IXN Options History — April 2007

Name: IXN Options Analytics - April 2007
Creator: Options Analysis Suite

In April 2007, IXN traded between $9.53 and $10.08. ATM implied volatility averaged 12.8%. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 2.5% (HV 20d: 10.3%). Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.50.

Notable Days

2007-04-26: Highest Volume — 18 contracts
2007-04-12: Largest IV drop — 28.9% change
2007-04-02: Largest Expected Move — 5.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.84	$9.53	$10.08	$9.53	$9.98
ATM IV	12.8%	9.0%	17.8%	17.8%	11.4%
Expected Move	3.5%	2.6%	5.1%	5.1%	3.3%
HV 20d	10.3%	6.8%	14.3%	14.3%	8.2%
HV 60d	14.7%	14.2%	15.2%	15.1%	14.4%
Term Structure	2.0%	-4.9%	8.8%	-4.9%	4.7%
Bid-Ask Spread %	126.17	120.52	134.92	123.17	134.92
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	48	0	487	0	487
Net DEX	-347	-4.2K	0	0	-2.8K
Net VEX	-3	-26	0	0	-26
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.50	0.50	0.50	0.50
Total Volume	0.9	0	18	0	0
Total OI	1.8	0	18	0	18

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
2007-04-02	$9.53	$0.00	17.8%	5.1%	14.3%	0.0%	0.0%	0.0%	-4.9%	0	0	0	0.00	123.17	N/A	N/A	0	0	0	0
2007-04-03	$9.63	$0.00	14.6%	4.2%	13.4%	0.0%	0.0%	0.0%	-0.6%	0	0	0	0.00	123.70	N/A	N/A	0	0	0	0
2007-04-04	$9.69	$0.00	13.7%	3.9%	13.3%	0.0%	0.0%	0.0%	0.1%	0	0	0	0.00	124.54	N/A	N/A	0	0	0	0
2007-04-05	$9.77	$0.00	13.3%	3.8%	13.4%	0.0%	0.0%	0.0%	1.3%	0	0	0	0.00	126.73	N/A	N/A	0	0	0	0
2007-04-09	$9.75	$0.00	14.8%	3.4%	13.3%	0.0%	0.0%	0.0%	1.6%	0	0	0	0.00	123.76	N/A	N/A	0	0	0	0
2007-04-10	$9.77	$0.00	14.4%	3.4%	12.9%	0.0%	0.0%	0.0%	1.6%	0	0	0	0.00	124.62	N/A	N/A	0	0	0	0
2007-04-11	$9.73	$0.00	17.0%	3.5%	10.8%	0.0%	0.0%	0.0%	-2.2%	0	0	0	0.00	122.89	N/A	N/A	0	0	0	0
2007-04-12	$9.78	$0.00	12.1%	3.5%	10.7%	0.0%	0.0%	0.0%	1.9%	0	0	0	0.00	124.37	N/A	N/A	0	0	0	0
2007-04-13	$9.80	$0.00	12.3%	3.5%	10.7%	0.0%	0.0%	0.0%	1.7%	0	0	0	0.00	124.81	N/A	N/A	0	0	0	0
2007-04-16	$9.88	$0.00	12.3%	3.5%	10.8%	0.0%	0.0%	0.0%	1.9%	0	0	0	0.00	127.42	N/A	N/A	0	0	0	0
2007-04-17	$9.87	$0.00	12.8%	3.7%	10.8%	0.0%	0.0%	0.0%	0.8%	0	0	0	0.00	126.38	N/A	N/A	0	0	0	0
2007-04-18	$9.87	$0.00	12.3%	3.5%	10.8%	0.0%	0.0%	0.0%	1.3%	0	0	0	0.00	128.76	N/A	N/A	0	0	0	0
2007-04-19	$9.85	$0.00	12.4%	3.6%	8.0%	0.0%	0.0%	0.0%	1.1%	0	0	0	0.00	128.16	N/A	N/A	0	0	0	0
2007-04-20	$9.92	$0.00	12.9%	3.7%	7.6%	0.0%	0.0%	0.0%	0.6%	0	0	0	0.00	127.95	N/A	N/A	0	0	0	0
2007-04-23	$9.90	$0.00	12.7%	3.6%	7.7%	0.0%	0.0%	0.0%	1.6%	0	0	0	0.00	130.47	N/A	N/A	0	0	0	0
2007-04-24	$9.96	$0.00	11.7%	3.4%	7.8%	0.0%	0.0%	0.0%	2.1%	0	0	0	0.00	128.42	N/A	N/A	0	0	0	0
2007-04-25	$10.04	$0.00	9.4%	2.7%	8.1%	0.0%	0.0%	0.0%	7.5%	0	0	0	0.00	121.67	N/A	N/A	0	0	0	0
2007-04-26	$10.07	$0.00	9.0%	2.6%	6.9%	0.0%	0.0%	0.0%	8.8%	0	0	0	0.50	130.06	N/A	N/A	12	6	0	0
2007-04-27	$10.08	$0.00	9.1%	2.6%	6.8%	0.0%	0.0%	0.0%	8.8%	473	-4.2K	-26	0.00	120.52	N/A	N/A	0	0	12	6
2007-04-30	$9.98	$0.00	11.4%	3.3%	8.2%	0.0%	0.0%	0.0%	4.7%	487	-2.8K	-26	0.00	134.92	N/A	N/A	0	0	12	6