VICR Options History — February 2012

In February 2012, VICR traded between $8.12 and $10.32. ATM implied volatility averaged 47.0%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded below realized volatility by 2.5% (HV 20d: 49.5%). 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 11 of 20 days. Put/call ratio averaged 0.69.

Notable Days

2012-02-03: Highest Volume — 369 contracts
2012-02-24: Largest IV spike — 75.2% change
2012-02-01: Highest IV Rank — 83.8%
2012-02-01: Largest Expected Move — 21.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.23	$8.12	$10.32	$9.37	$8.12
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	47.0%	24.1%	76.4%	76.4%	46.1%
Expected Move	13.6%	6.9%	21.9%	21.9%	13.2%
HV 20d	49.5%	39.2%	58.9%	40.7%	55.3%
HV 60d	54.2%	49.2%	57.3%	55.4%	49.7%
IV Rank	37.8%	2.0%	83.8%	83.8%	36.4%
IV Percentile	49.8%	0.8%	98.4%	98.4%	48.8%
Term Structure	2.0%	-11.0%	22.5%	11.7%	-11.0%
VWIV	38.5%	21.3%	51.8%	44.3%	36.4%
Skew 25d	1.2%	-9.4%	20.2%	2.0%	15.7%
Skew 10d	3.8%	-11.9%	50.3%	9.9%	19.1%
Call IV 25d	41.8%	25.1%	52.1%	37.5%	32.5%
Put IV 25d	43.0%	37.9%	48.2%	39.5%	48.2%
Bid-Ask Spread %	51.65	14.54	133.64	133.64	41.80
Gamma HHI	0.48	0.36	0.64	0.57	0.36
Net GEX	-3.3K	-5.1K	-1.1K	-1.9K	-1.1K
Net DEX	160.3K	-31.1K	272.2K	5.8K	247.7K
Net VEX	-888	-1.0K	-582	-582	-886
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.00	1.71	1.71	0.00
Total Volume	39.25	0	369	25	0
Total OI	613.15	406	808	406	808

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
2012-02-01	$9.37	$0.00	76.4%	21.9%	40.7%	83.8%	0.0%	2.0%	11.7%	-1.9K	5.8K	-582	0.00	133.64	N/A	N/A	0	25	170	236
2012-02-02	$9.58	$0.00	46.0%	13.2%	39.2%	36.1%	0.0%	-3.1%	0.7%	-2.4K	5.1K	-643	0.00	28.31	N/A	N/A	0	25	170	261
2012-02-03	$10.32	$10.00	44.2%	13.6%	45.3%	33.3%	0.0%	9.9%	0.8%	-2.7K	-31.1K	-689	1.71	43.64	N/A	N/A	136	233	170	286
2012-02-06	$9.90	$10.00	47.1%	13.6%	46.2%	37.9%	0.0%	5.0%	-2.5%	-5.1K	149.1K	-1.0K	0.00	59.18	N/A	N/A	1	0	152	459
2012-02-07	$9.82	$10.00	45.5%	14.1%	46.8%	35.4%	0.0%	3.8%	0.9%	-4.6K	147.7K	-1.0K	0.00	60.02	N/A	N/A	0	0	153	459
2012-02-08	$9.54	$10.00	52.2%	14.4%	48.8%	46.0%	0.0%	-2.0%	-2.1%	-4.2K	162.9K	-999	0.00	60.52	N/A	N/A	0	0	153	459
2012-02-09	$9.47	$10.00	49.8%	14.3%	49.0%	42.1%	0.0%	-2.3%	-0.4%	-4.3K	174.5K	-970	0.00	62.98	N/A	N/A	0	0	153	459
2012-02-10	$9.19	$10.00	49.3%	14.1%	50.7%	41.4%	0.0%	-5.7%	1.5%	-2.9K	152.0K	-1.0K	0.00	47.47	N/A	N/A	0	0	153	459
2012-02-13	$9.38	$10.00	49.3%	14.1%	49.2%	41.3%	0.0%	-2.4%	-0.3%	-3.2K	147.0K	-998	0.00	44.21	N/A	N/A	0	0	153	459
2012-02-14	$9.22	$10.00	46.1%	13.2%	48.9%	36.4%	0.0%	-4.4%	-0.1%	-3.0K	155.7K	-964	0.00	49.43	N/A	N/A	0	0	153	459
2012-02-15	$9.25	$10.00	48.4%	13.9%	47.6%	39.9%	0.0%	-5.0%	1.6%	-3.0K	151.9K	-967	0.00	52.04	N/A	N/A	0	0	153	459
2012-02-16	$9.44	$10.00	51.6%	14.8%	47.2%	44.9%	0.0%	-2.4%	-2.2%	-3.4K	152.3K	-985	0.00	44.36	N/A	N/A	0	0	153	459
2012-02-17	$9.27	$10.00	44.3%	12.7%	48.0%	33.5%	44.3%	-1.7%	5.5%	-4.2K	203.0K	-859	1.20	47.93	N/A	N/A	45	54	153	459
2012-02-21	$8.87	$10.00	51.5%	14.8%	51.4%	44.8%	51.8%	-9.4%	-1.8%	-3.9K	217.1K	-810	0.00	50.39	N/A	N/A	1	0	136	463
2012-02-22	$8.94	$10.00	43.9%	12.6%	51.4%	32.9%	0.0%	-7.6%	-2.8%	-4.0K	217.2K	-774	0.00	51.89	N/A	N/A	0	0	127	463
2012-02-23	$9.29	$10.00	24.1%	6.9%	52.4%	2.0%	21.3%	13.1%	22.5%	-5.1K	208.3K	-820	1.25	14.54	N/A	N/A	40	50	127	463
2012-02-24	$8.67	$10.00	42.2%	12.1%	58.8%	30.3%	36.4%	-0.4%	4.5%	-3.9K	272.2K	-791	0.00	61.40	N/A	N/A	175	0	135	513
2012-02-27	$8.62	$10.00	42.4%	12.2%	58.9%	30.6%	0.0%	20.2%	6.1%	-1.8K	231.4K	-1.0K	0.00	39.08	N/A	N/A	0	0	295	513
2012-02-28	$8.41	$10.00	39.9%	11.4%	54.3%	26.6%	0.0%	1.7%	7.1%	-1.7K	235.5K	-946	0.00	40.14	N/A	N/A	0	0	295	513
2012-02-29	$8.12	$10.00	46.1%	13.2%	55.3%	36.4%	0.0%	15.7%	-11.0%	-1.1K	247.7K	-886	0.00	41.80	N/A	N/A	0	0	295	513