IXN Options History — February 2008 In February 2008, IXN traded between $9.07 and $9.76. ATM implied volatility averaged 37.3%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 12.3% (HV 20d: 25.0%). Max pain ranged from $9.17 to $9.17. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2008-02-14 : Largest IV drop — 62.1% change2008-02-13 : Highest IV Rank — 92.2%2008-02-01 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $9.45 $9.07 $9.76 $9.76 $9.40 Max Pain $9.17 $9.17 $9.17 $9.17 $9.17 ATM IV 37.3% 24.3% 75.2% 34.7% 27.7% Expected Move 7.9% 7.0% 9.9% 9.9% 7.9% HV 20d 25.0% 22.2% 33.1% 33.1% 23.7% HV 60d 26.6% 25.5% 28.4% 28.1% 26.0% IV Rank 39.4% 21.3% 92.2% 35.8% 26.0% IV Percentile 73.5% 45.2% 99.6% 83.7% 54.8% Term Structure -4.6% -11.0% -1.7% -11.0% -6.1% Skew 25d 0.7% -5.6% 4.4% -1.6% -5.6% Skew 10d 1.3% -2.5% 8.2% 3.8% -1.9% Call IV 25d 30.1% 24.7% 41.3% 41.3% 36.0% Put IV 25d 30.8% 27.2% 39.7% 39.7% 30.4% Bid-Ask Spread % 135.95 128.04 144.95 144.95 131.67 Gamma HHI 0.48 0.46 0.53 0.46 0.53 Net GEX 3.2K 2.1K 4.5K 4.2K 3.0K Net DEX -23.2K -37.4K -12.9K -37.4K -16.8K Net VEX -88 -142 -52 -142 -52 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 (20 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 2008-02-01 $9.76 $0.00 34.7% 9.9% 33.1% 35.8% 0.0% -1.6% -11.0% 4.2K -37.4K -142 0.00 144.95 N/A N/A 0 0 132 0 2008-02-04 $9.61 $9.17 42.7% 7.8% 28.7% 46.9% 0.0% -0.4% -3.4% 3.6K -33.2K -135 0.00 138.78 N/A N/A 0 0 132 0 2008-02-05 $9.30 $9.17 43.8% 8.0% 30.5% 48.5% 0.0% 1.6% -4.1% 2.8K -21.9K -102 0.00 140.26 N/A N/A 0 0 132 0 2008-02-06 $9.18 $9.17 44.7% 8.1% 28.0% 49.7% 0.0% 1.5% -3.5% 2.5K -18.4K -91 0.00 140.18 N/A N/A 0 0 132 0 2008-02-07 $9.07 $9.17 41.8% 7.3% 24.6% 45.7% 0.0% 0.5% -3.6% 2.1K -12.9K -65 0.00 136.51 N/A N/A 0 0 132 0 2008-02-08 $9.20 $9.17 44.5% 7.3% 25.5% 49.4% 0.0% 1.2% -4.1% 2.4K -16.1K -76 0.00 136.50 N/A N/A 0 0 132 0 2008-02-11 $9.34 $9.17 55.3% 7.8% 26.1% 64.5% 0.0% 2.1% -4.2% 2.9K -20.6K -90 0.00 135.72 N/A N/A 0 0 132 0 2008-02-12 $9.38 $9.17 58.7% 7.6% 24.7% 69.2% 0.0% 3.1% -4.5% 3.0K -21.1K -89 0.00 135.42 N/A N/A 0 0 132 0 2008-02-13 $9.58 $9.17 75.2% 7.7% 25.8% 92.2% 0.0% 0.7% -7.3% 3.7K -28.2K -108 0.00 134.31 N/A N/A 0 0 132 0 2008-02-14 $9.44 $9.17 28.5% 8.2% 23.6% 27.1% 0.0% 0.1% -7.7% 3.2K -24.4K -95 0.00 135.27 N/A N/A 0 0 132 0 2008-02-15 $9.38 $9.17 28.4% 8.2% 23.5% 27.1% 0.0% 4.3% -3.8% 3.0K -21.5K -86 0.00 135.55 N/A N/A 0 0 132 0 2008-02-19 $9.34 $9.17 28.0% 8.0% 23.5% 26.5% 0.0% 0.6% -1.7% 2.8K -18.9K -77 0.00 137.26 N/A N/A 0 0 132 0 2008-02-20 $9.42 $9.17 31.6% 9.1% 22.8% 31.5% 0.0% 0.7% -5.3% 3.1K -23.8K -87 0.00 141.35 N/A N/A 0 0 132 0 2008-02-21 $9.43 $9.17 24.3% 7.0% 22.7% 21.3% 0.0% 4.4% -1.9% 3.1K -18.1K -68 0.00 128.04 N/A N/A 0 0 132 0 2008-02-22 $9.47 $9.17 32.5% 9.3% 22.2% 32.7% 0.0% 1.6% -5.5% 3.3K -25.5K -87 0.00 141.92 N/A N/A 0 0 132 0 2008-02-25 $9.56 $9.17 27.4% 7.9% 22.4% 25.7% 0.0% 1.8% -4.3% 3.7K -23.2K -75 0.00 131.84 N/A N/A 0 0 132 0 2008-02-26 $9.66 $9.17 25.8% 7.4% 22.5% 23.4% 0.0% -2.8% -3.2% 4.1K -27.1K -79 0.00 132.26 N/A N/A 0 0 132 0 2008-02-27 $9.75 $9.17 25.1% 7.2% 22.6% 22.5% 0.0% 0.9% -2.9% 4.5K -29.7K -79 0.00 131.81 N/A N/A 0 0 132 0 2008-02-28 $9.64 $9.17 25.5% 7.3% 23.1% 23.0% 0.0% -0.2% -3.5% 4.0K -24.7K -70 0.00 129.46 N/A N/A 0 0 132 0 2008-02-29 $9.40 $9.17 27.7% 7.9% 23.7% 26.0% 0.0% -5.6% -6.1% 3.0K -16.8K -52 0.00 131.67 N/A N/A 0 0 132 0
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