MAPP Options History — March 2013

Name: MAPP Options Analytics - March 2013
Creator: Options Analysis Suite

In March 2013, MAPP traded between $24.98 and $24.98. ATM implied volatility averaged 1.2%, placing in the 0.0% IV rank vs the trailing year. The 30-day expected move averaged 0.4%. IV traded below realized volatility by 1.4% (HV 20d: 2.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 1 of 1 trading days. Term structure was in contango for 0 of 1 days. Put/call ratio averaged 0.25.

Notable Days

2013-03-01: Highest Volume — 75 contracts
2013-03-01: Highest IV Rank — 0.0%
2013-03-01: Largest Expected Move — 0.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.98	$24.98	$24.98	$24.98	$24.98
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	1.2%	1.2%	1.2%	1.2%	1.2%
Expected Move	0.4%	0.4%	0.4%	0.4%	0.4%
HV 20d	2.6%	2.6%	2.6%	2.6%	2.6%
HV 60d	95.8%	95.8%	95.8%	95.8%	95.8%
IV Rank	0.0%	0.0%	0.0%	0.0%	0.0%
IV Percentile	0.4%	0.4%	0.4%	0.4%	0.4%
Term Structure	-0.7%	-0.7%	-0.7%	-0.7%	-0.7%
Skew 25d	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%
Skew 10d	-19.4%	-19.4%	-19.4%	-19.4%	-19.4%
Call IV 25d	11.8%	11.8%	11.8%	11.8%	11.8%
Put IV 25d	1.0%	1.0%	1.0%	1.0%	1.0%
Bid-Ask Spread %	5.18	5.18	5.18	5.18	5.18
Gamma HHI	0.94	0.94	0.94	0.94	0.94
Net GEX	35.8M	35.8M	35.8M	35.8M	35.8M
Net DEX	-23.3M	-23.3M	-23.3M	-23.3M	-23.3M
Net VEX	-186.6K	-186.6K	-186.6K	-186.6K	-186.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.25	0.25	0.25	0.25
Total Volume	75	75	75	75	75
Total OI	84,922	84,922	84,922	84,922	84,922

Daily Data (1 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
2013-03-01	$24.98	$25.00	1.2%	0.4%	2.6%	0.0%	0.0%	-10.8%	-0.7%	35.8M	-23.3M	-186.6K	0.25	5.18	N/A	N/A	60	15	28,547	56,375