ONEQ Options History — January 2008

In January 2008, ONEQ traded between $8.99 and $10.23. ATM implied volatility averaged 26.2%, placing in the 63.7% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 2.1% (HV 20d: 24.1%). Max pain ranged from $9.60 to $10.40. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.00.

Notable Days

2008-01-08: Highest Volume — 300 contracts
2008-01-22: Largest IV spike — 18.1% change
2008-01-25: Highest IV Rank — 87.7%
2008-01-09: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.47	$8.99	$10.23	$10.23	$9.34
Max Pain	$9.92	$9.60	$10.40	$10.40	$9.60
ATM IV	26.2%	19.8%	31.4%	19.8%	27.6%
Expected Move	7.8%	5.7%	9.1%	5.7%	7.9%
HV 20d	24.1%	21.0%	25.5%	21.1%	24.9%
HV 60d	24.1%	22.5%	24.7%	22.7%	24.3%
IV Rank	63.7%	34.1%	87.7%	34.1%	70.1%
IV Percentile	89.3%	65.2%	98.8%	65.2%	92.1%
Term Structure	-0.7%	-7.4%	9.5%	9.5%	-1.9%
VWIV	23.3%	19.7%	25.5%	24.7%	19.7%
Skew 25d	3.1%	-4.1%	11.5%	1.7%	5.5%
Skew 10d	6.3%	-14.1%	19.2%	1.7%	-1.7%
Call IV 25d	24.8%	21.6%	33.2%	21.9%	24.4%
Put IV 25d	27.8%	22.0%	34.5%	23.6%	29.9%
Bid-Ask Spread %	63.79	28.99	117.29	94.70	69.53
Gamma HHI	0.52	0.28	1.00	1.00	0.28
Net GEX	8.1K	2.8K	12.7K	2.8K	12.7K
Net DEX	-40.6K	-76.7K	51.9K	-42.8K	1.9K
Net VEX	-297	-372	-187	-356	-372
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.00	0.00	10.00	2.00	10.00
Total Volume	45.238	0	300	0	220
Total OI	363.81	300	510	300	510

Daily Data (21 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
2008-01-02	$10.23	$10.40	19.8%	5.7%	21.1%	34.1%	0.0%	1.7%	9.5%	2.8K	-42.8K	-356	0.00	94.70	N/A	N/A	0	0	200	100
2008-01-03	$10.19	$10.40	23.2%	6.6%	21.0%	49.7%	0.0%	1.9%	1.3%	3.3K	-29.5K	-338	0.00	39.41	N/A	N/A	0	0	200	100
2008-01-04	$9.82	$0.00	24.3%	8.3%	24.6%	55.1%	0.0%	2.0%	-7.4%	3.4K	24.6K	-262	0.00	28.99	N/A	N/A	0	0	200	100
2008-01-07	$9.80	$0.00	24.7%	6.8%	23.4%	56.7%	0.0%	-0.9%	-0.2%	3.5K	36.1K	-232	0.00	37.29	N/A	N/A	0	0	200	100
2008-01-08	$9.56	$0.00	20.8%	8.7%	23.4%	38.8%	24.7%	4.0%	-5.9%	3.2K	51.9K	-187	2.00	61.35	N/A	N/A	100	200	200	100
2008-01-09	$9.68	$10.30	23.7%	9.1%	24.2%	52.1%	0.0%	11.5%	-4.5%	9.0K	-67.3K	-278	0.00	59.92	N/A	N/A	0	0	300	0
2008-01-10	$9.74	$10.30	25.1%	7.2%	24.3%	58.5%	0.0%	2.6%	0.5%	10.0K	-69.9K	-276	0.00	40.63	N/A	N/A	20	0	300	0
2008-01-11	$9.57	$10.30	26.8%	7.7%	23.8%	66.6%	0.0%	2.4%	-0.1%	7.3K	-64.0K	-292	0.00	47.85	N/A	N/A	0	0	320	0
2008-01-14	$9.71	$10.30	25.9%	7.4%	24.6%	62.1%	0.0%	2.7%	-0.4%	8.6K	-71.7K	-298	0.00	46.61	N/A	N/A	0	0	320	0
2008-01-15	$9.48	$10.30	24.2%	6.9%	25.5%	54.6%	0.0%	1.4%	0.8%	6.7K	-51.3K	-248	0.00	60.58	N/A	N/A	0	0	320	0
2008-01-16	$9.39	$10.30	25.5%	7.3%	25.5%	60.4%	25.5%	1.1%	0.4%	6.1K	-46.5K	-234	0.00	65.75	N/A	N/A	150	0	320	0
2008-01-17	$9.20	$9.60	26.7%	7.7%	25.3%	66.2%	0.0%	1.1%	0.0%	10.6K	-72.7K	-349	0.00	71.08	N/A	N/A	0	0	470	0
2008-01-18	$9.16	$9.60	25.4%	7.3%	24.9%	60.2%	0.0%	1.7%	-0.0%	10.3K	-63.7K	-315	0.00	79.53	N/A	N/A	0	0	470	0
2008-01-22	$8.99	$9.60	30.0%	8.6%	25.2%	81.3%	0.0%	1.6%	-3.0%	8.1K	-48.2K	-253	0.00	78.33	N/A	N/A	0	0	370	0
2008-01-23	$9.08	$9.60	28.9%	8.3%	24.7%	76.1%	0.0%	-4.1%	1.5%	9.4K	-76.5K	-336	0.00	117.29	N/A	N/A	20	0	370	0
2008-01-24	$9.25	$9.60	29.6%	8.5%	23.8%	79.2%	0.0%	3.4%	-2.5%	10.9K	-69.7K	-307	0.00	71.95	N/A	N/A	0	0	370	0
2008-01-25	$9.13	$9.60	31.4%	9.0%	23.5%	87.7%	0.0%	7.6%	-1.2%	10.3K	-66.1K	-299	0.00	76.68	N/A	N/A	40	0	370	0
2008-01-28	$9.20	$9.60	29.2%	8.4%	23.9%	77.6%	0.0%	5.0%	-0.9%	11.6K	-73.2K	-337	0.00	65.20	N/A	N/A	0	0	410	0
2008-01-29	$9.22	$9.60	29.9%	8.6%	24.0%	80.5%	19.7%	6.8%	-1.5%	12.2K	-76.7K	-338	0.00	49.86	N/A	N/A	0	200	410	0
2008-01-30	$9.20	$9.60	27.7%	7.9%	24.1%	70.6%	0.0%	5.4%	-0.4%	10.8K	22.9K	-323	0.00	76.98	N/A	N/A	0	0	410	100
2008-01-31	$9.34	$9.60	27.6%	7.9%	24.9%	70.1%	0.0%	5.5%	-1.9%	12.7K	1.9K	-372	10.00	69.53	N/A	N/A	20	200	410	100