COPX Options History — April 2011

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

In April 2011, COPX traded between $56.31 and $62.22. ATM implied volatility averaged 30.5%. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 1.5% (HV 20d: 29.0%). Max pain ranged from $51.00 to $57.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.43.

Notable Days

2011-04-18: Highest Volume — 20 contracts
2011-04-12: Largest IV spike — 173.5% change
2011-04-15: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.01	$56.31	$62.22	$58.71	$61.05
Max Pain	$56.70	$51.00	$57.00	$51.00	$57.00
ATM IV	30.5%	19.4%	71.5%	27.0%	28.1%
Expected Move	8.7%	7.3%	10.6%	7.7%	8.0%
HV 20d	29.0%	25.6%	34.3%	33.6%	27.8%
HV 60d	31.1%	29.8%	31.8%	31.0%	29.8%
Term Structure	1.5%	-3.2%	6.7%	2.8%	1.9%
VWIV	29.7%	25.2%	37.6%	25.2%	28.7%
Skew 25d	2.8%	-6.1%	8.0%	-6.1%	0.2%
Skew 10d	4.1%	-13.8%	8.4%	2.0%	2.9%
Call IV 25d	29.0%	23.5%	39.1%	24.8%	23.7%
Put IV 25d	31.7%	18.7%	42.4%	18.7%	23.9%
Bid-Ask Spread %	99.60	56.41	145.37	72.37	60.83
Gamma HHI	0.33	0.22	0.50	0.41	0.28
Net GEX	7.3K	-902	13.8K	10.8K	5.8K
Net DEX	-180.2K	-339.6K	13.0K	-154.2K	-182.9K
Net VEX	-1.3K	-1.5K	-1.2K	-1.5K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.00	6.25	0.00	0.00
Total Volume	6.4	0	20	10	2
Total OI	153.45	132	172	158	145

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2011-04-01	$58.71	$51.00	27.0%	7.7%	33.6%	0.0%	25.2%	-6.1%	2.8%	10.8K	-154.2K	-1.5K	0.00	72.37	N/A	N/A	10	0	90	68
2011-04-04	$60.81	$57.00	28.8%	9.0%	34.2%	0.0%	0.0%	3.9%	1.4%	10.2K	-235.3K	-1.4K	0.00	85.68	N/A	N/A	8	0	88	68
2011-04-05	$61.89	$57.00	19.4%	8.5%	34.3%	0.0%	0.0%	5.7%	1.4%	9.2K	-292.0K	-1.3K	0.00	90.69	N/A	N/A	13	0	90	68
2011-04-06	$62.22	$57.00	25.2%	8.7%	32.7%	0.0%	0.0%	7.5%	3.8%	8.8K	-324.2K	-1.4K	0.14	86.87	N/A	N/A	7	1	96	68
2011-04-07	$61.89	$57.00	19.5%	8.4%	27.2%	0.0%	0.0%	3.6%	6.7%	10.9K	-336.9K	-1.5K	0.00	94.79	N/A	N/A	3	0	103	68
2011-04-08	$62.13	$57.00	44.4%	9.2%	26.9%	0.0%	31.4%	2.4%	2.7%	9.6K	-339.6K	-1.5K	0.00	144.13	N/A	N/A	10	0	104	68
2011-04-11	$61.32	$57.00	26.1%	9.6%	27.4%	0.0%	0.0%	-0.4%	0.7%	13.1K	-304.7K	-1.4K	0.10	122.63	N/A	N/A	7	1	100	68
2011-04-12	$59.37	$57.00	71.5%	10.5%	29.9%	0.0%	37.6%	3.8%	-1.9%	7.8K	-195.4K	-1.4K	0.27	144.75	N/A	N/A	7	2	97	69
2011-04-13	$58.71	$57.00	28.9%	9.9%	29.0%	0.0%	35.4%	2.2%	3.0%	13.8K	-167.2K	-1.4K	0.30	118.18	N/A	N/A	7	2	95	70
2011-04-14	$58.56	$57.00	35.1%	10.1%	25.7%	0.0%	0.0%	0.9%	-3.2%	11.2K	-135.6K	-1.4K	0.00	136.85	N/A	N/A	0	0	93	72
2011-04-15	$58.14	$57.00	36.8%	10.6%	25.6%	0.0%	0.0%	3.3%	-2.7%	11.3K	-122.1K	-1.4K	0.00	145.37	N/A	N/A	0	1	93	72
2011-04-18	$56.31	$57.00	29.4%	8.4%	28.1%	0.0%	29.6%	-2.1%	3.1%	-902	13.0K	-1.3K	6.25	91.01	N/A	N/A	3	17	65	68
2011-04-19	$57.51	$57.00	25.9%	7.4%	28.7%	0.0%	27.4%	3.0%	6.5%	-284	-13.6K	-1.2K	0.17	92.85	N/A	N/A	6	1	64	68
2011-04-20	$59.25	$57.00	26.5%	7.6%	28.1%	0.0%	26.5%	3.0%	2.5%	2.4K	-79.2K	-1.3K	0.00	90.84	N/A	N/A	2	0	68	68
2011-04-21	$60.21	$57.00	25.5%	7.3%	28.5%	0.0%	25.3%	4.3%	2.2%	3.5K	-107.4K	-1.3K	0.07	96.22	N/A	N/A	9	1	69	68
2011-04-25	$60.78	$57.00	28.2%	8.1%	28.0%	0.0%	0.0%	8.0%	-1.1%	4.7K	-164.1K	-1.3K	0.00	94.90	N/A	N/A	1	0	77	68
2011-04-26	$60.42	$57.00	29.1%	8.3%	28.1%	0.0%	28.7%	6.6%	-1.8%	4.9K	-155.7K	-1.3K	0.00	68.94	N/A	N/A	5	0	77	68
2011-04-27	$60.42	$57.00	27.9%	8.0%	28.1%	0.0%	0.0%	2.3%	0.5%	4.7K	-150.9K	-1.3K	0.00	97.80	N/A	N/A	2	0	75	68
2011-04-28	$60.42	$57.00	27.2%	7.8%	27.8%	0.0%	0.0%	3.0%	1.3%	5.1K	-156.8K	-1.3K	0.00	56.41	N/A	N/A	0	0	77	68
2011-04-29	$61.05	$57.00	28.1%	8.0%	27.8%	0.0%	0.0%	0.2%	1.9%	5.8K	-182.9K	-1.3K	0.00	60.83	N/A	N/A	2	0	77	68