VOX Options History — September 2008

Name: VOX Options Analytics - September 2008
Creator: Options Analysis Suite

In September 2008, VOX traded between $53.59 and $62.81. ATM implied volatility averaged 97.6%, placing in the 56.7% IV rank vs the trailing year. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 68.4% (HV 20d: 29.2%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 13 of 14 trading days.

Notable Days

2008-09-08: Largest IV spike — 118.8% change
2008-09-19: Highest IV Rank — 100.0%
2008-09-19: Largest Expected Move — 56.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.36	$53.59	$62.81	$62.77	$58.75
Max Pain	$65.00	$65.00	$65.00	$65.00	$65.00
ATM IV	97.6%	44.9%	197.8%	44.9%	197.8%
Expected Move	28.0%	12.9%	56.7%	12.9%	56.7%
HV 20d	29.2%	23.7%	43.6%	25.2%	43.6%
HV 60d	25.5%	23.2%	31.3%	23.3%	31.3%
IV Rank	56.7%	19.1%	100.0%	19.1%	100.0%
IV Percentile	91.8%	73.4%	100.0%	73.4%	100.0%
Skew 25d	-6.7%	-24.6%	0.6%	0.5%	-4.3%
Skew 10d	-16.3%	-33.2%	-3.2%	-3.4%	-23.2%
Call IV 25d	104.8%	62.4%	173.5%	62.4%	97.0%
Put IV 25d	98.2%	63.0%	148.9%	63.0%	92.7%
Bid-Ask Spread %	158.39	128.29	184.75	161.90	153.82
Gamma HHI	0.51	0.50	0.52	0.50	0.51
Net GEX	805	0	1.5K	1.5K	0
Net DEX	-8.3K	-16.9K	0	-13.3K	0
Net VEX	-18	-34	0	-34	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	7	7	7	7	7

Daily Data (14 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call OI
2008-09-02	$62.77	$65.00	44.9%	12.9%	25.2%	19.1%	0.0%	0.5%	0.0%	1.5K	-13.3K	-34	161.90	N/A	N/A	7
2008-09-03	$62.81	$65.00	46.2%	13.2%	23.7%	20.1%	0.0%	0.6%	0.0%	1.5K	-13.4K	-33	162.28	N/A	N/A	7
2008-09-04	$60.65	$65.00	49.2%	14.1%	27.0%	22.4%	0.0%	0.0%	0.0%	1.1K	-8.7K	-25	158.95	N/A	N/A	7
2008-09-05	$60.32	$65.00	51.4%	14.7%	26.3%	24.1%	0.0%	-0.9%	0.0%	1.1K	-7.7K	-22	158.48	N/A	N/A	7
2008-09-08	$61.73	$65.00	112.4%	32.2%	25.7%	70.6%	0.0%	-9.7%	0.0%	815	-16.9K	-30	184.75	N/A	N/A	7
2008-09-09	$60.91	$65.00	119.2%	34.2%	25.0%	75.8%	0.0%	-15.8%	0.0%	779	-15.7K	-28	182.80	N/A	N/A	7
2008-09-10	$59.84	$65.00	127.2%	36.5%	25.7%	81.9%	0.0%	-24.6%	0.0%	732	-14.3K	-25	179.40	N/A	N/A	7
2008-09-11	$59.74	$65.00	66.7%	19.1%	25.6%	35.7%	0.0%	-5.7%	0.0%	971	-7.0K	-16	157.87	N/A	N/A	7
2008-09-12	$59.99	$65.00	70.7%	20.3%	25.5%	38.7%	0.0%	-4.3%	0.0%	1.0K	-7.4K	-16	159.32	N/A	N/A	7
2008-09-15	$57.07	$65.00	94.0%	26.9%	30.4%	56.5%	0.0%	0.0%	0.0%	578	-3.6K	-7	144.87	N/A	N/A	7
2008-09-16	$56.78	$65.00	105.3%	30.2%	30.3%	65.1%	0.0%	0.0%	0.0%	540	-3.3K	-6	144.36	N/A	N/A	7
2008-09-17	$53.59	$65.00	131.8%	37.8%	35.2%	85.3%	0.0%	0.0%	0.0%	268	-1.5K	-3	128.29	N/A	N/A	7
2008-09-18	$56.13	$65.00	149.2%	42.8%	39.8%	98.6%	0.0%	0.0%	0.0%	470	-2.8K	-4	140.34	N/A	N/A	7
2008-09-19	$58.75	$65.00	197.8%	56.7%	43.6%	100.0%	0.0%	0.0%	0.0%	0	0	0	153.82	N/A	N/A	7