IXN Options History — November 2007

In November 2007, IXN traded between $10.50 and $11.73. ATM implied volatility averaged 34.2%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 7.9% (HV 20d: 26.3%). Max pain ranged from $9.17 to $10.83. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2007-11-08: Highest Volume — 18 contracts
2007-11-15: Largest IV drop — 58.6% change
2007-11-14: Highest IV Rank — 70.2%
2007-11-29: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.96	$10.50	$11.73	$11.56	$10.96
Max Pain	$9.69	$9.17	$10.83	$9.17	$10.83
ATM IV	34.2%	24.6%	59.4%	30.4%	28.4%
Expected Move	7.5%	6.3%	10.7%	8.7%	8.1%
HV 20d	26.3%	18.3%	30.7%	18.6%	29.6%
HV 60d	20.6%	18.1%	21.9%	19.4%	21.6%
IV Rank	35.1%	21.7%	70.2%	29.8%	27.0%
IV Percentile	78.9%	62.3%	97.7%	80.5%	69.1%
Term Structure	-5.5%	-10.1%	-2.3%	-8.0%	-6.2%
Skew 25d	0.2%	-1.6%	2.0%	0.6%	2.0%
Skew 10d	2.9%	0.1%	6.6%	5.4%	0.1%
Call IV 25d	28.9%	23.2%	52.2%	23.2%	32.2%
Put IV 25d	29.2%	23.6%	53.1%	23.8%	34.2%
Bid-Ask Spread %	148.62	145.49	155.43	155.43	148.63
Gamma HHI	0.47	0.42	0.50	0.48	0.47
Net GEX	3.0K	1.7K	4.0K	1.7K	2.4K
Net DEX	-104.6K	-132.2K	-70.5K	-121.5K	-85.6K
Net VEX	-235	-280	-140	-152	-260
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	1.714	0	18	12	0
Total OI	137.714	126	150	126	126

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2007-11-01	$11.56	$0.00	30.4%	8.7%	18.6%	29.8%	0.0%	0.6%	-8.0%	1.7K	-121.5K	-152	155.43	N/A	N/A	12	120	6
2007-11-02	$11.60	$0.00	30.9%	8.9%	18.3%	30.6%	0.0%	0.2%	-9.1%	1.8K	-128.7K	-160	154.77	N/A	N/A	0	126	6
2007-11-05	$11.56	$9.17	33.6%	6.3%	18.3%	34.3%	0.0%	0.2%	-2.7%	1.8K	-128.2K	-157	145.75	N/A	N/A	0	126	6
2007-11-06	$11.73	$9.17	34.4%	6.3%	18.9%	35.3%	0.0%	1.5%	-2.3%	1.7K	-132.2K	-140	145.49	N/A	N/A	0	126	6
2007-11-07	$11.46	$9.17	36.7%	6.4%	20.8%	38.6%	0.0%	-0.3%	-2.7%	1.9K	-121.6K	-188	146.52	N/A	N/A	0	126	6
2007-11-08	$11.09	$9.17	40.8%	6.8%	23.8%	44.3%	0.0%	0.7%	-5.7%	2.6K	-111.7K	-198	145.78	N/A	N/A	18	126	6
2007-11-09	$10.73	$9.17	41.4%	6.8%	26.0%	45.1%	0.0%	0.3%	-3.9%	3.5K	-107.4K	-279	147.70	N/A	N/A	0	144	6
2007-11-12	$10.50	$9.17	53.1%	7.0%	26.8%	61.5%	0.0%	-1.6%	-6.2%	3.8K	-98.6K	-280	148.05	N/A	N/A	0	144	6
2007-11-13	$10.89	$9.17	53.6%	7.0%	30.1%	62.1%	0.0%	0.7%	-6.1%	3.4K	-116.6K	-253	147.73	N/A	N/A	0	144	6
2007-11-14	$10.85	$9.17	59.4%	6.9%	29.5%	70.2%	0.0%	1.3%	-3.9%	3.5K	-112.2K	-266	147.66	N/A	N/A	0	144	6
2007-11-15	$10.72	$9.17	24.6%	7.0%	29.6%	21.7%	0.0%	0.0%	-5.0%	3.6K	-106.1K	-271	147.90	N/A	N/A	0	144	6
2007-11-16	$10.82	$9.17	24.9%	7.1%	28.8%	22.1%	0.0%	0.6%	-5.3%	3.5K	-111.7K	-262	147.79	N/A	N/A	0	144	6
2007-11-19	$10.68	$9.17	25.7%	7.4%	29.0%	23.3%	0.0%	-0.2%	-4.3%	3.7K	-104.3K	-267	148.49	N/A	N/A	0	144	6
2007-11-20	$10.74	$9.17	25.8%	7.4%	28.6%	23.4%	0.0%	0.4%	-4.4%	3.7K	-107.1K	-261	148.33	N/A	N/A	0	144	6
2007-11-21	$10.56	$9.17	26.8%	7.7%	29.0%	24.7%	0.0%	-0.5%	-5.1%	4.0K	-97.7K	-270	149.08	N/A	N/A	6	144	6
2007-11-23	$10.68	$10.83	26.4%	7.6%	29.4%	24.2%	0.0%	-0.4%	-5.1%	3.5K	-80.2K	-258	148.37	N/A	N/A	0	120	6
2007-11-26	$10.51	$10.83	28.4%	8.1%	28.6%	27.0%	0.0%	-0.9%	-5.9%	3.8K	-70.5K	-262	150.26	N/A	N/A	0	120	6
2007-11-27	$10.63	$10.83	28.0%	8.0%	28.9%	26.5%	0.0%	-0.9%	-6.1%	3.6K	-77.8K	-255	148.88	N/A	N/A	0	120	6
2007-11-28	$10.91	$10.83	28.4%	8.1%	30.7%	27.0%	0.0%	0.7%	-6.7%	3.2K	-88.4K	-243	148.79	N/A	N/A	0	120	6
2007-11-29	$11.02	$10.83	37.2%	10.7%	30.1%	39.2%	0.0%	0.9%	-10.1%	2.5K	-87.8K	-261	149.58	N/A	N/A	0	120	6
2007-11-30	$10.96	$10.83	28.4%	8.1%	29.6%	27.0%	0.0%	2.0%	-6.2%	2.4K	-85.6K	-260	148.63	N/A	N/A	0	120	6