OPEN Options History — February 2010

Name: OPEN Options Analytics - February 2010
Creator: Options Analysis Suite

In February 2010, OPEN traded between $24.99 and $34.08. ATM implied volatility averaged 39.6%. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 45.6% (HV 20d: 85.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.04.

Notable Days

2010-02-10: Highest Volume — 2,155 contracts
2010-02-09: Largest IV spike — 31.9% change
2010-02-16: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.69	$24.99	$34.08	$25.01	$34.08
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	39.6%	34.6%	47.6%	34.6%	40.7%
Expected Move	11.1%	9.6%	12.2%	9.9%	11.7%
HV 20d	85.1%	81.3%	90.7%	90.7%	81.5%
Term Structure	-1.1%	-4.4%	1.6%	0.4%	-2.8%
VWIV	40.2%	36.2%	42.5%	36.2%	40.7%
Bid-Ask Spread %	76.78	59.33	90.74	87.69	59.33
Gamma HHI	0.71	0.41	1.00	1.00	0.69
Net GEX	-12.1K	-121.6K	87.5K	-37	87.5K
Net DEX	-587.0K	-1.6M	35.3K	711	-1.5M
Net VEX	-5.1K	-16.1K	-6	-6	-16.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.04	0.00	2.24	0.00	1.94
Total Volume	314.947	0	2,155	4	742
Total OI	1,291.632	1	2,906	1	2,906

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 Vol	Put Vol	Call OI	Put OI
2010-02-01	$25.01	$0.00	34.6%	9.9%	0.0%	0.0%	0.0%	0.0%	0.4%	-37	711	-6	0.00	87.69	4	0	0	1
2010-02-02	$25.17	$0.00	34.6%	9.9%	0.0%	0.0%	0.0%	0.0%	-0.1%	251	-4.8K	-24	0.00	85.82	0	0	4	1
2010-02-03	$26.37	$0.00	38.8%	11.1%	0.0%	0.0%	0.0%	0.0%	-3.7%	241	-6.4K	-22	0.00	90.22	8	0	4	1
2010-02-04	$25.46	$0.00	36.2%	10.4%	0.0%	0.0%	36.2%	0.0%	-4.4%	547	-10.4K	-67	0.00	90.74	0	40	12	1
2010-02-05	$25.89	$0.00	39.2%	10.0%	0.0%	0.0%	0.0%	0.0%	-1.1%	-2.8K	26.1K	-236	0.00	77.36	1	0	12	41
2010-02-08	$25.20	$0.00	36.1%	9.6%	0.0%	0.0%	0.0%	0.0%	-1.2%	-3.3K	30.4K	-231	0.00	82.64	0	0	13	41
2010-02-09	$24.99	$0.00	47.6%	11.4%	0.0%	0.0%	0.0%	0.0%	-2.8%	-2.6K	35.3K	-229	2.13	73.05	217	463	13	41
2010-02-10	$30.66	$0.00	43.5%	12.1%	0.0%	0.0%	42.5%	0.0%	0.2%	-4.7K	-493.0K	-1.4K	1.21	69.50	975	1,180	215	458
2010-02-11	$31.97	$30.00	42.4%	12.2%	0.0%	0.0%	41.8%	0.0%	-0.1%	-88.0K	-712.0K	-6.9K	0.74	74.65	140	104	624	1,492
2010-02-12	$31.10	$30.00	40.8%	11.7%	0.0%	0.0%	40.7%	0.0%	1.6%	-121.6K	-450.1K	-7.6K	0.45	73.48	53	24	739	1,531
2010-02-16	$31.43	$30.00	42.5%	12.2%	0.0%	0.0%	42.3%	0.0%	-0.8%	-108.9K	-853.6K	-7.1K	0.67	67.67	49	33	765	1,529
2010-02-17	$31.83	$30.00	41.4%	11.9%	0.0%	0.0%	42.1%	0.0%	-0.7%	-61.3K	-1.1M	-6.8K	1.64	78.19	25	41	793	1,540
2010-02-18	$32.95	$30.00	35.6%	10.2%	90.7%	0.0%	36.4%	0.0%	-0.3%	-11.8K	-1.5M	-6.5K	0.19	72.97	84	16	818	1,568
2010-02-19	$32.78	$30.00	38.1%	10.9%	88.1%	0.0%	39.3%	0.0%	-1.3%	6.9K	-1.6M	-7.0K	1.95	72.39	20	39	902	1,584
2010-02-22	$32.29	$30.00	39.1%	11.2%	86.2%	0.0%	39.9%	0.0%	1.5%	6.2K	-742.4K	-7.1K	2.00	75.87	3	6	637	690
2010-02-23	$31.50	$30.00	40.9%	11.7%	84.9%	0.0%	40.5%	0.0%	0.8%	5.7K	-609.0K	-7.1K	0.67	79.17	33	22	640	684
2010-02-24	$32.83	$30.00	38.3%	11.0%	83.2%	0.0%	39.7%	0.0%	-1.5%	7.2K	-902.6K	-7.0K	0.81	70.61	883	711	651	703
2010-02-25	$32.59	$30.00	41.2%	11.8%	81.3%	0.0%	40.9%	0.0%	-4.2%	61.4K	-737.5K	-15.8K	2.24	77.40	21	47	1,513	1,374
2010-02-26	$34.08	$30.00	40.7%	11.7%	81.5%	0.0%	40.7%	0.0%	-2.8%	87.5K	-1.5M	-16.1K	1.94	59.33	252	490	1,513	1,393