SANM Options History — March 2009 In March 2009, SANM traded between $1.20 and $2.22. ATM implied volatility averaged 130.5%, placing in the 50.0% IV rank vs the trailing year. The 30-day expected move averaged 37.4%. IV traded above realized volatility by 21.4% (HV 20d: 109.2%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-03-04 : Highest Volume — 7 contracts2009-03-23 : Largest IV drop — 30.9% change2009-03-09 : Highest IV Rank — 71.4%2009-03-09 : Largest Expected Move — 48.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.58 $1.20 $2.22 $1.44 $1.80 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 130.5% 87.9% 169.0% 162.4% 115.0% Expected Move 37.4% 25.2% 48.4% 46.6% 33.0% HV 20d 109.2% 80.1% 131.1% 97.0% 130.6% HV 60d 104.9% 100.4% 112.2% 101.4% 111.4% IV Rank 50.0% 26.2% 71.4% 67.7% 41.3% IV Percentile 69.5% 50.0% 89.3% 86.5% 58.3% Bid-Ask Spread % 41.23 6.45 109.88 12.60 105.23 Net GEX 0 0 0 0 0 Net DEX 4.9K 3.7K 6.8K 4.4K 5.5K 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 0.5 0 7 0 0 Total OI 667.045 661 668 661 668
Daily Data (22 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 2009-03-02 $1.44 $15.00 162.4% 46.6% 97.0% 67.7% 0.0% 0.0% 0.0% 0 4.4K 0 0.00 12.60 0 0 630 31 2009-03-03 $1.38 $15.00 163.7% 46.9% 97.3% 68.5% 0.0% 0.0% 0.0% 0 4.3K 0 0.00 16.19 0 0 630 31 2009-03-04 $1.38 $15.00 164.0% 47.0% 93.2% 68.7% 0.0% 0.0% 0.0% 0 4.3K 0 0.00 14.08 7 0 630 31 2009-03-05 $1.20 $15.00 167.8% 48.1% 101.7% 70.8% 0.0% 0.0% 0.0% 0 3.7K 0 0.00 14.08 0 0 637 31 2009-03-06 $1.20 $15.00 168.1% 48.2% 102.0% 70.9% 0.0% 0.0% 0.0% 0 3.7K 0 0.00 8.95 0 0 637 31 2009-03-09 $1.20 $15.00 169.0% 48.4% 80.1% 71.4% 0.0% 0.0% 0.0% 0 3.7K 0 0.00 8.95 0 0 637 31 2009-03-10 $1.32 $15.00 127.7% 36.6% 91.5% 48.4% 0.0% 0.0% 0.0% 0 4.1K 0 0.00 6.45 0 0 637 31 2009-03-11 $1.26 $15.00 128.2% 36.8% 91.0% 48.7% 0.0% 0.0% 0.0% 0 3.9K 0 0.00 10.64 0 0 637 31 2009-03-12 $1.50 $15.00 127.0% 36.4% 114.6% 48.0% 0.0% 0.0% 0.0% 0 4.6K 0 0.00 9.25 0 0 637 31 2009-03-13 $1.44 $15.00 113.0% 32.4% 114.9% 40.2% 0.0% 0.0% 0.0% 0 4.4K 0 0.00 10.95 0 0 637 31 2009-03-16 $1.50 $15.00 127.7% 36.6% 115.5% 48.4% 0.0% 0.0% 0.0% 0 4.6K 0 0.00 13.52 0 0 637 31 2009-03-17 $1.50 $15.00 127.9% 36.7% 111.5% 48.5% 0.0% 0.0% 0.0% 0 4.6K 0 0.00 8.03 0 0 637 31 2009-03-18 $1.56 $15.00 127.5% 36.5% 112.8% 48.3% 0.0% 0.0% 0.0% 0 4.8K 0 0.00 8.03 0 0 637 31 2009-03-19 $1.56 $15.00 127.7% 36.6% 112.4% 48.4% 0.0% 0.0% 0.0% 0 4.8K 0 0.00 7.68 0 0 637 31 2009-03-20 $1.68 $15.00 127.2% 36.5% 115.2% 48.1% 0.0% 0.0% 0.0% 0 5.2K 0 0.00 41.63 0 0 637 31 2009-03-23 $1.86 $15.00 87.9% 25.2% 119.7% 26.2% 0.0% 0.0% 0.0% 0 5.7K 0 0.00 70.64 0 0 637 31 2009-03-24 $1.86 $15.00 111.4% 31.9% 119.3% 39.3% 0.0% 0.0% 0.0% 0 5.7K 0 0.00 107.89 0 0 637 31 2009-03-25 $1.86 $15.00 111.5% 32.0% 116.8% 39.4% 0.0% 0.0% 0.0% 0 5.7K 0 0.00 107.89 0 0 637 31 2009-03-26 $2.10 $15.00 103.8% 29.7% 121.0% 35.0% 0.0% 0.0% 0.0% 0 6.5K 0 0.00 109.20 0 0 637 31 2009-03-27 $2.22 $15.00 100.4% 28.8% 112.6% 33.2% 0.0% 0.0% 0.0% 0 6.8K 0 0.00 109.88 0 0 637 31 2009-03-30 $1.86 $15.00 112.5% 32.3% 131.1% 39.9% 0.0% 0.0% 0.0% 0 5.7K 0 0.00 105.23 4 0 637 31 2009-03-31 $1.80 $15.00 115.0% 33.0% 130.6% 41.3% 0.0% 0.0% 0.0% 0 5.5K 0 0.00 105.23 0 0 637 31
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