FDS Options History — April 2007

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

In April 2007, FDS traded between $60.69 and $62.94. ATM implied volatility averaged 24.8%. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 4.2% (HV 20d: 20.6%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.20.

Notable Days

2007-04-11: Highest Volume — 447 contracts
2007-04-30: Largest IV spike — 22.4% change
2007-04-09: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.89	$60.69	$62.94	$62.13	$61.51
Max Pain	$65.00	$65.00	$65.00	$65.00	$65.00
ATM IV	24.8%	20.0%	30.3%	28.1%	24.5%
Expected Move	7.1%	5.7%	8.4%	8.1%	7.0%
HV 20d	20.6%	14.2%	28.1%	28.1%	15.3%
HV 60d	21.8%	21.4%	22.5%	22.4%	21.5%
Term Structure	1.0%	-3.0%	4.1%	0.2%	0.9%
VWIV	23.9%	19.8%	27.8%	27.8%	25.1%
Skew 25d	1.9%	0.0%	3.0%	2.5%	0.0%
Skew 10d	3.3%	0.0%	5.6%	4.8%	0.0%
Call IV 25d	24.2%	22.6%	25.9%	25.9%	24.4%
Put IV 25d	26.1%	24.0%	28.4%	28.3%	24.4%
Bid-Ask Spread %	36.31	13.70	53.17	24.36	48.00
Gamma HHI	0.29	0.27	0.33	0.27	0.27
Net GEX	185	-54.7K	95.1K	33.3K	-11.7K
Net DEX	371.4K	-1.8M	2.8M	-254.9K	371.1K
Net VEX	-37.3K	-45.3K	-32.3K	-44.2K	-33.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.00	1.00	0.31	0.10
Total Volume	179	39	447	306	99
Total OI	4,855.8	4,064	5,418	5,203	4,297

Daily Data (20 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
2007-04-02	$62.13	$65.00	28.1%	8.1%	28.1%	0.0%	27.8%	2.5%	0.2%	33.3K	-254.9K	-44.2K	0.31	24.36	233	73	2,649	2,554
2007-04-03	$62.94	$65.00	24.0%	6.9%	27.0%	0.0%	26.5%	2.7%	3.3%	90.7K	-1.8M	-45.3K	0.52	30.54	132	69	2,781	2,527
2007-04-04	$62.67	$65.00	23.7%	6.8%	27.0%	0.0%	24.1%	2.8%	3.7%	75.8K	-1.2M	-44.7K	0.36	30.50	126	45	2,810	2,546
2007-04-05	$62.49	$65.00	26.0%	7.5%	26.2%	0.0%	24.7%	2.1%	2.7%	95.1K	-878.0K	-44.3K	0.05	21.63	187	10	2,881	2,537
2007-04-09	$62.45	$65.00	30.3%	8.4%	26.2%	0.0%	27.7%	2.2%	-2.1%	70.6K	-558.0K	-42.1K	0.21	24.01	243	50	2,806	2,537
2007-04-10	$61.81	$65.00	29.1%	7.8%	21.3%	0.0%	26.2%	1.9%	-0.8%	43.0K	603.9K	-41.1K	0.19	26.27	295	55	2,774	2,574
2007-04-11	$61.01	$65.00	25.4%	7.3%	21.4%	0.0%	24.1%	1.9%	0.2%	17.5K	2.0M	-38.1K	0.11	44.46	404	43	2,759	2,546
2007-04-12	$61.07	$65.00	24.2%	6.9%	21.3%	0.0%	23.5%	1.3%	0.3%	-41.2K	2.3M	-36.8K	0.34	23.58	174	60	2,536	2,506
2007-04-13	$60.69	$65.00	24.4%	7.0%	19.7%	0.0%	23.0%	1.9%	1.2%	-53.3K	2.8M	-35.4K	0.08	45.17	36	3	2,475	2,466
2007-04-16	$61.70	$65.00	27.6%	7.9%	21.1%	0.0%	27.7%	3.0%	-3.0%	-47.2K	1.4M	-34.9K	0.45	46.83	96	43	2,473	2,466
2007-04-17	$62.10	$65.00	25.2%	7.2%	19.2%	0.0%	0.0%	2.1%	0.1%	-26.4K	487.3K	-35.1K	0.08	53.17	63	5	2,492	2,462
2007-04-18	$61.90	$65.00	24.9%	7.1%	19.1%	0.0%	23.7%	1.3%	-0.2%	-21.4K	73.3K	-34.3K	0.01	51.82	148	1	2,510	2,371
2007-04-19	$61.04	$65.00	23.2%	6.6%	18.1%	0.0%	22.2%	2.1%	1.2%	-35.8K	899.9K	-33.4K	0.19	48.77	99	19	2,576	2,371
2007-04-20	$61.35	$65.00	22.4%	6.4%	18.2%	0.0%	21.3%	1.4%	1.4%	-50.2K	812.1K	-32.3K	1.00	41.89	87	87	2,549	2,383
2007-04-23	$62.03	$65.00	24.3%	7.0%	18.9%	0.0%	23.0%	1.8%	1.4%	-54.7K	811.2K	-33.3K	0.07	45.03	171	12	1,896	2,168
2007-04-24	$61.58	$65.00	23.6%	6.8%	17.5%	0.0%	22.6%	1.4%	1.5%	-29.9K	843.2K	-33.0K	0.01	42.32	143	2	1,988	2,160
2007-04-25	$62.30	$65.00	24.3%	7.0%	16.9%	0.0%	21.3%	2.3%	0.2%	-22.0K	-149.4K	-34.3K	0.01	40.28	94	1	2,050	2,158
2007-04-26	$62.52	$65.00	20.6%	5.9%	15.5%	0.0%	20.4%	1.2%	3.0%	-12.2K	-545.7K	-34.1K	0.00	13.70	57	0	2,068	2,159
2007-04-27	$62.56	$65.00	20.0%	5.7%	14.2%	0.0%	19.8%	1.7%	4.1%	-16.0K	-518.0K	-34.8K	0.00	23.96	115	0	2,096	2,159
2007-04-30	$61.51	$65.00	24.5%	7.0%	15.3%	0.0%	25.1%	0.0%	0.9%	-11.7K	371.1K	-33.7K	0.10	48.00	90	9	2,138	2,159