IT Options History — April 2007

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

In April 2007, IT traded between $24.30 and $25.89. ATM implied volatility averaged 25.6%. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 5.6% (HV 20d: 19.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.42.

Notable Days

2007-04-16: Highest Volume — 113 contracts
2007-04-12: Largest IV spike — 7.9% change
2007-04-27: Largest Expected Move — 8.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.29	$24.30	$25.89	$24.30	$25.23
Max Pain	$22.75	$20.00	$25.00	$20.00	$25.00
ATM IV	25.6%	24.0%	28.2%	24.0%	26.7%
Expected Move	7.3%	6.9%	8.1%	6.9%	7.7%
HV 20d	19.9%	17.3%	22.9%	22.9%	20.1%
HV 60d	25.9%	25.3%	26.4%	25.6%	25.8%
Term Structure	-0.4%	-3.6%	1.4%	1.4%	-1.2%
VWIV	26.3%	18.3%	33.3%	18.3%	28.5%
Skew 25d	4.6%	0.6%	7.5%	5.5%	0.6%
Skew 10d	5.1%	-1.1%	13.0%	6.0%	-1.0%
Call IV 25d	19.8%	18.2%	21.4%	20.0%	21.4%
Put IV 25d	24.4%	21.1%	27.5%	25.5%	22.0%
Bid-Ask Spread %	90.79	75.87	98.78	98.78	92.90
Gamma HHI	0.64	0.50	0.90	0.69	0.55
Net GEX	17.4K	8.3K	26.3K	18.7K	26.3K
Net DEX	-836.0K	-1.0M	-671.8K	-671.8K	-871.9K
Net VEX	-1.8K	-2.1K	-1.3K	-1.3K	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.00	7.00	0.00	0.00
Total Volume	18.65	1	113	10	9
Total OI	575.25	423	664	423	638

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	$24.30	$20.00	24.0%	6.9%	22.9%	0.0%	0.0%	0.0%	1.4%	18.7K	-671.8K	-1.3K	0.00	98.78	10	0	368	55
2007-04-03	$24.38	$20.00	25.2%	7.2%	21.1%	0.0%	18.3%	0.0%	-0.4%	18.7K	-699.9K	-1.4K	7.00	93.38	5	35	378	55
2007-04-04	$25.14	$20.00	24.2%	6.9%	22.5%	0.0%	0.0%	0.0%	1.3%	13.1K	-751.6K	-1.4K	0.00	92.22	0	45	382	90
2007-04-05	$24.96	$20.00	25.0%	7.2%	22.0%	0.0%	0.0%	5.5%	0.5%	11.4K	-692.5K	-1.7K	0.00	92.72	2	0	382	135
2007-04-09	$25.08	$25.00	24.4%	7.2%	20.5%	0.0%	0.0%	6.6%	-0.2%	10.5K	-713.9K	-1.6K	1.00	88.51	10	10	384	135
2007-04-10	$25.39	$25.00	25.3%	7.1%	20.1%	0.0%	0.0%	6.7%	0.7%	9.6K	-762.6K	-1.6K	0.00	88.55	25	0	394	140
2007-04-11	$25.30	$25.00	24.3%	7.1%	19.2%	0.0%	0.0%	6.5%	-0.3%	9.8K	-754.2K	-1.6K	0.00	89.25	5	0	393	140
2007-04-12	$25.54	$25.00	26.2%	7.5%	19.1%	0.0%	0.0%	7.3%	-0.6%	9.2K	-779.4K	-1.6K	0.00	87.12	1	0	398	140
2007-04-13	$25.46	$25.00	24.8%	7.1%	19.1%	0.0%	0.0%	7.0%	0.5%	9.6K	-776.4K	-1.6K	0.00	90.12	20	0	399	140
2007-04-16	$25.89	$25.00	25.1%	7.2%	18.3%	0.0%	24.8%	4.6%	-0.5%	8.3K	-851.0K	-1.4K	0.00	92.81	113	0	406	140
2007-04-17	$25.76	$25.00	26.3%	7.5%	17.3%	0.0%	0.0%	3.9%	-1.3%	19.4K	-1.0M	-1.9K	0.00	91.72	11	0	519	140
2007-04-18	$25.39	$25.00	25.4%	7.3%	18.6%	0.0%	33.3%	1.0%	-0.5%	22.0K	-967.1K	-2.0K	0.00	91.04	7	0	522	140
2007-04-19	$25.07	$20.00	26.0%	7.5%	18.7%	0.0%	0.0%	5.4%	-1.2%	23.6K	-911.4K	-2.1K	0.00	89.88	9	0	524	140
2007-04-20	$25.64	$20.00	25.2%	7.2%	19.9%	0.0%	0.0%	2.8%	0.4%	20.9K	-995.8K	-1.9K	0.00	92.14	17	0	519	140
2007-04-23	$25.55	$20.00	25.9%	7.4%	19.5%	0.0%	0.0%	1.9%	-0.5%	22.3K	-884.0K	-1.9K	0.00	92.29	14	0	481	140
2007-04-24	$25.23	$20.00	26.0%	7.5%	20.3%	0.0%	0.0%	0.9%	-0.4%	24.3K	-863.4K	-2.1K	0.00	75.87	1	0	495	140
2007-04-25	$25.37	$20.00	26.1%	7.5%	20.3%	0.0%	26.1%	6.5%	-0.8%	24.2K	-878.6K	-2.1K	0.00	91.71	8	0	495	140
2007-04-26	$25.67	$25.00	26.8%	7.7%	20.0%	0.0%	26.7%	3.8%	-1.3%	23.0K	-941.3K	-1.9K	0.00	93.45	10	0	499	140
2007-04-27	$25.50	$25.00	28.2%	8.1%	19.5%	0.0%	28.5%	7.5%	-3.6%	23.6K	-927.2K	-1.9K	0.00	91.34	6	0	499	140
2007-04-30	$25.23	$25.00	26.7%	7.7%	20.1%	0.0%	0.0%	0.6%	-1.2%	26.3K	-871.9K	-1.9K	0.00	92.90	9	0	498	140