IXN Options History — July 2007 In July 2007, IXN traded between $10.46 and $11.15. ATM implied volatility averaged 16.4%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 1.5% (HV 20d: 14.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2007-07-19 : Highest Volume — 6 contracts2007-07-26 : Largest IV spike — 151.4% change2007-07-26 : Highest IV Rank — 49.5%2007-07-26 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $10.88 $10.46 $11.15 $10.71 $10.46 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 16.4% 13.7% 37.7% 13.8% 17.3% Expected Move 4.6% 3.9% 10.8% 4.0% 5.0% HV 20d 14.9% 12.5% 17.1% 17.1% 17.1% HV 60d 13.3% 12.4% 15.4% 12.5% 15.4% IV Rank 13.1% 8.1% 49.5% 11.5% 14.4% IV Percentile 75.3% 61.1% 97.2% 77.0% 83.3% Term Structure -3.5% -14.4% 3.3% 3.3% -6.1% Bid-Ask Spread % 128.51 121.75 155.31 121.75 126.85 Gamma HHI 0.94 0.70 1.00 0.80 0.92 Net GEX -1.1K -2.8K -230 -2.2K -2.8K Net DEX -37.9K -45.5K -30.1K -31.3K -33.6K Net VEX -23 -73 -4 -49 -47 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 0.571 0 6 0 0 Total OI 98.286 96 102 96 102
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 2007-07-02 $10.71 $0.00 13.8% 4.0% 17.1% 0.0% 0.0% 0.0% 3.3% -2.2K -31.3K -49 0.00 121.75 N/A N/A 0 0 36 60 2007-07-03 $10.73 $0.00 15.3% 4.4% 17.1% 0.0% 0.0% 0.0% 0.0% -1.8K -33.1K -33 0.00 132.81 N/A N/A 0 0 36 60 2007-07-05 $10.78 $0.00 15.6% 4.5% 16.6% 11.5% 0.0% 0.0% -0.1% -1.6K -34.4K -27 0.00 134.60 N/A N/A 0 0 36 60 2007-07-06 $10.83 $10.00 15.7% 4.3% 14.9% 11.5% 0.0% 0.0% -1.8% -1.4K -35.3K -24 0.00 126.70 N/A N/A 0 0 36 60 2007-07-09 $10.84 $10.00 17.0% 4.3% 13.6% 13.8% 0.0% 0.0% -2.0% -1.2K -36.2K -18 0.00 128.05 N/A N/A 0 0 36 60 2007-07-10 $10.78 $10.00 17.5% 4.3% 13.8% 14.6% 0.0% 0.0% -2.2% -1.5K -35.1K -22 0.00 126.53 N/A N/A 0 0 36 60 2007-07-11 $10.81 $10.00 17.7% 4.2% 12.5% 15.1% 0.0% 0.0% -1.8% -1.2K -36.1K -21 0.00 127.18 N/A N/A 0 0 36 60 2007-07-12 $11.04 $10.00 13.7% 3.9% 13.7% 8.1% 0.0% 0.0% -4.2% -551 -38.6K -10 0.00 124.32 N/A N/A 0 0 36 60 2007-07-13 $11.07 $10.00 13.8% 3.9% 13.5% 8.2% 0.0% 0.0% -4.3% -483 -38.9K -8 0.00 123.57 N/A N/A 0 0 36 60 2007-07-16 $11.06 $10.00 14.1% 4.0% 13.2% 8.8% 0.0% 0.0% -4.6% -466 -38.9K -8 0.00 124.39 N/A N/A 0 0 36 60 2007-07-17 $11.12 $10.00 14.3% 4.1% 13.3% 9.2% 0.0% 0.0% -4.7% -356 -39.4K -5 0.00 123.96 N/A N/A 0 0 36 60 2007-07-18 $11.01 $10.00 14.3% 4.1% 14.0% 9.2% 0.0% 0.0% -4.9% -538 -38.6K -8 0.00 125.75 N/A N/A 0 0 36 60 2007-07-19 $11.15 $10.00 15.0% 4.3% 13.9% 10.3% 0.0% 0.0% -5.3% -289 -39.6K -4 0.00 123.39 N/A N/A 6 0 36 60 2007-07-20 $11.04 $10.00 14.5% 4.2% 14.3% 9.5% 0.0% 0.0% -4.0% -321 -44.9K -14 0.00 125.63 N/A N/A 6 0 42 60 2007-07-23 $11.08 $10.00 15.1% 4.3% 13.5% 10.5% 0.0% 0.0% -4.6% -230 -45.5K -10 0.00 125.41 N/A N/A 0 0 42 60 2007-07-24 $10.88 $10.00 14.8% 4.2% 15.2% 10.0% 0.0% 0.0% -0.6% -637 -43.5K -17 0.00 132.27 N/A N/A 0 0 42 60 2007-07-25 $10.92 $10.00 15.0% 4.3% 15.2% 10.3% 0.0% 0.0% -0.9% -459 -44.0K -15 0.00 130.80 N/A N/A 0 0 42 60 2007-07-26 $10.83 $10.00 37.7% 10.8% 15.5% 49.5% 0.0% 0.0% -14.4% -1.2K -30.1K -73 0.00 155.31 N/A N/A 0 0 42 60 2007-07-27 $10.63 $10.00 16.0% 4.6% 17.1% 12.2% 0.0% 0.0% -4.7% -1.7K -38.7K -35 0.00 128.06 N/A N/A 0 0 42 60 2007-07-30 $10.69 $10.00 16.2% 4.6% 17.0% 12.3% 0.0% 0.0% -4.8% -1.2K -40.6K -27 0.00 131.43 N/A N/A 0 0 42 60 2007-07-31 $10.46 $10.00 17.3% 5.0% 17.1% 14.4% 0.0% 0.0% -6.1% -2.8K -33.6K -47 0.00 126.85 N/A N/A 0 0 42 60
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