IXN Options History — January 2008 In January 2008, IXN traded between $9.36 and $10.74. ATM implied volatility averaged 33.4%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 3.7% (HV 20d: 29.7%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2008-01-30 : Largest IV spike — 42.6% change2008-01-30 : Highest IV Rank — 58.3%2008-01-30 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.81 $9.36 $10.74 $10.74 $9.58 ATM IV 33.4% 25.8% 50.8% 31.3% 38.1% Expected Move 8.9% 7.2% 14.6% 9.0% 10.9% HV 20d 29.7% 21.2% 32.6% 21.4% 32.1% HV 60d 27.1% 23.4% 28.2% 23.4% 27.8% IV Rank 34.0% 23.4% 58.3% 31.1% 40.6% IV Percentile 78.7% 59.5% 94.4% 78.9% 90.1% Term Structure -7.3% -17.8% -3.5% -6.9% -13.3% Skew 25d 0.8% -1.7% 4.4% 1.0% -1.3% Skew 10d -0.3% -4.4% 3.5% 2.0% 3.5% Call IV 25d 29.0% 20.9% 70.3% 20.9% 39.9% Put IV 25d 29.8% 21.5% 72.1% 21.9% 38.6% Bid-Ask Spread % 150.11 140.74 165.43 165.31 142.50 Gamma HHI 0.47 0.45 0.54 0.54 0.46 Net GEX 4.0K 2.9K 5.1K 5.0K 3.6K Net DEX -43.5K -92.8K -22.8K -92.8K -30.3K Net VEX -167 -222 -115 -222 -132 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 132 132 132 132 132
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 2008-01-02 $10.74 $0.00 31.3% 9.0% 21.4% 31.1% 0.0% 1.0% -6.9% 5.0K -92.8K -222 0.00 165.31 N/A N/A 0 0 132 0 2008-01-03 $10.74 $0.00 31.8% 9.1% 21.2% 31.8% 0.0% 0.5% -7.6% 5.1K -92.7K -220 0.00 165.43 N/A N/A 0 0 132 0 2008-01-04 $10.20 $0.00 35.3% 7.2% 26.3% 36.6% 0.0% 0.1% -3.8% 4.9K -62.8K -219 0.00 160.30 N/A N/A 0 0 132 0 2008-01-07 $10.10 $0.00 37.4% 7.2% 25.4% 39.6% 0.0% 0.8% -3.5% 4.8K -57.0K -211 0.00 159.51 N/A N/A 0 0 132 0 2008-01-08 $9.72 $0.00 39.8% 7.3% 27.9% 42.9% 0.0% -1.7% -4.5% 4.0K -38.5K -176 0.00 153.38 N/A N/A 0 0 132 0 2008-01-09 $10.05 $0.00 39.6% 7.3% 31.1% 42.6% 0.0% 1.1% -4.2% 4.7K -54.2K -208 0.00 158.08 N/A N/A 0 0 132 0 2008-01-10 $10.06 $0.00 25.8% 7.4% 30.8% 23.4% 0.0% 0.9% -4.6% 4.8K -54.5K -207 0.00 154.54 N/A N/A 0 0 132 0 2008-01-11 $9.91 $0.00 26.0% 7.5% 30.6% 23.7% 0.0% 0.7% -4.5% 4.5K -47.0K -190 0.00 153.75 N/A N/A 0 0 132 0 2008-01-14 $10.12 $0.00 26.8% 7.7% 32.0% 24.8% 0.0% 0.5% -5.3% 4.9K -57.2K -199 0.00 155.25 N/A N/A 0 0 132 0 2008-01-15 $9.95 $0.00 26.9% 7.7% 32.2% 24.9% 0.0% 1.4% -5.0% 4.6K -48.5K -192 0.00 153.95 N/A N/A 0 0 132 0 2008-01-16 $9.63 $0.00 28.2% 8.1% 32.6% 26.7% 0.0% -1.1% -5.9% 3.8K -33.5K -155 0.00 143.28 N/A N/A 0 0 132 0 2008-01-17 $9.52 $0.00 30.0% 8.6% 32.3% 29.3% 0.0% -0.0% -6.1% 3.5K -29.1K -140 0.00 141.89 N/A N/A 0 0 132 0 2008-01-18 $9.54 $0.00 31.1% 8.9% 32.2% 30.7% 0.0% -1.1% -7.0% 3.5K -29.5K -142 0.00 142.60 N/A N/A 0 0 132 0 2008-01-22 $9.36 $0.00 31.6% 9.1% 31.7% 31.5% 0.0% -1.2% -7.8% 3.0K -22.8K -116 0.00 144.05 N/A N/A 0 0 132 0 2008-01-23 $9.41 $0.00 33.3% 9.6% 30.3% 33.9% 0.0% 4.4% -6.3% 3.1K -27.5K -138 0.00 147.56 N/A N/A 0 0 132 0 2008-01-24 $9.54 $0.00 33.7% 9.7% 31.3% 34.4% 0.0% 1.2% -8.9% 3.5K -29.7K -134 0.00 140.74 N/A N/A 0 0 132 0 2008-01-25 $9.50 $0.00 33.6% 9.6% 30.8% 34.3% 0.0% 1.2% -9.4% 3.4K -27.8K -130 0.00 140.82 N/A N/A 0 0 132 0 2008-01-28 $9.44 $0.00 34.5% 9.9% 30.7% 35.6% 0.0% 3.7% -10.0% 3.2K -25.3K -120 0.00 142.07 N/A N/A 0 0 132 0 2008-01-29 $9.41 $0.00 35.6% 10.2% 30.7% 37.1% 0.0% 4.0% -11.7% 3.1K -24.4K -115 0.00 143.10 N/A N/A 0 0 132 0 2008-01-30 $9.39 $0.00 50.8% 14.6% 30.7% 58.3% 0.0% 1.7% -17.8% 2.9K -29.2K -135 0.00 144.13 N/A N/A 0 0 132 0 2008-01-31 $9.58 $0.00 38.1% 10.9% 32.1% 40.6% 0.0% -1.3% -13.3% 3.6K -30.3K -132 0.00 142.50 N/A N/A 0 0 132 0
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