ONEQ Options History — February 2007

Name: ONEQ Options Analytics - February 2007
Creator: Options Analysis Suite

In February 2007, ONEQ traded between $9.49 and $9.92. ATM implied volatility averaged 13.6%. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 2.3% (HV 20d: 11.4%). Max pain ranged from $9.00 to $9.80. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.53.

Notable Days

2007-02-01: Highest Volume — 7,750 contracts
2007-02-28: Largest IV spike — 31.6% change
2007-02-28: Largest Expected Move — 4.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.75	$9.49	$9.92	$9.74	$9.49
Max Pain	$9.04	$9.00	$9.80	$9.80	$9.00
ATM IV	13.6%	12.3%	17.2%	14.2%	17.2%
Expected Move	3.9%	3.5%	4.9%	4.1%	4.9%
HV 20d	11.4%	7.9%	16.2%	12.6%	16.1%
Term Structure	1.7%	-0.2%	7.3%	0.8%	-0.2%
VWIV	14.2%	11.0%	17.4%	14.1%	15.0%
Skew 25d	2.2%	1.0%	6.3%	1.1%	6.3%
Skew 10d	3.9%	2.3%	10.6%	4.4%	5.3%
Call IV 25d	13.1%	11.8%	14.9%	13.7%	14.9%
Put IV 25d	15.3%	13.3%	21.1%	14.9%	21.1%
Bid-Ask Spread %	30.48	16.43	79.47	49.76	79.47
Gamma HHI	0.30	0.11	0.41	0.33	0.12
Net GEX	2.5M	936.8K	5.4M	1.8M	1.3M
Net DEX	-79.0M	-90.8M	-58.7M	-73.6M	-59.1M
Net VEX	-150.4K	-178.0K	-119.6K	-178.0K	-153.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.00	2.39	0.00	0.13
Total Volume	1,470.526	0	7,750	7,750	430
Total OI	204,996.316	192,630	217,190	199,900	199,220

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
2007-02-01	$9.74	$9.80	14.2%	4.1%	12.6%	0.0%	14.1%	1.1%	0.8%	1.8M	-73.6M	-178.0K	0.00	49.76	N/A	N/A	7,750	0	119,350	80,550
2007-02-02	$9.74	$9.00	13.8%	4.1%	11.7%	0.0%	13.6%	2.1%	1.5%	2.7M	-78.8M	-177.6K	0.00	29.39	N/A	N/A	80	0	126,810	80,550
2007-02-05	$9.72	$9.00	14.6%	4.2%	11.3%	0.0%	14.0%	2.3%	1.4%	2.9M	-77.0M	-175.2K	0.00	65.74	N/A	N/A	160	0	126,850	80,550
2007-02-06	$9.72	$9.00	14.1%	4.1%	11.3%	0.0%	0.0%	2.1%	1.6%	2.8M	-78.0M	-169.2K	0.00	22.52	N/A	N/A	0	1,650	126,990	80,550
2007-02-07	$9.78	$9.00	12.9%	4.0%	11.4%	0.0%	17.4%	1.9%	1.5%	3.4M	-84.7M	-163.8K	0.00	16.72	N/A	N/A	130	0	126,990	82,200
2007-02-08	$9.78	$9.00	14.0%	4.0%	11.4%	0.0%	0.0%	1.7%	1.5%	3.5M	-83.5M	-160.3K	0.00	19.86	N/A	N/A	0	0	126,880	82,200
2007-02-09	$9.67	$9.00	14.7%	4.2%	11.5%	0.0%	0.0%	2.5%	1.2%	2.5M	-71.9M	-170.2K	0.00	17.20	N/A	N/A	0	0	126,880	82,200
2007-02-12	$9.62	$9.00	15.0%	4.3%	11.3%	0.0%	16.2%	2.8%	1.3%	2.0M	-67.4M	-165.3K	0.33	17.68	N/A	N/A	30	10	126,880	82,200
2007-02-13	$9.67	$9.00	13.6%	3.9%	11.5%	0.0%	14.1%	2.3%	2.1%	2.2M	-72.1M	-154.3K	2.39	21.12	N/A	N/A	2,280	5,450	126,910	82,210
2007-02-14	$9.78	$9.00	13.2%	3.8%	11.9%	0.0%	13.9%	2.0%	1.8%	3.8M	-81.8M	-154.4K	1.86	19.69	N/A	N/A	640	1,190	129,090	88,100
2007-02-15	$9.82	$9.00	13.1%	3.8%	10.7%	0.0%	11.0%	1.4%	2.1%	5.4M	-87.4M	-138.6K	0.63	20.09	N/A	N/A	320	200	129,140	87,490
2007-02-16	$9.82	$9.00	12.3%	3.5%	10.7%	0.0%	13.4%	1.4%	2.6%	4.9M	-86.9M	-134.6K	1.80	21.49	N/A	N/A	100	180	129,140	87,690
2007-02-20	$9.88	$9.00	12.8%	3.7%	10.4%	0.0%	0.0%	1.3%	1.2%	1.1M	-86.0M	-123.2K	0.00	16.43	N/A	N/A	2,890	0	111,900	80,730
2007-02-21	$9.90	$9.00	12.8%	3.7%	10.4%	0.0%	0.0%	1.2%	1.0%	1.4M	-88.8M	-122.8K	0.48	20.18	N/A	N/A	1,040	500	114,720	80,730
2007-02-22	$9.92	$9.00	12.6%	3.6%	9.5%	0.0%	12.6%	1.0%	1.1%	1.5M	-90.8M	-119.6K	0.14	22.77	N/A	N/A	70	10	115,760	81,230
2007-02-23	$9.90	$9.00	12.3%	3.5%	7.9%	0.0%	0.0%	1.5%	1.5%	1.4M	-88.8M	-120.2K	0.00	19.88	N/A	N/A	70	0	115,800	81,230
2007-02-26	$9.85	$9.00	12.8%	3.7%	8.2%	0.0%	0.0%	1.5%	1.1%	1.6M	-85.6M	-122.9K	0.63	20.58	N/A	N/A	630	400	115,870	81,230
2007-02-27	$9.49	$9.00	13.1%	3.7%	16.2%	0.0%	14.7%	5.4%	7.3%	936.8K	-58.7M	-154.2K	0.10	78.54	N/A	N/A	1,570	160	116,480	81,630
2007-02-28	$9.49	$9.00	17.2%	4.9%	16.1%	0.0%	15.0%	6.3%	-0.2%	1.3M	-59.1M	-153.0K	0.13	79.47	N/A	N/A	380	50	117,550	81,670