VICR Options History — April 2007

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

In April 2007, VICR traded between $9.63 and $11.72. ATM implied volatility averaged 62.1%. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 20.8% (HV 20d: 41.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.25.

Notable Days

2007-04-04: Highest Volume — 14 contracts
2007-04-20: Largest IV spike — 185.3% change
2007-04-23: Largest Expected Move — 54.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.15	$9.63	$11.72	$9.71	$10.72
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	62.1%	32.8%	190.9%	38.2%	75.4%
Expected Move	18.2%	10.1%	54.7%	10.9%	21.6%
HV 20d	41.3%	32.7%	67.6%	38.6%	67.6%
HV 60d	45.7%	42.8%	55.2%	42.8%	55.2%
Term Structure	-12.3%	-90.0%	12.0%	2.9%	-21.0%
VWIV	137.9%	137.9%	137.9%	137.9%	137.9%
Bid-Ask Spread %	111.98	61.39	184.14	83.64	179.32
Gamma HHI	0.86	0.78	0.98	0.78	0.89
Net GEX	-3.9K	-6.2K	-2.2K	-3.4K	-5.6K
Net DEX	236.4K	189.7K	259.1K	255.2K	203.9K
Net VEX	-545	-713	-435	-469	-642
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.25	0.00	5.00	0.00	5.00
Total Volume	2.25	0	14	0	0
Total OI	412.7	374	431	421	375

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
2007-04-02	$9.71	$10.00	38.2%	10.9%	38.6%	0.0%	0.0%	0.0%	2.9%	-3.4K	255.2K	-469	0.00	83.64	N/A	N/A	0	0	90	331
2007-04-03	$10.02	$10.00	38.4%	11.0%	38.2%	0.0%	0.0%	0.0%	2.8%	-3.8K	254.3K	-545	0.00	110.40	N/A	N/A	0	0	90	331
2007-04-04	$10.11	$10.00	40.8%	11.7%	38.1%	0.0%	0.0%	0.0%	12.0%	-3.9K	236.4K	-604	0.00	99.45	N/A	N/A	14	0	90	331
2007-04-05	$9.98	$10.00	35.9%	10.3%	37.7%	0.0%	0.0%	0.0%	8.3%	-3.8K	246.5K	-550	0.00	91.71	N/A	N/A	0	0	100	331
2007-04-09	$10.00	$0.00	38.1%	12.7%	37.7%	0.0%	0.0%	0.0%	-2.2%	-3.9K	244.5K	-541	0.00	87.65	N/A	N/A	0	0	100	331
2007-04-10	$9.73	$0.00	35.1%	12.4%	39.2%	0.0%	0.0%	0.0%	-1.1%	-3.5K	247.6K	-499	0.00	84.51	N/A	N/A	0	0	100	331
2007-04-11	$9.63	$0.00	32.8%	12.1%	37.1%	0.0%	0.0%	0.0%	-1.3%	-3.4K	249.0K	-463	0.00	91.65	N/A	N/A	0	0	100	331
2007-04-12	$9.80	$0.00	40.4%	11.6%	37.4%	0.0%	0.0%	0.0%	0.3%	-3.2K	259.1K	-448	0.00	88.89	N/A	N/A	0	0	100	331
2007-04-13	$9.63	$0.00	43.5%	12.5%	35.1%	0.0%	0.0%	0.0%	-1.7%	-3.1K	253.9K	-435	0.00	98.56	N/A	N/A	0	0	100	331
2007-04-16	$10.20	$0.00	39.7%	11.4%	40.4%	0.0%	0.0%	0.0%	2.2%	-4.2K	251.8K	-535	0.00	127.95	N/A	N/A	0	0	100	331
2007-04-17	$10.11	$0.00	45.1%	12.9%	39.1%	0.0%	0.0%	0.0%	-3.7%	-4.1K	251.6K	-497	0.00	68.89	N/A	N/A	0	0	100	331
2007-04-18	$9.96	$0.00	42.9%	12.3%	36.4%	0.0%	0.0%	0.0%	-1.4%	-4.0K	244.2K	-526	0.00	61.39	N/A	N/A	0	0	100	331
2007-04-19	$10.00	$0.00	48.3%	13.8%	32.7%	0.0%	0.0%	0.0%	-7.0%	-3.9K	247.6K	-509	0.00	94.64	N/A	N/A	0	0	100	331
2007-04-20	$10.30	$0.00	137.8%	39.5%	34.3%	0.0%	137.9%	0.0%	-87.6%	-3.3K	214.6K	-640	0.00	142.16	N/A	N/A	14	0	100	331
2007-04-23	$9.93	$10.00	190.9%	54.7%	36.4%	0.0%	0.0%	0.0%	-90.0%	-2.2K	235.0K	-469	0.00	165.73	N/A	N/A	0	0	46	328
2007-04-24	$10.02	$10.00	180.3%	51.7%	36.5%	0.0%	0.0%	0.0%	-61.3%	-3.2K	195.8K	-639	0.00	184.14	N/A	N/A	0	0	46	328
2007-04-25	$10.15	$10.00	41.4%	11.9%	36.8%	0.0%	0.0%	0.0%	-3.6%	-3.1K	252.9K	-466	0.00	122.31	N/A	N/A	0	0	46	328
2007-04-26	$11.72	$10.00	62.5%	17.9%	62.3%	0.0%	0.0%	0.0%	-0.4%	-6.1K	189.7K	-713	0.00	148.81	N/A	N/A	5	0	46	328
2007-04-27	$11.32	$10.00	35.3%	10.1%	64.0%	0.0%	0.0%	0.0%	7.1%	-6.2K	194.7K	-702	5.00	107.83	N/A	N/A	2	10	51	328
2007-04-30	$10.72	$10.00	75.4%	21.6%	67.6%	0.0%	0.0%	0.0%	-21.0%	-5.6K	203.9K	-642	0.00	179.32	N/A	N/A	0	0	52	323