VICR Options History — February 2007 In February 2007, VICR traded between $9.17 and $11.59. ATM implied volatility averaged 44.9%. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 7.8% (HV 20d: 37.1%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2007-02-26 : Highest Volume — 111 contracts2007-02-05 : Largest IV spike — 94.5% change2007-02-01 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.64 $9.17 $11.59 $11.02 $9.34 Max Pain $12.19 $10.00 $12.50 $10.00 $12.50 ATM IV 44.9% 30.3% 63.4% 51.0% 32.1% Expected Move 12.7% 8.9% 14.6% 14.6% 9.2% HV 20d 37.1% 26.7% 57.7% 26.7% 57.7% Term Structure 0.2% -16.5% 16.6% -16.5% 7.2% VWIV 33.4% 31.4% 35.4% 31.4% 35.4% Bid-Ask Spread % 88.04 60.97 114.58 108.10 95.97 Gamma HHI 0.65 0.50 1.00 0.52 0.72 Net GEX 108 -1.1K 915 89 -1.1K Net DEX -793 -14.8K 83.4K -9.8K 78.1K Net VEX -117 -260 -84 -110 -260 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 15.632 0 111 0 109 Total OI 76.105 49 212 49 212
Daily Data (19 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 2007-02-01 $11.02 $10.00 51.0% 14.6% 26.7% 0.0% 0.0% 0.0% -16.5% 89 -9.8K -110 0.00 108.10 N/A N/A 0 0 30 19 2007-02-02 $11.29 $0.00 30.3% 10.0% 28.3% 0.0% 0.0% 0.0% -0.5% 136 -11.9K -110 0.00 75.41 N/A N/A 0 0 30 19 2007-02-05 $11.19 $0.00 59.0% 14.2% 28.3% 0.0% 0.0% 0.0% -1.3% 118 -11.2K -108 0.00 84.67 N/A N/A 0 0 30 19 2007-02-06 $11.14 $0.00 63.4% 14.4% 28.3% 0.0% 0.0% 0.0% -0.6% 116 -11.0K -107 0.00 80.25 N/A N/A 0 0 30 19 2007-02-07 $11.59 $0.00 38.5% 12.8% 31.5% 0.0% 0.0% 0.0% -0.5% 271 -14.3K -106 0.00 86.66 N/A N/A 0 0 30 19 2007-02-08 $11.18 $0.00 46.2% 13.2% 34.1% 0.0% 0.0% 0.0% 0.0% 114 -11.6K -105 0.00 77.63 N/A N/A 0 0 30 19 2007-02-09 $10.85 $0.00 48.8% 14.0% 35.0% 0.0% 0.0% 0.0% -1.5% 22 -9.5K -103 0.00 89.19 N/A N/A 0 0 30 19 2007-02-12 $10.73 $0.00 44.5% 12.8% 34.5% 0.0% 0.0% 0.0% 0.4% -51 -9.1K -98 0.00 101.47 N/A N/A 3 0 30 19 2007-02-13 $10.84 $0.00 48.1% 13.8% 34.4% 0.0% 0.0% 0.0% 0.2% 67 -10.8K -101 0.00 92.09 N/A N/A 0 0 32 19 2007-02-14 $10.55 $0.00 48.1% 13.8% 35.4% 0.0% 0.0% 0.0% -1.3% -80 -8.9K -97 0.00 87.79 N/A N/A 0 0 32 19 2007-02-15 $10.65 $0.00 48.1% 13.8% 35.7% 0.0% 0.0% 0.0% -1.3% -15 -10.2K -96 0.00 90.54 N/A N/A 0 0 32 19 2007-02-16 $10.74 $0.00 47.6% 13.7% 35.6% 0.0% 31.4% 0.0% 0.1% 188 -12.0K -95 0.00 91.94 N/A N/A 30 0 32 19 2007-02-20 $10.69 $12.50 48.8% 14.0% 33.5% 0.0% 0.0% 0.0% -4.6% 789 -13.2K -108 0.00 92.97 N/A N/A 0 0 60 11 2007-02-21 $10.76 $12.50 46.2% 13.2% 31.8% 0.0% 0.0% 0.0% 2.5% 837 -14.2K -106 0.00 71.39 N/A N/A 0 0 60 11 2007-02-22 $10.94 $12.50 47.9% 13.7% 32.2% 0.0% 35.4% 0.0% -0.8% 915 -14.8K -111 0.00 101.25 N/A N/A 30 0 60 11 2007-02-23 $9.73 $12.50 41.9% 12.0% 52.4% 0.0% 0.0% 0.0% 0.7% 302 -4.9K -84 0.00 69.93 N/A N/A 0 14 90 11 2007-02-26 $9.80 $12.50 31.1% 8.9% 52.6% 0.0% 0.0% 0.0% 16.6% 25 778 -104 0.00 114.58 N/A N/A 0 111 90 22 2007-02-27 $9.17 $12.50 32.0% 9.2% 56.9% 0.0% 0.0% 0.0% 5.6% -703 83.4K -221 0.00 60.97 N/A N/A 0 0 90 122 2007-02-28 $9.34 $12.50 32.1% 9.2% 57.7% 0.0% 0.0% 0.0% 7.2% -1.1K 78.1K -260 0.00 95.97 N/A N/A 0 109 90 122
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