EWP Options History — July 2007

Name: EWP Options Analytics - July 2007
Creator: Options Analysis Suite

In July 2007, EWP traded between $57.79 and $61.43. ATM implied volatility averaged 19.7%. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 3.0% (HV 20d: 16.8%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 3.33.

Notable Days

2007-07-09: Highest Volume — 27 contracts
2007-07-27: Largest IV spike — 28.1% change
2007-07-27: Largest Expected Move — 6.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.70	$57.79	$61.43	$58.93	$58.40
Max Pain	$57.50	$55.00	$60.00	$60.00	$55.00
ATM IV	19.7%	16.5%	21.8%	16.9%	21.3%
Expected Move	5.8%	4.8%	6.3%	4.8%	6.1%
HV 20d	16.8%	13.4%	22.0%	15.1%	21.5%
Term Structure	0.5%	-1.1%	3.3%	3.3%	2.6%
VWIV	23.2%	21.6%	24.9%	21.6%	24.9%
Skew 25d	2.9%	2.7%	3.1%	2.7%	3.1%
Skew 10d	2.9%	2.7%	3.1%	2.7%	3.1%
Call IV 25d	21.0%	20.8%	21.2%	21.2%	20.8%
Put IV 25d	23.9%	23.9%	23.9%	23.9%	23.9%
Bid-Ask Spread %	48.61	20.23	76.44	52.32	46.15
Gamma HHI	0.54	0.41	0.86	0.86	0.50
Net GEX	-7.3K	-11.1K	-80	-4.1K	-9.8K
Net DEX	103.3K	3.9K	199.1K	44.5K	151.1K
Net VEX	-868	-1.3K	-177	-323	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.33	0.00	15.00	0.00	15.00
Total Volume	5.143	0	27	0	0
Total OI	68.762	29	100	29	90

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
2007-07-02	$58.93	$0.00	16.9%	4.8%	0.0%	0.0%	0.0%	0.0%	3.3%	-4.1K	44.5K	-323	0.00	52.32	N/A	N/A	0	0	0	29
2007-07-03	$59.10	$0.00	17.2%	4.9%	0.0%	0.0%	0.0%	0.0%	3.1%	-4.0K	43.1K	-320	0.00	53.18	N/A	N/A	0	0	0	29
2007-07-05	$59.25	$0.00	17.6%	5.1%	0.0%	0.0%	0.0%	0.0%	2.0%	-4.1K	43.3K	-309	0.00	20.23	N/A	N/A	5	0	0	29
2007-07-06	$59.85	$0.00	17.4%	5.8%	0.0%	0.0%	0.0%	0.0%	-0.0%	-3.0K	29.1K	-384	0.00	34.71	N/A	N/A	0	0	5	29
2007-07-09	$59.53	$0.00	16.9%	5.8%	0.0%	0.0%	0.0%	0.0%	-0.3%	-80	3.9K	-177	0.00	45.04	N/A	N/A	0	27	5	29
2007-07-10	$58.84	$0.00	16.5%	5.8%	0.0%	0.0%	0.0%	0.0%	-0.5%	-7.6K	107.8K	-845	0.00	44.71	N/A	N/A	2	0	5	56
2007-07-11	$59.57	$0.00	16.6%	5.8%	0.0%	0.0%	0.0%	0.0%	-0.4%	-4.0K	65.6K	-676	0.00	43.18	N/A	N/A	0	0	7	56
2007-07-12	$60.70	$0.00	20.1%	5.7%	0.0%	0.0%	0.0%	0.0%	0.1%	-6.5K	76.5K	-832	0.00	44.72	N/A	N/A	0	10	7	56
2007-07-13	$60.58	$0.00	20.2%	5.8%	15.1%	0.0%	0.0%	0.0%	-0.2%	-8.2K	96.7K	-956	0.00	46.34	N/A	N/A	0	0	7	66
2007-07-16	$60.80	$0.00	21.7%	6.2%	14.6%	0.0%	0.0%	0.0%	-0.2%	-7.8K	97.3K	-953	0.00	58.48	N/A	N/A	1	0	7	66
2007-07-17	$60.98	$0.00	21.7%	6.2%	14.1%	0.0%	0.0%	0.0%	-0.6%	-7.6K	90.4K	-961	0.00	54.91	N/A	N/A	0	0	8	66
2007-07-18	$61.06	$0.00	21.8%	6.2%	13.7%	0.0%	0.0%	0.0%	-0.7%	-7.6K	92.3K	-962	0.00	55.39	N/A	N/A	0	0	8	66
2007-07-19	$61.43	$0.00	21.7%	6.2%	13.4%	0.0%	0.0%	0.0%	-1.1%	-7.4K	83.6K	-934	0.00	53.94	N/A	N/A	0	6	8	66
2007-07-20	$60.12	$0.00	21.5%	6.2%	15.6%	0.0%	0.0%	0.0%	-0.0%	-9.0K	128.8K	-1.1K	5.00	51.95	N/A	N/A	2	10	8	72
2007-07-23	$60.53	$0.00	21.6%	6.2%	14.2%	0.0%	0.0%	0.0%	0.4%	-9.8K	140.1K	-1.2K	0.00	62.30	N/A	N/A	0	0	10	82
2007-07-24	$59.68	$0.00	21.5%	6.2%	15.4%	0.0%	0.0%	0.0%	0.8%	-10.4K	162.0K	-1.2K	0.00	67.80	N/A	N/A	0	0	10	82
2007-07-25	$60.18	$0.00	21.6%	6.2%	15.5%	0.0%	21.6%	0.0%	0.5%	-10.2K	152.2K	-1.2K	0.00	76.44	N/A	N/A	2	0	10	82
2007-07-26	$57.79	$60.00	17.0%	4.9%	21.4%	0.0%	0.0%	0.0%	0.4%	-10.3K	182.6K	-1.2K	0.00	38.81	N/A	N/A	0	0	12	82
2007-07-27	$57.80	$60.00	21.8%	6.3%	21.4%	0.0%	24.9%	0.0%	0.9%	-10.5K	199.1K	-1.2K	15.00	27.05	N/A	N/A	1	15	12	82
2007-07-30	$58.61	$55.00	21.6%	6.2%	22.0%	0.0%	0.0%	2.7%	1.2%	-11.1K	179.2K	-1.3K	0.00	43.25	N/A	N/A	0	27	13	87
2007-07-31	$58.40	$55.00	21.3%	6.1%	21.5%	0.0%	0.0%	3.1%	2.6%	-9.8K	151.1K	-1.1K	0.00	46.15	N/A	N/A	0	0	13	77