COPX Options History — January 2011

Name: COPX Options Analytics - January 2011
Creator: Options Analysis Suite

In January 2011, COPX traded between $56.61 and $61.47. ATM implied volatility averaged 37.8%. The 30-day expected move averaged 10.8%. Max pain ranged from $60.00 to $63.00. Net GEX was positive for 9 of 12 trading days. Term structure was in contango for 4 of 12 days. Put/call ratio averaged 1.64.

Notable Days

2011-01-20: Highest Volume — 25 contracts
2011-01-21: Largest IV spike — 11.0% change
2011-01-27: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.72	$56.61	$61.47	$60.42	$57.24
Max Pain	$60.67	$60.00	$63.00	$63.00	$60.00
ATM IV	37.8%	31.3%	41.2%	31.3%	41.0%
Expected Move	10.8%	9.0%	11.8%	9.0%	11.8%
Term Structure	-0.6%	-4.3%	3.2%	-4.3%	-2.2%
VWIV	36.2%	34.1%	38.9%	34.1%	38.9%
Skew 25d	1.6%	-4.5%	11.7%	-3.5%	11.7%
Skew 10d	4.4%	-5.1%	19.1%	11.7%	10.5%
Call IV 25d	32.9%	27.5%	42.3%	32.2%	27.5%
Put IV 25d	34.5%	27.5%	40.8%	28.7%	39.1%
Bid-Ask Spread %	119.92	88.31	134.95	122.31	134.23
Gamma HHI	0.53	0.35	1.00	1.00	0.41
Net GEX	1.6K	-57	3.3K	0	3.2K
Net DEX	-45.2K	-101.9K	432	0	-90.7K
Net VEX	-338	-794	0	0	-757
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.64	0.00	11.00	1.00	0.00
Total Volume	5	0	25	0	0
Total OI	27	0	60	0	60

Daily Data (12 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
2011-01-13	$60.42	$0.00	31.3%	9.0%	0.0%	0.0%	0.0%	-3.5%	-4.3%	0	0	0	0.00	122.31	N/A	N/A	0	0	0	0
2011-01-14	$60.51	$0.00	33.5%	9.6%	0.0%	0.0%	0.0%	-0.6%	-1.8%	-25	432	-4	1.00	115.07	N/A	N/A	0	0	0	0
2011-01-18	$61.47	$0.00	35.4%	10.2%	0.0%	0.0%	34.1%	-3.0%	-3.3%	32	-309	-8	0.67	120.54	N/A	N/A	1	1	0	1
2011-01-19	$60.24	$63.00	35.9%	10.3%	0.0%	0.0%	0.0%	4.4%	2.2%	121	-341	-20	0.00	124.08	N/A	N/A	0	0	1	1
2011-01-20	$59.04	$63.00	36.8%	10.6%	0.0%	0.0%	35.7%	-0.6%	3.2%	-57	-274	-19	0.15	114.07	N/A	N/A	22	3	1	1
2011-01-21	$57.60	$60.00	40.9%	11.7%	0.0%	0.0%	0.0%	-4.5%	-1.3%	1.6K	-57.6K	-359	0.00	88.31	N/A	N/A	0	0	23	5
2011-01-24	$57.96	$60.00	40.0%	11.5%	0.0%	0.0%	0.0%	2.1%	-0.8%	1.7K	-53.3K	-353	0.00	119.96	N/A	N/A	12	0	23	5
2011-01-25	$57.06	$60.00	38.6%	11.1%	0.0%	0.0%	38.9%	7.7%	2.5%	3.3K	-74.6K	-472	11.00	114.36	N/A	N/A	0	4	35	5
2011-01-26	$58.26	$60.00	40.1%	11.5%	0.0%	0.0%	0.0%	5.3%	2.2%	2.6K	-82.4K	-519	0.32	127.38	N/A	N/A	13	4	35	8
2011-01-27	$58.23	$60.00	41.2%	11.8%	0.0%	0.0%	0.0%	4.4%	-0.5%	3.3K	-101.9K	-794	0.00	123.81	N/A	N/A	0	0	48	12
2011-01-28	$56.61	$60.00	38.9%	11.2%	0.0%	0.0%	0.0%	-4.1%	-2.8%	3.1K	-81.4K	-754	0.00	134.95	N/A	N/A	0	0	48	12
2011-01-31	$57.24	$60.00	41.0%	11.8%	0.0%	0.0%	0.0%	11.7%	-2.2%	3.2K	-90.7K	-757	0.00	134.23	N/A	N/A	0	0	48	12