IXN Options History — May 2008 In May 2008, IXN traded between $10.26 and $10.68. ATM implied volatility averaged 35.4%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 15.9% (HV 20d: 19.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2008-05-15 : Largest IV drop — 59.3% change2008-05-14 : Highest IV Rank — 70.6%2008-05-30 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $10.44 $10.26 $10.68 $10.39 $10.65 ATM IV 35.4% 23.1% 60.5% 34.2% 36.3% Expected Move 7.6% 6.5% 10.4% 9.8% 10.4% HV 20d 19.4% 14.5% 23.5% 23.1% 14.5% HV 60d 24.1% 23.6% 24.7% 24.7% 23.7% IV Rank 34.4% 16.5% 70.6% 34.7% 35.6% IV Percentile 60.4% 20.6% 98.4% 77.0% 79.0% Term Structure -4.2% -17.1% 0.7% -9.3% -17.1% Skew 25d 1.4% -0.5% 16.1% 2.0% 16.1% Skew 10d 3.4% 0.6% 15.8% 3.3% 15.8% Call IV 25d 27.1% 23.4% 35.5% 24.0% 35.5% Put IV 25d 28.5% 24.8% 51.6% 26.0% 51.6% Bid-Ask Spread % 135.96 130.06 144.21 141.31 142.79 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 (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 2008-05-01 $10.39 $0.00 34.2% 9.8% 23.1% 34.7% 0.0% 2.0% -9.3% 0 0 0 0.00 141.31 N/A N/A 0 0 0 0 2008-05-02 $10.38 $0.00 33.3% 9.5% 23.2% 33.4% 0.0% 1.1% -9.8% 0 0 0 0.00 141.48 N/A N/A 0 0 0 0 2008-05-05 $10.33 $0.00 40.9% 7.1% 23.3% 42.2% 0.0% 0.6% 0.5% 0 0 0 0.00 134.14 N/A N/A 0 0 0 0 2008-05-06 $10.42 $0.00 35.6% 6.5% 22.8% 34.6% 0.0% 1.6% 0.7% 0 0 0 0.00 130.06 N/A N/A 0 0 0 0 2008-05-07 $10.26 $0.00 36.5% 6.7% 23.5% 35.8% 0.0% -0.1% -2.5% 0 0 0 0.00 130.10 N/A N/A 0 0 0 0 2008-05-08 $10.32 $0.00 42.6% 6.8% 23.1% 44.7% 0.0% 1.1% -5.6% 0 0 0 0.00 130.88 N/A N/A 0 0 0 0 2008-05-09 $10.28 $0.00 46.1% 7.2% 20.7% 49.7% 0.0% 1.0% -3.2% 0 0 0 0.00 142.21 N/A N/A 0 0 0 0 2008-05-12 $10.39 $0.00 59.9% 7.4% 20.7% 69.7% 0.0% 0.3% -6.3% 0 0 0 0.00 141.81 N/A N/A 0 0 0 0 2008-05-13 $10.42 $0.00 56.0% 6.8% 20.7% 64.1% 0.0% 0.9% -1.8% 0 0 0 0.00 130.74 N/A N/A 0 0 0 0 2008-05-14 $10.48 $0.00 60.5% 6.8% 18.6% 70.6% 0.0% -0.5% -1.0% 0 0 0 0.00 131.97 N/A N/A 0 0 0 0 2008-05-15 $10.65 $0.00 24.6% 7.1% 18.9% 18.7% 0.0% -0.1% -4.8% 0 0 0 0.00 143.01 N/A N/A 0 0 0 0 2008-05-16 $10.68 $0.00 23.1% 6.6% 16.4% 16.5% 0.0% 1.7% -2.3% 0 0 0 0.00 133.45 N/A N/A 0 0 0 0 2008-05-19 $10.64 $0.00 24.8% 7.1% 16.4% 18.8% 0.0% 1.5% -1.8% 0 0 0 0.00 135.44 N/A N/A 0 0 0 0 2008-05-20 $10.48 $0.00 24.9% 7.1% 16.7% 19.1% 0.0% 0.0% -0.9% 0 0 0 0.00 132.57 N/A N/A 0 0 0 0 2008-05-21 $10.33 $0.00 26.0% 7.5% 17.7% 20.6% 0.0% -0.5% -2.6% 0 0 0 0.00 132.23 N/A N/A 0 0 0 0 2008-05-22 $10.31 $0.00 27.1% 7.8% 17.3% 22.2% 0.0% 0.7% -5.3% 0 0 0 0.00 133.41 N/A N/A 0 0 0 0 2008-05-23 $10.31 $0.00 28.6% 8.2% 17.1% 24.5% 0.0% 2.1% -5.6% 0 0 0 0.00 144.21 N/A N/A 0 0 0 0 2008-05-27 $10.48 $0.00 28.4% 8.1% 17.9% 24.1% 0.0% -0.2% -4.2% 0 0 0 0.00 136.13 N/A N/A 0 0 0 0 2008-05-28 $10.50 $0.00 26.3% 7.5% 17.8% 21.0% 0.0% -0.5% -2.2% 0 0 0 0.00 132.56 N/A N/A 0 0 0 0 2008-05-29 $10.59 $0.00 27.0% 7.7% 17.9% 22.0% 0.0% 0.1% -2.7% 0 0 0 0.00 134.66 N/A N/A 0 0 0 0 2008-05-30 $10.65 $0.00 36.3% 10.4% 14.5% 35.6% 0.0% 16.1% -17.1% 0 0 0 0.00 142.79 N/A N/A 0 0 0 0
« Apr 2008 | All History | Jun 2008 » Home IXN History May 2008