ACTU Options History — February 2008 In February 2008, ACTU traded between $4.26 and $5.15. ATM implied volatility averaged 59.6%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded below realized volatility by 56.1% (HV 20d: 115.7%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.05.
Notable Days 2008-02-01 : Highest Volume — 315 contracts2008-02-04 : Largest IV drop — 25.0% change2008-02-01 : Highest IV Rank — 54.0%2008-02-01 : Largest Expected Move — 26.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.84 $4.26 $5.15 $4.26 $4.80 Max Pain $5.00 $2.50 $7.50 $5.00 $5.00 ATM IV 59.6% 49.8% 93.4% 93.4% 51.3% Expected Move 17.3% 14.3% 26.8% 26.8% 14.7% HV 20d 115.7% 112.9% 118.9% 112.9% 114.8% HV 60d 78.7% 76.7% 81.4% 79.9% 78.4% IV Rank 25.8% 17.6% 54.0% 54.0% 18.8% IV Percentile 73.9% 44.8% 98.0% 98.0% 51.2% Term Structure -1.0% -44.0% 9.6% -44.0% 3.7% VWIV 68.8% 50.9% 103.6% 103.6% 50.9% Bid-Ask Spread % 87.70 28.14 105.99 69.06 101.35 Gamma HHI 0.79 0.47 0.88 0.47 0.87 Net GEX 4.5K 1.2K 7.6K 1.2K 5.2K Net DEX -90.2K -126.0K 11.6K 11.6K -108.0K Net VEX -502 -576 -253 -253 -495 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.50 0.02 0.00 Total Volume 62.45 1 315 315 5 Total OI 1,380.75 1,046 1,506 1,046 1,453
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 2008-02-01 $4.26 $5.00 93.4% 26.8% 112.9% 54.0% 103.6% 0.0% -44.0% 1.2K 11.6K -253 0.02 69.06 N/A N/A 310 5 915 131 2008-02-04 $4.58 $7.50 70.0% 18.1% 117.4% 34.5% 63.5% 0.0% -2.0% 2.4K -19.5K -324 0.17 81.75 N/A N/A 169 28 1,024 117 2008-02-05 $4.63 $5.00 71.7% 19.3% 117.7% 35.9% 86.1% 0.0% -1.2% 3.1K -51.7K -469 0.00 28.14 N/A N/A 105 0 1,148 131 2008-02-06 $4.77 $2.50 65.2% 18.0% 118.9% 30.4% 90.8% 0.0% -6.1% 3.9K -88.8K -576 0.18 86.61 N/A N/A 67 12 1,239 131 2008-02-07 $4.80 $5.00 67.1% 19.3% 118.5% 32.1% 95.3% 0.0% -7.3% 4.0K -78.4K -517 0.00 94.63 N/A N/A 15 0 1,250 141 2008-02-08 $4.74 $5.00 53.5% 18.5% 118.5% 20.6% 0.0% 0.0% 0.7% 4.1K -70.9K -536 0.50 30.12 N/A N/A 20 10 1,250 141 2008-02-11 $4.85 $5.00 52.7% 17.0% 118.1% 20.0% 59.5% 0.0% 4.0% 5.0K -84.0K -534 0.00 91.51 N/A N/A 38 0 1,270 151 2008-02-12 $4.78 $5.00 57.2% 18.2% 115.4% 23.8% 0.0% 0.0% -1.2% 4.7K -85.6K -536 0.05 96.39 N/A N/A 105 5 1,287 151 2008-02-13 $5.05 $5.00 61.6% 18.3% 116.0% 27.4% 60.2% 0.0% 0.3% 7.6K -126.0K -557 0.00 87.88 N/A N/A 75 0 1,340 151 2008-02-14 $4.96 $5.00 58.9% 16.9% 114.6% 25.2% 0.0% 0.0% 9.6% 6.9K -124.9K -558 0.00 91.69 N/A N/A 3 0 1,355 151 2008-02-15 $4.92 $5.00 59.6% 17.1% 114.5% 25.8% 59.8% 0.0% 4.0% 6.4K -112.5K -573 0.00 96.16 N/A N/A 71 0 1,352 151 2008-02-19 $4.79 $5.00 50.7% 14.5% 114.3% 18.4% 0.0% 0.0% 5.8% 3.6K -98.9K -536 0.00 102.91 N/A N/A 5 0 1,239 137 2008-02-20 $4.81 $5.00 60.1% 17.2% 113.8% 26.2% 60.2% 0.0% 6.4% 3.5K -97.1K -547 0.00 101.11 N/A N/A 13 0 1,239 137 2008-02-21 $4.96 $5.00 54.6% 15.7% 114.5% 21.6% 54.6% 0.0% 3.9% 4.0K -101.3K -529 0.00 101.82 N/A N/A 51 0 1,252 137 2008-02-22 $4.87 $5.00 58.0% 16.6% 114.5% 24.4% 58.1% 0.0% -0.4% 4.0K -101.4K -532 0.00 103.20 N/A N/A 50 0 1,260 137 2008-02-25 $5.01 $5.00 54.1% 15.5% 115.3% 21.2% 0.0% 0.0% -7.9% 4.8K -107.8K -483 0.00 105.29 N/A N/A 23 0 1,244 137 2008-02-26 $5.15 $5.00 52.9% 15.2% 115.5% 20.2% 52.2% 0.0% 4.5% 5.3K -117.0K -492 0.00 90.02 N/A N/A 23 0 1,263 137 2008-02-27 $5.04 $5.00 49.8% 14.3% 115.2% 17.6% 50.9% 0.0% 1.6% 5.2K -123.1K -484 0.00 88.43 N/A N/A 40 0 1,276 137 2008-02-28 $4.96 $5.00 50.0% 14.3% 114.6% 17.7% 0.0% 0.0% 5.6% 5.5K -118.5K -503 0.00 105.99 N/A N/A 1 0 1,316 137 2008-02-29 $4.80 $5.00 51.3% 14.7% 114.8% 18.8% 0.0% 0.0% 3.7% 5.2K -108.0K -495 0.00 101.35 N/A N/A 5 0 1,316 137
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