MAPP Options History — October 2009

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

In October 2009, MAPP traded between $8.22 and $10.75. ATM implied volatility averaged 79.4%. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 27.9% (HV 20d: 51.5%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.07.

Notable Days

2009-10-05: Highest Volume — 88 contracts
2009-10-15: Largest IV spike — 21.9% change
2009-10-13: Largest Expected Move — 24.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.77	$8.22	$10.75	$9.98	$8.22
Max Pain	$11.70	$10.00	$12.50	$10.00	$10.00
ATM IV	79.4%	68.9%	85.5%	85.5%	81.5%
Expected Move	23.6%	22.1%	24.5%	24.5%	23.4%
HV 20d	51.5%	47.7%	56.7%	51.6%	51.1%
HV 60d	46.2%	43.9%	49.2%	48.6%	48.1%
Term Structure	2.9%	-3.3%	11.9%	1.8%	8.1%
VWIV	77.5%	72.3%	81.4%	77.0%	72.3%
Bid-Ask Spread %	59.51	36.85	90.32	75.21	90.32
Gamma HHI	0.55	0.34	0.94	0.34	0.44
Net GEX	3.4K	-505	24.7K	1.7K	-505
Net DEX	-22.7K	-126.7K	86.2K	-19.4K	86.2K
Net VEX	-508	-656	-332	-582	-332
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.60	0.00	0.00
Total Volume	10.727	0	88	3	3
Total OI	435.182	334	511	416	413

Daily Data (22 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
2009-10-01	$9.98	$10.00	85.5%	24.5%	51.6%	0.0%	0.0%	0.0%	1.8%	1.7K	-19.4K	-582	0.00	75.21	N/A	N/A	3	0	278	138
2009-10-02	$10.33	$10.00	78.1%	22.4%	52.6%	0.0%	77.0%	0.0%	8.7%	1.9K	-29.6K	-602	0.00	74.83	N/A	N/A	50	0	275	138
2009-10-05	$10.53	$12.50	80.7%	24.1%	51.5%	0.0%	0.0%	0.0%	-1.6%	3.3K	-64.5K	-620	0.60	38.99	N/A	N/A	55	33	315	138
2009-10-06	$10.50	$12.50	81.0%	24.3%	50.1%	0.0%	0.0%	0.0%	-1.5%	4.9K	-99.8K	-656	0.00	38.75	N/A	N/A	0	0	370	141
2009-10-07	$10.39	$12.50	79.9%	24.0%	50.1%	0.0%	0.0%	0.0%	-1.0%	5.1K	-90.0K	-638	0.00	36.85	N/A	N/A	0	0	370	141
2009-10-08	$10.50	$12.50	79.0%	24.2%	49.9%	0.0%	0.0%	0.0%	-1.6%	5.3K	-104.6K	-643	0.00	38.62	N/A	N/A	0	0	370	141
2009-10-09	$10.75	$12.50	69.2%	23.7%	50.4%	0.0%	0.0%	0.0%	-0.4%	5.3K	-125.8K	-617	0.00	43.61	N/A	N/A	0	0	370	141
2009-10-12	$10.43	$12.50	76.7%	24.3%	50.6%	0.0%	0.0%	0.0%	-1.7%	6.8K	-103.0K	-598	0.00	47.22	N/A	N/A	0	3	370	141
2009-10-13	$10.19	$12.50	77.7%	24.5%	51.0%	0.0%	81.4%	0.0%	-3.3%	7.8K	-74.7K	-557	0.00	51.18	N/A	N/A	10	0	370	138
2009-10-14	$10.34	$12.50	68.9%	24.1%	51.2%	0.0%	0.0%	0.0%	0.5%	413	-126.7K	-499	0.00	49.89	N/A	N/A	0	0	363	138
2009-10-15	$10.41	$12.50	84.0%	24.1%	47.7%	0.0%	0.0%	0.0%	-0.2%	7.8K	-120.5K	-528	0.00	45.53	N/A	N/A	0	0	363	138
2009-10-16	$10.02	$12.50	78.9%	22.6%	48.0%	0.0%	0.0%	0.0%	4.5%	24.7K	-58.9K	-503	0.00	51.46	N/A	N/A	0	0	363	138
2009-10-19	$10.38	$12.50	78.1%	22.4%	49.4%	0.0%	0.0%	0.0%	7.1%	454	6.0K	-480	0.00	61.67	N/A	N/A	0	0	196	138
2009-10-20	$9.63	$12.50	79.0%	22.6%	56.0%	0.0%	0.0%	0.0%	4.3%	251	21.5K	-429	0.00	62.91	N/A	N/A	2	0	196	138
2009-10-21	$9.35	$12.50	78.9%	22.6%	56.7%	0.0%	0.0%	0.0%	5.5%	178	29.7K	-402	0.00	74.63	N/A	N/A	0	0	198	138
2009-10-22	$9.50	$12.50	80.3%	23.0%	49.6%	0.0%	0.0%	0.0%	4.0%	177	30.0K	-394	0.00	68.61	N/A	N/A	0	50	198	138
2009-10-23	$9.04	$12.50	77.0%	22.1%	52.5%	0.0%	76.2%	0.0%	8.7%	-280	60.5K	-464	0.00	67.62	N/A	N/A	2	0	198	188
2009-10-26	$8.62	$10.00	85.5%	24.5%	53.8%	0.0%	80.5%	0.0%	2.8%	-346	68.5K	-418	0.00	69.56	N/A	N/A	5	0	200	188
2009-10-27	$8.81	$10.00	79.1%	22.7%	54.4%	0.0%	0.0%	0.0%	4.8%	-265	67.0K	-428	0.00	71.06	N/A	N/A	0	0	205	188
2009-10-28	$8.37	$10.00	84.0%	24.1%	52.8%	0.0%	0.0%	0.0%	2.6%	-332	73.0K	-391	0.00	77.93	N/A	N/A	20	0	205	188
2009-10-29	$8.56	$10.00	83.2%	23.9%	52.3%	0.0%	0.0%	0.0%	11.9%	-387	76.0K	-393	0.00	72.70	N/A	N/A	0	0	225	188
2009-10-30	$8.22	$10.00	81.5%	23.4%	51.1%	0.0%	72.3%	0.0%	8.1%	-505	86.2K	-332	0.00	90.32	N/A	N/A	3	0	225	188