AG Options History — May 2009

Name: AG Options Analytics - May 2009
Creator: Options Analysis Suite

In May 2009, AG traded between $25.51 and $25.51. ATM implied volatility averaged 63.9%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded below realized volatility by 6.1% (HV 20d: 70.0%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 1 of 1 trading days. Term structure was in contango for 1 of 1 days. Put/call ratio averaged 0.17.

Notable Days

2009-05-01: Highest Volume — 1,806 contracts
2009-05-01: Highest IV Rank — 20.9%
2009-05-01: Largest Expected Move — 18.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.51	$25.51	$25.51	$25.51	$25.51
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	63.9%	63.9%	63.9%	63.9%	63.9%
Expected Move	18.3%	18.3%	18.3%	18.3%	18.3%
HV 20d	70.0%	70.0%	70.0%	70.0%	70.0%
HV 60d	82.5%	82.5%	82.5%	82.5%	82.5%
IV Rank	20.9%	20.9%	20.9%	20.9%	20.9%
IV Percentile	36.5%	36.5%	36.5%	36.5%	36.5%
Term Structure	1.9%	1.9%	1.9%	1.9%	1.9%
VWIV	66.5%	66.5%	66.5%	66.5%	66.5%
Skew 25d	-3.2%	-3.2%	-3.2%	-3.2%	-3.2%
Skew 10d	12.0%	12.0%	12.0%	12.0%	12.0%
Call IV 25d	70.0%	70.0%	70.0%	70.0%	70.0%
Put IV 25d	66.8%	66.8%	66.8%	66.8%	66.8%
Bid-Ask Spread %	13.23	13.23	13.23	13.23	13.23
Gamma HHI	0.33	0.33	0.33	0.33	0.33
Net GEX	370.5K	370.5K	370.5K	370.5K	370.5K
Net DEX	-13.9M	-13.9M	-13.9M	-13.9M	-13.9M
Net VEX	-88.4K	-88.4K	-88.4K	-88.4K	-88.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.17	0.17	0.17	0.17
Total Volume	1,806	1,806	1,806	1,806	1,806
Total OI	29,915	29,915	29,915	29,915	29,915

Daily Data (1 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 Vol	Put Vol	Call OI	Put OI
2009-05-01	$25.51	$22.50	63.9%	18.3%	70.0%	20.9%	66.5%	-3.2%	1.9%	370.5K	-13.9M	-88.4K	0.17	13.23	1,539	267	20,640	9,275