VICR Options History — August 2009

In August 2009, VICR traded between $7.19 and $7.64. ATM implied volatility averaged 57.8%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 16.3% (HV 20d: 41.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2009-08-03: Highest Volume — 610 contracts
2009-08-13: Largest IV spike — 15.9% change
2009-08-03: Highest IV Rank — 21.2%
2009-08-10: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.41	$7.19	$7.64	$7.55	$7.35
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	57.8%	52.4%	62.0%	62.0%	58.7%
Expected Move	16.9%	15.5%	17.9%	17.8%	16.8%
HV 20d	41.5%	32.1%	48.1%	48.1%	32.1%
HV 60d	66.8%	56.8%	75.2%	75.2%	56.8%
IV Rank	18.3%	14.6%	21.2%	21.2%	18.9%
IV Percentile	18.4%	9.1%	27.4%	25.8%	19.4%
Term Structure	4.8%	2.0%	8.3%	2.0%	4.8%
VWIV	57.9%	53.9%	62.0%	62.0%	53.9%
Bid-Ask Spread %	40.34	24.36	76.15	34.63	53.35
Gamma HHI	0.52	0.44	0.76	0.70	0.50
Net GEX	791	-8.9K	2.7K	2.7K	1.2K
Net DEX	-423.4K	-632.4K	-182.9K	-539.6K	-423.6K
Net VEX	-1.6K	-2.0K	-1.4K	-1.4K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	1.18	1.18	0.00
Total Volume	95.905	0	610	610	0
Total OI	2,494.857	1,935	2,705	1,935	2,261

Daily Data (21 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
2009-08-03	$7.55	$7.50	62.0%	17.8%	48.1%	21.2%	62.0%	0.0%	2.0%	2.7K	-539.6K	-1.4K	1.18	34.63	N/A	N/A	280	330	1,225	710
2009-08-04	$7.63	$7.50	57.3%	16.4%	42.7%	18.0%	0.0%	0.0%	4.5%	1.8K	-584.1K	-1.8K	0.00	73.31	N/A	N/A	0	100	1,505	1,040
2009-08-05	$7.29	$7.50	57.3%	16.4%	46.5%	18.0%	57.3%	0.0%	3.7%	1.1K	-372.4K	-2.0K	1.00	76.15	N/A	N/A	280	280	1,505	1,140
2009-08-06	$7.38	$7.50	57.7%	16.6%	44.4%	18.3%	0.0%	0.0%	2.9%	1.1K	-407.6K	-1.9K	0.00	73.81	N/A	N/A	0	0	1,505	1,140
2009-08-07	$7.38	$7.50	57.7%	17.2%	39.9%	18.3%	0.0%	0.0%	4.3%	1.2K	-421.4K	-1.9K	0.00	59.94	N/A	N/A	0	0	1,505	1,140
2009-08-10	$7.22	$7.50	54.8%	17.9%	40.9%	16.2%	0.0%	0.0%	3.6%	1.2K	-336.1K	-1.8K	0.00	25.54	N/A	N/A	0	50	1,505	1,140
2009-08-11	$7.36	$7.50	52.4%	17.0%	41.3%	14.6%	0.0%	0.0%	4.9%	945	-392.6K	-1.8K	0.00	27.80	N/A	N/A	0	0	1,505	1,180
2009-08-12	$7.42	$7.50	52.8%	16.8%	41.4%	14.8%	0.0%	0.0%	7.9%	889	-431.6K	-1.8K	0.00	26.38	N/A	N/A	0	0	1,505	1,180
2009-08-13	$7.62	$7.50	61.2%	17.5%	40.7%	20.6%	61.2%	0.0%	4.3%	951	-508.0K	-1.7K	0.00	25.96	N/A	N/A	0	20	1,505	1,180
2009-08-14	$7.45	$7.50	59.8%	17.2%	39.6%	19.7%	0.0%	0.0%	4.4%	709	-389.3K	-1.7K	0.00	26.94	N/A	N/A	0	0	1,505	1,200
2009-08-17	$7.19	$7.50	61.3%	17.6%	41.6%	20.7%	0.0%	0.0%	4.2%	722	-182.9K	-1.5K	0.00	29.98	N/A	N/A	0	0	1,505	1,200
2009-08-18	$7.42	$7.50	59.4%	17.0%	42.8%	19.5%	0.0%	0.0%	5.8%	783	-367.3K	-1.5K	0.00	30.47	N/A	N/A	0	0	1,505	1,200
2009-08-19	$7.48	$7.50	60.1%	17.2%	42.6%	19.9%	0.0%	0.0%	5.0%	952	-416.4K	-1.5K	0.00	29.97	N/A	N/A	5	0	1,505	1,200
2009-08-20	$7.64	$7.50	60.5%	17.3%	43.0%	20.2%	60.5%	0.0%	2.9%	1.2K	-632.4K	-1.4K	0.00	29.98	N/A	N/A	4	0	1,505	1,200
2009-08-21	$7.49	$7.50	57.9%	16.6%	43.8%	18.4%	57.9%	0.0%	6.9%	-8.9K	-387.0K	-1.4K	1.05	24.36	N/A	N/A	185	195	1,461	1,200
2009-08-24	$7.40	$7.50	56.1%	16.1%	44.0%	17.2%	56.2%	0.0%	8.3%	604	-402.3K	-1.4K	0.55	35.66	N/A	N/A	55	30	1,181	880
2009-08-25	$7.39	$7.50	54.4%	15.6%	41.3%	16.0%	54.4%	0.0%	5.3%	949	-423.0K	-1.5K	0.00	58.16	N/A	N/A	150	0	1,226	910
2009-08-26	$7.36	$7.50	58.7%	16.8%	40.8%	18.9%	0.0%	0.0%	3.8%	2.1K	-429.3K	-1.5K	0.00	36.10	N/A	N/A	0	0	1,301	910
2009-08-27	$7.34	$7.50	60.0%	17.2%	38.9%	19.9%	0.0%	0.0%	3.1%	2.1K	-428.3K	-1.5K	0.00	34.10	N/A	N/A	0	0	1,301	910
2009-08-28	$7.32	$7.50	53.9%	15.5%	35.4%	15.6%	53.9%	0.0%	7.7%	2.3K	-416.7K	-1.5K	0.00	34.56	N/A	N/A	0	50	1,301	910
2009-08-31	$7.35	$7.50	58.7%	16.8%	32.1%	18.9%	0.0%	0.0%	4.8%	1.2K	-423.6K	-1.5K	0.00	53.35	N/A	N/A	0	0	1,301	960