IXN Options History — July 2019 In July 2019, IXN traded between $30.23 and $31.39. ATM implied volatility averaged 15.6%, placing in the 0.9% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 476.0% (HV 20d: 491.6%). Max pain ranged from $30.33 to $30.33. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 22 of 22 days.
Notable Days 2019-07-23 : Highest Volume — 12 contracts2019-07-02 : Largest IV drop — 13.7% change2019-07-18 : Highest IV Rank — 1.9%2019-07-18 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.77 $30.23 $31.39 $30.33 $30.71 Max Pain $30.33 $30.33 $30.33 $30.33 $30.33 ATM IV 15.6% 13.8% 17.2% 17.0% 17.1% Expected Move 4.5% 4.0% 4.9% 4.9% 4.9% HV 20d 491.6% 8.6% 568.8% 568.7% 9.5% HV 60d 330.5% 329.9% 331.0% 330.9% 330.1% IV Rank 0.9% 0.0% 1.9% 0.0% 1.8% IV Percentile 2.9% 0.0% 8.1% 0.0% 8.1% Term Structure 1.0% 0.1% 2.4% 1.4% 0.8% VWIV 14.5% 12.9% 15.8% 15.7% 15.8% Skew 25d 1.6% -1.1% 8.6% 3.7% 8.6% Skew 10d 1.0% -1.5% 7.8% 4.1% 7.8% Call IV 25d 14.7% 10.8% 16.6% 11.3% 12.4% Put IV 25d 16.3% 12.9% 20.9% 15.0% 20.9% Bid-Ask Spread % 98.61 72.73 132.25 117.29 123.04 Gamma HHI 0.51 0.50 0.51 0.51 0.50 Net GEX -703 -3.2K 0 0 -3.2K Net DEX 2.0K 0 12.4K 0 12.4K Net VEX -6 -28 0 0 -28 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.182 0 12 0 0 Total OI 3.273 0 12 0 12
Daily Data (22 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 2019-07-01 $30.33 $0.00 17.0% 4.9% 568.7% 0.0% 0.0% 0.0% 1.4% 0 0 0 0.00 117.29 N/A N/A 0 0 0 0 2019-07-02 $30.38 $0.00 14.6% 4.2% 568.8% 0.0% 0.0% 3.7% 1.5% 0 0 0 0.00 119.89 N/A N/A 0 0 0 0 2019-07-03 $30.50 $0.00 14.0% 4.0% 568.3% 0.0% 0.0% 2.0% 2.0% 0 0 0 0.00 125.59 N/A N/A 0 0 0 0 2019-07-05 $30.41 $0.00 13.8% 4.6% 568.3% 0.0% 0.0% 2.3% 0.8% 0 0 0 0.00 81.12 N/A N/A 0 0 0 0 2019-07-08 $30.23 $0.00 14.9% 4.8% 567.5% 0.6% 0.0% 3.8% 0.8% 0 0 0 0.00 80.25 N/A N/A 0 0 0 0 2019-07-09 $30.25 $0.00 15.2% 4.7% 567.6% 0.8% 0.0% 3.2% 0.6% 0 0 0 0.00 82.90 N/A N/A 0 0 0 0 2019-07-10 $30.52 $0.00 15.7% 4.5% 568.0% 1.1% 0.0% -0.5% 0.6% 0 0 0 0.00 85.23 N/A N/A 0 0 0 0 2019-07-11 $30.61 $0.00 15.6% 4.5% 567.0% 1.0% 0.0% 0.3% 0.7% 0 0 0 0.00 86.25 N/A N/A 0 0 0 0 2019-07-12 $30.80 $0.00 14.9% 4.3% 566.7% 0.6% 0.0% 1.1% 1.2% 0 0 0 0.00 92.41 N/A N/A 0 0 0 0 2019-07-15 $30.92 $0.00 15.0% 4.3% 566.1% 0.7% 0.0% 1.3% 0.8% 0 0 0 0.00 95.55 N/A N/A 0 0 0 0 2019-07-16 $30.71 $0.00 15.8% 4.5% 567.1% 1.1% 0.0% 1.3% 1.1% 0 0 0 0.00 90.23 N/A N/A 0 0 0 0 2019-07-17 $30.66 $0.00 16.4% 4.7% 567.7% 1.4% 0.0% 0.9% 0.7% 0 0 0 0.00 89.28 N/A N/A 0 0 0 0 2019-07-18 $30.76 $0.00 17.2% 4.9% 568.1% 1.9% 0.0% 0.8% 0.4% 0 0 0 0.00 72.73 N/A N/A 0 0 0 0 2019-07-19 $30.74 $0.00 16.1% 4.6% 567.9% 1.3% 0.0% 0.2% 2.4% 0 0 0 0.00 84.78 N/A N/A 0 0 0 0 2019-07-22 $31.00 $0.00 16.2% 4.6% 567.7% 1.3% 0.0% 1.7% 0.9% 0 0 0 0.00 90.83 N/A N/A 0 0 0 0 2019-07-23 $31.16 $0.00 15.7% 4.5% 568.1% 1.1% 15.7% 1.2% 1.2% 0 0 0 0.00 92.34 N/A N/A 0 12 0 0 2019-07-24 $31.39 $30.33 15.3% 4.4% 568.3% 0.8% 13.6% 0.6% 0.7% -2.2K 5.8K -22 0.00 100.60 N/A N/A 0 12 0 12 2019-07-25 $31.17 $30.33 15.8% 4.5% 568.5% 1.1% 12.9% -1.1% 1.5% -2.6K 7.2K -25 0.00 99.17 N/A N/A 0 12 0 12 2019-07-26 $31.36 $30.33 15.0% 4.3% 568.0% 0.7% 15.8% 0.5% 1.4% -2.2K 5.4K -21 0.00 128.74 N/A N/A 0 12 0 12 2019-07-29 $31.29 $30.33 15.7% 4.5% 9.4% 1.0% 0.0% 1.2% 0.1% -2.4K 5.6K -19 0.00 98.84 N/A N/A 0 0 0 12 2019-07-30 $31.01 $30.33 16.5% 4.7% 8.6% 1.5% 0.0% 1.0% 0.5% -2.9K 8.0K -22 0.00 132.25 N/A N/A 0 0 0 12 2019-07-31 $30.71 $30.33 17.1% 4.9% 9.5% 1.8% 0.0% 8.6% 0.8% -3.2K 12.4K -28 0.00 123.04 N/A N/A 0 0 0 12
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