DUG Options History — October 2007

Name: DUG Options Analytics - October 2007
Creator: Options Analysis Suite

In October 2007, DUG traded between $15720.00 and $16360.00. ATM implied volatility averaged 53.0%. The 30-day expected move averaged 15.2%. Max pain ranged from $15600.00 to $15600.00. Net GEX was positive for 1 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 0.22.

Notable Days

2007-10-31: Highest Volume — 1 contracts
2007-10-31: Largest IV drop — 3.7% change
2007-10-30: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16040.00	$15720.00	$16360.00	$16360.00	$15720.00
Max Pain	$15600.00	$15600.00	$15600.00	$15600.00	$15600.00
ATM IV	53.0%	52.0%	54.0%	54.0%	52.0%
Expected Move	15.2%	14.9%	15.5%	15.5%	14.9%
Term Structure	0.9%	-3.4%	5.2%	-3.4%	5.2%
VWIV	54.4%	53.7%	55.0%	53.7%	55.0%
Skew 25d	-6.2%	-8.9%	-3.6%	-3.6%	-8.9%
Skew 10d	-13.3%	-18.1%	-8.6%	-18.1%	-8.6%
Call IV 25d	54.0%	53.0%	55.1%	53.0%	55.1%
Put IV 25d	47.8%	46.2%	49.4%	49.4%	46.2%
Bid-Ask Spread %	45.98	37.83	54.12	54.12	37.83
Gamma HHI	0.51	0.51	0.51	0.51	0.51
Net GEX	1.5K	0	2.9K	0	2.9K
Net DEX	-22.0K	-44.0K	0	0	-44.0K
Net VEX	-101	-201	0	0	-201
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.07	0.37	0.37	0.07
Total Volume	0.5	0	1	0	1
Total OI	0	0	0	0	0

Daily Data (2 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
2007-10-30	$16360.00	$0.00	54.0%	15.5%	0.0%	0.0%	53.7%	-3.6%	-3.4%	0	0	0	0.37	54.12	N/A	N/A	0	0	0	0
2007-10-31	$15720.00	$15600.00	52.0%	14.9%	0.0%	0.0%	55.0%	-8.9%	5.2%	2.9K	-44.0K	-201	0.07	37.83	N/A	N/A	1	0	0	0