ACTU Options History — April 2009

Name: ACTU Options Analytics - April 2009
Creator: Options Analysis Suite

In April 2009, ACTU traded between $3.12 and $3.60. ATM implied volatility averaged 143.1%, placing in the 67.7% IV rank vs the trailing year. The 30-day expected move averaged 41.0%. IV traded above realized volatility by 36.7% (HV 20d: 106.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 12 trading days. Put/call ratio averaged 0.00.

Notable Days

2009-04-02: Highest Volume — 15 contracts
2009-04-13: Largest IV drop — 100.0% change
2009-04-07: Highest IV Rank — 78.6%
2009-04-07: Largest Expected Move — 46.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.42	$3.12	$3.60	$3.12	$3.58
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	143.1%	128.0%	160.9%	137.4%	137.7%
Expected Move	41.0%	36.7%	46.1%	39.4%	39.5%
HV 20d	106.4%	95.7%	124.2%	124.2%	95.7%
HV 60d	87.2%	85.8%	88.1%	87.1%	85.8%
IV Rank	67.7%	58.5%	78.6%	64.2%	64.4%
IV Percentile	94.8%	93.3%	96.8%	94.8%	93.3%
Bid-Ask Spread %	97.24	67.45	119.12	119.12	69.60
Gamma HHI	0.95	0.70	1.00	0.70	1.00
Net GEX	3	0	37	37	0
Net DEX	-6.8K	-7.2K	-5.2K	-5.2K	-7.2K
Net VEX	-0	-4	0	-4	0
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	2.083	0	15	0	0
Total OI	317	317	317	317	317

Daily Data (12 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2009-04-01	$3.12	$2.50	137.4%	39.4%	124.2%	64.2%	0.0%	0.0%	0.0%	37	-5.2K	-4	119.12	N/A	N/A	0	307	10
2009-04-02	$3.33	$2.50	128.0%	36.7%	115.2%	58.5%	0.0%	0.0%	0.0%	0	-6.7K	0	100.23	N/A	N/A	15	307	10
2009-04-03	$3.33	$2.50	138.3%	39.6%	113.0%	64.8%	0.0%	0.0%	0.0%	0	-6.7K	0	117.28	N/A	N/A	0	307	10
2009-04-06	$3.31	$2.50	149.3%	42.8%	112.3%	71.5%	0.0%	0.0%	0.0%	0	-6.6K	0	100.73	N/A	N/A	1	307	10
2009-04-07	$3.34	$2.50	160.9%	46.1%	107.4%	78.6%	0.0%	0.0%	0.0%	0	-6.7K	0	100.23	N/A	N/A	9	307	10
2009-04-08	$3.42	$2.50	150.2%	43.1%	106.8%	72.0%	0.0%	0.0%	0.0%	0	-6.8K	0	99.83	N/A	N/A	0	307	10
2009-04-09	$3.55	$2.50	137.7%	39.5%	104.1%	64.4%	0.0%	0.0%	0.0%	0	-7.1K	0	97.20	N/A	N/A	0	307	10
2009-04-13	$3.54	$2.50	0.0%	0.0%	103.9%	0.0%	0.0%	0.0%	0.0%	0	-7.1K	0	97.43	N/A	N/A	0	307	10
2009-04-14	$3.46	$2.50	0.0%	0.0%	100.9%	0.0%	0.0%	0.0%	0.0%	0	-6.9K	0	99.45	N/A	N/A	0	307	10
2009-04-15	$3.51	$2.50	0.0%	0.0%	96.7%	0.0%	0.0%	0.0%	0.0%	0	-7.0K	0	98.37	N/A	N/A	0	307	10
2009-04-16	$3.60	$2.50	0.0%	0.0%	96.7%	0.0%	0.0%	0.0%	0.0%	0	-7.2K	0	67.45	N/A	N/A	0	307	10
2009-04-17	$3.58	$2.50	0.0%	0.0%	95.7%	0.0%	0.0%	0.0%	0.0%	0	-7.2K	0	69.60	N/A	N/A	0	307	10