	N/A	N/A	268	82	1,378	114
2016-11-23	$5.10	$5.00	54.3%	15.6%	61.5%	21.5%	55.4%	0.0%	6.1%	9.4K	-429.9K	-1.5K	1.41	107.27	N/A	N/A	54	76	1,561	121
2016-11-25	$5.10	$5.00	66.4%	19.0%	48.2%	28.9%	66.6%	0.0%	-11.6%	8.4K	-435.7K	-1.5K	1.10	61.64	N/A	N/A	69	76	1,560	122
2016-11-28	$5.10	$5.00	63.1%	18.1%	48.1%	27.0%	63.8%	0.0%	-13.1%	9.7K	-430.8K	-1.5K	0.85	89.32	N/A	N/A	89	76	1,576	122
2016-11-29	$4.95	$5.00	58.5%	16.8%	49.1%	24.1%	57.6%	0.0%	-18.7%	8.9K	-389.9K	-1.4K	1.25	92.10	N/A	N/A	65	81	1,579	122
2016-11-30	$4.83	$5.00	57.7%	16.6%	49.1%	23.7%	64.5%	0.0%	-30.4%	9.3K	-362.3K	-1.4K	0.64	110.58	N/A	N/A	75	48	1,583	127