IXN Options History — October 2007

In October 2007, IXN traded between $11.17 and $11.78. ATM implied volatility averaged 29.6%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 15.9% (HV 20d: 13.8%). Max pain ranged from $10.83 to $10.83. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2007-10-02: Highest Volume — 120 contracts
2007-10-11: Largest IV drop — 34.2% change
2007-10-08: Highest IV Rank — 38.5%
2007-10-04: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.37	$11.17	$11.78	$11.30	$11.78
Max Pain	$10.83	$10.83	$10.83	$10.83	$10.83
ATM IV	29.6%	23.8%	36.6%	31.6%	29.6%
Expected Move	7.9%	6.8%	9.7%	9.1%	8.5%
HV 20d	13.8%	11.0%	17.1%	14.5%	17.1%
HV 60d	19.9%	19.2%	20.4%	20.2%	19.5%
IV Rank	28.7%	20.6%	38.5%	31.5%	28.7%
IV Percentile	77.9%	68.4%	90.6%	85.0%	77.0%
Term Structure	-5.4%	-7.5%	-2.4%	-7.1%	-7.5%
Bid-Ask Spread %	159.13	150.91	165.42	151.82	154.84
Gamma HHI	0.58	0.47	0.82	0.50	0.49
Net GEX	3.3K	1.5K	6.1K	4.4K	1.5K
Net DEX	-133.3K	-181.6K	-50.6K	-178.8K	-127.7K
Net VEX	-185	-245	-130	-245	-130
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	16.696	0	120	0	0
Total OI	156.783	108	228	228	126

Daily Data (23 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	Put Vol	Call OI	Put OI
2007-10-01	$11.30	$10.83	31.6%	9.1%	14.5%	31.5%	0.0%	0.0%	-7.1%	4.4K	-178.8K	-245	151.82	N/A	N/A	0	0	198	30
2007-10-02	$11.35	$10.83	32.2%	9.2%	13.9%	32.3%	0.0%	0.0%	-7.3%	4.4K	-181.6K	-245	150.91	N/A	N/A	120	0	198	30
2007-10-03	$11.19	$10.83	33.8%	9.7%	14.2%	34.6%	0.0%	0.0%	-6.4%	2.4K	-50.6K	-145	153.71	N/A	N/A	12	0	78	30
2007-10-04	$11.23	$10.83	33.9%	9.7%	14.1%	34.6%	0.0%	0.0%	-5.4%	2.7K	-63.7K	-164	152.94	N/A	N/A	12	0	90	30
2007-10-05	$11.35	$0.00	33.9%	7.3%	11.4%	34.6%	0.0%	0.0%	-2.4%	2.7K	-82.5K	-174	151.97	N/A	N/A	30	0	102	30
2007-10-08	$11.38	$0.00	36.6%	7.4%	11.4%	38.5%	0.0%	0.0%	-2.9%	2.8K	-118.1K	-170	152.76	N/A	N/A	36	0	132	30
2007-10-09	$11.43	$0.00	36.0%	6.8%	11.2%	37.6%	0.0%	0.0%	-3.8%	3.0K	-147.9K	-184	159.83	N/A	N/A	0	30	156	30
2007-10-10	$11.46	$0.00	36.4%	6.8%	11.0%	38.2%	0.0%	0.0%	-3.6%	3.8K	-156.7K	-138	159.90	N/A	N/A	24	0	156	6
2007-10-11	$11.39	$0.00	24.0%	6.9%	11.3%	20.8%	0.0%	0.0%	-3.5%	4.9K	-170.3K	-219	160.01	N/A	N/A	0	0	180	6
2007-10-12	$11.47	$0.00	23.8%	6.8%	11.3%	20.6%	0.0%	0.0%	-3.3%	4.5K	-175.6K	-197	160.93	N/A	N/A	0	0	180	6
2007-10-15	$11.37	$0.00	25.0%	7.2%	11.7%	22.3%	0.0%	0.0%	-4.2%	5.0K	-170.4K	-205	161.48	N/A	N/A	24	0	180	6
2007-10-16	$11.23	$0.00	26.4%	7.6%	11.2%	24.2%	0.0%	0.0%	-4.7%	5.7K	-162.7K	-208	161.95	N/A	N/A	0	0	180	6
2007-10-17	$11.39	$0.00	25.2%	7.2%	12.0%	22.6%	0.0%	0.0%	-4.6%	4.9K	-171.1K	-209	161.93	N/A	N/A	0	0	180	6
2007-10-18	$11.44	$0.00	25.4%	7.3%	12.0%	22.8%	0.0%	0.0%	-4.8%	4.7K	-175.6K	-182	162.64	N/A	N/A	90	0	180	6
2007-10-19	$11.17	$0.00	27.0%	7.7%	15.1%	25.1%	0.0%	0.0%	-5.4%	6.1K	-150.7K	-211	163.93	N/A	N/A	0	0	174	6
2007-10-22	$11.22	$0.00	28.2%	8.1%	15.1%	26.8%	0.0%	0.0%	-5.7%	1.7K	-103.3K	-194	163.54	N/A	N/A	0	0	114	6
2007-10-23	$11.36	$0.00	27.0%	7.7%	15.3%	25.1%	0.0%	0.0%	-5.7%	1.6K	-108.7K	-178	164.51	N/A	N/A	0	0	114	6
2007-10-24	$11.24	$0.00	29.6%	8.5%	15.8%	28.7%	0.0%	0.0%	-7.2%	1.7K	-103.8K	-193	164.31	N/A	N/A	0	0	114	6
2007-10-25	$11.25	$0.00	29.4%	8.4%	15.7%	28.5%	0.0%	0.0%	-6.6%	1.7K	-103.9K	-192	165.42	N/A	N/A	6	0	114	6
2007-10-26	$11.47	$0.00	28.1%	8.1%	17.1%	26.7%	0.0%	0.0%	-6.7%	1.8K	-118.8K	-168	162.16	N/A	N/A	0	0	120	6
2007-10-29	$11.55	$0.00	28.7%	8.2%	17.0%	27.5%	0.0%	0.0%	-7.4%	1.7K	-121.6K	-151	159.15	N/A	N/A	0	0	120	6
2007-10-30	$11.56	$0.00	29.1%	8.3%	17.0%	28.0%	0.0%	0.0%	-7.0%	1.7K	-121.9K	-151	159.40	N/A	N/A	0	0	120	6
2007-10-31	$11.78	$0.00	29.6%	8.5%	17.1%	28.7%	0.0%	0.0%	-7.5%	1.5K	-127.7K	-130	154.84	N/A	N/A	0	0	120	6