IXN Options History — September 2019 In September 2019, IXN traded between $29.81 and $31.19. ATM implied volatility averaged 19.1%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 0.1% (HV 20d: 19.2%). Max pain ranged from $29.17 to $31.33. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-09-20 : Highest Volume — 120 contracts2019-09-24 : Largest IV spike — 14.3% change2019-09-03 : Highest IV Rank — 5.4%2019-09-03 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $30.76 $29.81 $31.19 $29.81 $30.81 Max Pain $30.85 $29.17 $31.33 $29.17 $31.33 ATM IV 19.1% 16.9% 23.6% 23.6% 19.8% Expected Move 5.4% 4.8% 6.8% 6.8% 5.7% HV 20d 19.2% 14.3% 24.3% 23.0% 15.9% HV 60d 251.4% 18.6% 329.2% 329.2% 18.9% IV Rank 2.9% 1.7% 5.4% 5.4% 3.3% IV Percentile 11.9% 7.7% 18.1% 17.3% 15.7% Term Structure 0.9% -4.5% 4.1% -4.5% 1.9% VWIV 17.4% 17.4% 17.4% 17.4% 17.4% Skew 25d 2.5% -2.0% 13.9% 11.2% 3.5% Skew 10d 2.8% -3.4% 10.9% 10.9% 3.6% Call IV 25d 16.5% 11.1% 18.7% 15.7% 14.6% Put IV 25d 19.0% 15.9% 26.9% 26.9% 18.1% Bid-Ask Spread % 109.55 74.77 138.17 101.70 120.78 Gamma HHI 0.39 0.28 0.51 0.51 0.40 Net GEX 954 -5.2K 8.3K -559 -4.2K Net DEX -35.7K -104.2K 54.0K -8.5K 24.4K Net VEX -459 -1.1K -136 -136 -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 8.7 0 120 6 0 Total OI 82.8 30 192 30 192
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 2019-09-03 $29.81 $29.17 23.6% 6.8% 23.0% 5.4% 0.0% 11.2% -4.5% -559 -8.5K -136 0.00 101.70 N/A N/A 6 0 18 12 2019-09-04 $30.28 $29.17 20.7% 5.9% 23.2% 3.8% 0.0% 13.9% -2.7% 369 -27.6K -173 0.00 97.84 N/A N/A 6 0 24 12 2019-09-05 $30.97 $0.00 18.5% 4.9% 24.3% 2.6% 0.0% -0.4% 3.5% 1.6K -53.4K -208 0.00 135.95 N/A N/A 0 0 30 12 2019-09-06 $30.98 $0.00 16.9% 4.8% 23.4% 1.7% 0.0% -0.8% 4.1% 1.7K -53.9K -205 0.00 136.19 N/A N/A 0 0 30 12 2019-09-09 $30.76 $0.00 19.3% 4.8% 23.4% 3.0% 0.0% -0.2% 2.7% 1.1K -52.4K -198 0.00 136.15 N/A N/A 0 0 30 12 2019-09-10 $30.52 $0.00 20.0% 5.1% 22.8% 3.4% 0.0% 0.1% 2.7% 1.0K -47.0K -202 0.00 132.57 N/A N/A 0 0 30 12 2019-09-11 $30.88 $0.00 17.5% 5.0% 22.0% 2.1% 0.0% 0.0% 2.4% 2.2K -54.3K -191 0.00 134.50 N/A N/A 0 0 30 12 2019-09-12 $31.19 $0.00 16.9% 4.8% 19.1% 1.7% 0.0% -0.1% 2.1% 2.6K -59.0K -188 0.00 138.17 N/A N/A 0 0 30 12 2019-09-13 $30.97 $0.00 17.4% 5.0% 19.4% 2.0% 0.0% -0.1% 1.6% 2.6K -56.3K -188 0.00 109.48 N/A N/A 0 0 30 12 2019-09-16 $30.80 $0.00 19.1% 5.5% 18.9% 2.9% 0.0% 1.7% 0.5% 2.2K -53.4K -187 0.00 103.82 N/A N/A 0 0 30 12 2019-09-17 $30.93 $0.00 19.1% 5.5% 18.4% 2.9% 0.0% -2.0% 0.8% 2.5K -54.6K -185 0.00 107.57 N/A N/A 12 0 30 12 2019-09-18 $30.96 $0.00 19.4% 5.5% 18.4% 3.1% 0.0% 6.8% 0.3% 3.8K -72.8K -289 0.00 74.77 N/A N/A 12 0 42 12 2019-09-19 $31.08 $0.00 18.3% 5.2% 18.2% 2.5% 17.4% 2.0% 1.6% 5.2K -95.5K -394 0.00 92.13 N/A N/A 12 0 54 12 2019-09-20 $30.79 $31.33 19.0% 5.4% 18.5% 2.8% 0.0% 2.9% 1.6% 8.0K -104.2K -430 0.00 78.36 N/A N/A 0 120 66 12 2019-09-23 $30.84 $31.33 18.2% 5.2% 14.3% 2.5% 0.0% 3.7% -0.0% 8.3K -103.9K -423 0.00 88.28 N/A N/A 0 0 66 0 2019-09-24 $30.50 $31.33 20.8% 6.0% 14.9% 3.9% 0.0% 4.3% -1.8% -5.0K 54.0K -1.1K 0.00 76.52 N/A N/A 0 0 66 120 2019-09-25 $30.85 $31.33 19.0% 5.4% 15.3% 2.9% 0.0% 0.3% -1.4% -4.9K 37.5K -1.1K 0.00 97.31 N/A N/A 6 0 66 120 2019-09-26 $30.88 $31.33 19.3% 5.5% 15.2% 3.0% 0.0% 0.3% 1.1% -4.4K 19.7K -1.1K 0.00 107.75 N/A N/A 0 0 72 120 2019-09-27 $30.45 $31.33 19.5% 5.6% 15.4% 3.1% 0.0% 2.6% 2.1% -5.2K 47.4K -1.1K 0.00 121.07 N/A N/A 0 0 72 120 2019-09-30 $30.81 $31.33 19.8% 5.7% 15.9% 3.3% 0.0% 3.5% 1.9% -4.2K 24.4K -1.1K 0.00 120.78 N/A N/A 0 0 72 120
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