MODL Options History — January 2012

Name: MODL Options Analytics - January 2012
Creator: Options Analysis Suite

In January 2012, MODL traded between $10.47 and $10.89. ATM implied volatility averaged 48.4%. The 30-day expected move averaged 13.9%. Max pain ranged from $10.00 to $10.00. Net GEX was positive for 5 of 5 trading days. Term structure was in contango for 5 of 5 days. Put/call ratio averaged 0.00.

Notable Days

2012-01-25: Highest Volume — 50 contracts
2012-01-31: Largest IV spike — 10.7% change
2012-01-31: Largest Expected Move — 15.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.73	$10.47	$10.89	$10.76	$10.47
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	48.4%	46.5%	53.6%	46.5%	53.6%
Expected Move	13.9%	13.3%	15.4%	13.3%	15.4%
Term Structure	9.7%	0.5%	15.0%	11.6%	0.5%
Skew 25d	14.9%	7.9%	22.7%	14.2%	22.7%
Skew 10d	25.5%	8.5%	55.6%	15.6%	55.6%
Call IV 25d	42.0%	36.2%	49.5%	37.6%	47.1%
Put IV 25d	56.9%	51.6%	69.8%	51.8%	69.8%
Bid-Ask Spread %	88.62	67.87	108.12	71.24	67.87
Gamma HHI	0.58	0.55	0.63	0.63	0.62
Net GEX	9.2K	8.1K	10.6K	8.1K	10.6K
Net DEX	-277.3K	-299.3K	-248.5K	-268.2K	-248.5K
Net VEX	-849	-888	-800	-800	-819
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	10	0	50	50	0
Total OI	467	427	477	427	477

Daily Data (5 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2012-01-25	$10.76	$10.00	46.5%	13.3%	0.0%	0.0%	0.0%	14.2%	11.6%	8.1K	-268.2K	-800	71.24	N/A	N/A	50	427
2012-01-26	$10.89	$10.00	46.9%	13.5%	0.0%	0.0%	0.0%	17.5%	15.0%	8.7K	-293.5K	-883	98.90	N/A	N/A	0	477
2012-01-27	$10.88	$10.00	46.7%	13.4%	0.0%	0.0%	0.0%	12.2%	9.7%	8.9K	-299.3K	-888	96.99	N/A	N/A	0	477
2012-01-30	$10.64	$10.00	48.4%	13.9%	0.0%	0.0%	0.0%	7.9%	11.9%	9.4K	-276.9K	-853	108.12	N/A	N/A	0	477
2012-01-31	$10.47	$10.00	53.6%	15.4%	0.0%	0.0%	0.0%	22.7%	0.5%	10.6K	-248.5K	-819	67.87	N/A	N/A	0	477