HI Options History — April 2009

Name: HI Options Analytics - April 2009
Creator: Options Analysis Suite

In April 2009, HI traded between $16.65 and $18.18. ATM implied volatility averaged 42.4%. The 30-day expected move averaged 12.2%. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 7 of 7 days. Put/call ratio averaged 2.00.

Notable Days

2009-04-22: Highest Volume — 50 contracts
2009-04-27: Largest IV spike — 3.9% change
2009-04-27: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.33	$16.65	$18.18	$17.55	$18.18
ATM IV	42.4%	41.5%	43.2%	43.2%	41.5%
Expected Move	12.2%	11.9%	12.4%	12.4%	11.9%
Term Structure	1.2%	0.1%	2.8%	2.8%	0.8%
Bid-Ask Spread %	81.84	75.41	87.86	82.29	87.86
Gamma HHI	0.72	0.69	0.73	0.73	0.69
Net GEX	-798	-993	0	0	-993
Net DEX	24.0K	0	31.1K	0	22.2K
Net VEX	-177	-215	0	0	-215
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.00	0.00	4.00	4.00	0.00
Total Volume	8.143	0	50	50	6
Total OI	43	0	51	0	51

Daily Data (7 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
2009-04-22	$17.55	$0.00	43.2%	12.4%	0.0%	0.0%	0.0%	0.0%	2.8%	0	0	0	4.00	82.29	N/A	N/A	10	40	0	0
2009-04-23	$16.65	$0.00	42.2%	12.1%	0.0%	0.0%	0.0%	0.0%	0.8%	-876	31.1K	-200	0.00	76.37	N/A	N/A	0	0	10	40
2009-04-24	$16.89	$0.00	41.6%	11.9%	0.0%	0.0%	0.0%	0.0%	0.9%	-914	31.0K	-204	0.00	75.41	N/A	N/A	0	0	10	40
2009-04-27	$17.08	$0.00	43.2%	12.4%	0.0%	0.0%	0.0%	0.0%	0.1%	-913	28.8K	-204	0.00	81.96	N/A	N/A	0	0	10	40
2009-04-28	$17.13	$0.00	42.7%	12.2%	0.0%	0.0%	0.0%	0.0%	0.6%	-934	29.3K	-203	0.00	85.10	N/A	N/A	0	0	10	40
2009-04-29	$17.85	$0.00	42.6%	12.2%	0.0%	0.0%	0.0%	0.0%	2.3%	-957	25.4K	-214	0.00	83.89	N/A	N/A	0	1	10	40
2009-04-30	$18.18	$0.00	41.5%	11.9%	0.0%	0.0%	0.0%	0.0%	0.8%	-993	22.2K	-215	0.00	87.86	N/A	N/A	6	0	10	41