IXN Options History — November 2019 In November 2019, IXN traded between $32.41 and $33.77. ATM implied volatility averaged 15.0%, placing in the 1.4% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.8% (HV 20d: 11.2%). Max pain ranged from $30.00 to $31.17. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-29 : Highest Volume — 360 contracts2019-11-12 : Largest IV spike — 50.9% change2019-11-12 : Highest IV Rank — 5.0%2019-11-11 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.16 $32.41 $33.77 $32.41 $33.63 Max Pain $30.32 $30.00 $31.17 $30.50 $31.17 ATM IV 15.0% 11.3% 21.7% 14.1% 13.9% Expected Move 4.4% 3.2% 5.1% 4.0% 4.0% HV 20d 11.2% 8.8% 15.6% 15.5% 8.8% HV 60d 15.9% 13.7% 18.5% 18.5% 13.7% IV Rank 1.4% 0.0% 5.0% 0.2% 1.4% IV Percentile 6.6% 0.0% 32.7% 0.8% 2.0% Term Structure 1.4% -0.9% 3.6% 2.8% 1.8% VWIV 15.6% 14.4% 16.8% 14.4% 16.8% Skew 25d 1.9% -2.4% 7.4% 1.8% 3.8% Skew 10d 4.1% -1.4% 9.3% 4.4% 1.7% Call IV 25d 14.0% 10.7% 19.0% 13.8% 13.0% Put IV 25d 16.0% 13.5% 18.7% 15.5% 16.7% Bid-Ask Spread % 108.91 74.56 130.35 130.35 109.25 Gamma HHI 0.24 0.15 0.32 0.27 0.15 Net GEX 4.5K 187 11.3K 2.9K 9.3K Net DEX -245.8K -312.3K -186.3K -186.3K -295.1K Net VEX -561 -718 -349 -718 -669 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 21.3 0 360 0 360 Total OI 225.6 198 258 216 258
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 2019-11-01 $32.41 $30.50 14.1% 4.0% 15.5% 0.2% 0.0% 1.8% 2.8% 2.9K -186.3K -718 0.00 130.35 N/A N/A 0 0 96 120 2019-11-04 $32.70 $30.00 15.4% 4.8% 15.6% 0.9% 0.0% -1.8% 1.0% 1.8K -199.3K -678 0.00 109.88 N/A N/A 0 0 96 120 2019-11-05 $32.74 $30.00 12.4% 4.8% 14.0% 0.0% 0.0% -2.0% 2.9% 1.1K -228.3K -521 0.00 74.56 N/A N/A 0 0 96 120 2019-11-06 $32.66 $30.00 15.7% 4.6% 13.9% 1.7% 0.0% -0.9% 2.0% 1.5K -195.0K -676 0.00 112.83 N/A N/A 0 0 96 120 2019-11-07 $32.85 $30.00 15.9% 4.7% 13.9% 1.9% 14.4% -2.4% 0.2% 3.1K -233.5K -542 0.00 108.54 N/A N/A 12 0 96 120 2019-11-08 $32.97 $30.00 15.3% 4.6% 12.1% 1.5% 0.0% 2.5% 2.0% 2.7K -241.7K -507 0.00 111.79 N/A N/A 0 0 96 120 2019-11-11 $32.98 $30.00 14.4% 5.1% 11.9% 1.1% 0.0% 3.4% 0.1% 1.9K -239.0K -506 0.00 76.55 N/A N/A 0 0 96 120 2019-11-12 $33.05 $30.00 21.7% 4.6% 11.4% 5.0% 0.0% -0.1% 2.0% 2.9K -252.1K -431 0.00 113.56 N/A N/A 0 0 96 120 2019-11-13 $33.17 $30.00 15.5% 4.4% 10.9% 1.7% 0.0% -0.1% 2.4% 2.0K -254.9K -443 0.00 113.20 N/A N/A 6 0 96 120 2019-11-14 $33.12 $30.00 15.4% 4.4% 10.9% 1.6% 0.0% -0.1% 2.4% 187 -240.4K -493 0.00 116.88 N/A N/A 0 0 96 120 2019-11-15 $33.36 $30.00 15.6% 4.5% 10.4% 1.7% 0.0% 1.2% 1.6% 2.5K -272.0K -349 0.00 87.61 N/A N/A 6 0 96 120 2019-11-18 $33.47 $30.00 16.2% 4.6% 10.2% 2.0% 15.7% 3.1% 0.1% 3.5K -205.9K -384 0.00 94.09 N/A N/A 30 0 78 120 2019-11-19 $33.59 $30.00 14.9% 4.3% 8.9% 1.3% 0.0% 2.4% 0.2% 11.3K -278.6K -517 0.00 120.17 N/A N/A 0 0 108 120 2019-11-20 $33.30 $30.00 16.0% 4.6% 9.8% 1.9% 0.0% 7.4% -0.9% 6.3K -245.8K -646 0.00 117.59 N/A N/A 0 0 108 120 2019-11-21 $33.14 $30.00 15.7% 4.5% 9.7% 1.8% 16.8% 3.3% 0.2% 7.4K -246.5K -613 0.00 117.43 N/A N/A 0 12 108 120 2019-11-22 $33.11 $31.17 14.9% 4.3% 9.3% 1.3% 0.0% 1.8% 0.3% 3.1K -223.5K -698 0.00 121.50 N/A N/A 0 0 108 132 2019-11-25 $33.55 $31.17 13.2% 3.8% 9.5% 0.4% 0.0% 4.6% 3.6% 7.4K -266.7K -536 0.00 105.42 N/A N/A 0 0 108 132 2019-11-26 $33.69 $31.17 13.4% 3.8% 8.8% 0.5% 0.0% 5.6% 1.8% 9.0K -299.1K -670 0.00 117.95 N/A N/A 0 0 126 132 2019-11-27 $33.77 $31.17 11.3% 3.2% 8.8% 0.0% 0.0% 5.1% 2.1% 9.4K -312.3K -621 0.00 119.00 N/A N/A 0 0 126 132 2019-11-29 $33.63 $31.17 13.9% 4.0% 8.8% 1.4% 0.0% 3.8% 1.8% 9.3K -295.1K -669 0.00 109.25 N/A N/A 0 360 126 132
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