ACTU Options History — March 2009 In March 2009, ACTU traded between $2.83 and $3.50. ATM implied volatility averaged 91.6%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded below realized volatility by 3.7% (HV 20d: 95.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-03-26 : Highest Volume — 200 contracts2009-03-12 : Largest IV spike — 41.4% change2009-03-27 : Highest IV Rank — 53.3%2009-03-27 : Largest Expected Move — 34.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.21 $2.83 $3.50 $3.31 $3.06 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 91.6% 69.5% 119.5% 82.6% 108.2% Expected Move 26.3% 19.9% 34.3% 23.7% 31.0% HV 20d 95.3% 65.5% 124.5% 65.5% 124.5% HV 60d 83.3% 76.8% 89.9% 89.4% 87.2% IV Rank 36.2% 22.7% 53.3% 30.7% 46.4% IV Percentile 74.0% 50.0% 89.3% 72.2% 82.9% VWIV 123.1% 106.9% 139.3% 106.9% 139.3% Bid-Ask Spread % 103.93 98.37 120.28 103.38 120.28 Gamma HHI 0.84 0.50 1.00 0.73 0.99 Net GEX 29 19 46 26 31 Net DEX -5.6K -6.7K -3.5K -5.9K -5.3K Net VEX -5 -9 -2 -5 -3 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 10.455 0 200 0 0 Total OI 119.409 88 317 88 317
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 2009-03-02 $3.31 $2.50 82.6% 23.7% 65.5% 30.7% 0.0% 0.0% 0.0% 26 -5.9K -5 0.00 103.38 N/A N/A 0 0 78 10 2009-03-03 $3.15 $2.50 86.0% 24.7% 67.5% 32.8% 0.0% 0.0% 0.0% 31 -5.2K -7 0.00 101.99 N/A N/A 0 0 78 10 2009-03-04 $3.25 $2.50 90.4% 25.9% 68.8% 35.5% 0.0% 0.0% 0.0% 29 -5.6K -6 0.00 100.57 N/A N/A 0 0 78 10 2009-03-05 $2.83 $2.50 80.4% 23.0% 83.7% 29.3% 0.0% 0.0% 0.0% 41 -3.5K -9 0.00 109.02 N/A N/A 0 0 78 10 2009-03-06 $3.03 $2.50 75.0% 21.5% 85.9% 26.1% 0.0% 0.0% 0.0% 35 -4.9K -7 0.00 104.04 N/A N/A 0 0 78 10 2009-03-09 $2.94 $2.50 69.5% 19.9% 83.6% 22.7% 0.0% 0.0% 0.0% 40 -4.5K -7 0.00 107.08 N/A N/A 0 0 78 10 2009-03-10 $3.23 $2.50 78.6% 22.5% 91.7% 28.3% 0.0% 0.0% 0.0% 23 -5.8K -4 0.00 101.24 N/A N/A 0 0 78 10 2009-03-11 $3.12 $2.50 72.3% 20.7% 87.7% 24.4% 0.0% 0.0% 0.0% 27 -5.5K -4 0.00 102.95 N/A N/A 0 0 78 10 2009-03-12 $3.37 $2.50 102.3% 29.3% 87.9% 42.8% 0.0% 0.0% 0.0% 31 -6.0K -5 0.00 99.58 N/A N/A 0 0 78 10 2009-03-13 $3.31 $2.50 86.3% 24.8% 88.0% 33.0% 0.0% 0.0% 0.0% 21 -6.1K -4 0.00 100.06 N/A N/A 0 0 78 10 2009-03-16 $3.09 $2.50 95.7% 27.4% 89.6% 38.7% 0.0% 0.0% 0.0% 32 -5.1K -6 0.00 104.18 N/A N/A 0 0 78 10 2009-03-17 $3.36 $2.50 93.4% 26.8% 94.9% 37.3% 0.0% 0.0% 0.0% 20 -6.2K -3 0.00 100.23 N/A N/A 0 0 78 10 2009-03-18 $3.45 $2.50 94.6% 27.1% 95.6% 38.0% 106.9% 0.0% 0.0% 19 -6.5K -3 0.00 106.22 N/A N/A 8 0 78 10 2009-03-19 $3.33 $2.50 111.1% 31.9% 96.2% 48.2% 0.0% 0.0% 0.0% 29 -5.9K -4 0.00 100.23 N/A N/A 0 0 86 10 2009-03-20 $3.11 $2.50 87.8% 25.2% 98.2% 33.9% 0.0% 0.0% 0.0% 28 -5.4K -4 0.00 102.95 N/A N/A 0 0 86 10 2009-03-23 $3.49 $2.50 100.7% 28.9% 106.5% 41.8% 0.0% 0.0% 0.0% 19 -6.7K -2 0.00 98.37 N/A N/A 0 0 86 10 2009-03-24 $3.13 $2.50 83.7% 24.0% 112.7% 31.4% 0.0% 0.0% 0.0% 24 -5.7K -3 0.00 104.23 N/A N/A 0 0 86 10 2009-03-25 $3.25 $2.50 94.0% 26.9% 112.5% 37.6% 0.0% 0.0% 0.0% 20 -6.0K -3 0.00 101.40 N/A N/A 0 0 86 10 2009-03-26 $3.50 $2.50 106.4% 30.5% 115.7% 45.3% 139.3% 0.0% 0.0% 20 -6.7K -2 0.00 101.97 N/A N/A 200 0 86 10 2009-03-27 $3.33 $2.50 119.5% 34.3% 117.0% 53.3% 0.0% 0.0% 0.0% 46 -6.1K -4 0.00 107.34 N/A N/A 0 0 285 10 2009-03-30 $2.90 $2.50 97.2% 27.9% 123.8% 39.6% 0.0% 0.0% 0.0% 44 -4.6K -5 0.00 109.18 N/A N/A 22 0 285 10 2009-03-31 $3.06 $2.50 108.2% 31.0% 124.5% 46.4% 0.0% 0.0% 0.0% 31 -5.3K -3 0.00 120.28 N/A N/A 0 0 307 10
« Feb 2009 | All History | Apr 2009 » Home ACTU History March 2009