ETQ Options History — October 2009

Name: ETQ Options Analytics - October 2009
Creator: Options Analysis Suite

In October 2009, ETQ traded between $5.45 and $6.13. ATM implied volatility averaged 63.2%. The 30-day expected move averaged 18.1%. Net GEX was positive for 3 of 6 trading days. Term structure was in contango for 3 of 6 days. Put/call ratio averaged 0.08.

Notable Days

2009-10-26: Highest Volume — 43 contracts
2009-10-26: Largest IV spike — 43.8% change
2009-10-26: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.74	$5.45	$6.13	$6.13	$5.45
ATM IV	63.2%	49.6%	71.4%	49.6%	63.8%
Expected Move	18.1%	14.2%	20.5%	14.2%	18.3%
Term Structure	3.0%	-17.6%	24.3%	-7.4%	13.3%
Bid-Ask Spread %	110.63	69.09	124.36	69.09	119.03
Gamma HHI	0.68	0.52	0.88	0.88	0.67
Net GEX	44	-83	169	0	146
Net DEX	-2.0K	-7.3K	914	0	-5.1K
Net VEX	-20	-50	0	0	-44
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.30	0.30	0.00
Total Volume	16	0	43	0	5
Total OI	26.5	0	59	0	59

Daily Data (6 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
2009-10-23	$6.13	$0.00	49.6%	14.2%	0.0%	0.0%	0.0%	0.0%	-7.4%	0	0	0	0.00	69.09	0	0	0	0
2009-10-26	$5.79	$0.00	71.4%	20.5%	0.0%	0.0%	0.0%	0.0%	-17.6%	0	0	0	0.30	124.36	33	10	0	0
2009-10-27	$5.76	$0.00	66.1%	19.0%	0.0%	0.0%	0.0%	0.0%	-14.7%	-83	914	-6	0.00	118.81	19	0	1	10
2009-10-28	$5.53	$0.00	64.7%	18.5%	0.0%	0.0%	0.0%	0.0%	20.1%	32	-453	-21	0.00	116.69	29	0	20	10
2009-10-29	$5.77	$0.00	63.5%	18.2%	0.0%	0.0%	0.0%	0.0%	24.3%	169	-7.3K	-50	0.00	115.83	0	0	49	10
2009-10-30	$5.45	$0.00	63.8%	18.3%	0.0%	0.0%	0.0%	0.0%	13.3%	146	-5.1K	-44	0.00	119.03	5	0	49	10