DSX Options History — February 2007

Name: DSX Options Analytics - February 2007
Creator: Options Analysis Suite

In February 2007, DSX traded between $16.24 and $20.31. ATM implied volatility averaged 29.2%. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 1.3% (HV 20d: 30.5%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.76.

Notable Days

2007-02-05: Highest Volume — 1,384 contracts
2007-02-27: Largest IV spike — 67.5% change
2007-02-27: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.07	$16.24	$20.31	$16.24	$19.12
Max Pain	$13.42	$12.50	$17.50	$17.50	$15.00
ATM IV	29.2%	18.5%	47.7%	26.5%	38.8%
Expected Move	8.5%	6.4%	13.7%	7.6%	11.1%
HV 20d	30.5%	27.2%	42.5%	28.2%	42.4%
Term Structure	-4.1%	-21.6%	10.0%	10.0%	-10.0%
VWIV	39.4%	20.8%	59.5%	20.8%	41.1%
Skew 25d	4.9%	-10.2%	20.7%	12.6%	-0.1%
Skew 10d	6.6%	-3.4%	18.6%	18.6%	-2.8%
Call IV 25d	27.9%	18.7%	37.2%	18.7%	36.8%
Put IV 25d	32.8%	17.5%	46.3%	31.3%	36.8%
Bid-Ask Spread %	52.73	25.19	92.22	64.69	43.91
Gamma HHI	0.52	0.37	0.62	0.60	0.39
Net GEX	92.4K	66.5K	114.3K	109.0K	114.3K
Net DEX	-6.3M	-9.6M	-3.5M	-3.5M	-7.7M
Net VEX	-20.5K	-24.9K	-14.9K	-14.9K	-23.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.00	7.33	0.13	0.05
Total Volume	509.947	43	1,384	128	267
Total OI	8,287.421	6,451	9,363	6,451	9,363

Daily Data (19 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
2007-02-01	$16.24	$17.50	26.5%	7.6%	28.2%	0.0%	20.8%	12.6%	10.0%	109.0K	-3.5M	-14.9K	0.13	64.69	N/A	N/A	113	15	4,535	1,916
2007-02-02	$16.42	$12.50	18.5%	6.4%	27.6%	0.0%	30.9%	8.3%	-0.9%	100.3K	-3.9M	-15.6K	0.20	79.65	N/A	N/A	433	85	4,577	1,931
2007-02-05	$16.84	$12.50	19.2%	7.4%	28.5%	0.0%	42.7%	12.3%	0.5%	101.5K	-4.7M	-15.8K	2.61	29.24	N/A	N/A	383	1,001	4,804	1,975
2007-02-06	$16.77	$12.50	26.5%	6.5%	28.6%	0.0%	41.3%	10.2%	-0.7%	81.1K	-4.5M	-21.4K	0.20	25.19	N/A	N/A	378	75	5,097	2,974
2007-02-07	$16.67	$12.50	20.7%	6.7%	28.6%	0.0%	24.4%	0.0%	-5.0%	93.7K	-3.8M	-21.9K	7.33	52.97	N/A	N/A	9	66	5,043	3,046
2007-02-08	$16.75	$12.50	24.0%	6.9%	28.0%	0.0%	0.0%	-10.2%	-2.1%	92.1K	-4.0M	-21.6K	0.00	58.65	N/A	N/A	43	0	5,047	3,092
2007-02-09	$17.00	$12.50	25.2%	7.2%	28.0%	0.0%	0.0%	-0.2%	-1.2%	88.7K	-4.5M	-21.1K	0.10	59.05	N/A	N/A	239	25	5,067	3,092
2007-02-12	$17.47	$12.50	27.7%	7.9%	29.0%	0.0%	39.6%	9.9%	-2.5%	66.5K	-5.4M	-21.9K	0.49	34.70	N/A	N/A	193	94	5,237	3,092
2007-02-13	$18.13	$12.50	30.8%	8.8%	31.5%	0.0%	48.0%	-1.8%	-5.0%	81.6K	-6.6M	-20.7K	0.06	42.55	N/A	N/A	350	20	5,302	3,050
2007-02-14	$18.23	$12.50	30.1%	8.6%	31.5%	0.0%	30.5%	6.4%	-2.1%	81.5K	-6.9M	-20.8K	0.48	60.38	N/A	N/A	206	98	5,430	3,070
2007-02-15	$18.24	$12.50	29.5%	8.5%	30.7%	0.0%	29.1%	3.0%	-5.1%	89.6K	-7.0M	-20.4K	1.46	88.22	N/A	N/A	67	98	5,455	3,107
2007-02-16	$18.47	$12.50	27.7%	7.9%	30.6%	0.0%	27.9%	2.3%	-1.3%	91.0K	-7.2M	-20.8K	0.19	76.92	N/A	N/A	57	11	5,507	3,151
2007-02-20	$18.52	$12.50	39.1%	11.2%	30.2%	0.0%	38.9%	7.6%	-14.2%	90.1K	-7.2M	-19.8K	0.35	39.73	N/A	N/A	477	165	5,345	2,941
2007-02-21	$18.98	$12.50	37.3%	10.7%	30.4%	0.0%	43.7%	2.2%	-9.1%	90.2K	-7.3M	-22.9K	0.02	46.75	N/A	N/A	1,167	29	5,583	3,058
2007-02-22	$20.13	$15.00	29.9%	8.6%	28.3%	0.0%	59.5%	-4.3%	-4.5%	67.0K	-9.6M	-16.3K	0.11	38.39	N/A	N/A	998	112	5,882	3,077
2007-02-23	$20.29	$15.00	27.7%	7.9%	27.8%	0.0%	55.2%	4.0%	-1.5%	103.6K	-9.5M	-22.0K	0.04	25.25	N/A	N/A	849	34	6,172	3,137
2007-02-26	$20.31	$15.00	28.5%	8.2%	27.2%	0.0%	51.6%	20.7%	-2.0%	103.7K	-8.4M	-24.9K	0.19	43.44	N/A	N/A	448	84	5,936	3,147
2007-02-27	$18.75	$15.00	47.7%	13.7%	42.5%	0.0%	45.2%	5.8%	-21.6%	110.7K	-7.1M	-23.4K	0.34	92.22	N/A	N/A	748	252	6,011	3,212
2007-02-28	$19.12	$15.00	38.8%	11.1%	42.4%	0.0%	41.1%	-0.1%	-10.0%	114.3K	-7.7M	-23.1K	0.05	43.91	N/A	N/A	254	13	6,093	3,270