IXN Options History — November 2008 In November 2008, IXN traded between $5.22 and $6.91. ATM implied volatility averaged 55.1%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded below realized volatility by 15.8% (HV 20d: 70.9%). Max pain ranged from $7.00 to $7.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 5 of 19 days.
Notable Days 2008-11-05 : Largest IV spike — 63.2% change2008-11-20 : Highest IV Rank — 50.0%2008-11-20 : Largest Expected Move — 20.3%Monthly Statistics Metric Avg Min Max Open Close Price $5.98 $5.22 $6.91 $6.61 $5.92 Max Pain $7.00 $7.00 $7.00 $7.00 $7.00 ATM IV 55.1% 31.0% 70.8% 34.6% 65.4% Expected Move 14.7% 8.9% 20.3% 9.9% 18.7% HV 20d 70.9% 65.6% 80.1% 74.2% 65.9% HV 60d 58.9% 52.7% 63.8% 52.7% 63.5% IV Rank 34.4% 10.4% 50.0% 14.0% 44.7% IV Percentile 87.7% 47.6% 97.6% 63.5% 95.6% Term Structure -10.1% -25.1% 7.5% 1.3% -18.7% Skew 25d -2.6% -8.5% 2.4% -0.1% 2.1% Skew 10d -10.2% -21.4% -1.2% -3.4% -1.2% Call IV 25d 41.7% 31.2% 62.2% 32.7% 34.2% Put IV 25d 39.1% 31.2% 53.8% 32.6% 36.3% Bid-Ask Spread % 123.65 113.45 151.58 129.30 126.59 Gamma HHI 0.44 0.37 0.52 0.48 0.38 Net GEX 196 0 452 364 193 Net DEX -2.1K -5.7K 0 -3.8K -2.5K Net VEX -11 -21 0 -17 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 54 54 54 54 54
Daily Data (19 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 2008-11-03 $6.61 $0.00 34.6% 9.9% 74.2% 14.0% 0.0% -0.1% 1.3% 364 -3.8K -17 0.00 129.30 N/A N/A 0 0 54 0 2008-11-04 $6.91 $0.00 31.0% 8.9% 73.7% 10.4% 0.0% 2.4% 4.0% 452 -5.7K -21 0.00 133.27 N/A N/A 0 0 54 0 2008-11-05 $6.52 $0.00 50.6% 14.5% 76.4% 29.9% 0.0% -8.5% -13.9% 318 -3.4K -16 0.00 151.58 N/A N/A 0 0 54 0 2008-11-06 $6.11 $0.00 56.3% 16.1% 79.1% 35.6% 0.0% -8.3% -18.9% 199 -1.9K -10 0.00 137.50 N/A N/A 0 0 54 0 2008-11-07 $6.33 $7.00 54.3% 10.9% 80.1% 33.6% 0.0% -3.1% -8.9% 261 -2.6K -13 0.00 130.64 N/A N/A 0 0 54 0 2008-11-10 $6.32 $7.00 59.3% 11.1% 69.3% 38.6% 0.0% -3.1% -10.2% 259 -2.5K -12 0.00 130.00 N/A N/A 0 0 54 0 2008-11-11 $6.08 $7.00 45.7% 9.2% 69.7% 25.0% 0.0% -2.1% 1.3% 168 -1.0K -7 0.00 116.28 N/A N/A 0 0 54 0 2008-11-12 $5.86 $7.00 54.1% 10.1% 65.6% 33.4% 0.0% 2.1% -6.6% 110 -673 -5 0.00 114.59 N/A N/A 0 0 54 0 2008-11-13 $6.17 $7.00 34.8% 10.0% 67.2% 14.1% 0.0% 0.0% 7.5% 233 -1.9K -13 0.00 117.75 N/A N/A 0 0 54 0 2008-11-14 $5.80 $7.00 43.6% 12.5% 70.3% 23.0% 0.0% 0.0% 5.5% 145 -1.3K -10 0.00 114.09 N/A N/A 0 0 54 0 2008-11-17 $5.70 $7.00 60.6% 17.4% 68.7% 39.9% 0.0% 0.0% -11.4% 153 -1.9K -12 0.00 122.20 N/A N/A 0 0 54 0 2008-11-18 $5.78 $7.00 59.8% 17.1% 67.1% 39.1% 0.0% 0.0% -10.9% 165 -2.0K -13 0.00 123.22 N/A N/A 0 0 54 0 2008-11-19 $5.37 $7.00 68.6% 19.7% 69.6% 47.8% 0.0% 0.0% -18.2% 87 -994 -5 0.00 119.12 N/A N/A 0 0 54 0 2008-11-20 $5.22 $7.00 70.8% 20.3% 70.0% 50.0% 0.0% 0.0% -25.1% 0 0 0 0.00 113.45 N/A N/A 0 0 54 0 2008-11-21 $5.43 $7.00 70.3% 20.2% 70.6% 49.6% 0.0% 0.0% -19.1% 96 -1.2K -6 0.00 114.28 N/A N/A 0 0 54 0 2008-11-24 $5.74 $7.00 60.6% 17.4% 73.7% 39.9% 0.0% 0.0% -16.7% 153 -1.7K -10 0.00 118.21 N/A N/A 0 0 54 0 2008-11-25 $5.76 $7.00 64.5% 18.5% 66.8% 43.7% 0.0% 0.0% -17.4% 164 -2.1K -12 0.00 117.59 N/A N/A 0 0 54 0 2008-11-26 $5.96 $7.00 61.7% 17.7% 68.0% 41.0% 0.0% 0.0% -15.5% 200 -2.6K -13 0.00 119.58 N/A N/A 0 0 54 0 2008-11-28 $5.92 $7.00 65.4% 18.7% 65.9% 44.7% 0.0% 0.0% -18.7% 193 -2.5K -13 0.00 126.59 N/A N/A 0 0 54 0
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