ETQ Options History — February 2010

Name: ETQ Options Analytics - February 2010
Creator: Options Analysis Suite

In February 2010, ETQ traded between $7.88 and $8.13. ATM implied volatility averaged 29.3%. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 19.8% (HV 20d: 9.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.09.

Notable Days

2010-02-19: Highest Volume — 425 contracts
2010-02-16: Largest IV drop — 37.2% change
2010-02-09: Largest Expected Move — 11.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.02	$7.88	$8.13	$8.02	$8.04
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	29.3%	20.5%	41.5%	30.1%	25.8%
Expected Move	8.2%	5.9%	11.0%	8.6%	7.4%
HV 20d	9.5%	7.9%	10.3%	10.0%	9.5%
HV 60d	37.2%	35.2%	41.2%	41.2%	35.2%
Term Structure	5.5%	-5.1%	20.8%	7.8%	-2.3%
VWIV	27.1%	16.4%	37.8%	37.8%	16.4%
Bid-Ask Spread %	54.36	19.11	95.83	95.67	23.10
Gamma HHI	0.88	0.83	0.96	0.86	0.94
Net GEX	30.1K	23.7K	44.0K	26.5K	44.0K
Net DEX	-1.2M	-1.4M	-1.0M	-1.1M	-1.4M
Net VEX	-3.8K	-4.3K	-3.2K	-4.3K	-3.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.84	0.00	0.00
Total Volume	69.211	0	425	0	0
Total OI	3,987.316	3,811	4,176	3,883	3,925

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 Vol	Put Vol	Call OI	Put OI
2010-02-01	$8.02	$7.50	30.1%	8.6%	10.0%	0.0%	0.0%	0.0%	7.8%	26.5K	-1.1M	-4.3K	0.00	95.67	0	0	2,707	1,176
2010-02-02	$8.03	$7.50	30.8%	8.8%	9.9%	0.0%	0.0%	0.0%	8.6%	25.3K	-1.1M	-4.3K	0.00	95.83	0	0	2,707	1,176
2010-02-03	$8.00	$7.50	32.2%	9.2%	9.8%	0.0%	0.0%	0.0%	5.2%	24.8K	-1.1M	-4.3K	0.00	93.67	0	35	2,707	1,176
2010-02-04	$7.93	$7.50	30.2%	8.7%	9.6%	0.0%	0.0%	0.0%	6.4%	23.7K	-1.1M	-4.3K	0.00	78.06	50	0	2,707	1,211
2010-02-05	$7.89	$7.50	39.2%	10.7%	9.7%	0.0%	0.0%	0.0%	2.5%	25.3K	-1.0M	-4.3K	0.00	74.10	0	0	2,757	1,211
2010-02-08	$7.88	$7.50	41.5%	10.9%	9.6%	0.0%	37.8%	0.0%	1.2%	25.8K	-1.1M	-4.1K	0.00	40.60	141	0	2,757	1,211
2010-02-09	$7.94	$7.50	36.1%	11.0%	10.2%	0.0%	0.0%	0.0%	2.1%	27.2K	-1.1M	-4.3K	0.00	72.48	0	0	2,898	1,211
2010-02-10	$7.96	$7.50	37.4%	8.6%	9.9%	0.0%	0.0%	0.0%	15.0%	27.9K	-1.1M	-4.2K	0.00	67.88	4	0	2,898	1,211
2010-02-11	$8.05	$7.50	29.7%	8.5%	10.0%	0.0%	0.0%	0.0%	12.6%	29.1K	-1.2M	-4.0K	0.84	78.24	50	42	2,895	1,211
2010-02-12	$8.03	$7.50	34.5%	9.9%	9.6%	0.0%	0.0%	0.0%	5.2%	28.1K	-1.2M	-3.9K	0.00	58.59	0	0	2,895	1,238
2010-02-16	$8.11	$7.50	21.7%	6.2%	10.3%	0.0%	16.4%	0.0%	20.8%	30.5K	-1.3M	-3.7K	0.00	64.06	80	0	2,938	1,238
2010-02-17	$8.09	$7.50	27.3%	7.8%	10.3%	0.0%	0.0%	0.0%	9.4%	28.4K	-1.3M	-3.5K	0.00	66.76	231	0	2,883	1,238
2010-02-18	$8.13	$7.50	23.9%	6.9%	8.8%	0.0%	0.0%	0.0%	9.7%	24.8K	-1.3M	-3.3K	0.00	19.67	143	0	2,711	1,238
2010-02-19	$8.13	$7.50	22.7%	6.5%	8.4%	0.0%	0.0%	0.0%	9.9%	27.8K	-1.3M	-3.3K	0.00	22.14	425	0	2,804	1,238
2010-02-22	$8.12	$7.50	25.9%	7.4%	7.9%	0.0%	0.0%	0.0%	2.2%	35.1K	-1.4M	-3.4K	0.00	19.11	114	0	2,843	968
2010-02-23	$8.02	$7.50	24.5%	7.0%	9.2%	0.0%	0.0%	0.0%	-3.2%	37.1K	-1.3M	-3.5K	0.00	21.74	0	0	2,957	968
2010-02-24	$8.02	$7.50	23.0%	6.6%	9.1%	0.0%	0.0%	0.0%	-5.1%	38.1K	-1.3M	-3.6K	0.00	20.83	0	0	2,957	968
2010-02-25	$7.98	$7.50	20.5%	5.9%	9.3%	0.0%	0.0%	0.0%	-3.4%	41.5K	-1.3M	-3.5K	0.00	20.39	0	0	2,957	968
2010-02-26	$8.04	$7.50	25.8%	7.4%	9.5%	0.0%	0.0%	0.0%	-2.3%	44.0K	-1.4M	-3.2K	0.00	23.10	0	0	2,957	968