IXN Options History — February 2009 In February 2009, IXN traded between $5.41 and $6.42. ATM implied volatility averaged 89.8%, placing in the 45.8% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 49.0% (HV 20d: 40.9%). Max pain ranged from $9.50 to $9.50. Net GEX was positive for 0 of 19 trading days.
Notable Days 2009-02-17 : Largest IV spike — 14.8% change2009-02-27 : Highest IV Rank — 65.8%2009-02-27 : Largest Expected Move — 34.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.91 $5.41 $6.42 $5.92 $5.52 Max Pain $9.50 $9.50 $9.50 $9.50 $9.50 ATM IV 89.8% 68.4% 120.0% 74.9% 120.0% Expected Move 25.7% 19.6% 34.4% 21.5% 34.4% HV 20d 40.9% 36.9% 43.9% 42.1% 38.3% HV 60d 47.3% 42.2% 53.1% 53.1% 42.2% IV Rank 45.8% 31.6% 65.8% 36.0% 65.8% IV Percentile 95.0% 87.7% 98.4% 93.3% 98.4% Bid-Ask Spread % 111.20 109.80 112.90 111.11 110.04 Gamma HHI 1.00 1.00 1.00 1.00 1.00 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 12 12 12 12 12
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 2009-02-02 $5.92 $9.50 74.9% 21.5% 42.1% 36.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.11 N/A N/A 0 0 12 0 2009-02-03 $6.00 $9.50 73.4% 21.0% 42.5% 35.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.43 N/A N/A 0 0 12 0 2009-02-04 $6.05 $9.50 72.8% 20.9% 40.3% 34.6% 0.0% 0.0% 0.0% 0 0 0 0.00 111.65 N/A N/A 0 0 12 0 2009-02-05 $6.19 $9.50 71.7% 20.5% 40.2% 33.8% 0.0% 0.0% 0.0% 0 0 0 0.00 112.06 N/A N/A 0 0 12 0 2009-02-06 $6.41 $9.50 68.4% 19.6% 42.1% 31.6% 0.0% 0.0% 0.0% 0 0 0 0.00 112.90 N/A N/A 0 0 12 0 2009-02-09 $6.42 $9.50 71.0% 20.4% 41.3% 33.4% 0.0% 0.0% 0.0% 0 0 0 0.00 112.90 N/A N/A 0 0 12 0 2009-02-10 $6.13 $9.50 77.5% 22.2% 43.9% 37.7% 0.0% 0.0% 0.0% 0 0 0 0.00 111.82 N/A N/A 0 0 12 0 2009-02-11 $6.13 $9.50 77.9% 22.3% 43.9% 37.9% 0.0% 0.0% 0.0% 0 0 0 0.00 111.88 N/A N/A 0 0 12 0 2009-02-12 $6.16 $9.50 78.8% 22.6% 41.0% 38.6% 0.0% 0.0% 0.0% 0 0 0 0.00 111.94 N/A N/A 0 0 12 0 2009-02-13 $6.13 $9.50 80.1% 23.0% 40.7% 39.4% 0.0% 0.0% 0.0% 0 0 0 0.00 111.88 N/A N/A 0 0 12 0 2009-02-17 $5.87 $9.50 91.9% 26.4% 43.7% 47.2% 0.0% 0.0% 0.0% 0 0 0 0.00 110.96 N/A N/A 0 0 12 0 2009-02-18 $5.85 $9.50 93.0% 26.7% 39.6% 48.0% 0.0% 0.0% 0.0% 0 0 0 0.00 110.96 N/A N/A 0 0 12 0 2009-02-19 $5.71 $9.50 99.2% 28.4% 37.4% 52.0% 0.0% 0.0% 0.0% 0 0 0 0.00 110.48 N/A N/A 0 0 12 0 2009-02-20 $5.67 $9.50 101.6% 29.1% 36.9% 53.6% 0.0% 0.0% 0.0% 0 0 0 0.00 110.39 N/A N/A 0 0 12 0 2009-02-23 $5.41 $9.50 112.9% 32.4% 39.5% 61.1% 0.0% 0.0% 0.0% 0 0 0 0.00 109.80 N/A N/A 0 0 12 0 2009-02-24 $5.61 $9.50 110.4% 31.7% 42.1% 59.5% 0.0% 0.0% 0.0% 0 0 0 0.00 110.26 N/A N/A 0 0 12 0 2009-02-25 $5.62 $9.50 113.1% 32.4% 41.4% 61.2% 0.0% 0.0% 0.0% 0 0 0 0.00 110.26 N/A N/A 0 0 12 0 2009-02-26 $5.53 $9.50 117.8% 33.8% 39.4% 64.3% 0.0% 0.0% 0.0% 0 0 0 0.00 110.04 N/A N/A 0 0 12 0 2009-02-27 $5.52 $9.50 120.0% 34.4% 38.3% 65.8% 0.0% 0.0% 0.0% 0 0 0 0.00 110.04 N/A N/A 0 0 12 0
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