OPEN Options History — January 2010

In January 2010, OPEN traded between $24.89 and $25.23. ATM implied volatility averaged 34.3%. The 30-day expected move averaged 9.8%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 1 of 3 days.

Notable Days

2010-01-28: Highest Volume — 1 contracts
2010-01-29: Largest IV drop — 0.8% change
2010-01-28: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.02	$24.89	$25.23	$25.23	$24.89
ATM IV	34.3%	34.2%	34.4%	34.3%	34.2%
Expected Move	9.8%	9.8%	9.9%	9.8%	9.8%
Term Structure	-0.6%	-1.7%	0.4%	-1.7%	0.4%
Bid-Ask Spread %	102.23	91.79	120.67	120.67	91.79
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-12	-36	0	0	-36
Net DEX	238	0	715	0	715
Net VEX	-2	-6	0	0	-6
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.333	0	1	0	0
Total OI	0.333	0	1	0	1

Daily Data (3 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
2010-01-27	$25.23	$0.00	34.3%	9.8%	0.0%	0.0%	0.0%	0.0%	-1.7%	0	0	0	0.00	120.67	0	0	0	0
2010-01-28	$24.93	$0.00	34.4%	9.9%	0.0%	0.0%	0.0%	0.0%	-0.5%	0	0	0	0.00	94.23	0	1	0	0
2010-01-29	$24.89	$0.00	34.2%	9.8%	0.0%	0.0%	0.0%	0.0%	0.4%	-36	715	-6	0.00	91.79	0	0	0	1