IXN Options History — September 2007

In September 2007, IXN traded between $10.61 and $11.20. ATM implied volatility averaged 31.8%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 11.0% (HV 20d: 20.9%). Max pain ranged from $9.17 to $9.17. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2007-09-28: Highest Volume — 60 contracts
2007-09-13: Largest IV drop — 32.8% change
2007-09-12: Highest IV Rank — 43.6%
2007-09-06: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.88	$10.61	$11.20	$10.90	$11.20
Max Pain	$9.17	$9.17	$9.17	$9.17	$9.17
ATM IV	31.8%	27.1%	40.3%	32.8%	32.0%
Expected Move	8.4%	7.5%	9.9%	9.4%	9.2%
HV 20d	20.9%	15.0%	26.1%	25.8%	15.0%
HV 60d	20.4%	20.1%	20.6%	20.2%	20.1%
IV Rank	31.8%	25.2%	43.6%	33.2%	32.1%
IV Percentile	84.7%	78.1%	92.5%	89.3%	86.0%
Term Structure	-4.1%	-7.6%	-1.5%	-7.2%	-6.0%
VWIV	31.8%	31.8%	31.8%	31.8%	31.8%
Bid-Ask Spread %	152.73	150.62	154.93	152.71	151.28
Gamma HHI	0.65	0.62	0.67	0.63	0.62
Net GEX	2.4K	1.8K	2.8K	2.4K	1.8K
Net DEX	-118.4K	-142.0K	-108.6K	-142.0K	-121.9K
Net VEX	-299	-340	-225	-322	-225
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	4.105	0	60	0	60
Total OI	182.211	168	204	204	168

Daily Data (19 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	Call OI	Put OI
2007-09-04	$10.90	$9.17	32.8%	9.4%	25.8%	33.2%	0.0%	0.0%	-7.2%	2.4K	-142.0K	-322	152.71	N/A	N/A	0	174	30
2007-09-05	$10.77	$9.17	33.6%	9.6%	26.1%	34.2%	0.0%	0.0%	-7.0%	2.5K	-115.6K	-335	154.93	N/A	N/A	0	156	30
2007-09-06	$10.84	$9.17	34.5%	9.9%	25.0%	35.5%	0.0%	0.0%	-7.6%	2.4K	-119.0K	-333	154.46	N/A	N/A	0	156	30
2007-09-07	$10.61	$0.00	35.7%	7.5%	23.3%	37.2%	0.0%	0.0%	-1.9%	2.7K	-108.9K	-340	150.69	N/A	N/A	18	156	30
2007-09-10	$10.64	$0.00	38.3%	7.7%	23.3%	40.9%	0.0%	0.0%	-1.7%	2.8K	-109.4K	-339	151.35	N/A	N/A	0	156	30
2007-09-11	$10.75	$0.00	39.0%	7.6%	23.5%	41.7%	0.0%	0.0%	-1.8%	2.5K	-116.7K	-321	152.89	N/A	N/A	0	156	30
2007-09-12	$10.73	$0.00	40.3%	7.7%	23.1%	43.6%	0.0%	0.0%	-1.9%	2.6K	-114.2K	-324	153.18	N/A	N/A	0	156	30
2007-09-13	$10.71	$0.00	27.1%	7.8%	20.0%	25.2%	0.0%	0.0%	-1.5%	2.7K	-112.5K	-323	153.63	N/A	N/A	0	156	30
2007-09-14	$10.69	$0.00	27.5%	7.9%	20.0%	25.7%	0.0%	0.0%	-2.3%	2.7K	-112.2K	-321	153.53	N/A	N/A	0	156	30
2007-09-17	$10.63	$0.00	28.1%	8.0%	19.4%	26.5%	0.0%	0.0%	-2.6%	2.8K	-108.6K	-329	153.05	N/A	N/A	0	156	30
2007-09-18	$10.85	$0.00	28.0%	8.0%	20.4%	26.4%	0.0%	0.0%	-3.5%	2.4K	-122.8K	-295	153.30	N/A	N/A	0	156	30
2007-09-19	$10.92	$0.00	28.3%	8.1%	20.5%	26.8%	0.0%	0.0%	-3.8%	2.3K	-125.0K	-299	153.11	N/A	N/A	0	156	30
2007-09-20	$10.92	$0.00	28.7%	8.2%	20.1%	27.5%	0.0%	0.0%	-3.8%	2.4K	-124.6K	-298	153.14	N/A	N/A	0	156	30
2007-09-21	$10.98	$0.00	28.7%	8.2%	20.1%	27.5%	0.0%	0.0%	-4.0%	2.3K	-128.4K	-282	153.25	N/A	N/A	0	156	30
2007-09-24	$11.01	$0.00	29.9%	8.6%	19.5%	29.1%	0.0%	0.0%	-5.4%	2.2K	-108.6K	-279	153.56	N/A	N/A	0	138	30
2007-09-25	$11.13	$0.00	30.4%	8.7%	19.3%	29.8%	0.0%	0.0%	-5.5%	2.0K	-118.1K	-244	151.57	N/A	N/A	0	138	30
2007-09-26	$11.14	$0.00	31.0%	8.9%	17.0%	30.6%	0.0%	0.0%	-5.8%	1.9K	-119.0K	-243	151.68	N/A	N/A	0	138	30
2007-09-27	$11.20	$0.00	31.4%	9.0%	15.0%	31.1%	0.0%	0.0%	-5.6%	1.8K	-121.4K	-227	150.62	N/A	N/A	0	138	30
2007-09-28	$11.20	$0.00	32.0%	9.2%	15.0%	32.1%	31.8%	0.0%	-6.0%	1.8K	-121.9K	-225	151.28	N/A	N/A	60	138	30