ACTU Options History — February 2009 In February 2009, ACTU traded between $3.51 and $3.91. ATM implied volatility averaged 71.1%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 7.5% (HV 20d: 63.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-02-24 : Highest Volume — 2 contracts2009-02-10 : Largest IV spike — 45.5% change2009-02-18 : Highest IV Rank — 37.6%2009-02-18 : Largest Expected Move — 26.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.69 $3.51 $3.91 $3.54 $3.58 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 71.1% 45.3% 93.9% 74.6% 79.4% Expected Move 20.4% 13.0% 26.9% 21.4% 22.8% HV 20d 63.6% 57.6% 71.8% 58.2% 59.2% HV 60d 96.4% 87.9% 100.1% 96.4% 87.9% IV Rank 23.7% 7.9% 37.6% 25.8% 28.8% IV Percentile 55.7% 12.7% 77.8% 64.3% 68.7% VWIV 79.3% 79.3% 79.3% 79.3% 79.3% Bid-Ask Spread % 105.24 97.68 115.60 114.00 102.31 Gamma HHI 0.70 0.50 0.84 0.63 0.53 Net GEX 132 29 213 72 35 Net DEX -9.0K -11.7K -6.6K -6.8K -6.9K Net VEX -23 -39 -4 -11 -4 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 0.105 0 2 0 0 Total OI 86.316 86 88 86 88
Daily Data (19 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 2009-02-02 $3.54 $2.50 74.6% 21.4% 58.2% 25.8% 0.0% 0.0% 0.0% 72 -6.8K -11 0.00 114.00 N/A N/A 0 0 76 10 2009-02-03 $3.54 $2.50 75.1% 21.5% 57.6% 26.1% 0.0% 0.0% 0.0% 72 -6.8K -11 0.00 115.60 N/A N/A 0 0 76 10 2009-02-04 $3.51 $2.50 76.7% 22.0% 57.7% 27.1% 0.0% 0.0% 0.0% 66 -6.6K -10 0.00 115.60 N/A N/A 0 0 76 10 2009-02-05 $3.68 $2.50 65.3% 18.7% 59.6% 20.1% 0.0% 0.0% 0.0% 105 -7.5K -12 0.00 113.74 N/A N/A 0 0 76 10 2009-02-06 $3.85 $2.50 45.8% 13.1% 61.3% 8.2% 0.0% 0.0% 0.0% 204 -9.9K -29 0.00 98.15 N/A N/A 0 0 76 10 2009-02-09 $3.89 $2.50 45.3% 13.0% 59.0% 7.9% 0.0% 0.0% 0.0% 213 -10.1K -28 0.00 115.18 N/A N/A 0 0 76 10 2009-02-10 $3.57 $2.50 65.9% 18.9% 67.0% 20.5% 0.0% 0.0% 0.0% 43 -6.9K -6 0.00 115.43 N/A N/A 0 0 76 10 2009-02-11 $3.85 $2.50 58.6% 16.8% 71.8% 16.1% 0.0% 0.0% 0.0% 202 -11.5K -39 0.00 100.53 N/A N/A 0 0 76 10 2009-02-12 $3.80 $2.50 61.0% 17.5% 67.7% 17.5% 0.0% 0.0% 0.0% 193 -11.2K -38 0.00 100.49 N/A N/A 0 0 76 10 2009-02-13 $3.91 $2.50 59.3% 17.0% 67.9% 16.4% 0.0% 0.0% 0.0% 208 -11.7K -38 0.00 101.85 N/A N/A 0 0 76 10 2009-02-17 $3.75 $2.50 78.3% 22.4% 68.2% 28.1% 0.0% 0.0% 0.0% 179 -10.8K -37 0.00 98.87 N/A N/A 0 0 76 10 2009-02-18 $3.74 $2.50 93.9% 26.9% 67.8% 37.6% 0.0% 0.0% 0.0% 179 -8.7K -26 0.00 97.68 N/A N/A 0 0 76 10 2009-02-19 $3.71 $2.50 90.9% 26.1% 65.9% 35.8% 0.0% 0.0% 0.0% 174 -10.6K -36 0.00 101.97 N/A N/A 0 0 76 10 2009-02-20 $3.57 $2.50 71.4% 20.5% 64.6% 23.9% 0.0% 0.0% 0.0% 155 -9.9K -36 0.00 101.19 N/A N/A 0 0 76 10 2009-02-23 $3.70 $2.50 77.9% 22.3% 65.6% 27.9% 0.0% 0.0% 0.0% 172 -10.6K -35 0.00 101.95 N/A N/A 0 0 76 10 2009-02-24 $3.74 $2.50 76.8% 22.0% 61.6% 27.2% 79.3% 0.0% 0.0% 178 -10.7K -35 0.00 101.22 N/A N/A 2 0 76 10 2009-02-25 $3.54 $2.50 76.1% 21.8% 64.8% 26.7% 0.0% 0.0% 0.0% 29 -6.8K -4 0.00 102.27 N/A N/A 0 0 78 10 2009-02-26 $3.59 $2.50 78.1% 22.4% 62.7% 28.0% 0.0% 0.0% 0.0% 36 -6.9K -4 0.00 101.61 N/A N/A 0 0 78 10 2009-02-27 $3.58 $2.50 79.4% 22.8% 59.2% 28.8% 0.0% 0.0% 0.0% 35 -6.9K -4 0.00 102.31 N/A N/A 0 0 78 10
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