CBL Options History — May 2008

In May 2008, CBL traded between $26.31 and $26.31. ATM implied volatility averaged 35.9%. The 30-day expected move averaged 10.3%. Net GEX was positive for 0 of 1 trading days. Term structure was in contango for 1 of 1 days.

Notable Days

2008-05-30: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.31	$26.31	$26.31	$26.31	$26.31
ATM IV	35.9%	35.9%	35.9%	35.9%	35.9%
Expected Move	10.3%	10.3%	10.3%	10.3%	10.3%
Term Structure	1.8%	1.8%	1.8%	1.8%	1.8%
Bid-Ask Spread %	104.58	104.58	104.58	104.58	104.58
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2008-05-30	$26.31	$0.00	35.9%	10.3%	0.0%	0.0%	0.0%	0.0%	1.8%	0	0	0	0.00	104.58	N/A	N/A	0	0	0	0