IXN Options History — March 2009 In March 2009, IXN traded between $5.15 and $6.11. ATM implied volatility averaged 162.2%, placing in the 90.1% IV rank vs the trailing year. The 30-day expected move averaged 46.5%. IV traded above realized volatility by 118.7% (HV 20d: 43.5%). Max pain ranged from $9.50 to $9.50. Net GEX was positive for 0 of 15 trading days.
Notable Days 2009-03-16 : Largest IV drop — 100.0% change2009-03-09 : Highest IV Rank — 100.0%2009-03-17 : Largest Expected Move — 56.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.64 $5.15 $6.11 $5.31 $6.01 Max Pain $9.50 $9.50 $9.50 $9.50 $9.50 ATM IV 162.2% 135.4% 197.0% 135.4% 197.0% Expected Move 46.5% 38.8% 56.5% 38.8% 56.5% HV 20d 43.5% 36.8% 46.9% 39.0% 45.9% HV 60d 41.4% 39.9% 42.4% 42.4% 40.7% IV Rank 90.1% 76.0% 100.0% 76.0% 100.0% IV Percentile 99.6% 99.2% 100.0% 99.6% 100.0% Bid-Ask Spread % 110.41 109.19 111.77 109.56 111.37 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 (15 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 2009-03-02 $5.31 $9.50 135.4% 38.8% 39.0% 76.0% 0.0% 0.0% 0.0% 0 0 0 0.00 109.56 N/A N/A 0 0 12 0 2009-03-03 $5.34 $9.50 137.8% 39.5% 38.7% 77.6% 0.0% 0.0% 0.0% 0 0 0 0.00 109.64 N/A N/A 0 0 12 0 2009-03-04 $5.50 $9.50 137.1% 39.3% 40.3% 77.1% 0.0% 0.0% 0.0% 0 0 0 0.00 110.00 N/A N/A 0 0 12 0 2009-03-05 $5.31 $9.50 147.6% 42.3% 41.3% 84.1% 0.0% 0.0% 0.0% 0 0 0 0.00 109.56 N/A N/A 0 0 12 0 2009-03-06 $5.26 $9.50 153.1% 43.9% 39.9% 87.7% 0.0% 0.0% 0.0% 0 0 0 0.00 109.49 N/A N/A 0 0 12 0 2009-03-09 $5.15 $9.50 177.7% 51.0% 36.8% 100.0% 0.0% 0.0% 0.0% 0 0 0 0.00 109.19 N/A N/A 0 0 12 0 2009-03-10 $5.51 $9.50 169.2% 48.5% 45.9% 94.6% 0.0% 0.0% 0.0% 0 0 0 0.00 110.04 N/A N/A 0 0 12 0 2009-03-11 $5.68 $9.50 171.9% 49.3% 45.5% 96.3% 0.0% 0.0% 0.0% 0 0 0 0.00 110.44 N/A N/A 0 0 12 0 2009-03-12 $5.84 $9.50 173.7% 49.8% 46.9% 97.4% 0.0% 0.0% 0.0% 0 0 0 0.00 110.91 N/A N/A 0 0 12 0 2009-03-13 $5.80 $9.50 183.7% 52.7% 46.9% 100.0% 0.0% 0.0% 0.0% 0 0 0 0.00 110.86 N/A N/A 0 0 12 0 2009-03-16 $5.77 $9.50 0.0% 0.0% 46.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 110.76 N/A N/A 0 0 12 0 2009-03-17 $5.97 $9.50 197.0% 56.5% 46.1% 100.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.37 N/A N/A 0 0 12 0 2009-03-18 $6.09 $9.50 0.0% 0.0% 46.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.22 N/A N/A 0 0 12 0 2009-03-19 $6.11 $9.50 0.0% 0.0% 45.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.77 N/A N/A 0 0 12 0 2009-03-20 $6.01 $9.50 0.0% 0.0% 45.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.37 N/A N/A 0 0 12 0
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