SCCO Options History — February 2010

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

In February 2010, SCCO traded between $28.23 and $30.37. ATM implied volatility averaged 44.1%. The 30-day expected move averaged 12.6%. Max pain ranged from $29.38 to $29.38. Net GEX was positive for 1 of 8 trading days. Term structure was in contango for 0 of 8 days. Put/call ratio averaged 0.70.

Notable Days

2010-02-23: Highest Volume — 3,430 contracts
2010-02-19: Largest IV drop — 5.7% change
2010-02-17: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.29	$28.23	$30.37	$29.66	$28.75
Max Pain	$29.38	$29.38	$29.38	$29.38	$29.38
ATM IV	44.1%	40.3%	47.7%	47.7%	40.3%
Expected Move	12.6%	11.5%	13.7%	13.7%	11.5%
Term Structure	-1.4%	-3.5%	-0.5%	-3.3%	-0.5%
VWIV	46.2%	42.8%	50.7%	47.2%	50.7%
Skew 25d	7.8%	4.9%	10.8%	6.3%	10.8%
Skew 10d	14.6%	6.8%	20.1%	18.9%	9.3%
Call IV 25d	43.4%	40.8%	45.0%	45.0%	44.5%
Put IV 25d	51.2%	49.1%	55.3%	51.4%	55.3%
Bid-Ask Spread %	14.08	11.90	17.39	14.52	13.03
Gamma HHI	0.36	0.31	0.42	0.40	0.38
Net GEX	-375.6K	-962.0K	29.9K	-962.0K	-331.6K
Net DEX	14.4M	924.4K	34.1M	14.5M	33.0M
Net VEX	-253.5K	-284.1K	-199.7K	-284.1K	-205.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.25	1.18	0.76	0.25
Total Volume	2,193.25	1,436	3,430	2,404	1,808
Total OI	72,476.5	65,856	82,609	82,609	67,597

Daily Data (8 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
2010-02-17	$29.66	$29.38	47.7%	13.7%	0.0%	0.0%	47.2%	6.3%	-3.3%	-962.0K	14.5M	-284.1K	0.76	14.52	1,369	1,035	36,721	45,888
2010-02-18	$30.16	$29.38	47.3%	13.6%	0.0%	0.0%	46.6%	8.0%	-3.5%	-817.9K	6.3M	-282.3K	0.67	11.90	1,071	712	36,900	45,169
2010-02-19	$30.37	$29.38	44.6%	12.8%	0.0%	0.0%	44.6%	9.0%	-1.3%	29.9K	924.4K	-278.3K	1.18	15.98	1,393	1,642	36,992	44,381
2010-02-22	$29.86	$29.38	43.9%	12.6%	0.0%	0.0%	43.6%	9.0%	-0.6%	-57.1K	1.2M	-267.2K	0.51	17.39	1,251	638	31,304	34,552
2010-02-23	$28.82	$29.38	44.1%	12.6%	0.0%	0.0%	44.0%	6.9%	-0.9%	-190.2K	10.0M	-261.1K	0.28	13.04	2,684	746	31,744	34,718
2010-02-24	$28.45	$29.38	42.4%	12.2%	0.0%	0.0%	50.5%	7.6%	-0.5%	-381.2K	34.1M	-199.7K	0.83	12.39	965	796	31,792	34,719
2010-02-25	$28.23	$29.38	42.5%	12.2%	0.0%	0.0%	42.8%	4.9%	-0.7%	-294.8K	15.5M	-249.9K	1.10	14.40	684	752	32,082	35,253
2010-02-26	$28.75	$29.38	40.3%	11.5%	0.0%	0.0%	50.7%	10.8%	-0.5%	-331.6K	33.0M	-205.1K	0.25	13.03	1,443	365	32,173	35,424