UYG Options History — February 2008

Name: UYG Options Analytics - February 2008
Creator: Options Analysis Suite

In February 2008, UYG traded between $53.32 and $60.43. ATM implied volatility averaged 62.9%. The 30-day expected move averaged 18.0%. Max pain ranged from $50.00 to $58.33. Net GEX was positive for 6 of 9 trading days. Term structure was in contango for 8 of 9 days. Put/call ratio averaged 0.55.

Notable Days

2008-02-29: Highest Volume — 180 contracts
2008-02-20: Largest IV spike — 25.1% change
2008-02-29: Largest Expected Move — 21.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.83	$53.32	$60.43	$56.42	$53.32
Max Pain	$51.19	$50.00	$58.33	$50.00	$58.33
ATM IV	62.9%	55.1%	73.4%	55.1%	73.4%
Expected Move	18.0%	15.8%	21.0%	15.8%	21.0%
Term Structure	9.5%	-13.7%	37.3%	24.7%	6.6%
VWIV	55.4%	49.5%	72.0%	49.5%	72.0%
Skew 25d	10.3%	-15.4%	60.2%	10.9%	3.5%
Skew 10d	11.8%	-18.9%	36.4%	24.1%	14.9%
Call IV 25d	62.5%	32.1%	104.3%	78.9%	71.6%
Put IV 25d	72.8%	45.8%	128.7%	89.8%	75.1%
Bid-Ask Spread %	109.58	66.54	144.37	139.43	66.78
Gamma HHI	0.59	0.43	0.76	0.70	0.43
Net GEX	9.4K	-1.1K	38.0K	0	16.8K
Net DEX	-211.8K	-605.0K	0	0	-193.8K
Net VEX	-704	-1.9K	0	0	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.00	3.63	0.08	0.37
Total Volume	66.667	6	180	6	180
Total OI	150.667	0	384	0	384

Daily Data (9 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
2008-02-19	$56.42	$0.00	55.1%	15.8%	0.0%	0.0%	49.5%	10.9%	24.7%	0	0	0	0.08	139.43	N/A	N/A	6	0	0	0
2008-02-20	$58.33	$50.00	69.0%	19.8%	0.0%	0.0%	54.4%	60.2%	-13.7%	815	-21.6K	-55	0.43	140.68	N/A	N/A	12	6	6	0
2008-02-21	$56.72	$50.00	58.2%	16.7%	0.0%	0.0%	50.6%	-7.7%	37.3%	1.7K	-21.4K	-67	0.13	126.10	N/A	N/A	24	6	24	6
2008-02-22	$58.42	$0.00	55.7%	16.0%	0.0%	0.0%	52.9%	6.2%	12.4%	0	0	0	0.26	142.26	N/A	N/A	54	12	0	0
2008-02-25	$59.58	$50.00	67.8%	19.4%	0.0%	0.0%	0.0%	24.4%	0.9%	-1.1K	-431.1K	-200	0.00	144.37	N/A	N/A	78	0	96	24
2008-02-26	$60.02	$50.00	58.4%	16.7%	0.0%	0.0%	55.7%	6.1%	6.0%	21.0K	-426.4K	-1.2K	0.05	66.54	N/A	N/A	84	6	174	24
2008-02-27	$60.43	$50.00	61.5%	17.6%	0.0%	0.0%	52.7%	5.0%	3.9%	38.0K	-605.0K	-1.7K	0.00	83.08	N/A	N/A	78	0	252	30
2008-02-28	$57.23	$50.00	67.2%	19.3%	0.0%	0.0%	0.0%	-15.4%	7.3%	7.4K	-206.4K	-1.1K	3.63	76.97	N/A	N/A	12	42	306	30
2008-02-29	$53.32	$58.33	73.4%	21.0%	0.0%	0.0%	72.0%	3.5%	6.6%	16.8K	-193.8K	-1.9K	0.37	66.78	N/A	N/A	132	48	318	66