VICR Options History — June 2013

In June 2013, VICR traded between $5.17 and $6.85. ATM implied volatility averaged 35.8%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 1.7% (HV 20d: 37.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.11.

Notable Days

2013-06-28: Highest Volume — 209 contracts
2013-06-24: Largest IV spike — 111.1% change
2013-06-24: Highest IV Rank — 28.7%
2013-06-24: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.57	$5.17	$6.85	$5.56	$6.85
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	35.8%	20.9%	71.4%	30.6%	36.1%
Expected Move	10.3%	6.0%	20.5%	8.8%	10.4%
HV 20d	37.5%	24.8%	54.7%	34.5%	54.7%
HV 60d	31.6%	26.2%	40.0%	36.1%	40.0%
IV Rank	8.0%	0.0%	28.7%	4.6%	8.7%
IV Percentile	20.5%	0.0%	96.8%	3.6%	23.8%
Term Structure	-1.5%	-80.0%	20.0%	2.9%	14.3%
VWIV	42.5%	39.6%	46.3%	41.5%	46.3%
Bid-Ask Spread %	44.41	17.02	159.91	42.94	35.87
Gamma HHI	0.77	0.50	0.95	0.74	0.54
Net GEX	3.7K	-6.0K	12.0K	3.5K	-6.0K
Net DEX	-120.0K	-427.8K	-5.7K	-84.9K	-427.8K
Net VEX	-1.4K	-1.7K	-866	-1.5K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	0.56	0.00	0.00
Total Volume	30.45	0	209	7	209
Total OI	2,293.05	2,200	2,579	2,200	2,579

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
2013-06-03	$5.56	$5.00	30.6%	8.8%	34.5%	4.6%	0.0%	0.0%	2.9%	3.5K	-84.9K	-1.5K	0.00	42.94	N/A	N/A	7	0	1,139	1,061
2013-06-04	$5.50	$5.00	33.7%	9.7%	34.6%	6.4%	0.0%	0.0%	-13.9%	4.8K	-137.7K	-1.4K	0.00	53.69	N/A	N/A	0	0	1,146	1,061
2013-06-05	$5.47	$5.00	44.8%	12.8%	34.5%	12.7%	0.0%	0.0%	-21.1%	3.9K	-83.8K	-1.5K	0.00	30.38	N/A	N/A	0	26	1,146	1,056
2013-06-06	$5.50	$5.00	28.2%	8.1%	34.6%	3.2%	0.0%	0.0%	-2.4%	4.1K	-95.2K	-1.5K	0.00	17.02	N/A	N/A	0	20	1,146	1,082
2013-06-07	$5.45	$5.00	31.1%	11.8%	34.7%	4.9%	41.5%	0.0%	0.3%	3.7K	-65.9K	-1.6K	0.00	19.04	N/A	N/A	0	12	1,146	1,102
2013-06-10	$5.44	$5.00	35.2%	11.2%	34.7%	7.2%	0.0%	0.0%	4.5%	2.8K	-36.7K	-1.7K	0.00	55.58	N/A	N/A	0	0	1,146	1,114
2013-06-11	$5.40	$5.00	34.4%	9.1%	34.8%	6.7%	0.0%	0.0%	15.5%	6.3K	-57.4K	-1.5K	0.00	40.12	N/A	N/A	10	0	1,146	1,114
2013-06-12	$5.32	$5.00	39.6%	9.3%	35.2%	9.7%	0.0%	0.0%	13.8%	5.6K	-61.2K	-1.5K	0.00	39.42	N/A	N/A	0	0	1,156	1,114
2013-06-13	$5.44	$5.00	27.9%	8.0%	32.7%	3.1%	0.0%	0.0%	20.0%	6.7K	-84.1K	-1.4K	0.00	25.05	N/A	N/A	0	0	1,156	1,114
2013-06-14	$5.27	$5.00	34.3%	9.8%	34.4%	6.7%	0.0%	0.0%	3.2%	5.9K	-35.8K	-1.5K	0.00	34.85	N/A	N/A	0	0	1,156	1,114
2013-06-17	$5.24	$5.00	36.9%	10.6%	32.2%	8.2%	0.0%	0.0%	3.6%	6.8K	-5.7K	-1.5K	0.00	21.31	N/A	N/A	10	0	1,156	1,114
2013-06-18	$5.26	$5.00	20.9%	6.0%	31.9%	0.0%	0.0%	0.0%	16.3%	12.0K	-63.0K	-1.4K	0.00	43.42	N/A	N/A	0	0	1,161	1,114
2013-06-19	$5.22	$5.00	31.9%	9.1%	31.5%	6.3%	0.0%	0.0%	9.3%	8.0K	-13.0K	-1.4K	0.00	44.72	N/A	N/A	10	0	1,161	1,114
2013-06-20	$5.17	$5.00	32.8%	9.4%	24.8%	6.8%	0.0%	0.0%	8.3%	8.3K	-10.5K	-1.4K	0.00	52.45	N/A	N/A	0	0	1,168	1,110
2013-06-21	$5.67	$5.00	33.8%	9.7%	42.0%	7.4%	0.0%	0.0%	-7.2%	1.2K	-188.9K	-1.2K	0.56	47.70	N/A	N/A	45	25	1,168	1,110
2013-06-24	$5.60	$5.00	71.4%	20.5%	42.3%	28.7%	0.0%	0.0%	-80.0%	1.5K	-117.5K	-1.5K	0.00	159.91	N/A	N/A	0	0	1,213	1,131
2013-06-25	$5.62	$5.00	38.5%	11.0%	42.3%	10.0%	0.0%	0.0%	-16.5%	2.5K	-188.5K	-1.3K	0.00	28.45	N/A	N/A	0	0	1,213	1,131
2013-06-26	$6.08	$5.00	41.0%	11.8%	50.5%	11.4%	39.6%	0.0%	2.1%	-3.4K	-314.7K	-866	0.00	42.55	N/A	N/A	0	115	1,213	1,131
2013-06-27	$6.38	$5.00	33.0%	9.5%	52.8%	6.9%	0.0%	0.0%	-3.9%	-5.0K	-327.7K	-981	0.20	53.73	N/A	N/A	100	20	1,213	1,246
2013-06-28	$6.85	$5.00	36.1%	10.4%	54.7%	8.7%	46.3%	0.0%	14.3%	-6.0K	-427.8K	-1.0K	0.00	35.87	N/A	N/A	209	0	1,313	1,266