VICR Options History — May 2007

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

In May 2007, VICR traded between $10.42 and $11.89. ATM implied volatility averaged 51.4%. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 6.8% (HV 20d: 58.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.01.

Notable Days

2007-05-29: Highest Volume — 80 contracts
2007-05-02: Largest IV spike — 319.7% change
2007-05-02: Largest Expected Move — 41.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.22	$10.42	$11.89	$10.81	$11.87
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	51.4%	27.0%	145.5%	34.7%	27.0%
Expected Move	14.4%	7.8%	41.7%	9.9%	7.8%
HV 20d	58.3%	33.8%	66.3%	66.3%	33.8%
HV 60d	52.2%	47.3%	55.2%	55.0%	47.3%
Term Structure	2.1%	-32.5%	32.1%	7.7%	23.7%
Bid-Ask Spread %	123.13	71.83	165.46	110.52	162.47
Gamma HHI	0.85	0.66	0.91	0.85	0.83
Net GEX	-5.5K	-8.1K	-2.4K	-5.0K	-5.7K
Net DEX	189.0K	106.0K	227.7K	218.9K	144.6K
Net VEX	-637	-880	-449	-576	-800
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.04	0.04	0.00
Total Volume	8.136	0	80	0	12
Total OI	405.818	375	493	375	493

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
2007-05-01	$10.81	$10.00	34.7%	9.9%	66.3%	0.0%	0.0%	0.0%	7.7%	-5.0K	218.9K	-576	0.00	110.52	N/A	N/A	0	0	52	323
2007-05-02	$11.06	$10.00	145.5%	41.7%	65.9%	0.0%	0.0%	0.0%	-29.6%	-3.5K	219.7K	-552	0.00	165.46	N/A	N/A	0	0	52	323
2007-05-03	$11.14	$10.00	38.0%	10.9%	65.9%	0.0%	0.0%	0.0%	-12.8%	-5.9K	208.2K	-632	0.00	99.24	N/A	N/A	0	0	52	323
2007-05-04	$11.18	$0.00	45.7%	8.6%	65.6%	0.0%	0.0%	0.0%	10.2%	-6.1K	204.6K	-633	0.00	106.20	N/A	N/A	0	0	52	323
2007-05-07	$11.28	$0.00	50.8%	24.3%	65.6%	0.0%	0.0%	0.0%	32.1%	-4.6K	227.7K	-449	0.00	163.75	N/A	N/A	0	0	52	323
2007-05-08	$11.14	$0.00	56.4%	9.4%	64.8%	0.0%	0.0%	0.0%	3.2%	-6.1K	212.4K	-577	0.00	119.78	N/A	N/A	0	0	52	323
2007-05-09	$11.18	$0.00	60.2%	11.4%	64.5%	0.0%	0.0%	0.0%	-2.2%	-6.6K	204.1K	-593	0.00	111.13	N/A	N/A	0	0	52	323
2007-05-10	$10.80	$0.00	37.1%	10.6%	66.0%	0.0%	0.0%	0.0%	4.6%	-5.7K	218.9K	-542	0.00	108.33	N/A	N/A	0	0	52	323
2007-05-11	$10.86	$0.00	31.5%	9.0%	65.5%	0.0%	0.0%	0.0%	9.3%	-5.4K	223.1K	-545	0.00	113.48	N/A	N/A	0	0	52	323
2007-05-14	$10.55	$0.00	36.8%	10.6%	63.7%	0.0%	0.0%	0.0%	0.6%	-4.9K	224.6K	-501	0.04	113.80	N/A	N/A	51	2	52	323
2007-05-15	$10.42	$0.00	33.1%	9.5%	63.7%	0.0%	0.0%	0.0%	10.9%	-3.6K	207.7K	-550	0.00	108.54	N/A	N/A	0	0	92	323
2007-05-16	$10.61	$0.00	33.7%	9.7%	63.7%	0.0%	0.0%	0.0%	7.3%	-3.3K	221.8K	-507	0.00	108.75	N/A	N/A	0	0	92	323
2007-05-17	$11.03	$0.00	30.3%	8.7%	64.9%	0.0%	0.0%	0.0%	1.1%	-4.9K	205.6K	-565	0.00	123.39	N/A	N/A	0	0	92	323
2007-05-18	$11.33	$0.00	38.1%	10.9%	64.8%	0.0%	0.0%	0.0%	10.2%	-6.4K	192.9K	-594	0.00	126.36	N/A	N/A	0	0	92	323
2007-05-21	$11.39	$0.00	33.9%	9.7%	62.9%	0.0%	0.0%	0.0%	8.0%	-7.9K	188.2K	-624	0.00	127.42	N/A	N/A	10	0	78	323
2007-05-22	$11.63	$0.00	38.9%	11.1%	63.1%	0.0%	0.0%	0.0%	-3.1%	-7.2K	173.2K	-693	0.00	111.64	N/A	N/A	14	0	88	323
2007-05-23	$11.78	$0.00	34.3%	9.8%	63.1%	0.0%	0.0%	0.0%	0.5%	-7.9K	144.4K	-765	0.00	71.83	N/A	N/A	0	0	102	323
2007-05-24	$11.40	$0.00	129.6%	37.1%	39.1%	0.0%	0.0%	0.0%	-32.5%	-2.4K	106.3K	-809	0.00	157.04	N/A	N/A	0	10	102	323
2007-05-25	$11.89	$0.00	129.5%	37.1%	39.9%	0.0%	0.0%	0.0%	-20.7%	-2.7K	106.0K	-862	0.00	155.44	N/A	N/A	0	0	102	333
2007-05-29	$11.74	$0.00	32.0%	9.2%	34.4%	0.0%	0.0%	0.0%	7.9%	-8.1K	162.5K	-758	0.00	122.80	N/A	N/A	80	0	102	333
2007-05-30	$11.74	$0.00	34.1%	9.8%	34.4%	0.0%	0.0%	0.0%	10.8%	-6.9K	142.4K	-880	0.00	121.52	N/A	N/A	0	0	160	333
2007-05-31	$11.87	$0.00	27.0%	7.8%	33.8%	0.0%	0.0%	0.0%	23.7%	-5.7K	144.6K	-800	0.00	162.47	N/A	N/A	12	0	160	333