VICR Options History — January 2013

In January 2013, VICR traded between $5.34 and $5.78. ATM implied volatility averaged 44.9%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 13.1% (HV 20d: 31.8%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2013-01-11: Highest Volume — 647 contracts
2013-01-28: Largest IV drop — 23.6% change
2013-01-10: Highest IV Rank — 15.7%
2013-01-08: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.43	$5.34	$5.78	$5.78	$5.38
Max Pain	$5.24	$5.00	$7.50	$7.50	$5.00
ATM IV	44.9%	36.6%	51.2%	44.6%	45.6%
Expected Move	13.3%	10.5%	15.9%	12.8%	13.1%
HV 20d	31.8%	22.0%	35.0%	31.3%	22.0%
HV 60d	38.6%	35.4%	40.7%	40.6%	35.4%
IV Rank	12.0%	7.3%	15.7%	11.9%	12.5%
IV Percentile	45.0%	17.9%	67.5%	42.5%	48.4%
Term Structure	4.8%	-4.6%	13.2%	11.4%	-3.7%
VWIV	44.0%	44.0%	44.0%	44.0%	44.0%
Skew 25d	5.9%	-62.2%	23.4%	-4.1%	18.6%
Skew 10d	6.6%	-104.2%	30.8%	-5.9%	30.8%
Call IV 25d	45.6%	31.8%	125.0%	50.8%	34.8%
Put IV 25d	51.5%	42.3%	62.8%	46.8%	53.4%
Bid-Ask Spread %	29.38	15.40	48.37	18.01	34.94
Gamma HHI	0.64	0.36	0.90	0.60	0.36
Net GEX	1.0K	-411	2.8K	848	-411
Net DEX	62.6K	48.0K	80.9K	64.7K	57.2K
Net VEX	-68	-99	-42	-65	-85
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	34.333	0	647	0	0
Total OI	814.095	190	1,606	928	223

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-01-02	$5.78	$7.50	44.6%	12.8%	31.3%	11.9%	0.0%	-4.1%	11.4%	848	64.7K	-65	18.01	N/A	N/A	0	0	627	301
2013-01-03	$5.58	$7.50	39.7%	11.4%	34.1%	9.0%	0.0%	-14.2%	3.0%	1.5K	66.1K	-76	22.04	N/A	N/A	0	11	627	301
2013-01-04	$5.58	$5.00	47.7%	14.8%	33.7%	13.7%	0.0%	-19.2%	4.4%	1.6K	70.3K	-87	27.26	N/A	N/A	0	0	627	312
2013-01-07	$5.41	$5.00	48.4%	15.2%	35.0%	14.1%	0.0%	13.5%	2.1%	2.3K	80.9K	-99	20.00	N/A	N/A	0	0	627	312
2013-01-08	$5.40	$5.00	38.9%	15.9%	34.1%	8.6%	0.0%	-49.8%	-3.5%	2.4K	70.4K	-74	22.25	N/A	N/A	0	0	627	312
2013-01-09	$5.43	$5.00	43.9%	15.5%	32.8%	11.5%	0.0%	16.9%	-4.6%	2.2K	70.5K	-69	18.61	N/A	N/A	0	0	627	312
2013-01-10	$5.36	$5.00	51.2%	14.7%	32.3%	15.7%	0.0%	23.4%	4.0%	2.8K	72.8K	-75	15.40	N/A	N/A	0	0	627	312
2013-01-11	$5.41	$5.00	47.3%	13.6%	30.7%	13.4%	44.0%	-62.2%	2.9%	1.6K	64.5K	-53	22.23	N/A	N/A	647	0	627	312
2013-01-14	$5.38	$5.00	46.1%	13.2%	30.8%	12.7%	0.0%	21.1%	13.2%	2.7K	70.9K	-70	31.88	N/A	N/A	0	0	1,274	312
2013-01-15	$5.44	$5.00	44.1%	12.6%	30.9%	11.6%	0.0%	16.3%	12.9%	2.0K	66.9K	-53	25.61	N/A	N/A	0	0	1,274	312
2013-01-16	$5.38	$5.00	45.2%	13.0%	31.1%	12.2%	0.0%	16.7%	9.5%	1.9K	64.5K	-49	33.69	N/A	N/A	0	0	1,274	312
2013-01-17	$5.38	$5.00	45.8%	13.1%	31.1%	12.6%	0.0%	17.7%	9.1%	2.2K	67.1K	-42	36.40	N/A	N/A	0	20	1,274	312
2013-01-18	$5.38	$5.00	46.8%	13.4%	31.1%	13.2%	0.0%	19.7%	10.1%	-233	66.9K	-65	32.15	N/A	N/A	10	0	1,274	332
2013-01-22	$5.37	$5.00	47.3%	13.5%	31.0%	13.4%	0.0%	15.6%	5.7%	-201	57.7K	-61	45.77	N/A	N/A	0	0	79	131
2013-01-23	$5.50	$5.00	49.8%	14.3%	31.8%	14.9%	0.0%	17.0%	2.6%	-151	48.0K	-60	42.46	N/A	N/A	0	11	79	111
2013-01-24	$5.38	$5.00	43.7%	12.5%	32.9%	11.4%	0.0%	15.7%	9.5%	-300	49.7K	-68	27.64	N/A	N/A	2	0	79	122
2013-01-25	$5.34	$5.00	47.9%	13.7%	32.6%	13.8%	0.0%	16.0%	1.6%	-284	49.0K	-66	48.37	N/A	N/A	0	0	81	122
2013-01-28	$5.36	$5.00	36.6%	10.5%	32.7%	7.3%	0.0%	15.2%	7.1%	-333	49.0K	-66	24.41	N/A	N/A	0	0	81	122
2013-01-29	$5.38	$5.00	37.2%	10.7%	32.7%	7.6%	0.0%	15.2%	6.9%	-327	49.1K	-64	32.36	N/A	N/A	0	20	81	122
2013-01-30	$5.37	$5.00	44.5%	12.7%	32.7%	11.8%	0.0%	14.9%	-2.6%	-404	57.7K	-84	35.46	N/A	N/A	0	0	81	142
2013-01-31	$5.38	$5.00	45.6%	13.1%	22.0%	12.5%	0.0%	18.6%	-3.7%	-411	57.2K	-85	34.94	N/A	N/A	0	0	81	142