MAPP Options History — June 2009

Name: MAPP Options Analytics - June 2009
Creator: Options Analysis Suite

In June 2009, MAPP traded between $9.72 and $12.22. ATM implied volatility averaged 91.2%. The 30-day expected move averaged 26.3%. IV traded above realized volatility by 15.8% (HV 20d: 75.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.26.

Notable Days

2009-06-15: Highest Volume — 229 contracts
2009-06-29: Largest IV spike — 10.6% change
2009-06-10: Largest Expected Move — 29.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.10	$9.72	$12.22	$11.18	$12.22
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	91.2%	81.4%	101.2%	101.2%	81.7%
Expected Move	26.3%	23.3%	29.3%	29.0%	23.4%
HV 20d	75.5%	74.3%	76.5%	75.2%	74.3%
Term Structure	1.2%	-3.0%	9.8%	-2.1%	4.0%
VWIV	90.1%	84.4%	99.9%	99.9%	84.4%
Bid-Ask Spread %	54.81	29.21	71.67	60.95	61.44
Gamma HHI	0.51	0.37	0.85	0.79	0.48
Net GEX	2.2K	0	3.9K	0	3.9K
Net DEX	-118.1K	-245.7K	0	0	-245.7K
Net VEX	-491	-841	0	0	-833
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.00	1.11	0.64	0.23
Total Volume	33.474	0	229	0	53
Total OI	281.474	0	459	0	459

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
2009-06-04	$11.18	$0.00	101.2%	29.0%	0.0%	0.0%	0.0%	0.0%	-2.1%	0	0	0	0.00	60.95	N/A	N/A	0	0	0	0
2009-06-05	$10.95	$0.00	100.7%	29.0%	0.0%	0.0%	0.0%	0.0%	-1.1%	0	0	0	0.00	29.21	N/A	N/A	0	0	0	0
2009-06-08	$10.95	$0.00	100.7%	28.9%	0.0%	0.0%	99.9%	0.0%	-0.9%	0	0	0	0.64	29.83	N/A	N/A	39	25	0	0
2009-06-09	$11.07	$10.00	97.6%	28.9%	0.0%	0.0%	0.0%	0.0%	-0.1%	201	-16.5K	-83	0.00	29.81	N/A	N/A	1	0	39	25
2009-06-10	$10.90	$10.00	99.5%	29.3%	0.0%	0.0%	88.7%	0.0%	-2.1%	209	-15.0K	-82	0.00	36.89	N/A	N/A	13	0	39	25
2009-06-11	$9.72	$10.00	95.7%	27.4%	0.0%	0.0%	90.9%	0.0%	-3.0%	294	-7.3K	-85	0.08	59.37	N/A	N/A	64	5	52	25
2009-06-12	$10.09	$10.00	87.7%	25.1%	0.0%	0.0%	87.9%	0.0%	-1.3%	996	-34.3K	-184	0.01	59.50	N/A	N/A	94	1	116	30
2009-06-15	$11.21	$10.00	91.1%	26.1%	0.0%	0.0%	92.0%	0.0%	2.6%	1.9K	-119.6K	-435	0.47	50.34	N/A	N/A	156	73	210	31
2009-06-16	$11.62	$10.00	86.6%	24.8%	0.0%	0.0%	90.4%	0.0%	2.7%	3.4K	-204.5K	-763	0.50	49.38	N/A	N/A	10	5	347	61
2009-06-17	$11.39	$10.00	88.4%	25.4%	0.0%	0.0%	90.1%	0.0%	2.4%	3.3K	-197.2K	-742	0.00	55.79	N/A	N/A	0	1	353	57
2009-06-18	$11.47	$10.00	86.8%	24.9%	0.0%	0.0%	0.0%	0.0%	4.7%	3.4K	-202.6K	-738	0.00	56.37	N/A	N/A	0	0	353	56
2009-06-19	$10.99	$10.00	88.3%	25.3%	0.0%	0.0%	90.0%	0.0%	3.8%	3.4K	-169.7K	-708	0.00	65.66	N/A	N/A	15	0	353	56
2009-06-22	$11.27	$10.00	86.8%	24.9%	0.0%	0.0%	0.0%	0.0%	1.5%	3.5K	-171.1K	-709	0.63	68.46	N/A	N/A	32	20	340	56
2009-06-23	$11.03	$10.00	90.0%	25.8%	0.0%	0.0%	0.0%	0.0%	-1.1%	3.7K	-167.4K	-791	0.00	65.82	N/A	N/A	0	0	372	76
2009-06-24	$10.91	$10.00	88.7%	25.4%	0.0%	0.0%	88.5%	0.0%	2.0%	3.7K	-156.0K	-761	1.11	70.21	N/A	N/A	9	10	372	76
2009-06-25	$10.71	$10.00	90.2%	25.9%	75.2%	0.0%	89.0%	0.0%	1.0%	3.3K	-137.9K	-759	0.00	71.67	N/A	N/A	4	0	370	86
2009-06-26	$11.35	$10.00	81.4%	23.3%	76.5%	0.0%	0.0%	0.0%	9.8%	3.3K	-181.9K	-816	0.00	66.38	N/A	N/A	5	0	368	86
2009-06-29	$11.84	$10.00	90.1%	25.8%	75.8%	0.0%	89.9%	0.0%	0.4%	3.5K	-216.5K	-841	0.00	54.39	N/A	N/A	1	0	373	86
2009-06-30	$12.22	$10.00	81.7%	23.4%	74.3%	0.0%	84.4%	0.0%	4.0%	3.9K	-245.7K	-833	0.23	61.44	N/A	N/A	43	10	373	86