OGE Options History — April 2007

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

In April 2007, OGE traded between $19.22 and $19.82. ATM implied volatility averaged 11.2%. The 30-day expected move averaged 3.4%. IV traded below realized volatility by 0.5% (HV 20d: 11.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.15.

Notable Days

2007-04-23: Highest Volume — 74 contracts
2007-04-12: Largest IV spike — 53.1% change
2007-04-02: Largest Expected Move — 4.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.53	$19.22	$19.82	$19.64	$19.22
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	11.2%	8.9%	15.5%	15.5%	9.9%
Expected Move	3.4%	2.6%	4.4%	4.4%	2.8%
HV 20d	11.8%	10.1%	12.8%	12.8%	12.1%
HV 60d	15.7%	15.4%	16.2%	16.2%	15.6%
Term Structure	1.7%	-1.6%	4.7%	-1.6%	2.7%
VWIV	12.7%	10.3%	15.4%	15.4%	11.0%
Bid-Ask Spread %	91.26	79.76	106.01	89.29	104.53
Gamma HHI	0.71	0.63	0.80	0.63	0.78
Net GEX	53.2K	39.4K	70.1K	39.4K	48.6K
Net DEX	-415.3K	-578.7K	-219.9K	-421.7K	-219.9K
Net VEX	-4.7K	-5.0K	-4.4K	-4.9K	-4.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.00	1.18	0.43	0.00
Total Volume	15.6	0	74	66	0
Total OI	1,551.1	1,420	1,648	1,420	1,648

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	$19.64	$0.00	15.5%	4.4%	12.8%	0.0%	15.4%	0.0%	-1.6%	39.4K	-421.7K	-4.9K	0.43	89.29	46	20	970	450
2007-04-03	$19.63	$20.00	10.8%	3.1%	12.8%	0.0%	0.0%	0.0%	0.9%	42.2K	-428.1K	-5.0K	0.00	93.30	8	0	1,012	470
2007-04-04	$19.52	$20.00	10.4%	3.0%	12.5%	0.0%	10.3%	0.0%	3.3%	41.4K	-355.7K	-4.8K	0.00	106.01	38	0	1,012	470
2007-04-05	$19.52	$20.00	8.9%	2.6%	12.5%	0.0%	0.0%	0.0%	4.7%	45.1K	-439.7K	-4.9K	0.00	105.78	2	0	1,048	470
2007-04-09	$19.66	$20.00	9.0%	4.0%	12.6%	0.0%	0.0%	0.0%	1.7%	47.1K	-488.6K	-4.9K	0.00	79.76	8	0	1,046	470
2007-04-10	$19.82	$20.00	11.0%	3.9%	12.7%	0.0%	0.0%	0.0%	0.4%	51.2K	-578.7K	-4.9K	0.00	80.63	8	0	1,046	470
2007-04-11	$19.68	$20.00	8.9%	4.0%	11.6%	0.0%	0.0%	0.0%	0.4%	50.0K	-527.6K	-4.8K	0.00	81.20	0	0	1,048	470
2007-04-12	$19.48	$20.00	13.6%	3.9%	12.4%	0.0%	13.7%	0.0%	0.7%	48.0K	-407.1K	-4.7K	0.00	82.09	30	0	1,048	470
2007-04-13	$19.37	$20.00	11.0%	3.1%	12.4%	0.0%	0.0%	0.0%	1.3%	49.4K	-350.6K	-4.6K	0.00	87.26	20	0	1,078	470
2007-04-16	$19.52	$20.00	13.7%	3.9%	12.2%	0.0%	0.0%	0.0%	1.2%	55.8K	-441.2K	-4.7K	0.00	85.53	0	0	1,098	470
2007-04-17	$19.50	$20.00	14.0%	4.0%	12.1%	0.0%	0.0%	0.0%	0.6%	55.2K	-410.7K	-4.7K	0.00	83.12	0	0	1,098	470
2007-04-18	$19.59	$20.00	13.7%	3.9%	10.4%	0.0%	0.0%	0.0%	0.9%	59.6K	-490.1K	-4.7K	0.00	84.25	0	0	1,098	470
2007-04-19	$19.39	$20.00	11.0%	3.2%	10.1%	0.0%	13.4%	0.0%	1.4%	53.9K	-351.5K	-4.5K	0.00	90.34	4	0	1,098	470
2007-04-20	$19.57	$20.00	13.5%	3.9%	10.6%	0.0%	0.0%	0.0%	1.7%	57.3K	-448.7K	-4.6K	0.00	84.14	0	0	1,098	470
2007-04-23	$19.48	$20.00	9.4%	2.7%	10.7%	0.0%	11.0%	0.0%	2.5%	65.4K	-419.4K	-4.4K	1.18	96.29	34	40	1,090	450
2007-04-24	$19.50	$20.00	9.7%	2.8%	10.4%	0.0%	0.0%	0.0%	2.0%	67.0K	-411.1K	-4.7K	0.00	96.71	0	20	1,114	490
2007-04-25	$19.66	$20.00	11.7%	3.3%	10.8%	0.0%	0.0%	0.0%	2.4%	70.1K	-473.7K	-4.9K	0.00	92.35	0	0	1,114	510
2007-04-26	$19.52	$20.00	9.8%	2.8%	11.1%	0.0%	0.0%	0.0%	2.1%	68.0K	-419.5K	-4.7K	0.00	97.04	0	0	1,114	510
2007-04-27	$19.25	$20.00	9.2%	2.6%	12.1%	0.0%	0.0%	0.0%	3.9%	49.2K	-222.5K	-4.4K	0.00	105.64	34	0	1,114	510
2007-04-30	$19.22	$20.00	9.9%	2.8%	12.1%	0.0%	0.0%	0.0%	2.7%	48.6K	-219.9K	-4.4K	0.00	104.53	0	0	1,138	510