SNDK Options History — April 2008 In April 2008, SNDK traded between $24.62 and $28.52. ATM implied volatility averaged 59.7%, placing in the 51.5% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 8.6% (HV 20d: 68.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2008-04-18 : Highest Volume — 85,954 contracts2008-04-04 : Largest IV spike — 31.8% change2008-04-09 : Highest IV Rank — 84.1%2008-04-17 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.48 $24.62 $28.52 $24.77 $27.09 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 59.7% 44.4% 82.1% 56.2% 44.4% Expected Move 16.2% 12.7% 19.8% 16.1% 12.7% HV 20d 68.3% 60.5% 73.5% 65.4% 60.5% HV 60d 57.4% 55.4% 58.7% 56.6% 56.2% IV Rank 51.5% 29.3% 84.1% 46.5% 29.3% IV Percentile 78.3% 45.2% 98.4% 86.1% 45.2% Term Structure -2.1% -8.5% 3.9% 2.1% 0.6% VWIV 57.4% 45.5% 69.5% 57.4% 45.5% Skew 25d 4.6% 2.2% 8.8% 3.0% 3.5% Skew 10d 9.1% 5.3% 16.1% 7.3% 5.3% Call IV 25d 55.7% 44.2% 66.7% 56.7% 44.2% Put IV 25d 60.3% 47.7% 72.8% 59.7% 47.7% Bid-Ask Spread % 4.29 3.08 5.78 3.12 4.10 Gamma HHI 0.15 0.10 0.70 0.11 0.14 Net GEX 2.5M 941.2K 19.4M 1.5M 2.0M Net DEX -48.0M -100.0M 17.7M -6.8M -42.8M Net VEX -2.1M -2.3M -1.8M -1.8M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.28 1.49 0.43 1.26 Total Volume 32,593.955 8,566 85,954 51,054 15,249 Total OI 501,037.591 400,249 606,965 486,215 444,962
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2008-04-01 $24.77 $25.00 56.2% 16.1% 65.4% 46.5% 57.4% 3.0% 2.1% 1.5M -6.8M -1.8M 0.43 3.12 N/A N/A 35,726 15,328 324,112 162,103 2008-04-02 $24.62 $25.00 55.4% 15.9% 65.4% 45.3% 57.3% 3.8% 3.9% 1.8M -5.2M -1.8M 0.51 3.08 N/A N/A 15,151 7,712 332,341 164,915 2008-04-03 $26.47 $25.00 57.9% 16.6% 69.1% 48.9% 60.8% 5.5% 2.8% 2.2M -77.7M -2.0M 1.25 3.14 N/A N/A 27,041 33,892 331,716 165,571 2008-04-04 $25.84 $25.00 76.4% 17.9% 69.3% 75.8% 61.4% 6.1% -4.9% 1.5M -39.1M -2.0M 0.56 4.64 N/A N/A 26,492 14,958 337,011 186,356 2008-04-07 $25.57 $25.00 80.8% 18.2% 68.5% 82.2% 62.3% 6.0% -5.4% 1.4M -29.3M -2.0M 1.26 5.08 N/A N/A 7,946 9,980 343,772 189,546 2008-04-08 $25.55 $25.00 80.0% 17.9% 68.1% 81.1% 62.3% 5.1% -4.8% 1.3M -20.8M -2.0M 1.04 4.64 N/A N/A 5,472 5,688 344,256 191,756 2008-04-09 $27.21 $25.00 82.1% 18.0% 70.4% 84.1% 63.3% 5.5% -4.6% 2.1M -97.2M -2.1M 0.78 3.14 N/A N/A 22,648 17,767 345,105 194,177 2008-04-10 $26.72 $25.00 61.6% 17.7% 70.6% 54.4% 62.8% 5.6% -4.8% 1.8M -69.4M -2.1M 0.44 5.44 N/A N/A 10,990 4,827 350,768 203,794 2008-04-11 $26.40 $25.00 63.2% 18.1% 70.8% 56.6% 64.1% 5.7% -5.4% 1.9M -65.8M -2.1M 0.73 4.79 N/A N/A 12,631 9,216 354,178 201,935 2008-04-14 $25.36 $25.00 67.5% 19.3% 71.0% 62.8% 67.3% 5.3% -7.3% 1.3M -14.2M -2.0M 0.42 4.02 N/A N/A 26,705 11,200 352,845 203,472 2008-04-15 $24.81 $25.00 68.9% 19.8% 70.8% 65.0% 69.2% 6.1% -8.1% 944.1K 17.7M -1.9M 1.49 5.12 N/A N/A 13,670 20,337 355,281 204,637 2008-04-16 $26.70 $25.00 65.7% 18.8% 73.5% 60.3% 69.3% 8.8% -7.0% 1.8M -68.9M -2.1M 1.02 4.63 N/A N/A 19,542 19,995 356,599 211,987 2008-04-17 $25.90 $25.00 69.2% 19.8% 66.7% 65.4% 69.5% 6.5% -8.5% 1.2M -29.9M -2.1M 1.05 5.78 N/A N/A 38,769 40,733 361,029 219,155 2008-04-18 $27.40 $25.00 48.2% 13.8% 68.0% 34.7% 50.4% 3.6% 3.7% 19.4M -100.0M -2.1M 0.61 3.50 N/A N/A 53,386 32,568 375,689 231,276 2008-04-21 $28.52 $25.00 50.2% 14.4% 66.8% 37.7% 50.4% 4.6% 0.0% 1.6M -90.6M -2.2M 0.77 3.89 N/A N/A 22,083 17,057 229,461 172,062 2008-04-22 $27.13 $25.00 49.7% 14.2% 70.4% 36.9% 51.0% 2.2% 0.3% 941.2K -43.9M -2.1M 0.50 3.39 N/A N/A 16,941 8,546 228,700 171,549 2008-04-23 $27.89 $25.00 48.6% 13.9% 69.1% 35.3% 48.6% 2.7% -0.2% 1.7M -74.2M -2.2M 0.28 3.32 N/A N/A 20,201 5,706 243,031 181,775 2008-04-24 $27.78 $25.00 47.8% 13.7% 69.3% 34.2% 47.8% 3.6% 0.1% 2.4M -79.3M -2.3M 0.36 4.63 N/A N/A 13,244 4,813 253,038 182,731 2008-04-25 $26.84 $25.00 46.3% 13.3% 70.6% 31.9% 47.2% 2.8% 0.6% 1.6M -35.1M -2.2M 0.87 4.91 N/A N/A 8,378 7,276 252,335 183,639 2008-04-28 $26.97 $25.00 47.1% 13.5% 68.3% 33.1% 48.2% 2.7% -0.2% 1.8M -40.3M -2.2M 0.52 5.26 N/A N/A 5,650 2,916 254,418 186,486 2008-04-29 $26.99 $25.00 46.2% 13.2% 60.6% 31.8% 47.2% 3.0% 0.2% 1.9M -42.4M -2.2M 0.50 4.72 N/A N/A 5,761 2,876 256,111 187,147 2008-04-30 $27.09 $25.00 44.4% 12.7% 60.5% 29.3% 45.5% 3.5% 0.6% 2.0M -42.8M -2.1M 1.26 4.10 N/A N/A 6,750 8,499 256,847 188,115
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