ACTU Options History — August 2008 In August 2008, ACTU traded between $4.12 and $4.53. ATM implied volatility averaged 65.5%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 26.8% (HV 20d: 38.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2008-08-01 : Highest Volume — 101 contracts2008-08-14 : Largest IV drop — 65.2% change2008-08-13 : Highest IV Rank — 78.1%2008-08-01 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $4.30 $4.12 $4.53 $4.53 $4.27 Max Pain $3.13 $2.50 $5.00 $5.00 $2.50 ATM IV 65.5% 38.3% 128.2% 69.4% 43.0% Expected Move 13.9% 11.0% 19.9% 19.9% 12.3% HV 20d 38.7% 33.3% 44.3% 35.4% 37.1% HV 60d 40.5% 38.9% 42.1% 40.2% 39.0% IV Rank 27.6% 5.7% 78.1% 30.8% 9.5% IV Percentile 54.3% 5.6% 98.8% 87.3% 15.9% Term Structure 8.2% -18.5% 31.2% -18.5% 28.1% VWIV 84.2% 60.8% 101.8% 60.8% 101.8% Bid-Ask Spread % 104.96 92.01 112.47 105.10 95.37 Gamma HHI 0.91 0.89 0.94 0.91 0.92 Net GEX 4.8K 4.4K 5.3K 5.2K 5.0K Net DEX -252.4K -294.3K -211.3K -290.8K -236.5K Net VEX -1.3K -1.4K -1.1K -1.4K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 8.143 0 101 101 0 Total OI 1,438.19 1,408 1,446 1,408 1,445
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 2008-08-01 $4.53 $5.00 69.4% 19.9% 35.4% 30.8% 0.0% 0.0% -18.5% 5.2K -290.8K -1.4K 0.00 105.10 N/A N/A 101 0 1,336 72 2008-08-04 $4.49 $0.00 66.5% 16.4% 35.4% 28.5% 0.0% 0.0% 0.8% 5.1K -291.9K -1.4K 0.00 103.69 N/A N/A 5 0 1,357 72 2008-08-05 $4.52 $0.00 70.1% 15.6% 34.4% 31.4% 0.0% 0.0% -2.2% 5.3K -292.8K -1.4K 0.00 102.05 N/A N/A 0 0 1,362 72 2008-08-06 $4.44 $0.00 80.7% 15.2% 35.5% 39.9% 0.0% 0.0% 2.2% 4.8K -294.3K -1.4K 0.00 105.01 N/A N/A 0 0 1,362 72 2008-08-07 $4.15 $0.00 79.2% 13.2% 43.7% 38.7% 0.0% 0.0% 12.8% 4.4K -234.7K -1.3K 0.00 112.37 N/A N/A 0 0 1,362 72 2008-08-08 $4.25 $0.00 100.3% 12.4% 44.3% 55.6% 0.0% 0.0% 15.0% 4.5K -256.4K -1.3K 0.00 110.28 N/A N/A 5 0 1,362 72 2008-08-11 $4.34 $0.00 110.3% 12.6% 43.8% 63.7% 0.0% 0.0% 15.3% 4.9K -255.9K -1.3K 0.00 112.04 N/A N/A 0 10 1,362 72 2008-08-12 $4.46 $0.00 121.1% 15.0% 44.1% 72.4% 0.0% 0.0% -1.3% 5.1K -276.4K -1.4K 0.00 102.59 N/A N/A 8 0 1,362 82 2008-08-13 $4.40 $0.00 128.2% 14.6% 43.8% 78.1% 0.0% 0.0% 2.2% 4.7K -284.2K -1.3K 0.00 100.75 N/A N/A 2 0 1,362 82 2008-08-14 $4.27 $0.00 44.6% 12.8% 42.2% 10.8% 0.0% 0.0% 12.3% 4.4K -260.9K -1.3K 0.00 111.53 N/A N/A 6 0 1,364 82 2008-08-15 $4.25 $0.00 47.4% 13.6% 42.0% 13.1% 60.8% 0.0% 14.1% 4.4K -260.0K -1.3K 0.00 111.58 N/A N/A 14 0 1,364 82 2008-08-18 $4.19 $0.00 48.4% 13.9% 42.4% 13.9% 0.0% 0.0% 8.6% 4.5K -235.2K -1.3K 0.00 112.47 N/A N/A 5 0 1,358 82 2008-08-19 $4.12 $0.00 47.4% 13.6% 37.7% 13.1% 0.0% 0.0% 4.0% 4.5K -230.2K -1.2K 0.00 108.32 N/A N/A 0 0 1,358 82 2008-08-20 $4.17 $0.00 52.4% 15.0% 38.1% 17.1% 0.0% 0.0% 6.7% 4.5K -231.5K -1.2K 0.00 111.27 N/A N/A 0 0 1,358 82 2008-08-21 $4.17 $0.00 50.3% 14.4% 37.8% 15.4% 0.0% 0.0% 5.2% 4.7K -220.9K -1.2K 0.00 108.32 N/A N/A 0 0 1,358 82 2008-08-22 $4.22 $0.00 52.3% 15.0% 36.6% 17.0% 90.2% 0.0% 5.5% 4.7K -240.1K -1.2K 0.00 110.84 N/A N/A 10 0 1,358 82 2008-08-25 $4.21 $0.00 41.1% 11.8% 34.9% 8.0% 0.0% 0.0% 10.1% 4.8K -225.8K -1.2K 0.00 94.44 N/A N/A 0 0 1,358 82 2008-08-26 $4.20 $0.00 38.3% 11.0% 33.4% 5.7% 101.8% 0.0% 9.9% 4.9K -211.3K -1.1K 0.00 92.01 N/A N/A 5 0 1,358 82 2008-08-27 $4.21 $2.50 42.8% 12.3% 33.3% 9.3% 0.0% 0.0% 9.7% 4.9K -223.2K -1.1K 0.00 94.97 N/A N/A 0 0 1,363 82 2008-08-28 $4.37 $2.50 41.5% 11.9% 36.4% 8.3% 0.0% 0.0% 31.2% 5.2K -246.7K -1.2K 0.00 99.19 N/A N/A 0 0 1,363 82 2008-08-29 $4.27 $2.50 43.0% 12.3% 37.1% 9.5% 0.0% 0.0% 28.1% 5.0K -236.5K -1.2K 0.00 95.37 N/A N/A 0 0 1,363 82
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