COST Options History — April 2007

Name: COST Options Analytics - April 2007
Creator: Options Analysis Suite

In April 2007, COST traded between $53.57 and $55.60. ATM implied volatility averaged 19.0%. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 4.6% (HV 20d: 14.3%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.14.

Notable Days

2007-04-27: Highest Volume — 16,268 contracts
2007-04-09: Largest IV spike — 10.4% change
2007-04-30: Largest Expected Move — 5.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.55	$53.57	$55.60	$53.91	$53.57
Max Pain	$53.38	$52.50	$55.00	$52.50	$55.00
ATM IV	19.0%	17.9%	20.4%	19.8%	20.4%
Expected Move	5.4%	5.1%	5.9%	5.7%	5.9%
HV 20d	14.3%	12.7%	18.3%	18.0%	15.2%
HV 60d	17.0%	16.6%	17.5%	17.1%	16.9%
Term Structure	1.4%	-0.1%	2.7%	-0.1%	1.9%
VWIV	18.9%	17.9%	20.6%	20.6%	19.3%
Skew 25d	2.1%	0.8%	3.1%	2.4%	1.3%
Skew 10d	5.2%	2.4%	9.6%	4.8%	2.5%
Call IV 25d	18.2%	17.7%	19.3%	19.2%	19.3%
Put IV 25d	20.2%	18.9%	21.6%	21.6%	20.6%
Bid-Ask Spread %	8.41	4.25	12.04	11.86	10.13
Gamma HHI	0.27	0.14	0.83	0.17	0.15
Net GEX	6.2M	387.9K	44.9M	2.1M	1.5M
Net DEX	-86.0M	-152.8M	-53.7M	-60.5M	-76.6M
Net VEX	-1.1M	-1.4M	-1.0M	-1.2M	-1.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.14	0.08	7.01	1.08	0.57
Total Volume	4,947.05	1,158	16,268	1,823	1,803
Total OI	134,838.2	103,779	153,508	141,239	125,825

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 Vol	Put Vol	Call OI	Put OI
2007-04-02	$53.91	$52.50	19.8%	5.7%	18.0%	0.0%	20.6%	2.4%	-0.1%	2.1M	-60.5M	-1.2M	1.08	11.86	876	947	73,682	67,557
2007-04-03	$54.55	$52.50	18.8%	5.4%	18.3%	0.0%	17.9%	3.1%	0.3%	4.0M	-86.4M	-1.2M	0.21	11.13	4,295	914	74,035	67,939
2007-04-04	$54.45	$52.50	18.6%	5.3%	18.0%	0.0%	19.7%	3.0%	0.5%	3.9M	-80.3M	-1.2M	1.29	4.25	505	653	75,648	68,032
2007-04-05	$54.88	$52.50	17.9%	5.1%	13.7%	0.0%	18.0%	1.8%	0.7%	5.0M	-99.2M	-1.1M	1.00	7.36	663	662	73,414	67,993
2007-04-09	$54.82	$55.00	19.7%	5.5%	13.7%	0.0%	19.1%	2.6%	1.1%	4.3M	-91.7M	-1.1M	1.21	11.10	1,042	1,258	73,520	68,201
2007-04-10	$54.67	$55.00	19.1%	5.5%	12.9%	0.0%	18.5%	2.4%	1.0%	3.7M	-83.1M	-1.1M	0.58	5.46	1,018	594	73,949	68,913
2007-04-11	$54.03	$55.00	18.6%	5.5%	12.7%	0.0%	18.3%	2.2%	1.0%	1.7M	-56.4M	-1.1M	0.66	6.21	1,459	966	74,500	68,900
2007-04-12	$54.68	$52.50	18.8%	5.4%	12.8%	0.0%	18.6%	2.0%	1.3%	4.6M	-90.1M	-1.1M	0.68	8.55	2,539	1,722	75,063	69,009
2007-04-13	$54.16	$52.50	18.7%	5.4%	12.8%	0.0%	18.3%	2.3%	1.3%	2.7M	-68.9M	-1.1M	7.01	8.29	1,457	10,220	76,146	69,235
2007-04-16	$54.40	$52.50	18.8%	5.4%	12.7%	0.0%	19.2%	2.0%	1.3%	2.7M	-66.3M	-1.1M	1.12	9.44	828	930	75,654	77,854
2007-04-17	$55.60	$52.50	19.6%	5.6%	14.6%	0.0%	19.4%	2.0%	1.1%	8.8M	-136.8M	-1.0M	0.37	6.59	8,151	3,005	76,081	64,803
2007-04-18	$55.02	$52.50	19.1%	5.5%	15.3%	0.0%	19.1%	1.8%	1.5%	12.6M	-116.3M	-1.1M	0.44	10.53	6,149	2,685	79,532	66,056
2007-04-19	$55.32	$52.50	19.4%	5.6%	13.5%	0.0%	19.7%	2.2%	1.2%	17.0M	-145.8M	-1.2M	0.42	5.12	1,867	787	83,820	67,846
2007-04-20	$55.12	$52.50	18.9%	5.4%	13.5%	0.0%	18.6%	2.1%	1.8%	44.9M	-152.8M	-1.1M	0.36	9.84	5,259	1,912	83,902	67,558
2007-04-23	$54.88	$52.50	18.7%	5.4%	13.5%	0.0%	18.4%	1.7%	2.4%	1.4M	-75.1M	-1.1M	0.41	6.06	2,264	920	54,869	48,910
2007-04-24	$54.25	$52.50	18.9%	5.4%	14.1%	0.0%	18.9%	1.9%	2.2%	1.2M	-61.2M	-1.1M	1.96	12.04	2,569	5,028	56,460	49,480
2007-04-25	$54.27	$55.00	18.7%	5.3%	13.9%	0.0%	18.6%	2.1%	2.1%	547.2K	-55.2M	-1.2M	1.60	8.20	1,696	2,720	56,585	53,076
2007-04-26	$54.04	$55.00	18.1%	5.2%	13.7%	0.0%	18.8%	0.8%	2.4%	387.9K	-53.7M	-1.2M	1.66	6.17	869	1,441	57,389	53,211
2007-04-27	$54.46	$55.00	18.5%	5.3%	13.9%	0.0%	19.3%	1.5%	2.7%	556.7K	-64.0M	-1.2M	0.08	9.81	15,066	1,202	57,718	54,399
2007-04-30	$53.57	$55.00	20.4%	5.9%	15.2%	0.0%	19.3%	1.3%	1.9%	1.5M	-76.6M	-1.4M	0.57	10.13	1,152	651	70,902	54,923