IXN Options History — June 2008 In June 2008, IXN traded between $9.54 and $10.63. ATM implied volatility averaged 31.4%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 12.9% (HV 20d: 18.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2008-06-06 : Largest IV spike — 55.5% change2008-06-06 : Highest IV Rank — 50.8%2008-06-24 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.15 $9.54 $10.63 $10.48 $9.54 ATM IV 31.4% 23.8% 46.8% 39.8% 34.1% Expected Move 8.2% 6.8% 11.6% 11.4% 9.8% HV 20d 18.5% 14.7% 22.5% 15.7% 21.9% HV 60d 21.6% 19.4% 23.8% 23.8% 20.8% IV Rank 27.9% 17.5% 50.8% 40.6% 30.4% IV Percentile 51.1% 15.1% 92.1% 86.9% 69.8% Term Structure -6.7% -22.1% -1.5% -21.8% -9.2% Skew 25d 2.4% -14.5% 13.9% 13.9% 2.2% Skew 10d 10.1% 2.8% 31.3% 22.4% 6.5% Call IV 25d 44.2% 31.3% 63.3% 43.3% 52.0% Put IV 25d 46.6% 31.4% 65.7% 57.1% 54.2% Bid-Ask Spread % 159.52 130.10 200.00 143.39 132.11 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 2008-06-02 $10.48 $0.00 39.8% 11.4% 15.7% 40.6% 0.0% 13.9% -21.8% 0 0 0 0.00 143.39 N/A N/A 0 0 0 0 2008-06-03 $10.46 $0.00 29.2% 8.4% 15.6% 25.3% 0.0% 0.1% -5.7% 0 0 0 0.00 133.47 N/A N/A 0 0 0 0 2008-06-04 $10.51 $0.00 29.4% 8.4% 15.5% 25.5% 0.0% 0.1% -6.3% 0 0 0 0.00 134.39 N/A N/A 0 0 0 0 2008-06-05 $10.63 $0.00 30.1% 8.6% 14.7% 26.6% 0.0% -0.6% -3.4% 0 0 0 0.00 136.96 N/A N/A 0 0 0 0 2008-06-06 $10.35 $0.00 46.8% 7.7% 17.7% 50.8% 0.0% 12.0% -8.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2008-06-09 $10.32 $0.00 41.0% 8.0% 17.6% 42.4% 0.0% -14.5% -10.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2008-06-10 $10.21 $0.00 35.8% 6.8% 17.6% 34.8% 0.0% 4.5% -2.1% 0 0 0 0.00 168.81 N/A N/A 0 0 0 0 2008-06-11 $10.03 $0.00 36.8% 7.4% 18.6% 36.3% 0.0% 4.7% -4.7% 0 0 0 0.00 153.19 N/A N/A 0 0 0 0 2008-06-12 $10.10 $0.00 24.4% 7.0% 18.7% 18.3% 0.0% 1.7% -1.5% 0 0 0 0.00 162.50 N/A N/A 0 0 0 0 2008-06-13 $10.24 $0.00 25.7% 7.4% 18.3% 20.1% 0.0% 2.2% -5.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2008-06-16 $10.34 $0.00 23.8% 6.8% 18.7% 17.5% 0.0% 0.0% -3.6% 0 0 0 0.00 176.34 N/A N/A 0 0 0 0 2008-06-17 $10.29 $0.00 24.9% 7.1% 18.7% 18.8% 0.0% 0.0% -2.0% 0 0 0 0.00 175.00 N/A N/A 0 0 0 0 2008-06-18 $10.21 $0.00 25.1% 7.2% 18.2% 19.2% 0.0% 0.0% -1.6% 0 0 0 0.00 166.67 N/A N/A 0 0 0 0 2008-06-19 $10.25 $0.00 25.1% 7.2% 17.6% 18.7% 0.0% 0.0% -1.7% 0 0 0 0.00 172.00 N/A N/A 0 0 0 0 2008-06-20 $10.01 $0.00 26.4% 7.6% 19.5% 20.6% 0.0% 0.0% -3.2% 0 0 0 0.00 150.35 N/A N/A 0 0 0 0 2008-06-23 $9.88 $0.00 28.3% 8.1% 20.0% 22.9% 0.0% 0.0% -5.3% 0 0 0 0.00 146.15 N/A N/A 0 0 0 0 2008-06-24 $9.90 $0.00 40.4% 11.6% 18.9% 40.2% 0.0% 0.0% -22.1% 0 0 0 0.00 160.53 N/A N/A 0 0 0 0 2008-06-25 $10.05 $0.00 26.0% 7.5% 19.8% 19.0% 0.0% 0.0% -2.2% 0 0 0 0.00 157.98 N/A N/A 0 0 0 0 2008-06-26 $9.71 $0.00 35.4% 10.2% 22.5% 32.9% 0.0% 0.0% -12.6% 0 0 0 0.00 150.00 N/A N/A 0 0 0 0 2008-06-27 $9.63 $0.00 30.4% 8.7% 22.2% 25.4% 0.0% 0.0% -6.0% 0 0 0 0.00 130.10 N/A N/A 0 0 0 0 2008-06-30 $9.54 $0.00 34.1% 9.8% 21.9% 30.4% 0.0% 0.0% -9.2% 0 0 0 0.00 132.11 N/A N/A 0 0 0 0
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