SANM Options History — February 2009 In February 2009, SANM traded between $1.50 and $2.16. ATM implied volatility averaged 121.9%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 35.0%. IV traded above realized volatility by 17.4% (HV 20d: 104.5%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 19 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-02-10 : Highest Volume — 17 contracts2009-02-23 : Largest IV spike — 12.6% change2009-02-26 : Highest IV Rank — 53.9%2009-02-26 : Largest Expected Move — 39.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.85 $1.50 $2.16 $1.92 $1.50 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 121.9% 107.0% 137.5% 117.3% 122.1% Expected Move 35.0% 30.7% 39.4% 33.6% 35.0% HV 20d 104.5% 93.4% 114.3% 100.6% 99.9% HV 60d 155.7% 101.4% 177.4% 174.8% 101.4% IV Rank 45.2% 36.8% 53.9% 42.6% 45.3% IV Percentile 72.9% 67.5% 77.8% 72.2% 71.4% Bid-Ask Spread % 19.28 7.24 57.20 10.08 13.91 Net GEX 0 0 0 0 0 Net DEX 6.2K 4.6K 7.4K 6.6K 4.6K Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.842 0 17 0 0 Total OI 657.632 648 664 648 661
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 2009-02-02 $1.92 $15.00 117.3% 33.6% 100.6% 42.6% 0.0% 0.0% 0.0% 0 6.6K 0 0.00 10.08 0 0 614 34 2009-02-03 $2.04 $15.00 107.0% 30.7% 101.9% 36.8% 0.0% 0.0% 0.0% 0 7.0K 0 0.00 25.59 0 0 614 34 2009-02-04 $1.92 $15.00 117.7% 33.8% 100.8% 42.8% 0.0% 0.0% 0.0% 0 6.6K 0 0.00 19.83 0 0 614 34 2009-02-05 $1.86 $15.00 107.4% 30.8% 100.9% 37.0% 0.0% 0.0% 0.0% 0 6.4K 0 0.00 8.09 0 0 614 34 2009-02-06 $2.16 $15.00 107.0% 30.7% 114.3% 36.9% 0.0% 0.0% 0.0% 0 7.4K 0 0.00 23.46 2 0 614 34 2009-02-09 $2.10 $15.00 118.0% 33.8% 114.0% 43.0% 0.0% 0.0% 0.0% 0 7.2K 0 0.00 57.20 0 0 614 34 2009-02-10 $1.98 $15.00 128.7% 36.9% 113.7% 48.9% 0.0% 0.0% 0.0% 0 6.8K 0 0.00 10.05 17 0 614 34 2009-02-11 $1.92 $15.00 119.1% 34.1% 112.1% 43.6% 0.0% 0.0% 0.0% 0 6.6K 0 0.00 9.23 10 0 630 34 2009-02-12 $1.92 $15.00 119.2% 34.2% 107.4% 43.7% 0.0% 0.0% 0.0% 0 6.6K 0 0.00 12.21 0 0 630 34 2009-02-13 $1.98 $15.00 119.2% 34.2% 108.3% 43.6% 0.0% 0.0% 0.0% 0 6.8K 0 0.00 9.03 0 0 630 34 2009-02-17 $1.80 $15.00 120.7% 34.6% 112.7% 44.5% 0.0% 0.0% 0.0% 0 6.2K 0 0.00 11.32 0 0 630 34 2009-02-18 $1.80 $15.00 121.0% 34.7% 111.9% 44.6% 0.0% 0.0% 0.0% 0 6.2K 0 0.00 56.33 0 0 630 34 2009-02-19 $1.74 $15.00 121.5% 34.8% 112.0% 45.0% 0.0% 0.0% 0.0% 0 5.9K 0 0.00 56.02 0 0 630 34 2009-02-20 $1.68 $15.00 122.0% 35.0% 95.7% 45.2% 0.0% 0.0% 0.0% 0 5.7K 0 0.00 10.95 0 0 630 34 2009-02-23 $1.62 $15.00 137.3% 39.4% 95.2% 53.8% 0.0% 0.0% 0.0% 0 5.5K 0 0.00 7.24 0 0 630 34 2009-02-24 $1.68 $15.00 137.1% 39.3% 93.4% 53.6% 0.0% 0.0% 0.0% 0 5.7K 0 0.00 9.25 0 0 630 34 2009-02-25 $1.80 $15.00 136.4% 39.1% 97.3% 53.3% 0.0% 0.0% 0.0% 0 5.5K 0 0.00 7.71 0 0 630 31 2009-02-26 $1.68 $15.00 137.5% 39.4% 93.5% 53.9% 0.0% 0.0% 0.0% 0 5.2K 0 0.00 8.73 6 0 630 31 2009-02-27 $1.50 $15.00 122.1% 35.0% 99.9% 45.3% 0.0% 0.0% 0.0% 0 4.6K 0 0.00 13.91 0 0 630 31
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