ETQ Options History — March 2010

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

In March 2010, ETQ traded between $7.34 and $8.43. ATM implied volatility averaged 39.8%. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 15.8% (HV 20d: 24.0%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.14.

Notable Days

2010-03-22: Highest Volume — 651 contracts
2010-03-22: Largest IV spike — 182.4% change
2010-03-22: Largest Expected Move — 19.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.13	$7.34	$8.43	$8.12	$8.05
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	39.8%	16.1%	69.3%	28.2%	43.9%
Expected Move	10.9%	4.6%	19.9%	8.1%	12.6%
HV 20d	24.0%	7.9%	52.7%	10.1%	52.7%
HV 60d	33.2%	27.1%	39.8%	35.2%	31.0%
Term Structure	-2.2%	-19.8%	14.5%	-1.4%	9.7%
VWIV	37.2%	13.7%	69.3%	25.2%	31.3%
Bid-Ask Spread %	55.97	13.82	102.34	66.18	83.50
Gamma HHI	0.81	0.60	0.93	0.93	0.80
Net GEX	23.9K	10.3K	47.5K	42.8K	14.3K
Net DEX	-1.1M	-1.6M	-278.8K	-1.4M	-714.2K
Net VEX	-2.5K	-3.2K	-1.5K	-3.2K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	1.50	0.00	0.00
Total Volume	100.217	0	651	80	5
Total OI	3,460.565	2,921	3,925	3,925	3,190

Daily Data (23 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
2010-03-01	$8.12	$7.50	28.2%	8.1%	10.1%	0.0%	25.2%	0.0%	-1.4%	42.8K	-1.4M	-3.2K	0.00	66.18	80	0	2,957	968
2010-03-02	$8.18	$7.50	25.0%	7.2%	10.4%	0.0%	0.0%	0.0%	-0.4%	47.5K	-1.5M	-2.9K	0.00	16.14	60	0	2,948	968
2010-03-03	$8.20	$7.50	30.2%	8.7%	10.4%	0.0%	30.2%	0.0%	-0.5%	42.9K	-1.5M	-2.8K	0.00	20.46	60	0	2,898	968
2010-03-04	$8.22	$7.50	33.0%	9.5%	10.3%	0.0%	0.0%	0.0%	-19.8%	30.4K	-1.4M	-3.1K	0.00	25.87	0	0	2,838	968
2010-03-05	$8.23	$7.50	36.2%	7.4%	9.5%	0.0%	0.0%	0.0%	3.7%	30.5K	-1.4M	-3.0K	0.00	44.87	0	31	2,838	968
2010-03-08	$8.26	$7.50	33.9%	8.7%	9.2%	0.0%	23.7%	0.0%	-7.1%	38.4K	-1.4M	-2.8K	0.00	45.12	185	0	2,838	999
2010-03-09	$8.26	$7.50	41.4%	7.2%	9.1%	0.0%	0.0%	0.0%	7.0%	25.9K	-1.3M	-2.7K	0.00	43.19	0	0	2,664	999
2010-03-10	$8.29	$7.50	39.2%	8.8%	8.9%	0.0%	0.0%	0.0%	-1.2%	35.5K	-1.4M	-2.3K	0.00	44.77	0	0	2,664	999
2010-03-11	$8.31	$7.50	16.1%	4.6%	8.9%	0.0%	13.7%	0.0%	14.5%	11.3K	-1.6M	-1.6K	0.03	13.82	156	5	2,664	999
2010-03-12	$8.34	$7.50	39.2%	11.2%	8.3%	0.0%	38.7%	0.0%	-13.0%	24.2K	-1.3M	-2.4K	0.00	43.06	302	0	2,508	994
2010-03-15	$8.33	$7.50	34.1%	9.8%	8.2%	0.0%	0.0%	0.0%	1.7%	20.6K	-1.1M	-2.2K	0.00	47.08	10	0	2,313	994
2010-03-16	$8.40	$7.50	33.2%	9.5%	8.0%	0.0%	21.2%	0.0%	4.1%	17.7K	-1.2M	-2.1K	0.00	42.38	194	0	2,313	994
2010-03-17	$8.43	$7.50	34.8%	10.0%	7.9%	0.0%	19.4%	0.0%	7.5%	18.9K	-1.2M	-2.3K	0.00	74.30	10	0	2,362	994
2010-03-18	$8.41	$7.50	32.3%	9.3%	8.0%	0.0%	0.0%	0.0%	-0.1%	17.8K	-1.2M	-2.2K	0.00	72.53	0	0	2,362	994
2010-03-19	$8.39	$7.50	24.5%	7.0%	8.1%	0.0%	23.0%	0.0%	-5.0%	10.6K	-1.4M	-1.5K	0.01	63.90	420	5	2,362	994
2010-03-22	$7.34	$7.50	69.3%	19.9%	48.7%	0.0%	69.3%	0.0%	-11.2%	10.3K	-278.8K	-2.6K	1.50	58.03	260	391	1,932	989
2010-03-23	$7.71	$7.50	58.9%	16.9%	52.3%	0.0%	58.9%	0.0%	-9.4%	13.4K	-452.0K	-2.7K	0.33	74.82	30	10	2,067	1,172
2010-03-24	$7.81	$7.50	60.7%	17.4%	52.5%	0.0%	60.3%	0.0%	-4.8%	16.4K	-502.8K	-2.6K	0.00	50.61	26	0	2,042	1,162
2010-03-25	$7.84	$7.50	52.1%	14.9%	52.6%	0.0%	51.3%	0.0%	-3.7%	17.4K	-547.9K	-2.5K	0.00	88.44	25	0	2,018	1,162
2010-03-26	$7.85	$7.50	44.4%	12.7%	52.5%	0.0%	0.0%	0.0%	3.1%	27.7K	-585.9K	-2.3K	0.50	102.34	20	10	1,998	1,162
2010-03-29	$7.98	$7.50	53.5%	15.3%	52.7%	0.0%	54.4%	0.0%	-13.9%	18.4K	-671.0K	-2.2K	0.00	85.95	10	0	2,018	1,162
2010-03-30	$8.02	$7.50	51.3%	14.7%	52.7%	0.0%	0.0%	0.0%	-10.5%	17.1K	-703.3K	-2.2K	0.00	80.04	0	0	2,028	1,162
2010-03-31	$8.05	$7.50	43.9%	12.6%	52.7%	0.0%	31.3%	0.0%	9.7%	14.3K	-714.2K	-2.2K	0.00	83.50	5	0	2,028	1,162