COPX Options History — April 2012 In April 2012, COPX traded between $39.09 and $41.79. ATM implied volatility averaged 73.5%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 43.8% (HV 20d: 29.8%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 11 of 20 days.
Notable Days 2012-04-12 : Largest IV spike — 234.9% change2012-04-13 : Highest IV Rank — 100.0%2012-04-20 : Largest Expected Move — 51.2%Monthly Statistics Metric Avg Min Max Open Close Price $40.41 $39.09 $41.79 $41.79 $40.89 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 73.5% 22.8% 178.6% 22.8% 29.5% Expected Move 25.5% 6.5% 51.2% 6.5% 8.5% HV 20d 29.8% 26.4% 31.9% 30.7% 30.4% HV 60d 28.5% 27.9% 29.1% 28.0% 28.4% IV Rank 39.7% 7.8% 100.0% 7.8% 10.4% IV Percentile 51.6% 8.3% 100.0% 8.3% 27.8% Term Structure 7.4% -66.1% 117.4% 117.4% 4.3% Skew 25d 2.1% -44.6% 31.6% 7.2% -44.6% Skew 10d -23.5% -76.8% 7.3% 5.1% -76.8% Call IV 25d 73.4% 22.8% 188.1% 22.8% 75.6% Put IV 25d 75.5% 28.2% 189.2% 30.0% 31.0% Bid-Ask Spread % 145.45 108.69 181.46 115.93 112.33 Gamma HHI 0.63 0.50 0.74 0.67 0.51 Net GEX -151 -473 192 -284 176 Net DEX -190 -2.0K 1.4K -1.8K -1.8K Net VEX -17 -26 -7 -26 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.4 3 5 5 3
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 2012-04-02 $41.79 $42.00 22.8% 6.5% 30.7% 7.8% 0.0% 7.2% 117.4% -284 -1.8K -26 0.00 115.93 N/A N/A 0 0 3 2 2012-04-03 $41.16 $42.00 26.2% 7.5% 27.7% 10.3% 0.0% 5.0% 114.4% -290 -1.0K -26 0.00 115.20 N/A N/A 0 0 3 2 2012-04-04 $39.96 $42.00 27.0% 7.7% 29.1% 10.9% 0.0% 1.6% 108.5% -246 552 -23 0.00 115.03 N/A N/A 0 0 3 2 2012-04-05 $40.35 $42.00 27.1% 7.8% 27.4% 11.0% 0.0% 2.7% 107.8% -299 189 -23 0.00 114.69 N/A N/A 0 0 3 2 2012-04-09 $39.69 $0.00 29.9% 43.1% 27.7% 13.0% 0.0% 2.0% -29.2% -206 963 -21 0.00 180.87 N/A N/A 0 0 3 2 2012-04-10 $39.09 $0.00 24.4% 24.3% 27.6% 9.0% 0.0% -3.9% -39.1% -103 1.4K -19 0.00 179.81 N/A N/A 0 0 3 2 2012-04-11 $39.45 $0.00 30.2% 44.3% 26.4% 13.2% 0.0% 3.1% -39.6% -147 1.3K -19 0.00 180.85 N/A N/A 0 0 3 2 2012-04-12 $41.16 $0.00 101.1% 29.0% 30.3% 65.4% 0.0% 1.2% 52.3% -399 -795 -23 0.00 180.63 N/A N/A 0 0 3 2 2012-04-13 $40.32 $0.00 156.9% 45.0% 30.9% 100.0% 0.0% 2.6% -32.0% -317 480 -20 0.00 181.46 N/A N/A 0 0 3 2 2012-04-16 $39.84 $0.00 165.0% 47.3% 30.9% 100.0% 0.0% 26.5% -37.0% -184 1.3K -18 0.00 180.53 N/A N/A 0 0 3 2 2012-04-17 $40.59 $0.00 159.3% 45.7% 31.7% 96.2% 0.0% 27.5% -47.7% -383 285 -19 0.00 180.90 N/A N/A 0 0 3 2 2012-04-18 $40.62 $0.00 176.3% 50.5% 30.7% 100.0% 0.0% 31.6% -40.9% -381 857 -18 0.00 169.15 N/A N/A 0 0 3 2 2012-04-19 $40.53 $0.00 164.6% 47.2% 30.7% 92.9% 0.0% 28.4% -51.3% -290 1.1K -18 0.00 181.30 N/A N/A 0 0 3 2 2012-04-20 $40.83 $0.00 178.6% 51.2% 29.4% 100.0% 0.0% 29.6% -66.1% -473 1.3K -18 0.00 161.88 N/A N/A 0 0 3 2 2012-04-23 $39.51 $0.00 32.7% 9.4% 31.1% 12.3% 0.0% 5.0% 1.2% 134 -1.3K -7 0.00 111.35 N/A N/A 0 0 3 0 2012-04-24 $39.69 $0.00 32.0% 9.2% 30.7% 11.9% 0.0% 5.2% 2.5% 134 -1.2K -8 0.00 113.00 N/A N/A 0 0 3 0 2012-04-25 $40.53 $0.00 25.7% 7.4% 31.9% 8.1% 0.0% -13.6% 10.8% 166 -1.8K -10 0.00 113.35 N/A N/A 0 0 3 0 2012-04-26 $40.83 $0.00 30.3% 8.7% 29.8% 10.9% 0.0% -38.2% 5.6% 175 -2.0K -10 0.00 112.13 N/A N/A 0 0 3 0 2012-04-27 $41.40 $0.00 30.8% 8.8% 30.2% 11.2% 0.0% -37.7% 5.2% 192 -2.0K -10 0.00 108.69 N/A N/A 0 0 3 0 2012-04-30 $40.89 $0.00 29.5% 8.5% 30.4% 10.4% 0.0% -44.6% 4.3% 176 -1.8K -9 0.00 112.33 N/A N/A 0 0 3 0
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