ACTU Options History — January 2007

Name: ACTU Options Analytics - January 2007
Creator: Options Analysis Suite

In January 2007, ACTU traded between $4.89 and $5.80. ATM implied volatility averaged 51.9%. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 8.1% (HV 20d: 60.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.11.

Notable Days

2007-01-16: Highest Volume — 201 contracts
2007-01-30: Largest IV drop — 22.9% change
2007-01-29: Largest Expected Move — 18.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.33	$4.89	$5.80	$5.73	$5.23
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	51.9%	38.7%	65.9%	49.3%	55.4%
Expected Move	15.1%	12.8%	18.9%	14.1%	15.9%
HV 20d	60.0%	58.4%	61.6%	61.6%	58.4%
Term Structure	-1.9%	-10.6%	3.2%	-3.9%	0.9%
VWIV	51.7%	39.8%	58.2%	39.8%	58.2%
Bid-Ask Spread %	71.64	14.73	111.97	111.97	99.55
Gamma HHI	0.80	0.52	0.93	0.59	0.87
Net GEX	3.2K	1.1K	6.2K	1.3K	5.0K
Net DEX	-103.9K	-136.6K	-62.4K	-107.7K	-121.6K
Net VEX	-210	-275	-147	-159	-275
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	1.43	0.00	0.00
Total Volume	31.8	0	201	38	0
Total OI	402.95	299	515	325	504

Daily Data (20 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
2007-01-03	$5.73	$5.00	49.3%	14.1%	0.0%	0.0%	39.8%	0.0%	-3.9%	1.3K	-107.7K	-159	0.00	111.97	N/A	N/A	38	0	278	47
2007-01-04	$5.80	$5.00	44.6%	12.8%	0.0%	0.0%	47.6%	0.0%	2.1%	1.1K	-97.5K	-154	0.00	14.73	N/A	N/A	10	0	252	47
2007-01-05	$5.54	$5.00	38.7%	13.5%	0.0%	0.0%	47.0%	0.0%	3.2%	1.3K	-88.9K	-147	0.25	40.37	N/A	N/A	61	15	257	47
2007-01-08	$5.47	$5.00	46.2%	14.5%	0.0%	0.0%	0.0%	0.0%	-1.0%	2.0K	-108.6K	-185	0.00	26.33	N/A	N/A	0	0	317	51
2007-01-09	$5.66	$5.00	48.1%	15.2%	0.0%	0.0%	53.0%	0.0%	-1.1%	1.7K	-121.1K	-170	0.00	39.63	N/A	N/A	55	0	317	51
2007-01-10	$5.64	$5.00	51.5%	14.6%	0.0%	0.0%	0.0%	0.0%	-1.2%	2.0K	-136.6K	-176	0.00	38.35	N/A	N/A	25	0	349	51
2007-01-11	$5.57	$5.00	50.4%	14.5%	0.0%	0.0%	0.0%	0.0%	-1.6%	1.9K	-122.6K	-165	0.00	40.12	N/A	N/A	0	0	329	51
2007-01-12	$5.80	$5.00	45.7%	13.1%	0.0%	0.0%	0.0%	0.0%	-8.7%	1.7K	-135.0K	-174	0.00	14.83	N/A	N/A	8	0	329	51
2007-01-16	$5.17	$5.00	53.3%	15.3%	0.0%	0.0%	53.2%	0.0%	-0.8%	3.3K	-87.1K	-174	0.01	92.35	N/A	N/A	200	1	327	51
2007-01-17	$5.06	$5.00	52.5%	15.1%	0.0%	0.0%	52.3%	0.0%	-0.5%	4.5K	-96.1K	-238	0.00	90.27	N/A	N/A	7	0	410	52
2007-01-18	$4.89	$5.00	52.6%	15.1%	0.0%	0.0%	52.6%	0.0%	-0.8%	4.0K	-62.4K	-225	0.00	92.83	N/A	N/A	64	0	412	52
2007-01-19	$5.08	$5.00	52.4%	15.0%	0.0%	0.0%	0.0%	0.0%	2.0%	6.2K	-115.7K	-246	0.00	93.15	N/A	N/A	0	0	463	52
2007-01-22	$5.07	$5.00	55.4%	15.9%	0.0%	0.0%	0.0%	0.0%	-2.4%	3.4K	-81.2K	-221	0.00	88.73	N/A	N/A	0	0	359	5
2007-01-23	$5.14	$5.00	55.5%	15.9%	0.0%	0.0%	55.5%	0.0%	-3.9%	3.6K	-86.6K	-219	1.43	88.09	N/A	N/A	7	10	359	5
2007-01-24	$5.11	$5.00	54.7%	15.7%	0.0%	0.0%	0.0%	0.0%	0.7%	3.6K	-85.0K	-231	0.00	90.94	N/A	N/A	20	0	366	15
2007-01-25	$5.01	$5.00	57.3%	16.4%	61.6%	0.0%	57.3%	0.0%	-5.2%	3.5K	-80.6K	-239	0.00	90.83	N/A	N/A	51	0	384	15
2007-01-26	$5.00	$5.00	58.1%	16.6%	59.6%	0.0%	58.2%	0.0%	-2.1%	4.1K	-96.7K	-271	0.00	86.49	N/A	N/A	13	0	431	15
2007-01-29	$5.20	$5.00	65.9%	18.9%	60.6%	0.0%	0.0%	0.0%	-10.6%	4.9K	-112.9K	-268	0.00	84.31	N/A	N/A	50	0	439	15
2007-01-30	$5.33	$5.00	50.9%	14.6%	59.9%	0.0%	0.0%	0.0%	-3.5%	4.7K	-135.1K	-269	0.00	109.01	N/A	N/A	1	0	489	15
2007-01-31	$5.23	$5.00	55.4%	15.9%	58.4%	0.0%	0.0%	0.0%	0.9%	5.0K	-121.6K	-275	0.00	99.55	N/A	N/A	0	0	489	15