VICR Options History — January 2007

Name: VICR Options Analytics - January 2007
Creator: Options Analysis Suite

In January 2007, VICR traded between $10.56 and $11.48. ATM implied volatility averaged 44.8%. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 20.9% (HV 20d: 23.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.15.

Notable Days

2007-01-08: Highest Volume — 30 contracts
2007-01-10: Largest IV spike — 86.6% change
2007-01-22: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.06	$10.56	$11.48	$11.48	$10.61
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	44.8%	27.6%	61.9%	34.3%	49.1%
Expected Move	12.9%	8.2%	15.1%	9.8%	14.1%
HV 20d	23.9%	22.7%	25.3%	25.3%	22.7%
Term Structure	-0.4%	-15.6%	17.0%	13.6%	-1.8%
VWIV	50.0%	47.7%	52.3%	47.7%	52.3%
Bid-Ask Spread %	92.13	71.42	115.83	115.83	92.06
Gamma HHI	0.80	0.50	1.00	1.00	0.50
Net GEX	132	-4	372	0	11
Net DEX	-7.3K	-12.3K	0	0	-7.3K
Net VEX	-77	-111	0	0	-106
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.15	0.58	1.73	1.73	0.58
Total Volume	3.1	0	30	0	0
Total OI	35.45	0	49	0	49

Daily Data (20 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
2007-01-03	$11.48	$0.00	34.3%	9.8%	0.0%	0.0%	0.0%	0.0%	13.6%	0	0	0	0.00	115.83	N/A	N/A	0	0	0	0
2007-01-04	$11.48	$0.00	28.5%	8.2%	0.0%	0.0%	0.0%	0.0%	10.6%	0	0	0	0.00	106.27	N/A	N/A	0	0	0	0
2007-01-05	$11.40	$0.00	42.5%	12.0%	0.0%	0.0%	0.0%	0.0%	1.1%	0	0	0	0.00	82.94	N/A	N/A	0	0	0	0
2007-01-08	$11.40	$0.00	27.6%	12.8%	0.0%	0.0%	47.7%	0.0%	-1.9%	0	0	0	1.73	79.15	N/A	N/A	11	19	0	0
2007-01-09	$11.26	$10.00	33.2%	10.2%	0.0%	0.0%	0.0%	0.0%	0.3%	-4	-6.8K	-52	0.00	81.72	N/A	N/A	0	0	11	17
2007-01-10	$11.22	$10.00	61.9%	13.1%	0.0%	0.0%	0.0%	0.0%	0.7%	0	-6.8K	-54	0.00	86.36	N/A	N/A	0	0	11	17
2007-01-11	$11.42	$10.00	35.1%	10.1%	0.0%	0.0%	0.0%	0.0%	-2.6%	0	-6.2K	-57	0.58	71.42	N/A	N/A	19	11	11	17
2007-01-12	$11.19	$10.00	42.7%	12.2%	0.0%	0.0%	0.0%	0.0%	16.4%	372	-12.3K	-108	0.00	76.61	N/A	N/A	0	0	30	17
2007-01-16	$11.01	$10.00	42.2%	12.1%	0.0%	0.0%	0.0%	0.0%	17.0%	332	-10.8K	-104	0.00	82.28	N/A	N/A	0	0	30	17
2007-01-17	$11.10	$10.00	50.5%	14.5%	0.0%	0.0%	0.0%	0.0%	2.2%	348	-11.3K	-105	0.00	81.07	N/A	N/A	0	0	30	17
2007-01-18	$11.06	$10.00	52.3%	15.0%	0.0%	0.0%	0.0%	0.0%	-3.8%	346	-11.0K	-104	0.00	106.74	N/A	N/A	0	0	30	17
2007-01-19	$10.92	$10.00	52.1%	15.0%	0.0%	0.0%	0.0%	0.0%	-8.4%	329	-10.4K	-102	0.00	94.72	N/A	N/A	0	0	30	17
2007-01-22	$10.56	$10.00	52.6%	15.1%	0.0%	0.0%	52.3%	0.0%	-8.7%	18	-6.7K	-100	0.00	82.94	N/A	N/A	0	2	30	17
2007-01-23	$10.88	$10.00	51.2%	14.7%	0.0%	0.0%	0.0%	0.0%	-3.3%	301	-9.8K	-99	0.00	93.03	N/A	N/A	0	0	30	19
2007-01-24	$10.98	$10.00	49.6%	14.2%	0.0%	0.0%	0.0%	0.0%	-1.0%	315	-10.1K	-99	0.00	100.37	N/A	N/A	0	0	30	19
2007-01-25	$10.80	$10.00	50.2%	14.4%	25.3%	0.0%	0.0%	0.0%	-3.3%	66	-8.8K	-111	0.00	92.77	N/A	N/A	0	0	30	19
2007-01-26	$10.83	$10.00	49.8%	14.3%	24.6%	0.0%	0.0%	0.0%	-4.0%	73	-9.3K	-111	0.00	98.99	N/A	N/A	0	0	30	19
2007-01-29	$10.80	$10.00	45.6%	13.1%	23.9%	0.0%	0.0%	0.0%	-15.6%	73	-9.0K	-110	0.00	108.80	N/A	N/A	0	0	30	19
2007-01-30	$10.74	$10.00	45.9%	13.2%	23.2%	0.0%	0.0%	0.0%	-15.0%	60	-8.2K	-108	0.00	108.46	N/A	N/A	0	0	30	19
2007-01-31	$10.61	$10.00	49.1%	14.1%	22.7%	0.0%	0.0%	0.0%	-1.8%	11	-7.3K	-106	0.00	92.06	N/A	N/A	0	0	30	19