VICR Options History — May 2014

In May 2014, VICR traded between $7.10 and $8.20. ATM implied volatility averaged 83.3%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 40.0% (HV 20d: 43.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2014-05-01: Highest Volume — 10 contracts
2014-05-23: Largest IV spike — 213.3% change
2014-05-23: Highest IV Rank — 75.8%
2014-05-23: Largest Expected Move — 43.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.63	$7.10	$8.20	$8.20	$7.40
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	83.3%	38.0%	152.0%	119.7%	132.8%
Expected Move	25.8%	12.8%	43.6%	34.3%	38.1%
HV 20d	43.3%	35.2%	60.2%	60.2%	49.9%
HV 60d	53.4%	52.4%	56.3%	52.6%	53.3%
IV Rank	36.1%	9.9%	75.8%	57.1%	64.7%
IV Percentile	80.5%	39.7%	98.0%	95.6%	96.0%
Term Structure	-26.3%	-147.6%	43.3%	-21.5%	-21.7%
VWIV	46.4%	46.4%	46.4%	46.4%	46.4%
Skew 25d	15.3%	-8.7%	41.5%	14.1%	22.6%
Skew 10d	35.8%	-19.7%	112.3%	21.5%	97.4%
Call IV 25d	79.5%	40.1%	143.2%	61.8%	138.2%
Put IV 25d	94.7%	46.9%	160.9%	75.9%	160.9%
Bid-Ask Spread %	121.33	107.51	143.77	117.49	121.49
Gamma HHI	0.35	0.28	0.40	0.39	0.39
Net GEX	754	-47	2.0K	1.8K	1.5K
Net DEX	166.5K	60.6K	226.3K	109.2K	84.1K
Net VEX	-787	-1.5K	-415	-1.3K	-1.1K
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	2.905	0	10	10	0
Total OI	1,279.048	1,240	1,290	1,240	1,290

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
2014-05-01	$8.20	$0.00	119.7%	34.3%	60.2%	57.1%	0.0%	14.1%	-21.5%	1.8K	109.2K	-1.3K	117.49	N/A	N/A	10	0	873	367
2014-05-02	$8.10	$0.00	127.4%	36.5%	53.2%	61.6%	0.0%	25.6%	-147.6%	1.7K	92.6K	-1.3K	123.50	N/A	N/A	10	0	883	367
2014-05-05	$8.11	$0.00	68.0%	34.2%	43.7%	27.3%	0.0%	21.4%	-15.8%	2.0K	60.6K	-1.5K	119.80	N/A	N/A	0	0	893	367
2014-05-06	$7.86	$0.00	38.0%	19.4%	40.1%	9.9%	0.0%	-8.7%	-36.9%	534	192.1K	-619	143.77	N/A	N/A	0	0	893	367
2014-05-07	$7.73	$0.00	87.9%	26.2%	40.1%	38.7%	46.4%	12.7%	-20.1%	980	155.1K	-918	111.20	N/A	N/A	0	10	893	367
2014-05-08	$7.57	$10.00	58.8%	12.8%	39.2%	21.9%	0.0%	3.5%	-0.8%	182	208.7K	-514	107.89	N/A	N/A	0	10	893	377
2014-05-09	$7.80	$10.00	53.5%	16.6%	35.2%	18.9%	0.0%	41.5%	9.2%	415	226.3K	-513	130.74	N/A	N/A	0	0	893	387
2014-05-12	$8.09	$10.00	89.8%	39.0%	37.4%	39.8%	0.0%	-6.3%	-78.1%	216	186.4K	-771	114.86	N/A	N/A	10	0	893	387
2014-05-13	$7.74	$10.00	80.9%	15.3%	39.4%	34.7%	0.0%	14.7%	-9.1%	-47	200.9K	-605	113.96	N/A	N/A	0	0	903	387
2014-05-14	$7.50	$10.00	92.2%	40.8%	38.9%	41.2%	0.0%	16.6%	-47.2%	1.5K	86.8K	-1.2K	136.48	N/A	N/A	0	0	903	387
2014-05-15	$7.19	$10.00	75.4%	21.6%	40.8%	31.5%	0.0%	15.0%	1.8%	577	173.9K	-755	108.98	N/A	N/A	10	0	893	387
2014-05-16	$7.31	$10.00	92.3%	26.5%	39.1%	41.3%	0.0%	36.0%	-17.0%	164	223.1K	-415	107.51	N/A	N/A	0	0	903	387
2014-05-19	$7.44	$10.00	49.5%	14.2%	40.1%	16.6%	0.0%	9.0%	-3.9%	231	220.8K	-421	120.51	N/A	N/A	1	0	903	387
2014-05-20	$7.20	$10.00	67.8%	19.4%	40.7%	27.1%	0.0%	6.8%	-51.5%	-44	207.8K	-487	141.50	N/A	N/A	0	0	903	387
2014-05-21	$7.10	$10.00	108.8%	31.2%	40.3%	50.8%	0.0%	16.0%	5.7%	1.6K	149.2K	-812	112.67	N/A	N/A	0	0	903	387
2014-05-22	$7.19	$10.00	48.5%	13.9%	41.1%	16.0%	0.0%	7.6%	43.3%	1.0K	152.5K	-804	115.97	N/A	N/A	0	0	903	387
2014-05-23	$7.42	$10.00	152.0%	43.6%	40.8%	75.8%	0.0%	34.4%	-82.5%	636	195.8K	-553	128.72	N/A	N/A	0	0	903	387
2014-05-27	$7.98	$10.00	48.5%	13.9%	49.2%	16.0%	0.0%	25.1%	37.7%	461	207.4K	-599	123.23	N/A	N/A	0	0	903	387
2014-05-28	$7.68	$10.00	109.1%	31.3%	50.9%	51.0%	0.0%	8.7%	-95.1%	343	162.4K	-757	125.60	N/A	N/A	0	0	903	387
2014-05-29	$7.53	$10.00	48.1%	13.8%	49.9%	15.7%	0.0%	4.5%	-2.3%	34	200.7K	-527	122.06	N/A	N/A	0	0	903	387
2014-05-30	$7.40	$10.00	132.8%	38.1%	49.9%	64.7%	0.0%	22.6%	-21.7%	1.5K	84.1K	-1.1K	121.49	N/A	N/A	0	0	903	387