APD Options History — April 2007 In April 2007, APD traded between $68.17 and $72.33. ATM implied volatility averaged 17.2%. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 2.3% (HV 20d: 14.8%). Max pain ranged from $69.38 to $69.38. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.32.
Notable Days 2007-04-25 : Highest Volume — 985 contracts2007-04-25 : Largest IV drop — 20.6% change2007-04-24 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $69.47 $68.17 $72.33 $68.40 $70.77 Max Pain $69.38 $69.38 $69.38 $69.38 $69.38 ATM IV 17.2% 15.1% 19.1% 16.5% 17.9% Expected Move 5.0% 4.3% 5.5% 4.7% 5.1% HV 20d 14.8% 12.2% 20.0% 15.7% 20.0% HV 60d 18.5% 17.0% 19.3% 18.8% 19.3% Term Structure 0.4% -0.9% 3.0% 2.1% -0.0% VWIV 18.0% 16.1% 20.6% 17.1% 17.4% Bid-Ask Spread % 20.41 10.57 35.56 21.50 13.13 Gamma HHI 0.48 0.40 0.75 0.41 0.44 Net GEX 1.1M 726.8K 3.4M 726.8K 951.6K Net DEX -12.0M -18.7M -7.9M -9.2M -15.0M Net VEX -115.6K -123.1K -106.7K -123.1K -114.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.00 1.09 0.49 0.00 Total Volume 216.8 14 985 235 106 Total OI 8,011.2 7,090 8,323 8,211 7,693
Daily Data (20 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 2007-04-02 $68.40 $69.38 16.5% 4.7% 15.7% 0.0% 17.1% 0.0% 2.1% 726.8K -9.2M -123.1K 0.49 21.50 158 77 5,233 2,978 2007-04-03 $68.49 $69.38 16.2% 4.6% 14.8% 0.0% 16.3% 0.0% 2.5% 753.4K -9.8M -123.1K 0.02 32.04 56 1 5,262 3,001 2007-04-04 $68.23 $69.38 15.7% 4.5% 14.8% 0.0% 0.0% 0.0% 3.0% 755.4K -9.2M -121.3K 0.07 18.79 16 1 5,273 3,002 2007-04-05 $68.88 $69.38 16.1% 4.6% 14.6% 0.0% 16.1% 0.0% 2.2% 827.7K -10.8M -123.1K 0.41 10.57 24 10 5,284 3,002 2007-04-09 $69.61 $69.38 16.6% 5.4% 15.0% 0.0% 20.6% 0.0% -0.1% 922.8K -13.5M -120.7K 0.29 15.23 94 27 5,302 3,012 2007-04-10 $69.34 $69.38 16.3% 5.4% 15.1% 0.0% 0.0% 0.0% -0.2% 927.3K -12.6M -120.0K 0.00 15.29 14 0 5,310 3,010 2007-04-11 $68.19 $69.38 16.4% 5.3% 13.8% 0.0% 20.3% 0.0% -0.3% 801.6K -8.6M -116.2K 0.23 16.72 51 12 5,309 3,010 2007-04-12 $68.34 $69.38 18.4% 5.3% 13.8% 0.0% 18.3% 0.0% -0.2% 853.3K -8.7M -116.6K 0.00 18.15 31 0 5,297 3,000 2007-04-13 $68.17 $69.38 18.5% 5.3% 13.7% 0.0% 18.5% 0.0% -0.0% 832.8K -7.9M -114.1K 0.00 14.96 15 0 5,297 3,000 2007-04-16 $68.91 $69.38 18.5% 5.3% 14.1% 0.0% 18.5% 0.0% -0.1% 1.1M -10.3M -114.8K 0.00 20.56 55 0 5,299 2,989 2007-04-17 $69.17 $69.38 18.5% 5.3% 13.1% 0.0% 18.5% 0.0% -0.2% 1.2M -11.6M -114.6K 1.06 25.12 57 61 5,321 2,989 2007-04-18 $69.05 $69.38 18.1% 5.2% 13.0% 0.0% 18.1% 0.0% 0.1% 1.3M -11.1M -113.8K 0.39 28.93 83 32 5,302 2,992 2007-04-19 $69.05 $69.38 18.0% 5.2% 12.2% 0.0% 19.2% 0.0% -0.1% 1.4M -11.0M -113.5K 0.15 22.58 81 12 5,327 2,946 2007-04-20 $69.42 $69.38 18.6% 5.3% 12.4% 0.0% 18.6% 0.0% -0.6% 3.4M -13.3M -112.8K 0.04 26.52 589 25 5,366 2,957 2007-04-23 $69.54 $69.38 18.0% 5.2% 12.4% 0.0% 18.0% 0.0% 0.0% 794.0K -11.7M -109.0K 0.56 35.56 137 77 4,675 2,415 2007-04-24 $69.22 $69.38 19.1% 5.5% 12.2% 0.0% 19.1% 0.0% -0.9% 762.7K -10.4M -111.2K 0.33 19.42 444 148 4,708 2,459 2007-04-25 $72.33 $69.38 15.2% 4.4% 19.3% 0.0% 16.4% 0.0% -0.2% 1.0M -18.7M -106.7K 1.09 20.27 470 515 4,750 2,448 2007-04-26 $72.10 $69.38 15.6% 4.5% 18.3% 0.0% 16.4% 0.0% 0.2% 941.9K -18.3M -110.0K 0.54 13.44 296 161 4,816 2,679 2007-04-27 $72.21 $69.38 15.1% 4.3% 18.2% 0.0% 16.5% 0.0% 0.8% 979.7K -18.5M -112.2K 0.64 19.52 243 157 4,870 2,641 2007-04-30 $70.77 $69.38 17.9% 5.1% 20.0% 0.0% 17.4% 0.0% -0.0% 951.6K -15.0M -114.7K 0.00 13.13 106 0 4,981 2,712
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