ACTU Options History — March 2007

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

In March 2007, ACTU traded between $4.99 and $5.40. ATM implied volatility averaged 49.8%. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 18.3% (HV 20d: 31.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 3.36.

Notable Days

2007-03-16: Highest Volume — 98 contracts
2007-03-06: Largest IV spike — 61.1% change
2007-03-09: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.20	$4.99	$5.40	$5.21	$5.22
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	49.8%	30.8%	69.6%	30.8%	42.1%
Expected Move	13.7%	11.9%	15.5%	11.9%	12.1%
HV 20d	31.5%	28.9%	33.6%	33.6%	30.2%
HV 60d	43.6%	41.8%	45.9%	45.9%	41.8%
Term Structure	0.8%	-11.4%	9.2%	-9.5%	9.2%
VWIV	46.2%	41.4%	51.0%	41.4%	51.0%
Bid-Ask Spread %	100.67	32.92	200.00	197.53	77.71
Gamma HHI	0.87	0.82	0.93	0.91	0.93
Net GEX	2.2K	1.6K	3.5K	2.6K	3.5K
Net DEX	-48.2K	-64.8K	-29.8K	-64.8K	-39.3K
Net VEX	-176	-229	-122	-171	-199
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.36	0.00	23.50	0.00	0.00
Total Volume	7.864	0	98	1	10
Total OI	353.227	294	409	299	409

Daily Data (22 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
2007-03-01	$5.21	$5.00	30.8%	0.0%	33.6%	0.0%	0.0%	0.0%	0.0%	2.6K	-64.8K	-171	0.00	197.53	N/A	N/A	1	0	294	5
2007-03-02	$5.07	$5.00	36.9%	0.0%	32.6%	0.0%	0.0%	0.0%	0.0%	3.0K	-56.1K	-173	0.00	198.72	N/A	N/A	30	0	295	5
2007-03-05	$4.99	$5.00	41.4%	11.9%	28.9%	0.0%	41.4%	0.0%	-9.5%	3.0K	-48.8K	-166	0.00	200.00	N/A	N/A	10	0	289	5
2007-03-06	$5.23	$5.00	66.7%	0.0%	33.6%	0.0%	0.0%	0.0%	-11.4%	2.6K	-57.7K	-147	0.00	197.53	N/A	N/A	20	0	289	5
2007-03-07	$5.18	$5.00	52.3%	14.1%	30.4%	0.0%	0.0%	0.0%	3.9%	2.1K	-54.5K	-140	0.00	32.92	N/A	N/A	0	0	306	5
2007-03-08	$5.21	$5.00	49.0%	14.6%	30.5%	0.0%	51.0%	0.0%	1.1%	2.0K	-55.5K	-140	0.00	89.99	N/A	N/A	4	0	306	5
2007-03-09	$5.30	$5.00	53.8%	15.5%	31.2%	0.0%	0.0%	0.0%	-1.8%	2.0K	-58.3K	-141	0.00	67.80	N/A	N/A	0	0	307	5
2007-03-12	$5.26	$5.00	69.6%	13.8%	31.3%	0.0%	0.0%	0.0%	3.5%	2.2K	-59.2K	-132	0.00	72.47	N/A	N/A	0	0	307	5
2007-03-13	$5.13	$5.00	63.7%	14.3%	32.3%	0.0%	0.0%	0.0%	3.6%	2.2K	-52.7K	-135	0.00	89.52	N/A	N/A	0	0	307	5
2007-03-14	$5.11	$5.00	67.1%	13.6%	31.1%	0.0%	0.0%	0.0%	3.9%	2.3K	-50.2K	-131	0.00	90.34	N/A	N/A	0	0	307	5
2007-03-15	$5.16	$5.00	49.6%	14.2%	31.1%	0.0%	0.0%	0.0%	2.5%	2.3K	-51.7K	-131	0.00	91.97	N/A	N/A	0	0	307	5
2007-03-16	$5.13	$5.00	50.3%	14.4%	30.7%	0.0%	0.0%	0.0%	-6.3%	2.2K	-51.1K	-122	23.50	92.35	N/A	N/A	4	94	307	5
2007-03-19	$5.25	$5.00	50.1%	14.4%	32.0%	0.0%	0.0%	0.0%	-0.4%	1.6K	-39.1K	-229	0.00	73.27	N/A	N/A	0	0	310	99
2007-03-20	$5.24	$5.00	50.9%	14.6%	30.1%	0.0%	0.0%	0.0%	-0.7%	1.6K	-39.4K	-226	0.00	73.27	N/A	N/A	0	0	310	99
2007-03-21	$5.36	$5.00	47.6%	13.6%	31.6%	0.0%	0.0%	0.0%	1.9%	1.7K	-46.3K	-220	0.00	79.07	N/A	N/A	0	0	310	99
2007-03-22	$5.40	$5.00	41.8%	12.0%	31.7%	0.0%	0.0%	0.0%	1.8%	1.7K	-51.9K	-213	0.00	91.66	N/A	N/A	0	0	310	99
2007-03-23	$5.24	$5.00	44.7%	12.8%	32.3%	0.0%	0.0%	0.0%	5.0%	1.9K	-42.3K	-219	0.00	83.28	N/A	N/A	0	0	310	99
2007-03-26	$5.27	$5.00	48.0%	13.8%	32.2%	0.0%	0.0%	0.0%	0.1%	1.9K	-42.3K	-212	0.00	77.77	N/A	N/A	0	0	310	99
2007-03-27	$5.11	$5.00	44.5%	12.7%	31.9%	0.0%	0.0%	0.0%	4.4%	2.3K	-29.8K	-213	0.00	75.31	N/A	N/A	0	0	310	99
2007-03-28	$5.12	$5.00	49.6%	14.2%	31.9%	0.0%	0.0%	0.0%	-0.9%	2.0K	-32.1K	-213	0.00	79.79	N/A	N/A	0	0	310	99
2007-03-29	$5.19	$5.00	45.7%	13.1%	31.8%	0.0%	0.0%	0.0%	6.0%	2.2K	-38.0K	-207	0.00	82.47	N/A	N/A	0	0	310	99
2007-03-30	$5.22	$5.00	42.1%	12.1%	30.2%	0.0%	0.0%	0.0%	9.2%	3.5K	-39.3K	-199	0.00	77.71	N/A	N/A	10	0	310	99