IXN Options History — July 2008 In July 2008, IXN traded between $9.15 and $9.54. ATM implied volatility averaged 33.3%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 11.0% (HV 20d: 22.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days.
Notable Days 2008-07-10 : Largest IV drop — 46.1% change2008-07-07 : Highest IV Rank — 64.5%2008-07-01 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $9.38 $9.15 $9.54 $9.53 $9.36 ATM IV 33.3% 25.8% 57.0% 42.0% 28.7% Expected Move 8.6% 7.4% 12.1% 12.1% 8.2% HV 20d 22.3% 20.4% 24.5% 21.9% 20.9% HV 60d 20.4% 19.5% 21.2% 20.8% 19.9% IV Rank 28.1% 14.7% 64.5% 42.3% 18.1% IV Percentile 50.6% 17.1% 96.4% 89.3% 37.3% Term Structure -5.6% -18.6% 1.6% -18.6% -11.3% Skew 25d -0.8% -15.5% 11.5% -0.3% -4.2% Skew 10d -3.0% -24.4% 10.1% -0.0% -6.8% Call IV 25d 30.2% 22.8% 43.1% 25.8% 30.0% Put IV 25d 29.4% 25.5% 38.4% 25.5% 25.9% Bid-Ask Spread % 164.25 125.19 187.68 126.23 161.33 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 2008-07-01 $9.53 $0.00 42.0% 12.1% 21.9% 42.3% 0.0% 0.0% -18.6% 0 0 0 0.00 126.23 N/A N/A 0 0 0 0 2008-07-02 $9.36 $0.00 35.7% 10.2% 22.1% 32.8% 0.0% -0.3% -13.0% 0 0 0 0.00 125.20 N/A N/A 0 0 0 0 2008-07-03 $9.42 $0.00 41.1% 11.8% 21.7% 40.8% 0.0% 3.6% -13.8% 0 0 0 0.00 125.19 N/A N/A 0 0 0 0 2008-07-07 $9.44 $0.00 57.0% 7.7% 20.5% 64.5% 0.0% -2.4% -4.0% 0 0 0 0.00 176.03 N/A N/A 0 0 0 0 2008-07-08 $9.54 $0.00 47.6% 7.8% 21.2% 50.5% 0.0% 4.6% -5.9% 0 0 0 0.00 179.88 N/A N/A 0 0 0 0 2008-07-09 $9.27 $0.00 51.4% 8.0% 22.9% 56.2% 0.0% -0.5% -2.1% 0 0 0 0.00 179.18 N/A N/A 0 0 0 0 2008-07-10 $9.36 $0.00 27.7% 7.9% 23.0% 20.9% 0.0% -15.5% -3.2% 0 0 0 0.00 174.10 N/A N/A 0 0 0 0 2008-07-11 $9.27 $0.00 27.9% 8.0% 22.7% 21.1% 0.0% -3.0% -1.1% 0 0 0 0.00 167.65 N/A N/A 0 0 0 0 2008-07-14 $9.17 $0.00 29.6% 8.5% 21.8% 23.6% 0.0% -2.6% -2.7% 0 0 0 0.00 168.87 N/A N/A 0 0 0 0 2008-07-15 $9.15 $0.00 26.3% 7.5% 21.1% 18.3% 0.0% -4.1% 1.6% 0 0 0 0.00 153.06 N/A N/A 0 0 0 0 2008-07-16 $9.36 $0.00 28.0% 8.0% 23.4% 20.6% 0.0% 11.5% -4.2% 0 0 0 0.00 162.39 N/A N/A 0 0 0 0 2008-07-17 $9.51 $0.00 25.8% 7.4% 24.5% 17.2% 0.0% 1.5% -3.7% 0 0 0 0.00 162.24 N/A N/A 0 0 0 0 2008-07-18 $9.40 $0.00 26.1% 7.5% 24.5% 17.5% 0.0% 0.6% -1.0% 0 0 0 0.00 159.78 N/A N/A 0 0 0 0 2008-07-21 $9.42 $0.00 31.0% 8.9% 23.4% 24.9% 0.0% -1.3% -6.3% 0 0 0 0.00 185.10 N/A N/A 0 0 0 0 2008-07-22 $9.33 $0.00 31.7% 9.1% 23.3% 25.6% 0.0% -2.8% -7.1% 0 0 0 0.00 183.57 N/A N/A 0 0 0 0 2008-07-23 $9.48 $0.00 31.8% 9.1% 24.1% 25.8% 0.0% -0.5% -6.6% 0 0 0 0.00 187.56 N/A N/A 0 0 0 0 2008-07-24 $9.39 $0.00 31.9% 9.2% 23.3% 25.8% 0.0% -1.6% -6.6% 0 0 0 0.00 184.02 N/A N/A 0 0 0 0 2008-07-25 $9.44 $0.00 32.3% 9.3% 20.4% 25.1% 0.0% -2.0% -7.5% 0 0 0 0.00 187.68 N/A N/A 0 0 0 0 2008-07-28 $9.27 $0.00 26.3% 7.5% 21.0% 15.8% 0.0% 0.2% 0.3% 0 0 0 0.00 152.38 N/A N/A 0 0 0 0 2008-07-29 $9.41 $0.00 26.0% 7.5% 21.7% 15.2% 0.0% 0.8% -6.5% 0 0 0 0.00 154.78 N/A N/A 0 0 0 0 2008-07-30 $9.43 $0.00 26.5% 7.6% 21.7% 14.7% 0.0% 0.4% -0.3% 0 0 0 0.00 157.15 N/A N/A 0 0 0 0 2008-07-31 $9.36 $0.00 28.7% 8.2% 20.9% 18.1% 0.0% -4.2% -11.3% 0 0 0 0.00 161.33 N/A N/A 0 0 0 0
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