CQP Options History — April 2007

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

In April 2007, CQP traded between $21.13 and $21.76. ATM implied volatility averaged 28.0%. The 30-day expected move averaged 8.0%. Max pain ranged from $20.00 to $20.00. Net GEX was positive for 4 of 13 trading days. Term structure was in contango for 8 of 13 days. Put/call ratio averaged 0.52.

Notable Days

2007-04-12: Highest Volume — 210 contracts
2007-04-26: Largest IV spike — 266.7% change
2007-04-26: Largest Expected Move — 26.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.43	$21.13	$21.76	$21.21	$21.13
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	28.0%	17.8%	90.9%	17.8%	22.6%
Expected Move	8.0%	5.1%	26.0%	5.1%	6.5%
Term Structure	-0.0%	-33.0%	8.9%	-3.1%	8.9%
VWIV	20.5%	16.0%	23.0%	16.0%	22.5%
Bid-Ask Spread %	126.30	111.65	182.54	123.98	112.71
Gamma HHI	0.50	0.34	0.91	0.51	0.34
Net GEX	-108	-2.8K	6.7K	0	1.1K
Net DEX	-161.1K	-273.6K	0	0	-195.4K
Net VEX	-1.5K	-2.8K	0	0	-2.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.00	2.00	0.62	0.00
Total Volume	72.846	10	210	210	35
Total OI	490.077	0	751	0	751

Daily Data (13 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
2007-04-12	$21.21	$0.00	17.8%	5.1%	0.0%	0.0%	16.0%	0.0%	-3.1%	0	0	0	0.62	123.98	130	80	0	0
2007-04-13	$21.20	$20.00	20.2%	5.8%	0.0%	0.0%	23.0%	0.0%	-2.1%	1.7K	-101.3K	-707	0.90	124.53	105	95	130	80
2007-04-16	$21.40	$20.00	27.9%	8.0%	0.0%	0.0%	0.0%	0.0%	-0.4%	-1.2K	-75.7K	-929	1.00	134.04	40	40	175	135
2007-04-17	$21.76	$20.00	20.4%	5.8%	0.0%	0.0%	0.0%	0.0%	8.1%	-2.6K	-111.1K	-1.3K	0.16	122.95	62	10	215	175
2007-04-18	$21.60	$20.00	25.6%	7.3%	0.0%	0.0%	22.5%	0.0%	0.3%	6.7K	-172.1K	-1.6K	2.00	111.65	10	20	267	175
2007-04-19	$21.45	$20.00	23.6%	6.8%	0.0%	0.0%	0.0%	0.0%	6.4%	-1.5K	-121.0K	-1.4K	0.00	122.42	40	0	277	195
2007-04-20	$21.50	$20.00	21.9%	6.3%	0.0%	0.0%	0.0%	0.0%	6.3%	-1.1K	-185.8K	-1.5K	0.67	122.98	15	10	317	195
2007-04-23	$21.25	$20.00	20.5%	5.9%	0.0%	0.0%	0.0%	0.0%	8.5%	-966	-184.7K	-1.5K	0.91	116.00	55	50	329	205
2007-04-24	$21.30	$20.00	24.8%	7.1%	0.0%	0.0%	0.0%	0.0%	0.4%	-976	-180.7K	-2.2K	0.00	121.51	60	0	382	255
2007-04-25	$21.33	$20.00	24.8%	7.1%	0.0%	0.0%	0.0%	0.0%	-0.9%	530	-223.8K	-2.4K	0.00	122.02	30	0	416	255
2007-04-26	$21.75	$20.00	90.9%	26.0%	0.0%	0.0%	0.0%	0.0%	-33.0%	-2.8K	-273.6K	-1.1K	0.00	182.54	0	50	446	255
2007-04-27	$21.70	$20.00	23.2%	6.7%	0.0%	0.0%	0.0%	0.0%	0.6%	-273	-268.8K	-2.8K	0.00	124.63	10	0	446	295
2007-04-30	$21.13	$20.00	22.6%	6.5%	0.0%	0.0%	0.0%	0.0%	8.9%	1.1K	-195.4K	-2.7K	0.00	112.71	35	0	456	295