IXN Options History — October 2019

In October 2019, IXN traded between $29.97 and $32.19. ATM implied volatility averaged 18.3%, placing in the 2.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 0.8% (HV 20d: 17.4%). Max pain ranged from $30.50 to $31.33. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-10-01: Highest Volume — 24 contracts
  • 2019-10-02: Largest IV spike — 18.5% change
  • 2019-10-08: Highest IV Rank — 5.8%
  • 2019-10-02: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.20$29.97$32.19$30.59$31.99
Max Pain$30.59$30.50$31.33$31.33$30.50
ATM IV18.3%14.4%24.4%20.5%15.1%
Expected Move5.3%4.1%7.0%5.9%4.3%
HV 20d17.4%14.9%18.7%16.0%16.0%
HV 60d20.1%18.8%20.8%19.0%18.8%
IV Rank2.5%0.4%5.8%3.7%0.7%
IV Percentile12.2%0.8%27.4%17.7%3.6%
Term Structure0.8%-1.0%2.5%1.9%1.0%
VWIV17.4%14.7%21.8%21.8%14.7%
Skew 25d2.6%-0.3%7.7%2.9%3.7%
Skew 10d3.7%-1.5%9.6%5.3%2.7%
Call IV 25d16.4%13.1%20.4%16.1%14.5%
Put IV 25d18.9%14.2%24.5%19.0%18.3%
Bid-Ask Spread %110.5566.85140.32124.72140.32
Gamma HHI0.340.270.430.410.28
Net GEX-863-5.8K2.8K-4.6K2.0K
Net DEX-52.1K-153.0K56.4K35.6K-146.2K
Net VEX-1.1K-1.3K-776-1.1K-814
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.87024240
Total OI212.609192222192216

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$30.59$31.3320.5%5.9%16.0%3.7%0.0%2.9%1.9%-4.6K35.6K-1.1K0.00124.72N/AN/A24072120
2019-10-02$29.97$31.3324.2%7.0%16.8%5.7%0.0%6.5%-1.0%-3.7K56.4K-1.2K0.00113.16N/AN/A0096120
2019-10-03$30.25$0.0021.0%6.7%14.9%4.0%0.0%3.8%0.2%-3.0K34.9K-1.3K0.0083.66N/AN/A0096120
2019-10-04$30.78$0.0018.4%5.8%16.3%2.5%0.0%4.9%-0.6%-1.9K447-1.2K0.0079.22N/AN/A0096120
2019-10-07$30.72$0.0020.7%6.0%16.1%3.8%0.0%3.5%0.1%-1.6K-8.2K-1.2K0.0093.31N/AN/A0096120
2019-10-08$30.25$0.0024.4%6.4%16.8%5.8%0.0%7.7%0.4%-2.8K23.0K-1.2K0.0077.17N/AN/A0096120
2019-10-09$30.60$0.0021.7%6.2%16.8%4.3%21.8%3.4%-0.9%-1.9K2.5K-1.2K0.0090.33N/AN/A6096120
2019-10-10$30.81$30.5021.3%6.1%16.6%4.1%0.0%2.6%-0.6%-442-15.5K-1.2K0.0082.45N/AN/A00102120
2019-10-11$31.47$30.5019.2%5.5%18.1%3.0%0.0%0.3%-0.0%1.6K-87.4K-1.1K0.00112.95N/AN/A00102120
2019-10-14$31.31$30.5018.2%5.2%18.0%2.4%0.0%1.6%0.7%2.5K-75.0K-1.1K0.00115.74N/AN/A180102120
2019-10-15$31.66$30.5017.0%4.9%18.4%1.8%0.0%1.2%1.3%1.1K-86.3K-1.0K0.00120.92N/AN/A0090120
2019-10-16$31.45$30.5017.6%5.1%18.6%2.1%0.0%0.1%0.0%1.5K-66.1K-1.0K0.00114.95N/AN/A0090120
2019-10-17$31.40$30.5016.8%4.8%18.6%1.7%0.0%1.3%1.9%2.0K-65.1K-1.0K0.00124.74N/AN/A0090120
2019-10-18$31.18$30.5017.1%4.9%18.4%1.8%0.0%2.9%1.4%2.6K-41.7K-1.0K0.00126.27N/AN/A0090120
2019-10-21$31.45$30.5015.9%4.6%18.7%1.2%15.6%1.7%1.8%-5.8K-49.6K-9920.00131.25N/AN/A12078120
2019-10-22$31.12$30.5017.7%5.1%18.6%2.1%0.0%1.4%1.7%-3.7K-47.2K-1.0K0.0066.85N/AN/A0090120
2019-10-23$31.11$30.5016.5%4.7%18.2%1.5%0.0%2.3%-0.5%-4.3K-30.8K-1.0K0.00104.65N/AN/A0090120
2019-10-24$31.49$30.5015.8%4.5%18.7%1.1%0.0%4.4%1.5%-2.2K-70.8K-1.0K0.00117.59N/AN/A0090120
2019-10-25$31.82$30.5014.6%4.2%18.1%0.4%0.0%-0.3%1.7%-1.0K-116.5K-8830.00132.88N/AN/A0090120
2019-10-28$32.19$30.5014.4%4.1%18.0%0.4%14.7%0.8%2.5%-167-153.0K-7760.00129.98N/AN/A6090120
2019-10-29$31.95$30.5016.6%4.8%18.1%1.5%0.0%0.7%1.3%1.2K-141.0K-8640.00131.00N/AN/A0096120
2019-10-30$32.10$30.5015.5%4.4%16.0%1.0%0.0%2.3%1.7%2.8K-149.8K-8220.00128.66N/AN/A0096120
2019-10-31$31.99$30.5015.1%4.3%16.0%0.7%0.0%3.7%1.0%2.0K-146.2K-8140.00140.32N/AN/A0096120