FORM Options History — August 2012 In August 2012, FORM traded between $5.05 and $5.82. ATM implied volatility averaged 46.1%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 10.2% (HV 20d: 35.9%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 2.62.
Notable Days 2012-08-27 : Highest Volume — 307 contracts2012-08-16 : Largest IV drop — 47.8% change2012-08-15 : Highest IV Rank — 100.0%2012-08-01 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.37 $5.05 $5.82 $5.82 $5.09 Max Pain $5.17 $5.00 $6.00 $6.00 $5.00 ATM IV 46.1% 28.8% 83.0% 57.6% 39.6% Expected Move 11.9% 8.3% 16.5% 16.5% 11.3% HV 20d 35.9% 27.1% 39.9% 36.5% 27.4% HV 60d 41.8% 38.2% 44.2% 43.3% 38.2% IV Rank 43.9% 12.2% 100.0% 69.3% 29.6% IV Percentile 43.6% 4.0% 100.0% 84.5% 22.6% Term Structure 4.0% -11.2% 17.8% -11.2% 3.8% VWIV 42.7% 29.1% 57.6% 57.6% 44.5% Skew 25d 6.4% -17.4% 19.8% 2.4% 14.2% Skew 10d 11.9% -1.4% 25.6% 6.3% 24.7% Call IV 25d 37.3% 23.8% 49.4% 49.4% 33.0% Put IV 25d 43.6% 26.3% 51.7% 51.7% 47.2% Bid-Ask Spread % 59.19 19.62 119.80 34.54 59.46 Gamma HHI 0.78 0.72 0.82 0.73 0.72 Net GEX 29.7K 20.0K 34.7K 33.5K 20.3K Net DEX -282.1K -852.0K 84.1K -852.0K 84.1K Net VEX -4.1K -5.3K -3.0K -5.3K -3.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.62 0.00 46.00 1.29 0.07 Total Volume 109.826 14 307 48 222 Total OI 5,702.261 5,216 5,967 5,216 5,967
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2012-08-01 $5.82 $6.00 57.6% 16.5% 36.5% 69.3% 57.6% 2.4% -11.2% 33.5K -852.0K -5.3K 1.29 34.54 N/A N/A 21 27 4,184 1,032 2012-08-02 $5.56 $6.00 38.4% 11.0% 38.0% 32.6% 44.4% -3.9% -1.2% 31.3K -514.5K -4.8K 0.00 79.16 N/A N/A 233 1 4,184 1,057 2012-08-03 $5.52 $6.00 35.6% 10.2% 37.7% 27.3% 0.0% 18.5% 17.8% 32.5K -498.0K -4.8K 46.00 64.48 N/A N/A 2 92 4,340 1,058 2012-08-06 $5.46 $6.00 50.4% 12.7% 37.6% 55.5% 44.0% 6.8% 4.8% 32.1K -414.4K -4.7K 0.73 43.80 N/A N/A 142 104 4,338 1,112 2012-08-07 $5.49 $5.00 47.7% 13.2% 36.0% 50.4% 42.0% 5.4% 2.2% 31.4K -454.4K -4.8K 0.25 50.05 N/A N/A 185 46 4,432 1,213 2012-08-08 $5.29 $5.00 54.7% 13.0% 37.4% 63.9% 37.9% 8.0% 2.7% 29.3K -296.1K -4.4K 0.28 34.31 N/A N/A 180 50 4,569 1,234 2012-08-09 $5.45 $5.00 45.4% 12.9% 39.9% 46.0% 0.0% 4.0% 1.2% 32.3K -360.6K -4.6K 0.00 19.62 N/A N/A 14 0 4,602 1,284 2012-08-10 $5.44 $5.00 48.6% 12.4% 39.8% 52.3% 41.8% 4.5% 1.0% 33.4K -386.9K -4.6K 0.27 50.78 N/A N/A 11 3 4,602 1,284 2012-08-13 $5.45 $5.00 53.9% 12.2% 39.6% 62.4% 0.0% 3.8% 4.3% 32.2K -351.9K -4.5K 0.71 58.48 N/A N/A 38 27 4,602 1,287 2012-08-14 $5.39 $5.00 71.9% 11.5% 39.2% 96.9% 0.0% 3.6% 9.9% 31.9K -315.0K -4.4K 0.00 51.17 N/A N/A 28 0 4,592 1,287 2012-08-15 $5.39 $5.00 83.0% 13.1% 37.8% 100.0% 46.7% 5.5% 0.9% 32.4K -319.2K -4.3K 0.38 48.79 N/A N/A 52 20 4,592 1,287 2012-08-16 $5.48 $5.00 43.3% 12.4% 37.7% 35.7% 0.0% 4.9% 2.8% 34.2K -357.2K -4.4K 0.44 50.69 N/A N/A 45 20 4,578 1,302 2012-08-17 $5.48 $5.00 34.5% 9.9% 37.5% 21.3% 0.0% 1.1% 16.0% 33.9K -347.3K -4.3K 0.00 56.75 N/A N/A 15 0 4,570 1,300 2012-08-20 $5.48 $5.00 36.1% 10.4% 36.5% 24.0% 0.0% 4.2% 13.5% 34.7K -392.7K -4.2K 1.00 53.63 N/A N/A 24 24 4,248 1,200 2012-08-21 $5.44 $5.00 33.4% 9.6% 36.5% 19.6% 0.0% -13.0% 1.3% 34.0K -323.6K -4.0K 1.00 118.28 N/A N/A 38 38 4,248 1,224 2012-08-22 $5.35 $5.00 28.8% 8.3% 36.5% 12.2% 0.0% -17.4% 13.0% 30.8K -262.2K -3.9K 0.14 119.80 N/A N/A 69 10 4,286 1,262 2012-08-23 $5.17 $5.00 42.1% 12.1% 37.9% 33.7% 29.1% 13.1% 0.7% 25.1K -84.3K -3.5K 1.57 76.43 N/A N/A 67 105 4,316 1,272 2012-08-24 $5.25 $5.00 44.3% 12.7% 32.4% 37.2% 0.0% 19.8% 0.5% 26.7K -97.5K -3.7K 1.14 76.30 N/A N/A 22 25 4,360 1,374 2012-08-27 $5.28 $5.00 46.4% 13.3% 32.8% 40.6% 0.0% 17.4% -2.3% 27.7K -100.1K -3.6K 0.15 57.20 N/A N/A 266 41 4,360 1,370 2012-08-28 $5.10 $5.00 41.0% 11.8% 34.2% 32.0% 41.8% 14.5% 3.5% 21.6K 32.8K -3.2K 2.08 47.79 N/A N/A 25 52 4,466 1,411 2012-08-29 $5.11 $5.00 39.8% 11.4% 30.7% 30.0% 39.9% 14.5% 5.8% 21.4K 42.3K -3.2K 0.83 50.20 N/A N/A 12 10 4,478 1,463 2012-08-30 $5.05 $5.00 44.5% 12.8% 27.1% 37.6% 44.5% 14.7% 0.3% 20.0K 80.5K -3.0K 1.93 59.65 N/A N/A 41 79 4,466 1,459 2012-08-31 $5.09 $5.00 39.6% 11.3% 27.4% 29.6% 0.0% 14.2% 3.8% 20.3K 84.1K -3.1K 0.07 59.46 N/A N/A 208 14 4,469 1,498
« Jul 2012 | All History | Sep 2012 » Home FORM History August 2012