VICR Options History — July 2014

In July 2014, VICR traded between $7.47 and $8.44. ATM implied volatility averaged 104.6%, placing in the 50.8% IV rank vs the trailing year. The 30-day expected move averaged 29.5%. IV traded above realized volatility by 63.2% (HV 20d: 41.4%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.33.

Notable Days

2014-07-01: Highest Volume — 94 contracts
2014-07-09: Largest IV spike — 996.8% change
2014-07-03: Highest IV Rank — 98.1%
2014-07-03: Largest Expected Move — 54.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.00	$7.47	$8.44	$8.43	$7.88
Max Pain	$5.68	$5.00	$10.00	$10.00	$5.00
ATM IV	104.6%	10.4%	190.6%	45.9%	182.8%
Expected Move	29.5%	6.2%	54.6%	13.1%	52.4%
HV 20d	41.4%	34.0%	51.6%	48.6%	34.9%
HV 60d	46.3%	45.5%	48.5%	48.5%	45.5%
IV Rank	50.8%	0.0%	98.1%	14.0%	94.0%
IV Percentile	78.1%	0.0%	99.6%	51.6%	98.8%
Term Structure	-38.3%	-176.0%	44.7%	-10.9%	-20.2%
VWIV	79.6%	79.6%	79.6%	79.6%	79.6%
Skew 25d	18.8%	-97.7%	106.9%	-2.9%	23.5%
Skew 10d	29.3%	-93.8%	90.1%	-2.3%	34.3%
Call IV 25d	72.3%	33.7%	156.8%	45.9%	92.3%
Put IV 25d	91.1%	43.0%	177.6%	43.0%	115.8%
Bid-Ask Spread %	127.65	76.69	162.13	103.61	161.91
Gamma HHI	0.41	0.26	0.54	0.36	0.38
Net GEX	1.3K	-127	3.9K	300	540
Net DEX	168.5K	93.7K	218.1K	218.1K	160.6K
Net VEX	-708	-1.1K	-551	-576	-661
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	1.90	0.00	1.90
Total Volume	10.591	0	94	94	0
Total OI	1,300.864	620	1,764	1,674	669

Daily Data (22 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
2014-07-01	$8.43	$10.00	45.9%	13.1%	48.6%	14.0%	0.0%	-2.9%	-10.9%	300	218.1K	-576	0.00	103.61	N/A	N/A	94	0	1,189	485
2014-07-02	$8.29	$10.00	128.6%	36.9%	49.3%	62.1%	0.0%	-0.9%	-8.7%	2.3K	180.1K	-853	0.00	108.71	N/A	N/A	64	0	1,214	485
2014-07-03	$8.44	$10.00	190.6%	54.6%	48.3%	98.1%	0.0%	106.9%	-176.0%	3.9K	93.7K	-1.1K	0.00	109.68	N/A	N/A	0	0	1,264	485
2014-07-07	$8.27	$5.00	53.5%	15.4%	48.4%	18.5%	0.0%	11.0%	23.4%	97	163.4K	-822	0.00	152.43	N/A	N/A	0	0	1,264	485
2014-07-08	$7.89	$5.00	10.4%	6.2%	51.6%	0.0%	0.0%	24.5%	44.7%	490	141.5K	-900	0.00	117.16	N/A	N/A	0	0	1,264	485
2014-07-09	$7.99	$5.00	113.9%	19.2%	50.4%	56.4%	0.0%	39.4%	-21.5%	588	128.7K	-932	0.00	113.85	N/A	N/A	10	0	1,264	485
2014-07-10	$7.82	$5.00	112.0%	32.1%	50.0%	55.4%	0.0%	21.9%	-40.5%	878	147.2K	-896	0.00	120.09	N/A	N/A	0	0	1,274	485
2014-07-11	$7.97	$5.00	70.4%	20.2%	48.5%	32.7%	0.0%	40.5%	-11.5%	1.2K	184.9K	-679	0.00	102.40	N/A	N/A	0	0	1,274	485
2014-07-14	$7.93	$5.00	83.8%	24.0%	48.5%	40.0%	0.0%	-1.8%	-40.8%	2.1K	209.5K	-572	0.00	136.48	N/A	N/A	0	0	1,274	485
2014-07-15	$7.77	$5.00	56.4%	16.2%	34.2%	25.1%	0.0%	12.4%	-7.4%	2.1K	204.4K	-596	0.00	76.69	N/A	N/A	0	0	1,274	485
2014-07-16	$7.71	$5.00	106.4%	30.5%	34.0%	52.4%	0.0%	46.4%	-79.4%	2.1K	210.2K	-585	0.00	85.43	N/A	N/A	0	0	1,274	485
2014-07-17	$7.47	$5.00	132.3%	37.9%	34.9%	66.5%	0.0%	-4.5%	-77.9%	1.7K	207.5K	-638	0.00	112.12	N/A	N/A	5	0	1,274	485
2014-07-18	$7.78	$5.00	72.5%	20.8%	37.7%	33.8%	79.6%	42.9%	-15.0%	2.5K	200.0K	-564	0.10	94.05	N/A	N/A	10	1	1,279	485
2014-07-21	$7.81	$5.00	144.2%	41.3%	37.0%	73.0%	0.0%	21.1%	-81.6%	777	142.7K	-627	1.90	158.05	N/A	N/A	10	19	256	364
2014-07-22	$8.01	$5.00	53.3%	15.3%	37.6%	23.4%	0.0%	9.5%	-7.3%	1.4K	163.5K	-575	0.00	115.44	N/A	N/A	0	0	266	383
2014-07-23	$8.19	$5.00	150.7%	43.2%	36.8%	76.5%	0.0%	16.1%	43.5%	127	120.0K	-813	0.00	158.30	N/A	N/A	0	20	266	383
2014-07-24	$8.14	$5.00	156.3%	44.8%	36.8%	79.6%	0.0%	28.8%	-110.1%	1.2K	168.7K	-613	0.00	160.74	N/A	N/A	0	0	266	403
2014-07-25	$8.00	$5.00	104.7%	30.0%	36.8%	51.4%	0.0%	44.7%	-64.3%	1.4K	176.3K	-574	0.00	156.31	N/A	N/A	0	0	266	403
2014-07-28	$8.14	$5.00	90.0%	25.8%	36.6%	43.4%	0.0%	13.5%	-104.5%	1.6K	179.0K	-551	0.00	155.96	N/A	N/A	0	0	266	403
2014-07-29	$8.09	$5.00	64.9%	18.6%	34.9%	29.7%	0.0%	-97.7%	-20.2%	910	168.1K	-635	0.00	146.85	N/A	N/A	0	0	266	403
2014-07-30	$7.95	$5.00	178.5%	51.2%	35.2%	91.6%	0.0%	17.8%	0.0%	-127	138.3K	-793	0.00	162.13	N/A	N/A	0	0	266	403
2014-07-31	$7.88	$5.00	182.8%	52.4%	34.9%	94.0%	0.0%	23.5%	0.0%	540	160.6K	-661	0.00	161.91	N/A	N/A	0	0	266	403