VICR Options History — March 2013

In March 2013, VICR traded between $4.77 and $5.46. ATM implied volatility averaged 41.2%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 2.8% (HV 20d: 38.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.75.

Notable Days

2013-03-11: Highest Volume — 513 contracts
2013-03-08: Largest IV spike — 33.4% change
2013-03-06: Highest IV Rank — 14.8%
2013-03-07: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.08	$4.77	$5.46	$5.28	$4.97
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	41.2%	32.5%	53.0%	46.2%	32.5%
Expected Move	12.1%	9.3%	14.6%	13.2%	9.3%
HV 20d	38.4%	20.2%	49.7%	20.2%	47.3%
HV 60d	30.5%	25.0%	34.7%	25.0%	34.6%
IV Rank	7.4%	2.0%	14.8%	11.1%	2.0%
IV Percentile	32.0%	3.6%	75.8%	51.2%	3.6%
Term Structure	6.3%	-9.9%	15.2%	-9.9%	14.6%
VWIV	38.9%	33.4%	48.2%	48.2%	34.1%
Skew 25d	13.4%	8.8%	20.2%	12.0%	20.2%
Skew 10d	23.1%	17.8%	29.8%	22.1%	29.8%
Call IV 25d	45.2%	41.3%	50.5%	42.8%	43.6%
Put IV 25d	58.6%	54.1%	63.8%	54.8%	63.8%
Bid-Ask Spread %	23.54	13.02	34.57	22.73	27.38
Gamma HHI	0.64	0.41	0.81	0.58	0.79
Net GEX	1.9K	-689	4.1K	959	3.7K
Net DEX	19.1K	-18.3K	85.4K	14.5K	9.2K
Net VEX	-1.6K	-2.5K	-671	-681	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.75	0.00	8.00	0.00	5.00
Total Volume	100.9	0	513	1	0
Total OI	2,211.85	1,279	3,153	1,279	3,153

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
2013-03-01	$5.28	$0.00	46.2%	13.2%	20.2%	11.1%	0.0%	12.0%	-9.9%	959	14.5K	-681	0.00	22.73	N/A	N/A	0	1	970	309
2013-03-04	$5.40	$5.00	37.3%	14.0%	21.9%	5.8%	0.0%	9.5%	1.7%	941	6.8K	-699	0.00	23.20	N/A	N/A	0	0	970	309
2013-03-05	$5.34	$5.00	40.9%	13.9%	22.2%	8.0%	0.0%	0.0%	1.5%	887	8.9K	-676	0.00	24.72	N/A	N/A	0	20	970	309
2013-03-06	$5.28	$5.00	52.4%	13.7%	22.5%	14.8%	0.0%	10.3%	6.0%	634	23.4K	-711	0.00	19.60	N/A	N/A	1	0	970	329
2013-03-07	$5.15	$5.00	38.5%	14.6%	23.9%	6.6%	0.0%	9.4%	0.5%	652	30.2K	-671	0.00	13.02	N/A	N/A	0	0	971	329
2013-03-08	$5.46	$5.00	51.3%	13.6%	31.9%	13.3%	0.0%	0.0%	6.0%	839	10.3K	-717	0.00	25.98	N/A	N/A	0	270	971	329
2013-03-11	$5.31	$5.00	44.2%	13.8%	33.6%	9.1%	48.2%	9.3%	-0.6%	-689	85.4K	-1.0K	0.24	17.66	N/A	N/A	413	100	971	599
2013-03-12	$5.24	$5.00	53.0%	13.3%	33.4%	14.3%	0.0%	8.8%	1.3%	1.4K	-18.3K	-1.7K	0.00	24.38	N/A	N/A	0	50	1,356	699
2013-03-13	$5.12	$5.00	45.9%	14.1%	34.3%	10.0%	0.0%	0.0%	-1.1%	1.3K	9.6K	-1.7K	0.00	19.89	N/A	N/A	0	10	1,356	749
2013-03-14	$5.25	$5.00	45.8%	13.1%	35.6%	10.0%	0.0%	13.3%	1.2%	1.2K	3.4K	-1.7K	0.00	20.80	N/A	N/A	0	0	1,346	756
2013-03-15	$4.77	$5.00	47.1%	13.5%	49.1%	10.8%	47.1%	14.0%	4.9%	792	63.9K	-1.6K	0.04	21.65	N/A	N/A	244	10	1,346	756
2013-03-18	$4.85	$5.00	34.8%	10.0%	49.7%	3.4%	34.8%	0.0%	14.8%	2.1K	11.1K	-1.8K	0.56	26.60	N/A	N/A	245	137	1,561	766
2013-03-19	$4.84	$5.00	33.0%	9.5%	49.5%	2.3%	0.0%	0.0%	15.2%	3.4K	6.7K	-2.0K	2.50	28.92	N/A	N/A	100	250	1,770	903
2013-03-20	$4.80	$5.00	36.8%	10.6%	49.1%	4.6%	36.8%	19.8%	11.2%	2.9K	62.4K	-2.4K	1.00	23.76	N/A	N/A	15	15	1,870	1,123
2013-03-21	$4.91	$5.00	43.5%	12.5%	49.1%	8.6%	43.5%	12.7%	3.9%	3.1K	19.1K	-2.5K	0.00	25.66	N/A	N/A	15	0	1,885	1,138
2013-03-22	$4.90	$5.00	37.6%	10.8%	48.9%	5.1%	37.6%	13.5%	13.4%	3.3K	15.8K	-2.5K	0.20	18.26	N/A	N/A	40	8	1,900	1,138
2013-03-25	$4.93	$5.00	35.0%	10.0%	48.7%	3.5%	35.0%	20.0%	14.2%	4.1K	5.3K	-2.5K	8.00	22.45	N/A	N/A	5	40	1,940	1,146
2013-03-26	$4.94	$5.00	33.4%	9.6%	48.3%	2.6%	33.4%	15.1%	14.4%	3.7K	6.8K	-2.5K	5.00	34.57	N/A	N/A	4	20	1,940	1,186
2013-03-27	$4.96	$5.00	34.1%	9.8%	48.3%	3.0%	34.1%	20.2%	12.6%	3.8K	8.2K	-2.5K	0.00	29.57	N/A	N/A	0	5	1,942	1,206
2013-03-28	$4.97	$5.00	32.5%	9.3%	47.3%	2.0%	0.0%	0.0%	14.6%	3.7K	9.2K	-2.5K	0.00	27.38	N/A	N/A	0	0	1,942	1,211