AGQ Options History — February 2009

Name: AGQ Options Analytics - February 2009
Creator: Options Analysis Suite

In February 2009, AGQ traded between $40.77 and $44.08. ATM implied volatility averaged 77.6%. The 30-day expected move averaged 22.3%. Max pain ranged from $45.00 to $45.00. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days. Put/call ratio averaged 0.41.

Notable Days

2009-02-27: Highest Volume — 120 contracts
2009-02-27: Largest IV spike — 8.4% change
2009-02-27: Largest Expected Move — 23.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.89	$40.77	$44.08	$44.08	$40.77
Max Pain	$45.00	$45.00	$45.00	$45.00	$45.00
ATM IV	77.6%	75.2%	82.1%	75.2%	82.1%
Expected Move	22.3%	21.6%	23.5%	21.6%	23.5%
Term Structure	-2.0%	-2.5%	-1.0%	-2.5%	-1.0%
VWIV	78.2%	75.4%	81.1%	75.4%	81.1%
Bid-Ask Spread %	39.44	34.21	45.76	34.21	38.36
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-938	-1.7K	0	0	-1.1K
Net DEX	36.8K	0	62.3K	0	48.0K
Net VEX	-91	-159	0	0	-159
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.13	0.69	0.13	0.69
Total Volume	51	9	120	24	120
Total OI	18.667	0	32	0	32

Daily Data (3 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
2009-02-25	$44.08	$0.00	75.2%	21.6%	0.0%	0.0%	75.4%	0.0%	-2.5%	0	0	0	0.00	34.21	N/A	N/A	0	24	0	0
2009-02-26	$40.83	$45.00	75.7%	21.7%	0.0%	0.0%	0.0%	0.0%	-2.5%	-1.7K	62.3K	-115	0.13	45.76	N/A	N/A	8	1	0	24
2009-02-27	$40.77	$45.00	82.1%	23.5%	0.0%	0.0%	81.1%	0.0%	-1.0%	-1.1K	48.0K	-159	0.69	38.36	N/A	N/A	71	49	8	24