ACTU Options History — September 2008 In September 2008, ACTU traded between $3.39 and $4.24. ATM implied volatility averaged 80.4%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 27.0% (HV 20d: 53.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2008-09-19 : Highest Volume — 14 contracts2008-09-15 : Largest IV spike — 61.9% change2008-09-29 : Highest IV Rank — 92.5%2008-09-29 : Largest Expected Move — 41.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.85 $3.39 $4.24 $4.24 $3.50 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 80.4% 37.4% 146.1% 46.6% 120.4% Expected Move 22.1% 10.7% 41.9% 13.4% 34.5% HV 20d 53.4% 30.1% 74.3% 37.1% 74.3% HV 60d 45.3% 37.4% 52.9% 37.9% 52.9% IV Rank 39.6% 5.0% 92.5% 12.4% 71.6% IV Percentile 78.5% 4.0% 99.6% 23.8% 98.0% Term Structure -12.6% -50.3% 7.6% 7.6% -50.3% VWIV 93.9% 93.9% 93.9% 93.9% 93.9% Bid-Ask Spread % 99.25 89.96 182.82 94.89 98.67 Gamma HHI 0.94 0.85 1.00 0.95 0.98 Net GEX 3.6K 1.8K 5.5K 5.5K 1.8K Net DEX -169.4K -195.6K -97.5K -193.8K -154.2K Net VEX -860 -1.1K -578 -1.0K -687 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 2.048 0 14 1 0 Total OI 1,438.952 1,423 1,446 1,445 1,439
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 2008-09-02 $4.24 $2.50 46.6% 13.4% 37.1% 12.4% 0.0% 0.0% 7.6% 5.5K -193.8K -1.0K 0.00 94.89 N/A N/A 1 0 1,363 82 2008-09-03 $4.18 $2.50 37.4% 10.7% 37.1% 5.0% 0.0% 0.0% 6.8% 5.2K -194.6K -1.1K 0.00 92.38 N/A N/A 2 0 1,364 82 2008-09-04 $4.06 $2.50 49.9% 14.3% 37.9% 15.1% 0.0% 0.0% 5.6% 4.8K -179.2K -996 0.00 94.66 N/A N/A 0 0 1,362 82 2008-09-05 $4.00 $2.50 62.7% 14.8% 30.1% 25.4% 0.0% 0.0% 2.0% 4.5K -170.0K -963 0.00 93.92 N/A N/A 0 0 1,362 82 2008-09-08 $4.15 $2.50 67.0% 13.9% 31.9% 28.9% 0.0% 0.0% 4.3% 5.1K -188.6K -983 0.00 94.23 N/A N/A 0 0 1,362 82 2008-09-09 $3.94 $2.50 69.7% 15.2% 35.4% 31.0% 0.0% 0.0% 0.5% 4.4K -173.9K -965 0.00 94.31 N/A N/A 0 0 1,362 82 2008-09-10 $4.13 $2.50 72.5% 14.9% 38.4% 33.3% 93.9% 0.0% 3.8% 5.0K -188.2K -969 0.00 96.94 N/A N/A 6 0 1,362 82 2008-09-11 $4.08 $2.50 51.7% 14.8% 38.4% 16.5% 0.0% 0.0% 3.5% 4.7K -180.2K -941 0.00 90.24 N/A N/A 0 0 1,356 82 2008-09-12 $4.01 $2.50 59.2% 17.0% 37.5% 22.5% 0.0% 0.0% 6.9% 4.4K -195.6K -979 0.00 97.67 N/A N/A 0 0 1,356 82 2008-09-15 $3.69 $2.50 95.8% 27.5% 47.0% 52.0% 0.0% 0.0% -38.3% 2.5K -162.3K -778 0.00 94.24 N/A N/A 0 2 1,356 82 2008-09-16 $3.85 $2.50 65.4% 18.7% 50.1% 27.6% 0.0% 0.0% 1.7% 3.9K -185.9K -936 0.00 96.94 N/A N/A 4 0 1,356 82 2008-09-17 $3.52 $2.50 95.2% 27.3% 58.5% 51.6% 0.0% 0.0% -40.1% 2.1K -154.8K -736 0.00 93.67 N/A N/A 0 0 1,356 82 2008-09-18 $3.87 $2.50 71.0% 20.4% 68.7% 32.1% 0.0% 0.0% 1.7% 3.8K -190.1K -919 0.00 98.48 N/A N/A 10 0 1,356 82 2008-09-19 $3.88 $2.50 69.4% 19.9% 68.7% 30.8% 0.0% 0.0% -0.6% 3.9K -187.4K -914 0.00 97.98 N/A N/A 14 0 1,346 82 2008-09-22 $3.67 $2.50 104.2% 29.9% 70.8% 58.8% 0.0% 0.0% -29.2% 2.2K -150.4K -728 0.00 95.10 N/A N/A 1 0 1,341 82 2008-09-23 $3.78 $2.50 77.0% 22.1% 72.0% 36.3% 0.0% 0.0% -27.4% 2.5K -162.5K -761 0.00 96.17 N/A N/A 0 0 1,355 82 2008-09-24 $3.67 $2.50 103.0% 29.5% 72.5% 57.5% 0.0% 0.0% -34.7% 2.6K -131.4K -698 0.00 89.96 N/A N/A 0 0 1,355 82 2008-09-25 $3.65 $2.50 112.3% 32.2% 72.4% 65.0% 0.0% 0.0% -41.7% 2.1K -159.0K -721 0.00 96.06 N/A N/A 3 0 1,355 82 2008-09-26 $3.60 $2.50 112.9% 32.4% 70.5% 65.5% 0.0% 0.0% -43.0% 2.0K -157.5K -713 0.00 94.93 N/A N/A 0 0 1,357 82 2008-09-29 $3.39 $2.50 146.1% 41.9% 72.6% 92.5% 0.0% 0.0% -4.2% 2.2K -97.5K -578 0.00 182.82 N/A N/A 0 0 1,357 82 2008-09-30 $3.50 $2.50 120.4% 34.5% 74.3% 71.6% 0.0% 0.0% -50.3% 1.8K -154.2K -687 0.00 98.67 N/A N/A 0 0 1,357 82
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