IXN Options History — October 2008

Name: IXN Options Analytics - October 2008
Creator: Options Analysis Suite

In October 2008, IXN traded between $5.90 and $8.08. ATM implied volatility averaged 52.5%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 12.3% (HV 20d: 64.8%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2008-10-14: Highest Volume — 12 contracts
2008-10-15: Largest IV spike — 173.7% change
2008-10-15: Highest IV Rank — 100.0%
2008-10-01: Largest Expected Move — 17.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.75	$5.90	$8.08	$8.08	$6.68
ATM IV	52.5%	32.6%	120.8%	60.2%	45.3%
Expected Move	11.6%	9.3%	17.3%	17.3%	13.0%
HV 20d	64.8%	49.0%	75.6%	49.0%	75.6%
HV 60d	43.4%	32.5%	52.8%	32.5%	52.8%
IV Rank	38.3%	12.0%	100.0%	54.8%	24.7%
IV Percentile	87.2%	58.3%	100.0%	97.6%	87.7%
Term Structure	-6.5%	-21.9%	1.6%	-21.9%	-10.3%
Skew 25d	-1.5%	-18.6%	10.5%	-18.6%	-3.5%
Skew 10d	-8.6%	-33.9%	6.0%	-33.9%	-12.9%
Call IV 25d	42.0%	25.8%	81.8%	81.8%	50.2%
Put IV 25d	40.6%	28.9%	63.2%	63.2%	46.7%
Bid-Ask Spread %	139.10	116.48	166.92	166.92	154.92
Gamma HHI	0.53	0.42	0.75	0.51	0.45
Net GEX	204	28	413	357	379
Net DEX	-1.2K	-6.0K	3.7K	-3.8K	-4.4K
Net VEX	-14	-35	-3	-35	-20
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	1.043	0	12	0	0
Total OI	46.696	36	54	36	54

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2008-10-01	$8.08	$0.00	60.2%	17.3%	49.0%	54.8%	0.0%	-18.6%	-21.9%	357	-3.8K	-35	166.92	N/A	N/A	0	0	36	0
2008-10-02	$7.68	$0.00	43.8%	12.6%	50.3%	32.1%	0.0%	-4.5%	-15.2%	151	-929	-12	140.16	N/A	N/A	0	0	36	0
2008-10-03	$7.64	$0.00	44.2%	12.7%	50.3%	32.6%	0.0%	-3.0%	-14.5%	159	-1.2K	-15	141.06	N/A	N/A	0	0	36	0
2008-10-06	$7.30	$0.00	59.4%	10.1%	51.8%	53.6%	0.0%	0.1%	-4.1%	116	-852	-11	140.72	N/A	N/A	0	0	36	0
2008-10-07	$6.90	$0.00	62.8%	10.4%	54.4%	58.3%	0.0%	-1.2%	-5.0%	60	-420	-6	139.84	N/A	N/A	0	0	36	0
2008-10-08	$6.80	$0.00	66.0%	10.6%	54.1%	62.6%	0.0%	-0.1%	-5.0%	50	-342	-5	139.00	N/A	N/A	0	0	36	0
2008-10-09	$6.60	$0.00	72.5%	10.9%	53.8%	71.7%	0.0%	-0.2%	-5.3%	39	-278	-4	136.07	N/A	N/A	0	0	36	0
2008-10-10	$6.48	$0.00	72.0%	10.8%	53.5%	71.1%	0.0%	-3.3%	-4.8%	28	-191	-3	138.87	N/A	N/A	0	6	36	0
2008-10-13	$7.21	$0.00	72.5%	10.3%	68.2%	71.7%	0.0%	1.6%	-4.9%	98	3.4K	-12	162.98	N/A	N/A	0	0	36	6
2008-10-14	$6.98	$0.00	44.2%	9.7%	68.5%	32.5%	0.0%	3.1%	1.6%	63	3.7K	-7	121.73	N/A	N/A	12	0	36	6
2008-10-15	$6.46	$0.00	120.8%	11.2%	71.0%	100.0%	0.0%	-1.8%	-5.4%	214	1.6K	-15	146.17	N/A	N/A	0	0	48	6
2008-10-16	$6.69	$0.00	38.4%	11.0%	70.7%	17.7%	0.0%	-1.9%	-5.8%	267	945	-18	153.27	N/A	N/A	0	0	48	6
2008-10-17	$6.67	$0.00	35.4%	10.2%	68.4%	14.8%	0.0%	8.4%	0.8%	242	1.1K	-16	121.05	N/A	N/A	6	0	48	6
2008-10-20	$6.90	$0.00	34.4%	9.9%	70.1%	13.8%	0.0%	1.9%	0.7%	413	-6.0K	-25	124.47	N/A	N/A	0	0	54	0
2008-10-21	$6.54	$0.00	36.6%	10.5%	71.8%	15.9%	0.0%	7.2%	1.4%	325	-3.8K	-20	122.04	N/A	N/A	0	0	54	0
2008-10-22	$6.22	$0.00	32.6%	9.3%	72.7%	12.0%	0.0%	-0.0%	1.6%	268	-2.9K	-19	120.83	N/A	N/A	0	0	54	0
2008-10-23	$6.21	$0.00	43.5%	12.5%	71.8%	22.9%	0.0%	-3.9%	-8.1%	245	-2.3K	-16	137.94	N/A	N/A	0	0	54	0
2008-10-24	$5.94	$0.00	47.8%	13.7%	72.3%	27.2%	0.0%	-4.0%	-11.0%	154	-1.3K	-9	131.05	N/A	N/A	0	0	54	0
2008-10-27	$5.90	$0.00	38.1%	10.9%	67.5%	17.5%	0.0%	10.5%	-3.3%	127	-805	-7	116.48	N/A	N/A	0	0	54	0
2008-10-28	$6.41	$0.00	44.5%	12.8%	74.2%	23.8%	0.0%	-7.2%	-9.5%	301	-3.0K	-17	147.63	N/A	N/A	0	0	54	0
2008-10-29	$6.31	$0.00	46.1%	13.2%	74.2%	25.5%	0.0%	-6.5%	-10.9%	273	-2.6K	-16	143.10	N/A	N/A	0	0	54	0
2008-10-30	$6.59	$0.00	45.2%	13.0%	75.2%	24.5%	0.0%	-6.4%	-10.4%	362	-4.0K	-21	153.01	N/A	N/A	0	0	54	0
2008-10-31	$6.68	$0.00	45.3%	13.0%	75.6%	24.7%	0.0%	-3.5%	-10.3%	379	-4.4K	-20	154.92	N/A	N/A	0	0	54	0