IXN Options History — August 2019

In August 2019, IXN traded between $28.85 and $30.54. ATM implied volatility averaged 23.2%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 0.8% (HV 20d: 22.3%). Max pain ranged from $29.17 to $30.33. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-08-19: Highest Volume — 18 contracts
  • 2019-08-12: Largest IV spike — 42.0% change
  • 2019-08-12: Highest IV Rank — 8.0%
  • 2019-08-23: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.71$28.85$30.54$30.54$30.02
Max Pain$29.46$29.17$30.33$30.33$29.17
ATM IV23.2%18.9%28.5%21.7%22.3%
Expected Move6.4%5.4%8.1%6.2%6.4%
HV 20d22.3%9.6%27.6%9.6%26.7%
HV 60d329.9%329.4%330.3%330.2%329.4%
IV Rank5.1%2.8%8.0%4.3%4.7%
IV Percentile15.3%8.9%29.0%9.7%14.5%
Term Structure-1.5%-3.3%0.4%-3.1%-3.3%
VWIV22.7%22.7%22.7%22.7%22.7%
Skew 25d9.2%2.9%12.7%5.1%8.1%
Skew 10d9.9%2.6%17.0%9.1%5.5%
Call IV 25d15.3%11.4%22.0%16.8%15.2%
Put IV 25d24.6%18.7%30.7%21.9%23.3%
Bid-Ask Spread %109.5990.87146.95146.95119.39
Gamma HHI0.610.501.000.500.50
Net GEX-1.4K-5.4K2.0K-3.2K-320
Net DEX9.3K-23.4K35.6K14.1K-10.9K
Net VEX-64-1500-28-144
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.90901800
Total OI17.1820301230

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$30.54$30.3321.7%6.2%9.6%4.3%0.0%5.1%-3.1%-3.2K14.1K-280.00146.95N/AN/A00012
2019-08-02$29.95$30.3320.5%5.9%11.8%3.7%0.0%6.1%0.4%-3.7K19.9K-280.00109.63N/AN/A00012
2019-08-05$28.85$0.0028.5%7.0%17.5%8.0%0.0%6.9%-1.9%-1.9K29.1K-150.00102.85N/AN/A00012
2019-08-06$29.20$0.0026.5%6.9%18.2%6.9%0.0%11.8%-1.4%-2.6K27.9K-160.0097.27N/AN/A00012
2019-08-07$29.45$0.0027.8%7.0%18.2%7.7%0.0%10.8%-1.2%-2.9K26.4K-180.00113.04N/AN/A00012
2019-08-08$30.05$0.0021.7%6.0%19.8%4.3%0.0%12.1%-0.4%-4.4K20.0K-210.0090.87N/AN/A00012
2019-08-09$29.85$0.0020.1%6.1%19.7%3.4%0.0%10.8%-0.4%-4.3K22.3K-180.0099.54N/AN/A00012
2019-08-12$29.38$0.0028.5%7.2%20.2%8.0%0.0%12.2%-2.4%-3.1K30.3K-80.0096.83N/AN/A00012
2019-08-13$30.01$0.0025.7%6.3%21.8%6.5%0.0%12.2%-0.3%-5.4K20.6K-120.0091.20N/AN/A012012
2019-08-14$29.17$0.0025.3%7.2%23.8%6.3%0.0%12.4%-1.8%-2.2K32.1K-40.00102.37N/AN/A00012
2019-08-15$29.13$0.0025.2%7.2%23.7%6.3%0.0%12.7%-1.7%-1.8K33.1K-20.00103.41N/AN/A00012
2019-08-16$29.63$0.0022.0%6.3%24.7%4.5%0.0%11.9%-1.7%-135.6K00.00102.68N/AN/A00012
2019-08-19$30.04$0.0019.9%5.7%25.1%3.4%0.0%7.4%0.1%0000.00108.47N/AN/A18000
2019-08-20$29.98$0.0020.7%5.9%24.9%3.8%0.0%6.6%-1.8%1.9K-21.7K-1210.00105.48N/AN/A00180
2019-08-21$30.24$0.0019.6%5.6%25.0%3.2%0.0%7.3%-1.1%2.0K-23.4K-1240.00111.12N/AN/A00180
2019-08-22$30.17$0.0020.5%5.9%25.0%3.7%22.7%8.4%-2.4%1.9K-22.0K-1220.00106.27N/AN/A012180
2019-08-23$29.26$29.1728.3%8.1%26.8%7.9%0.0%8.7%-2.7%-270-2.5K-1460.00115.73N/AN/A001812
2019-08-26$29.50$29.1718.9%5.4%27.1%2.8%0.0%2.9%-1.4%-412-5.6K-1500.00139.34N/AN/A001812
2019-08-27$29.61$29.1723.3%6.7%27.1%5.2%0.0%10.1%0.0%-393-5.7K-1470.00113.19N/AN/A001812
2019-08-28$29.59$29.1722.0%6.3%27.0%4.5%0.0%11.9%-2.2%-531-3.9K-1440.00112.69N/AN/A001812
2019-08-29$30.05$29.1721.2%6.1%27.6%4.1%0.0%7.0%-2.6%-292-12.2K-1460.00122.56N/AN/A001812
2019-08-30$30.02$29.1722.3%6.4%26.7%4.7%0.0%8.1%-3.3%-320-10.9K-1440.00119.39N/AN/A001812