AVTR Options History — June 2010

Name: AVTR Options Analytics - June 2010
Creator: Options Analysis Suite

In June 2010, AVTR traded between $18.91 and $21.66. ATM implied volatility averaged 44.4%. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 6.4% (HV 20d: 50.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.89.

Notable Days

2010-06-25: Highest Volume — 78 contracts
2010-06-10: Largest IV spike — 39.8% change
2010-06-07: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.26	$18.91	$21.66	$20.33	$19.18
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	44.4%	34.9%	48.8%	45.4%	43.7%
Expected Move	13.2%	11.4%	14.6%	13.0%	12.5%
HV 20d	50.8%	48.9%	52.9%	52.8%	48.9%
Term Structure	2.7%	-0.6%	5.2%	4.0%	4.9%
VWIV	46.3%	43.3%	49.1%	49.1%	45.8%
Skew 25d	7.8%	1.4%	14.4%	8.0%	1.4%
Skew 10d	16.5%	8.5%	22.7%	15.4%	13.0%
Call IV 25d	42.4%	37.2%	45.5%	42.7%	45.2%
Put IV 25d	50.2%	46.6%	51.7%	50.7%	46.6%
Bid-Ask Spread %	80.45	56.37	102.75	96.29	102.75
Gamma HHI	0.90	0.65	1.00	1.00	0.65
Net GEX	-1.1K	-2.8K	-425	-812	-2.8K
Net DEX	17.9K	2.0K	53.8K	19.1K	53.8K
Net VEX	-298	-887	-201	-216	-887
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.89	0.00	3.67	0.00	0.75
Total Volume	8.864	0	78	0	7
Total OI	70.182	47	202	47	202

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
2010-06-01	$20.33	$0.00	45.4%	13.0%	0.0%	0.0%	0.0%	0.0%	4.0%	-812	19.1K	-216	0.00	96.29	N/A	N/A	0	0	10	37
2010-06-02	$21.28	$0.00	39.9%	11.4%	0.0%	0.0%	0.0%	0.0%	5.2%	-821	14.6K	-214	0.00	93.75	N/A	N/A	0	0	10	37
2010-06-03	$20.68	$0.00	44.7%	12.8%	0.0%	0.0%	0.0%	0.0%	3.9%	-840	17.5K	-214	0.00	98.30	N/A	N/A	0	0	10	37
2010-06-04	$19.54	$20.00	45.6%	13.8%	0.0%	0.0%	0.0%	0.0%	0.9%	-819	23.7K	-209	0.00	56.37	N/A	N/A	0	0	10	37
2010-06-07	$18.91	$20.00	40.3%	14.6%	0.0%	0.0%	0.0%	0.0%	-0.6%	-818	27.7K	-201	0.00	66.81	N/A	N/A	0	0	10	37
2010-06-08	$18.96	$20.00	40.0%	14.2%	0.0%	0.0%	49.1%	0.0%	0.8%	-829	27.6K	-201	0.00	66.47	N/A	N/A	3	0	10	37
2010-06-09	$18.91	$20.00	34.9%	14.2%	0.0%	0.0%	0.0%	0.0%	1.0%	-733	25.5K	-213	0.00	69.22	N/A	N/A	0	0	13	37
2010-06-10	$19.91	$20.00	48.8%	14.0%	0.0%	0.0%	0.0%	0.0%	1.5%	-769	18.9K	-221	0.00	63.77	N/A	N/A	2	0	13	37
2010-06-11	$20.17	$20.00	47.6%	13.7%	0.0%	0.0%	47.7%	0.0%	2.9%	-505	15.4K	-224	0.00	69.66	N/A	N/A	0	6	15	37
2010-06-14	$20.41	$20.00	48.0%	13.8%	0.0%	0.0%	0.0%	0.0%	1.8%	-425	12.6K	-221	0.00	72.59	N/A	N/A	0	0	15	37
2010-06-15	$21.66	$20.00	45.1%	12.9%	0.0%	0.0%	0.0%	0.0%	1.4%	-626	3.8K	-218	0.00	68.38	N/A	N/A	0	0	15	37
2010-06-16	$21.46	$20.00	44.0%	12.6%	0.0%	0.0%	0.0%	0.0%	2.0%	-630	4.7K	-216	0.00	67.87	N/A	N/A	5	0	15	37
2010-06-17	$21.02	$20.00	46.7%	13.4%	0.0%	0.0%	46.4%	0.0%	2.7%	-561	2.0K	-249	0.00	72.16	N/A	N/A	0	5	20	37
2010-06-18	$21.24	$20.00	46.0%	13.2%	52.8%	0.0%	46.0%	0.0%	3.2%	-914	4.6K	-256	1.00	71.55	N/A	N/A	4	4	20	42
2010-06-21	$21.13	$20.00	45.5%	13.0%	51.0%	0.0%	0.0%	8.0%	3.7%	-996	6.1K	-271	0.00	80.16	N/A	N/A	0	0	22	46
2010-06-22	$20.11	$20.00	45.2%	13.0%	52.9%	0.0%	0.0%	4.1%	2.6%	-1.1K	16.9K	-267	0.00	91.19	N/A	N/A	0	0	22	46
2010-06-23	$20.40	$20.00	46.4%	13.3%	51.7%	0.0%	46.0%	6.9%	2.1%	-1.1K	13.4K	-267	0.00	83.73	N/A	N/A	0	1	22	46
2010-06-24	$20.19	$20.00	45.8%	13.1%	50.3%	0.0%	0.0%	12.4%	3.2%	-1.2K	16.8K	-266	0.00	92.55	N/A	N/A	0	0	22	47
2010-06-25	$20.16	$20.00	43.6%	12.5%	49.0%	0.0%	43.3%	11.6%	4.5%	-1.3K	16.9K	-264	1.69	95.34	N/A	N/A	29	49	22	47
2010-06-28	$20.60	$20.00	44.2%	12.7%	49.0%	0.0%	0.0%	14.4%	4.4%	-2.6K	16.0K	-620	0.00	94.25	N/A	N/A	10	0	47	96
2010-06-29	$19.57	$20.00	45.8%	13.1%	51.7%	0.0%	45.8%	3.9%	3.7%	-2.2K	35.7K	-632	3.67	96.64	N/A	N/A	15	55	52	96
2010-06-30	$19.18	$20.00	43.7%	12.5%	48.9%	0.0%	0.0%	1.4%	4.9%	-2.8K	53.8K	-887	0.75	102.75	N/A	N/A	4	3	67	135