IXN Options History — April 2008 In April 2008, IXN traded between $9.48 and $10.18. ATM implied volatility averaged 32.6%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 5.4% (HV 20d: 27.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2008-04-30 : Largest IV spike — 52.4% change2008-04-30 : Highest IV Rank — 52.9%2008-04-30 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $9.83 $9.48 $10.18 $9.73 $10.08 ATM IV 32.6% 25.6% 47.2% 30.4% 47.2% Expected Move 8.8% 7.0% 13.5% 8.7% 13.5% HV 20d 27.2% 20.7% 31.4% 31.4% 20.7% HV 60d 25.7% 24.4% 29.3% 29.3% 24.9% IV Rank 32.8% 23.2% 52.9% 29.8% 52.9% IV Percentile 66.7% 38.1% 93.7% 65.1% 93.7% Term Structure -5.1% -17.8% 0.3% -6.8% -17.8% Skew 25d 1.6% -0.2% 7.9% 0.8% 0.5% Skew 10d 2.2% -1.0% 5.0% 2.3% 4.1% Call IV 25d 25.2% 22.2% 38.7% 22.2% 38.7% Put IV 25d 26.9% 22.7% 39.2% 23.0% 39.2% Bid-Ask Spread % 148.84 141.40 162.24 150.12 154.64 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2008-04-01 $9.73 $0.00 30.4% 8.7% 31.4% 29.8% 0.0% 0.8% -6.8% 0 0 0 0.00 150.12 N/A N/A 0 0 0 0 2008-04-02 $9.71 $0.00 33.0% 9.5% 31.4% 33.4% 0.0% 0.3% -7.9% 0 0 0 0.00 150.24 N/A N/A 0 0 0 0 2008-04-03 $9.74 $0.00 32.0% 9.2% 31.4% 32.1% 0.0% 1.0% -7.9% 0 0 0 0.00 151.34 N/A N/A 0 0 0 0 2008-04-04 $9.75 $0.00 34.0% 7.0% 31.2% 34.8% 0.0% 0.4% 0.3% 0 0 0 0.00 141.40 N/A N/A 0 0 0 0 2008-04-07 $9.75 $0.00 34.6% 7.1% 30.7% 35.7% 0.0% -0.2% -0.3% 0 0 0 0.00 142.41 N/A N/A 0 0 0 0 2008-04-08 $9.65 $0.00 37.5% 7.3% 30.8% 39.7% 0.0% 0.4% -2.5% 0 0 0 0.00 143.46 N/A N/A 0 0 0 0 2008-04-09 $9.59 $0.00 39.6% 7.4% 29.1% 42.6% 0.0% 0.6% -4.0% 0 0 0 0.00 142.15 N/A N/A 0 0 0 0 2008-04-10 $9.74 $0.00 25.6% 7.3% 29.5% 23.2% 0.0% 0.6% -1.6% 0 0 0 0.00 143.12 N/A N/A 0 0 0 0 2008-04-11 $9.49 $0.00 36.7% 10.5% 31.1% 38.5% 0.0% 0.7% -5.8% 0 0 0 0.00 158.03 N/A N/A 0 0 0 0 2008-04-14 $9.48 $0.00 38.0% 10.9% 30.6% 40.4% 0.0% 0.7% -5.8% 0 0 0 0.00 162.24 N/A N/A 0 0 0 0 2008-04-15 $9.48 $0.00 28.4% 8.1% 29.8% 27.0% 0.0% 1.9% -5.0% 0 0 0 0.00 145.36 N/A N/A 0 0 0 0 2008-04-16 $9.75 $0.00 26.2% 7.5% 27.8% 23.9% 0.0% 0.7% -2.1% 0 0 0 0.00 145.10 N/A N/A 0 0 0 0 2008-04-17 $9.71 $0.00 26.7% 7.7% 24.9% 24.7% 0.0% 2.8% -3.0% 0 0 0 0.00 146.04 N/A N/A 0 0 0 0 2008-04-18 $10.00 $0.00 26.7% 7.7% 25.1% 24.6% 0.0% 2.5% -1.3% 0 0 0 0.00 150.87 N/A N/A 0 0 0 0 2008-04-21 $10.10 $0.00 28.7% 8.2% 24.3% 27.5% 0.0% 1.6% -1.5% 0 0 0 0.00 149.08 N/A N/A 0 0 0 0 2008-04-22 $9.98 $0.00 31.2% 8.9% 24.8% 30.9% 0.0% 5.0% -6.6% 0 0 0 0.00 151.79 N/A N/A 0 0 0 0 2008-04-23 $10.06 $0.00 32.0% 9.2% 24.6% 32.1% 0.0% 0.7% -7.3% 0 0 0 0.00 153.84 N/A N/A 0 0 0 0 2008-04-24 $10.18 $0.00 39.5% 11.3% 23.0% 42.4% 0.0% 7.9% -10.0% 0 0 0 0.00 154.11 N/A N/A 0 0 0 0 2008-04-25 $10.12 $0.00 29.1% 8.3% 23.1% 28.0% 0.0% 2.8% -3.3% 0 0 0 0.00 145.46 N/A N/A 0 0 0 0 2008-04-28 $10.13 $0.00 29.2% 8.4% 23.1% 28.0% 0.0% 2.2% -4.5% 0 0 0 0.00 146.96 N/A N/A 0 0 0 0 2008-04-29 $10.11 $0.00 31.0% 8.9% 20.7% 30.2% 0.0% 2.7% -8.2% 0 0 0 0.00 146.76 N/A N/A 0 0 0 0 2008-04-30 $10.08 $0.00 47.2% 13.5% 20.7% 52.9% 0.0% 0.5% -17.8% 0 0 0 0.00 154.64 N/A N/A 0 0 0 0
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