IXN Options History — June 2007 In June 2007, IXN traded between $10.14 and $10.59. ATM implied volatility averaged 20.0%. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 5.4% (HV 20d: 14.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2007-06-21 : Highest Volume — 60 contracts2007-06-08 : Largest IV spike — 283.5% change2007-06-20 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $10.43 $10.14 $10.59 $10.40 $10.49 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 20.0% 11.8% 67.0% 17.8% 13.8% Expected Move 4.2% 3.4% 9.3% 5.1% 3.9% HV 20d 14.6% 11.6% 16.2% 11.6% 15.5% HV 60d 11.6% 10.9% 12.2% 10.9% 11.9% Term Structure -1.8% -11.2% 3.1% -5.3% -2.1% Bid-Ask Spread % 122.30 117.69 156.82 119.37 118.93 Gamma HHI 0.73 0.50 1.00 0.54 0.89 Net GEX -304 -2.8K 1.5K 546 -2.6K Net DEX -38.8K -49.6K -26.9K -47.1K -28.8K Net VEX -30 -65 -4 -15 -55 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.857 0 60 0 0 Total OI 62.571 36 96 54 96
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2007-06-01 $10.40 $10.00 17.8% 5.1% 11.6% 0.0% 0.0% 0.0% -5.3% 546 -47.1K -15 0.00 119.37 N/A N/A 0 0 48 6 2007-06-04 $10.45 $0.00 19.2% 3.4% 11.6% 0.0% 0.0% 0.0% -1.8% 461 -47.9K -11 0.00 117.78 N/A N/A 0 0 48 6 2007-06-05 $10.42 $0.00 20.3% 3.6% 11.7% 0.0% 0.0% 0.0% -3.4% 521 -47.4K -13 0.00 117.73 N/A N/A 0 0 48 6 2007-06-06 $10.32 $0.00 19.5% 3.5% 12.2% 0.0% 0.0% 0.0% -2.8% 696 -45.9K -16 0.00 117.69 N/A N/A 0 0 48 6 2007-06-07 $10.14 $0.00 17.5% 3.4% 13.8% 0.0% 0.0% 0.0% 2.2% 1.5K -40.2K -39 0.00 120.04 N/A N/A 0 0 48 6 2007-06-08 $10.34 $0.00 67.0% 8.4% 14.5% 0.0% 0.0% 0.0% -8.3% 828 -39.5K -47 0.00 156.82 N/A N/A 0 0 48 6 2007-06-11 $10.32 $0.00 26.3% 3.6% 13.9% 0.0% 0.0% 0.0% -3.1% 696 -46.2K -13 0.00 118.39 N/A N/A 0 0 48 6 2007-06-12 $10.18 $0.00 24.6% 3.4% 14.7% 0.0% 0.0% 0.0% 1.9% 1.5K -42.0K -30 0.00 119.94 N/A N/A 0 0 48 6 2007-06-13 $10.31 $0.00 33.7% 3.6% 15.2% 0.0% 0.0% 0.0% -2.8% 730 -46.3K -12 0.00 118.13 N/A N/A 0 0 48 6 2007-06-14 $10.41 $0.00 13.2% 3.8% 15.2% 0.0% 0.0% 0.0% -3.6% 485 -48.2K -8 0.00 117.87 N/A N/A 0 0 48 6 2007-06-15 $10.53 $0.00 11.8% 3.4% 15.6% 0.0% 0.0% 0.0% -2.2% 286 -49.6K -5 0.00 118.30 N/A N/A 0 0 48 6 2007-06-18 $10.57 $0.00 11.9% 3.4% 15.6% 0.0% 0.0% 0.0% 2.2% 112 -37.8K -4 0.00 118.87 N/A N/A 0 0 36 0 2007-06-19 $10.57 $0.00 11.9% 3.4% 15.6% 0.0% 0.0% 0.0% 2.0% 126 -37.7K -5 0.00 119.08 N/A N/A 0 0 36 0 2007-06-20 $10.48 $0.00 32.6% 9.3% 15.9% 0.0% 0.0% 0.0% -11.2% 526 -34.6K -28 0.00 156.78 N/A N/A 0 0 36 0 2007-06-21 $10.59 $0.00 12.3% 3.5% 16.2% 0.0% 0.0% 0.0% 3.1% 338 -36.8K -14 0.00 119.39 N/A N/A 0 60 36 0 2007-06-22 $10.49 $0.00 12.8% 3.7% 15.5% 0.0% 0.0% 0.0% -1.1% -2.5K -28.6K -59 0.00 117.96 N/A N/A 0 0 36 60 2007-06-25 $10.43 $0.00 13.7% 3.9% 15.6% 0.0% 0.0% 0.0% -2.1% -2.8K -26.9K -65 0.00 118.40 N/A N/A 0 0 36 60 2007-06-26 $10.45 $0.00 13.8% 4.0% 15.4% 0.0% 0.0% 0.0% -1.8% -2.7K -27.4K -63 0.00 118.40 N/A N/A 0 0 36 60 2007-06-27 $10.51 $0.00 13.2% 3.8% 15.4% 0.0% 0.0% 0.0% 0.3% -2.6K -27.9K -59 0.00 118.89 N/A N/A 0 0 36 60 2007-06-28 $10.55 $0.00 13.3% 3.8% 15.4% 0.0% 0.0% 0.0% 1.2% -2.5K -28.1K -59 0.00 119.44 N/A N/A 0 0 36 60 2007-06-29 $10.49 $0.00 13.8% 3.9% 15.5% 0.0% 0.0% 0.0% -2.1% -2.6K -28.8K -55 0.00 118.93 N/A N/A 0 0 36 60
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