FORM Options History — February 2013 In February 2013, FORM traded between $4.88 and $5.13. ATM implied volatility averaged 37.0%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 11.8% (HV 20d: 25.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.49.
Notable Days 2013-02-06 : Highest Volume — 871 contracts2013-02-06 : Largest IV spike — 50.9% change2013-02-06 : Highest IV Rank — 65.7%2013-02-06 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $5.03 $4.88 $5.13 $5.09 $5.02 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 37.0% 32.0% 61.8% 39.0% 32.7% Expected Move 10.3% 9.2% 13.1% 11.3% 9.4% HV 20d 25.2% 21.2% 30.7% 27.5% 29.7% HV 60d 32.7% 29.9% 36.6% 36.6% 30.9% IV Rank 25.5% 17.4% 65.7% 28.6% 18.5% IV Percentile 31.1% 13.5% 98.8% 39.7% 17.1% Term Structure 0.9% -4.1% 4.7% -0.5% 2.4% VWIV 37.3% 32.8% 45.7% 40.3% 32.8% Skew 25d 5.1% -4.0% 9.5% 9.0% 9.4% Skew 10d 7.5% -7.0% 18.5% 7.8% 16.6% Call IV 25d 31.2% 25.9% 36.0% 25.9% 34.7% Put IV 25d 36.4% 31.9% 44.1% 35.0% 44.1% Bid-Ask Spread % 14.32 8.26 23.67 8.26 18.38 Gamma HHI 0.64 0.51 0.91 0.52 0.60 Net GEX 34.7K 13.9K 90.9K 19.9K 18.0K Net DEX -318.9K -560.2K -167.7K -342.0K -236.9K Net VEX -2.8K -3.1K -2.5K -2.9K -2.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.00 3.00 1.00 0.00 Total Volume 99 0 871 0 82 Total OI 3,804.158 3,231 4,329 3,231 3,831
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2013-02-01 $5.09 $0.00 39.0% 11.3% 27.5% 28.6% 0.0% 9.0% -0.5% 19.9K -342.0K -2.9K 0.00 8.26 N/A N/A 0 0 2,616 615 2013-02-04 $5.11 $0.00 45.7% 11.5% 25.9% 39.5% 40.3% 7.0% -0.4% 19.6K -367.2K -2.9K 1.00 12.14 N/A N/A 10 10 2,616 615 2013-02-05 $5.07 $5.00 41.0% 11.4% 24.4% 31.9% 0.0% 7.8% 0.3% 20.0K -349.7K -2.9K 0.00 9.82 N/A N/A 0 10 2,626 625 2013-02-06 $5.10 $5.00 61.8% 13.1% 22.9% 65.7% 45.7% 6.9% -4.1% 18.2K -364.2K -2.9K 0.24 11.43 N/A N/A 705 166 2,626 635 2013-02-07 $5.03 $5.00 39.1% 11.2% 23.7% 28.9% 0.0% 4.6% -2.8% 48.4K -438.2K -3.1K 0.10 11.75 N/A N/A 101 10 3,261 777 2013-02-08 $5.00 $5.00 35.9% 10.3% 23.8% 23.7% 35.9% 3.7% 1.1% 55.6K -426.2K -3.0K 0.21 8.48 N/A N/A 102 21 3,312 787 2013-02-11 $4.89 $5.00 37.3% 10.7% 21.9% 25.9% 37.3% 0.1% -1.0% 50.1K -231.9K -2.7K 0.45 9.37 N/A N/A 118 53 3,304 808 2013-02-12 $4.88 $5.00 35.3% 10.1% 21.2% 22.8% 35.3% -0.6% 1.2% 48.6K -221.7K -2.7K 0.81 11.67 N/A N/A 37 30 3,395 841 2013-02-13 $4.96 $5.00 34.3% 9.8% 21.4% 21.1% 0.0% 1.9% 1.1% 89.2K -303.9K -2.8K 3.00 8.51 N/A N/A 10 30 3,420 871 2013-02-14 $5.09 $5.00 33.9% 9.7% 21.8% 20.4% 0.0% 9.5% 2.8% 64.5K -560.2K -3.0K 0.00 19.58 N/A N/A 50 0 3,428 901 2013-02-15 $5.02 $5.00 33.2% 9.5% 22.0% 19.3% 0.0% 8.1% 1.1% 90.9K -432.4K -2.9K 0.00 17.73 N/A N/A 10 0 3,391 901 2013-02-19 $5.13 $5.00 34.1% 9.8% 23.3% 20.7% 34.0% 4.8% 0.5% 14.8K -270.9K -2.9K 0.00 14.95 N/A N/A 100 0 2,639 889 2013-02-20 $5.03 $5.00 33.8% 9.7% 24.1% 20.2% 0.0% 8.8% 2.0% 15.8K -248.4K -2.8K 0.00 22.69 N/A N/A 0 3 2,739 889 2013-02-21 $4.93 $5.00 32.0% 9.2% 25.0% 17.4% 0.0% -4.0% 2.4% 13.9K -167.7K -2.5K 1.00 14.48 N/A N/A 84 84 2,739 890 2013-02-22 $5.13 $5.00 32.8% 9.4% 28.5% 18.6% 32.8% 3.6% 2.7% 17.4K -307.9K -3.0K 0.00 23.67 N/A N/A 40 0 2,823 974 2013-02-25 $4.98 $5.00 35.7% 10.2% 30.5% 23.3% 0.0% 0.5% 0.2% 16.6K -220.9K -2.7K 0.00 15.40 N/A N/A 0 13 2,861 974 2013-02-26 $5.08 $5.00 32.8% 9.4% 30.7% 18.6% 0.0% 8.1% 4.7% 18.1K -268.1K -2.8K 0.00 13.31 N/A N/A 2 0 2,861 968 2013-02-27 $5.10 $5.00 33.0% 9.5% 30.6% 19.0% 0.0% 8.5% 2.7% 18.6K -301.5K -2.8K 0.00 20.50 N/A N/A 0 0 2,863 968 2013-02-28 $5.02 $5.00 32.7% 9.4% 29.7% 18.5% 0.0% 9.4% 2.4% 18.0K -236.9K -2.7K 0.00 18.38 N/A N/A 82 0 2,863 968
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