IXN Options History — December 2019

In December 2019, IXN traded between $32.91 and $35.15. ATM implied volatility averaged 14.5%, placing in the 1.9% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 3.8% (HV 20d: 10.6%). Max pain ranged from $31.17 to $35.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-12-02: Highest Volume — 60 contracts
  • 2019-12-19: Largest IV drop — 24.0% change
  • 2019-12-03: Highest IV Rank — 4.1%
  • 2019-12-03: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.22$32.91$35.15$33.26$35.04
Max Pain$32.13$31.17$35.00$31.17$35.00
ATM IV14.5%10.1%18.9%16.0%15.8%
Expected Move4.2%2.9%5.4%4.6%4.5%
HV 20d10.6%9.1%11.9%9.2%9.1%
HV 60d13.4%11.5%14.1%13.9%11.5%
IV Rank1.9%0.0%4.1%2.5%3.0%
IV Percentile9.4%0.0%26.2%15.7%19.4%
Term Structure1.9%-0.8%5.0%1.6%0.9%
VWIV15.2%15.2%15.2%15.2%15.2%
Skew 25d4.7%1.1%9.4%5.1%2.6%
Skew 10d5.9%-1.6%10.7%4.7%5.1%
Call IV 25d10.8%7.9%14.3%12.0%13.3%
Put IV 25d15.5%12.7%20.4%17.1%15.9%
Bid-Ask Spread %115.5573.81127.05122.48124.97
Gamma HHI0.140.120.160.150.14
Net GEX-7.3K-27.1K2.7K-19.2K-1.5K
Net DEX-236.1K-413.4K75.4K-22.5K-307.8K
Net VEX-2.1K-3.0K-1.3K-2.5K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume10.571060600
Total OI674.286570750618576

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$33.26$31.1716.0%4.6%9.2%2.5%0.0%5.1%1.6%-19.2K-22.5K-2.5K0.00122.48N/AN/A060126492
2019-12-03$32.91$31.1718.9%5.4%9.7%4.1%0.0%6.1%-0.8%-27.1K75.4K-3.0K0.00122.82N/AN/A00126552
2019-12-04$33.15$31.1716.9%4.9%10.0%3.0%0.0%3.6%0.0%-23.0K2.8K-2.8K0.00125.76N/AN/A60126552
2019-12-05$33.28$0.0016.0%4.8%10.0%2.5%0.0%9.0%1.7%-21.9K-27.5K-2.7K0.00100.67N/AN/A480132552
2019-12-06$33.67$0.0014.8%4.5%10.5%1.9%0.0%5.4%2.7%-11.1K-185.2K-2.7K0.0099.10N/AN/A60180552
2019-12-09$33.51$0.0016.1%4.7%10.7%2.6%0.0%7.6%1.8%-11.9K-161.8K-2.7K0.00103.45N/AN/A00186552
2019-12-10$33.46$0.0016.6%4.8%10.7%2.9%0.0%9.4%2.0%-12.8K-157.8K-2.8K0.00103.98N/AN/A00186552
2019-12-11$33.70$0.0016.7%4.8%11.0%2.9%0.0%8.4%1.9%-9.0K-208.6K-2.6K0.00117.27N/AN/A420186552
2019-12-12$34.16$0.0014.7%4.2%11.8%1.8%0.0%5.6%2.2%-6.6K-275.0K-2.2K0.00120.59N/AN/A00174552
2019-12-13$34.44$0.0013.7%3.9%11.9%1.3%0.0%3.4%2.5%-4.0K-310.4K-2.0K0.0073.81N/AN/A00174552
2019-12-16$34.55$0.0014.8%4.2%11.8%1.9%0.0%1.9%2.0%-2.9K-350.6K-1.8K0.0097.76N/AN/A180174552
2019-12-17$34.54$0.0013.9%4.0%11.8%1.4%0.0%1.8%-0.6%-3.9K-348.2K-1.8K0.00123.15N/AN/A120174552
2019-12-18$34.55$0.0013.3%3.8%11.8%1.1%0.0%4.3%2.5%-3.0K-345.0K-2.1K0.00125.91N/AN/A00186552
2019-12-19$34.65$0.0010.1%2.9%11.2%0.0%0.0%4.7%5.0%147-399.1K-1.7K0.00124.88N/AN/A120186552
2019-12-20$34.79$0.0010.4%3.0%10.9%0.1%0.0%6.0%3.3%2.7K-413.4K-1.8K0.00121.80N/AN/A012198552
2019-12-23$34.88$0.0012.2%3.5%10.8%1.1%0.0%1.3%2.6%-1.5K-276.8K-1.7K0.00125.61N/AN/A00150420
2019-12-24$34.86$0.0012.3%3.5%10.1%1.1%0.0%4.9%2.7%-169-294.1K-1.6K0.00126.44N/AN/A00150420
2019-12-26$35.08$0.0012.8%3.7%10.2%1.4%0.0%2.9%2.1%2.6K-336.2K-1.3K0.00127.05N/AN/A00150420
2019-12-27$35.15$0.0012.6%3.6%10.2%1.3%0.0%1.1%4.1%1.2K-327.6K-1.4K0.00122.00N/AN/A00150420
2019-12-30$34.96$0.0015.2%4.4%10.3%2.7%15.2%4.0%0.7%-1.1K-287.5K-1.6K0.00117.01N/AN/A06150420
2019-12-31$35.04$35.0015.8%4.5%9.1%3.0%0.0%2.6%0.9%-1.5K-307.8K-1.4K0.00124.97N/AN/A00150426