COPX Options History — June 2012 In June 2012, COPX traded between $31.92 and $33.96. ATM implied volatility averaged 132.4%, placing in the 69.6% IV rank vs the trailing year. The 30-day expected move averaged 50.2%. IV traded above realized volatility by 99.1% (HV 20d: 33.3%). Max pain ranged from $43.98 to $43.98. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 0 of 11 days.
Notable Days 2012-06-11 : Largest IV spike — 1574.3% change2012-06-11 : Highest IV Rank — 100.0%2012-06-11 : Largest Expected Move — 56.5%Monthly Statistics Metric Avg Min Max Open Close Price $33.07 $31.92 $33.96 $31.92 $33.72 Max Pain $43.98 $43.98 $43.98 $43.98 $43.98 ATM IV 132.4% 11.8% 196.9% 166.3% 184.8% Expected Move 50.2% 43.0% 56.5% 49.2% 53.0% HV 20d 33.3% 30.8% 36.5% 31.6% 31.3% HV 60d 30.6% 29.5% 31.4% 30.2% 30.9% IV Rank 69.6% 0.0% 100.0% 92.6% 93.5% IV Percentile 74.4% 0.0% 100.0% 99.2% 99.6% Term Structure -55.7% -82.0% -23.8% -61.8% -70.4% Skew 25d -10.4% -20.9% 5.9% -20.9% -11.3% Skew 10d 3.7% -7.5% 12.0% -0.9% 6.7% Call IV 25d 143.1% 135.3% 148.0% 146.3% 145.9% Put IV 25d 132.7% 125.5% 141.2% 125.5% 134.6% Bid-Ask Spread % 181.01 176.36 200.00 177.41 179.94 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 2.727 0 3 3 3
Daily Data (11 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 2012-06-01 $31.92 $43.98 166.3% 0.0% 31.6% 92.6% 0.0% -20.9% 0.0% 0 0 0 0.00 177.41 N/A N/A 0 0 3 0 2012-06-04 $31.92 $0.00 158.5% 49.2% 30.8% 87.9% 0.0% -20.8% -61.8% 0 0 0 0.00 181.29 N/A N/A 0 0 3 0 2012-06-05 $32.52 $0.00 149.8% 43.0% 32.3% 82.7% 0.0% 0.0% -23.8% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2012-06-06 $33.96 $0.00 19.7% 50.8% 36.0% 4.5% 0.0% 5.9% -30.9% 0 0 0 0.00 176.56 N/A N/A 0 0 3 0 2012-06-07 $33.93 $0.00 171.3% 49.1% 35.8% 95.6% 0.0% -6.0% -59.3% 0 0 0 0.00 181.32 N/A N/A 0 0 3 0 2012-06-08 $33.72 $0.00 11.8% 49.9% 35.8% 0.0% 0.0% -6.9% -61.4% 0 0 0 0.00 176.36 N/A N/A 0 0 3 0 2012-06-11 $32.88 $0.00 196.9% 56.5% 36.5% 100.0% 0.0% -13.1% -82.0% 0 0 0 0.00 178.64 N/A N/A 0 0 3 0 2012-06-12 $33.06 $0.00 184.8% 53.0% 34.0% 93.5% 0.0% -11.3% -70.4% 0 0 0 0.00 180.73 N/A N/A 0 0 3 0 2012-06-13 $32.91 $43.98 0.0% 0.0% 31.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 179.43 N/A N/A 0 0 3 0 2012-06-14 $33.18 $43.98 0.0% 0.0% 31.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 179.45 N/A N/A 0 0 3 0 2012-06-15 $33.72 $43.98 0.0% 0.0% 31.3% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 179.94 N/A N/A 0 0 3 0
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