IXN Options History — January 2009 In January 2009, IXN traded between $5.71 and $6.56. ATM implied volatility averaged 61.2%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 20.8% (HV 20d: 40.4%). Max pain ranged from $9.50 to $9.50. Net GEX was positive for 5 of 20 trading days.
Notable Days 2009-01-20 : Largest IV spike — 12.4% change2009-01-30 : Highest IV Rank — 34.1%2009-01-30 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $6.10 $5.71 $6.56 $6.35 $5.85 Max Pain $9.50 $9.50 $9.50 $9.50 $9.50 ATM IV 61.2% 50.1% 72.2% 50.1% 72.2% Expected Move 17.5% 14.4% 20.7% 14.4% 20.7% HV 20d 40.4% 35.7% 46.1% 46.1% 43.4% HV 60d 57.5% 53.3% 63.5% 63.2% 53.9% IV Rank 26.9% 19.5% 34.1% 19.5% 34.1% IV Percentile 86.1% 77.0% 92.5% 77.4% 92.5% Bid-Ask Spread % 111.67 109.95 113.56 109.95 111.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 12 0 55 47 0 Net DEX -203 -897 0 -749 0 Net VEX -2 -7 0 -6 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 12 12 12 12 12
Daily Data (20 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 2009-01-02 $6.35 $9.50 50.1% 14.4% 46.1% 19.5% 0.0% 0.0% 0.0% 47 -749 -6 0.00 109.95 N/A N/A 0 0 12 0 2009-01-05 $6.33 $9.50 51.8% 14.8% 42.7% 20.6% 0.0% 0.0% 0.0% 47 -776 -6 0.00 112.77 N/A N/A 0 0 12 0 2009-01-06 $6.56 $9.50 50.1% 14.4% 42.8% 19.5% 0.0% 0.0% 0.0% 55 -897 -7 0.00 113.56 N/A N/A 0 0 12 0 2009-01-07 $6.38 $9.50 53.0% 15.2% 39.8% 21.4% 0.0% 0.0% 0.0% 49 -834 -7 0.00 112.77 N/A N/A 0 0 12 0 2009-01-08 $6.39 $9.50 52.7% 15.1% 39.5% 21.2% 0.0% 0.0% 0.0% 49 -810 -7 0.00 112.90 N/A N/A 0 0 12 0 2009-01-09 $6.26 $9.50 55.9% 16.0% 39.2% 23.3% 0.0% 0.0% 0.0% 0 0 0 0.00 112.25 N/A N/A 0 0 12 0 2009-01-12 $6.12 $9.50 58.1% 16.7% 37.0% 24.8% 0.0% 0.0% 0.0% 0 0 0 0.00 111.88 N/A N/A 0 0 12 0 2009-01-13 $6.13 $9.50 59.1% 16.9% 36.5% 25.5% 0.0% 0.0% 0.0% 0 0 0 0.00 111.77 N/A N/A 0 0 12 0 2009-01-14 $5.88 $9.50 62.1% 17.8% 39.5% 27.5% 0.0% 0.0% 0.0% 0 0 0 0.00 111.11 N/A N/A 0 0 12 0 2009-01-15 $5.97 $9.50 61.2% 17.5% 35.7% 26.9% 0.0% 0.0% 0.0% 0 0 0 0.00 111.27 N/A N/A 0 0 12 0 2009-01-16 $6.01 $9.50 61.4% 17.6% 35.8% 27.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.48 N/A N/A 0 0 12 0 2009-01-20 $5.71 $9.50 69.1% 19.8% 39.1% 32.1% 0.0% 0.0% 0.0% 0 0 0 0.00 110.53 N/A N/A 0 0 12 0 2009-01-21 $5.96 $9.50 64.5% 18.5% 42.1% 29.1% 0.0% 0.0% 0.0% 0 0 0 0.00 111.32 N/A N/A 0 0 12 0 2009-01-22 $5.84 $9.50 67.0% 19.2% 40.6% 30.7% 0.0% 0.0% 0.0% 0 0 0 0.00 110.96 N/A N/A 0 0 12 0 2009-01-23 $5.94 $9.50 67.2% 19.3% 40.8% 30.8% 0.0% 0.0% 0.0% 0 0 0 0.00 111.16 N/A N/A 0 0 12 0 2009-01-26 $5.92 $9.50 68.8% 19.7% 40.8% 31.9% 0.0% 0.0% 0.0% 0 0 0 0.00 111.22 N/A N/A 0 0 12 0 2009-01-27 $6.03 $9.50 67.2% 19.3% 41.2% 30.8% 0.0% 0.0% 0.0% 0 0 0 0.00 111.59 N/A N/A 0 0 12 0 2009-01-28 $6.22 $9.50 64.3% 18.4% 42.5% 28.9% 0.0% 0.0% 0.0% 0 0 0 0.00 112.31 N/A N/A 0 0 12 0 2009-01-29 $6.04 $9.50 68.7% 19.7% 42.2% 31.9% 0.0% 0.0% 0.0% 0 0 0 0.00 111.59 N/A N/A 0 0 12 0 2009-01-30 $5.85 $9.50 72.2% 20.7% 43.4% 34.1% 0.0% 0.0% 0.0% 0 0 0 0.00 111.06 N/A N/A 0 0 12 0
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