PBP Options History — April 2009

Name: PBP Options Analytics - April 2009
Creator: Options Analysis Suite

In April 2009, PBP traded between $17.04 and $17.58. ATM implied volatility averaged 111.7%. The 30-day expected move averaged 32.3%. IV traded above realized volatility by 96.5% (HV 20d: 15.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.55.

Notable Days

2009-04-07: Highest Volume — 20 contracts
2009-04-27: Largest IV spike — 788.6% change
2009-04-02: Largest Expected Move — 50.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.38	$17.04	$17.58	$17.14	$17.54
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	111.7%	18.1%	181.1%	149.9%	174.6%
Expected Move	32.3%	5.2%	50.4%	43.0%	50.1%
HV 20d	15.2%	13.9%	16.3%	16.0%	13.9%
Term Structure	-32.3%	-161.1%	77.5%	-53.1%	-75.1%
Bid-Ask Spread %	195.25	186.57	200.00	193.76	196.15
Gamma HHI	0.58	0.34	1.00	0.51	0.49
Net GEX	-1.9K	-6.7K	-396	-590	-660
Net DEX	39.9K	10.3K	57.5K	23.4K	27.7K
Net VEX	-249	-383	-143	-169	-382
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.09	1.00	0.09	1.00
Total Volume	2.476	0	20	0	0
Total OI	73.619	30	92	40	92

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
2009-04-01	$17.14	$0.00	149.9%	43.0%	0.0%	0.0%	0.0%	0.0%	-53.1%	-590	23.4K	-169	0.00	193.76	N/A	N/A	0	0	10	30
2009-04-02	$17.28	$0.00	175.9%	50.4%	0.0%	0.0%	0.0%	0.0%	-161.1%	-589	22.7K	-168	0.09	193.38	N/A	N/A	11	1	10	30
2009-04-03	$17.40	$0.00	181.1%	18.0%	0.0%	0.0%	0.0%	0.0%	50.0%	-564	22.0K	-168	0.00	194.56	N/A	N/A	0	0	21	31
2009-04-06	$17.40	$0.00	43.5%	31.8%	0.0%	0.0%	0.0%	0.0%	-41.1%	-572	22.2K	-167	0.00	195.06	N/A	N/A	0	0	21	31
2009-04-07	$17.32	$0.00	43.9%	32.3%	0.0%	0.0%	0.0%	0.0%	-42.7%	-594	22.7K	-166	0.00	195.06	N/A	N/A	0	20	21	31
2009-04-08	$17.45	$0.00	106.0%	29.9%	0.0%	0.0%	0.0%	0.0%	-31.2%	-1.6K	52.5K	-207	0.00	197.41	N/A	N/A	0	0	21	51
2009-04-09	$17.48	$0.00	115.1%	33.0%	0.0%	0.0%	0.0%	0.0%	-44.1%	-2.4K	52.2K	-209	0.00	196.79	N/A	N/A	0	0	21	51
2009-04-13	$17.55	$0.00	121.6%	34.9%	0.0%	0.0%	0.0%	0.0%	-48.9%	-6.0K	50.5K	-225	0.00	197.39	N/A	N/A	0	0	21	51
2009-04-14	$17.50	$0.00	123.6%	35.5%	0.0%	0.0%	0.0%	0.0%	-50.7%	-2.9K	52.2K	-206	0.00	197.39	N/A	N/A	0	0	21	51
2009-04-15	$17.56	$0.00	125.4%	35.9%	0.0%	0.0%	0.0%	0.0%	-51.8%	-6.7K	50.3K	-226	1.00	197.39	N/A	N/A	10	10	21	51
2009-04-16	$17.56	$0.00	73.1%	21.0%	0.0%	0.0%	0.0%	0.0%	55.2%	-6.6K	50.0K	-324	0.00	197.39	N/A	N/A	0	0	31	61
2009-04-17	$17.52	$0.00	71.2%	20.4%	0.0%	0.0%	0.0%	0.0%	-54.4%	-3.8K	51.7K	-305	0.00	197.39	N/A	N/A	0	0	31	61
2009-04-20	$17.04	$0.00	138.9%	39.8%	16.0%	0.0%	0.0%	0.0%	-49.3%	-874	57.4K	-281	0.00	196.36	N/A	N/A	0	0	31	61
2009-04-21	$17.19	$0.00	77.1%	22.1%	15.9%	0.0%	0.0%	0.0%	77.5%	-887	56.1K	-279	0.00	186.95	N/A	N/A	0	0	31	61
2009-04-22	$17.05	$0.00	79.5%	22.8%	15.7%	0.0%	0.0%	0.0%	76.4%	-878	57.5K	-279	0.00	194.35	N/A	N/A	0	0	31	61
2009-04-23	$17.30	$0.00	146.6%	42.0%	16.3%	0.0%	0.0%	0.0%	-54.2%	-898	55.1K	-281	0.00	191.90	N/A	N/A	0	0	31	61
2009-04-24	$17.33	$17.50	18.1%	5.2%	15.8%	0.0%	0.0%	0.0%	0.0%	-396	10.3K	-143	0.00	200.00	N/A	N/A	0	0	10	20
2009-04-27	$17.39	$0.00	160.9%	46.1%	15.4%	0.0%	0.0%	0.0%	-64.9%	-652	28.9K	-383	0.00	197.53	N/A	N/A	0	0	31	61
2009-04-28	$17.40	$0.00	156.7%	44.9%	13.9%	0.0%	0.0%	0.0%	-54.6%	-654	29.0K	-382	0.00	197.53	N/A	N/A	0	0	31	61
2009-04-29	$17.58	$0.00	63.9%	18.3%	13.9%	0.0%	0.0%	0.0%	-28.5%	-922	43.2K	-285	0.00	186.57	N/A	N/A	0	0	31	61
2009-04-30	$17.54	$0.00	174.6%	50.1%	13.9%	0.0%	0.0%	0.0%	-75.1%	-660	27.7K	-382	0.00	196.15	N/A	N/A	0	0	31	61